PREVIEW / futures_30min / 2020-03-30

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-03-30.parquet
  size:    104 KB
  rows:    3,504

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2020-03-30 00:00:00	ES	Futures	2759.24	2782.56	2758.41	2772.96	11480.0
2020-03-30 00:30:00	ES	Futures	2772.68	2790.52	2763.35	2785.58	9798.0
2020-03-30 01:00:00	ES	Futures	2785.85	2793.54	2779.82	2791.62	13032.0
2020-03-30 01:30:00	ES	Futures	2791.62	2818.23	2790.24	2811.92	15550.0
2020-03-30 02:00:00	ES	Futures	2811.37	2813.57	2779.54	2784.76	14765.0
2020-03-30 02:30:00	ES	Futures	2785.03	2791.07	2769.39	2780.91	14826.0
2020-03-30 03:00:00	ES	Futures	2780.64	2796.83	2752.65	2757.86	21692.0
2020-03-30 03:30:00	ES	Futures	2758.14	2759.51	2738.65	2741.67	24182.0
2020-03-30 04:00:00	ES	Futures	2741.67	2762.8	2741.12	2755.39	19504.0
2020-03-30 04:30:00	ES	Futures	2754.85	2780.37	2754.02	2767.74	17128.0
2020-03-30 05:00:00	ES	Futures	2767.47	2782.01	2751.28	2781.19	12247.0
2020-03-30 05:30:00	ES	Futures	2781.46	2783.66	2758.69	2761.16	15402.0
2020-03-30 06:00:00	ES	Futures	2760.88	2780.91	2759.78	2769.66	8540.0
2020-03-30 06:30:00	ES	Futures	2769.66	2781.46	2766.37	2777.9	8589.0
2020-03-30 07:00:00	ES	Futures	2777.62	2785.85	2770.49	2778.99	11500.0
2020-03-30 07:30:00	ES	Futures	2778.99	2785.85	2767.74	2780.91	17932.0
2020-03-30 08:00:00	ES	Futures	2781.19	2791.89	2772.96	2790.79	17930.0
2020-03-30 08:30:00	ES	Futures	2790.79	2808.9	2789.15	2808.63	28084.0
2020-03-30 09:00:00	ES	Futures	2808.63	2812.47	2796.28	2802.87	29763.0
2020-03-30 09:30:00	ES	Futures	2802.59	2819.61	2779.54	2799.03	127883.0
2020-03-30 10:00:00	ES	Futures	2799.03	2823.17	2792.71	2815.22	86939.0
2020-03-30 10:30:00	ES	Futures	2815.22	2834.7	2812.75	2818.51	89456.0
2020-03-30 11:00:00	ES	Futures	2818.23	2847.32	2815.49	2846.77	80145.0
2020-03-30 11:30:00	ES	Futures	2847.05	2849.52	2836.9	2841.83	67634.0
2020-03-30 12:00:00	ES	Futures	2841.56	2850.89	2830.03	2849.79	69957.0
2020-03-30 12:30:00	ES	Futures	2849.79	2855.01	2840.19	2854.18	55250.0
2020-03-30 13:00:00	ES	Futures	2854.46	2854.46	2840.74	2848.69	52555.0
2020-03-30 13:30:00	ES	Futures	2848.69	2851.16	2834.7	2841.01	58700.0
2020-03-30 14:00:00	ES	Futures	2841.01	2846.77	2828.39	2845.68	78164.0
2020-03-30 14:30:00	ES	Futures	2845.4	2861.87	2842.38	2854.73	65919.0
2020-03-30 15:00:00	ES	Futures	2854.73	2871.47	2838.82	2850.34	112016.0
2020-03-30 15:30:00	ES	Futures	2850.62	2877.78	2845.95	2869.28	243660.0
2020-03-30 16:00:00	ES	Futures	2869.28	2869.82	2860.22	2867.36	71169.0
2020-03-30 16:30:00	ES	Futures	2867.36	2875.86	2864.34	2868.18	20752.0
2020-03-30 18:00:00	ES	Futures	2868.45	2876.41	2865.16	2875.86	4459.0
2020-03-30 18:30:00	ES	Futures	2875.86	2880.8	2869.82	2872.02	5774.0
2020-03-30 19:00:00	ES	Futures	2872.02	2872.29	2865.16	2868.45	3691.0
2020-03-30 19:30:00	ES	Futures	2868.45	2876.41	2867.36	2872.02	5253.0
2020-03-30 20:00:00	ES	Futures	2872.02	2881.35	2870.1	2878.06	10433.0
2020-03-30 20:30:00	ES	Futures	2878.06	2880.8	2870.65	2872.29	8966.0
2020-03-30 21:00:00	ES	Futures	2872.57	2888.48	2872.29	2882.17	11850.0
2020-03-30 21:30:00	ES	Futures	2881.9	2883.27	2874.49	2879.43	6800.0
2020-03-30 22:00:00	ES	Futures	2879.7	2884.92	2876.96	2883.82	5572.0
2020-03-30 22:30:00	ES	Futures	2883.55	2886.84	2878.61	2880.25	5031.0
2020-03-30 23:00:00	ES	Futures	2879.98	2881.62	2869.82	2873.94	5997.0
2020-03-30 23:30:00	ES	Futures	2873.67	2876.96	2871.75	2872.02	2239.0
2020-03-30 00:00:00	NQ	Futures	8622.92	8679.76	8619.78	8651.2	2916.0
2020-03-30 00:30:00	NQ	Futures	8650.63	8692.04	8622.92	8678.91	3076.0
2020-03-30 01:00:00	NQ	Futures	8679.19	8716.61	8669.19	8706.61	3538.0
2020-03-30 01:30:00	NQ	Futures	8706.33	8786.31	8702.61	8762.03	5261.0

> showing 50 of 3,504 rows — these rows as CSV

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