PREVIEW / futures_30min / 2020-03-31

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-03-31.parquet
  size:    104 KB
  rows:    3,515

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
2020-03-31 00:00:00	ES	Futures	2872.02	2872.29	2865.16	2866.81	4861.0
2020-03-31 00:30:00	ES	Futures	2867.08	2867.08	2848.42	2857.48	11030.0
2020-03-31 01:00:00	ES	Futures	2857.48	2866.81	2848.42	2865.43	10044.0
2020-03-31 01:30:00	ES	Futures	2865.43	2871.47	2856.93	2862.96	8170.0
2020-03-31 02:00:00	ES	Futures	2862.96	2878.88	2851.44	2877.51	12101.0
2020-03-31 02:30:00	ES	Futures	2877.78	2883.55	2875.86	2883.0	10391.0
2020-03-31 03:00:00	ES	Futures	2882.72	2891.5	2875.86	2885.47	25334.0
2020-03-31 03:30:00	ES	Futures	2885.47	2888.21	2870.37	2881.35	18778.0
2020-03-31 04:00:00	ES	Futures	2881.08	2892.05	2877.78	2891.5	13840.0
2020-03-31 04:30:00	ES	Futures	2891.23	2893.15	2882.72	2887.39	12437.0
2020-03-31 05:00:00	ES	Futures	2887.39	2891.78	2883.82	2889.86	7050.0
2020-03-31 05:30:00	ES	Futures	2889.86	2890.68	2876.41	2882.72	9333.0
2020-03-31 06:00:00	ES	Futures	2882.72	2883.82	2865.43	2868.18	11685.0
2020-03-31 06:30:00	ES	Futures	2868.45	2875.31	2861.59	2863.51	13925.0
2020-03-31 07:00:00	ES	Futures	2863.79	2865.43	2854.73	2858.03	17282.0
2020-03-31 07:30:00	ES	Futures	2858.03	2862.14	2849.52	2855.28	16371.0
2020-03-31 08:00:00	ES	Futures	2855.56	2856.38	2823.72	2837.17	38657.0
2020-03-31 08:30:00	ES	Futures	2837.17	2847.32	2832.23	2844.03	32418.0
2020-03-31 09:00:00	ES	Futures	2843.76	2859.12	2841.83	2856.93	37130.0
2020-03-31 09:30:00	ES	Futures	2856.65	2860.49	2830.58	2840.46	150496.0
2020-03-31 10:00:00	ES	Futures	2840.46	2881.9	2840.19	2870.92	136698.0
2020-03-31 10:30:00	ES	Futures	2870.92	2885.74	2868.73	2869.55	111316.0
2020-03-31 11:00:00	ES	Futures	2869.55	2882.17	2860.22	2881.35	102996.0
2020-03-31 11:30:00	ES	Futures	2881.08	2886.29	2871.47	2877.78	90383.0
2020-03-31 12:00:00	ES	Futures	2877.51	2879.7	2849.24	2855.28	92766.0
2020-03-31 12:30:00	ES	Futures	2855.56	2855.83	2833.05	2842.66	110582.0
2020-03-31 13:00:00	ES	Futures	2842.66	2851.71	2826.74	2835.25	88372.0
2020-03-31 13:30:00	ES	Futures	2835.25	2853.36	2828.11	2850.89	87408.0
2020-03-31 14:00:00	ES	Futures	2851.16	2852.81	2836.07	2848.42	76060.0
2020-03-31 14:30:00	ES	Futures	2848.15	2856.93	2840.74	2847.87	75606.0
2020-03-31 15:00:00	ES	Futures	2847.87	2855.28	2808.36	2813.57	130504.0
2020-03-31 15:30:00	ES	Futures	2813.57	2834.97	2811.65	2824.0	385061.0
2020-03-31 16:00:00	ES	Futures	2823.72	2825.37	2810.0	2810.28	85129.0
2020-03-31 16:30:00	ES	Futures	2812.2	2819.06	2805.34	2813.3	17253.0
2020-03-31 18:00:00	ES	Futures	2812.2	2812.47	2789.97	2796.28	14378.0
2020-03-31 18:30:00	ES	Futures	2796.56	2796.56	2784.21	2794.36	10390.0
2020-03-31 19:00:00	ES	Futures	2794.36	2798.75	2785.31	2788.32	6932.0
2020-03-31 19:30:00	ES	Futures	2788.6	2794.64	2785.31	2786.95	6158.0
2020-03-31 20:00:00	ES	Futures	2786.95	2788.6	2777.35	2784.76	9391.0
2020-03-31 20:30:00	ES	Futures	2784.76	2796.01	2784.48	2794.36	9194.0
2020-03-31 21:00:00	ES	Futures	2794.09	2794.36	2780.09	2789.7	7562.0
2020-03-31 21:30:00	ES	Futures	2789.15	2791.07	2780.37	2789.97	8568.0
2020-03-31 22:00:00	ES	Futures	2789.42	2793.26	2784.76	2785.85	5194.0
2020-03-31 22:30:00	ES	Futures	2785.85	2789.15	2782.84	2786.13	3610.0
2020-03-31 23:00:00	ES	Futures	2785.85	2786.95	2779.54	2782.29	3844.0
2020-03-31 23:30:00	ES	Futures	2782.29	2783.93	2773.78	2774.6	5059.0
2020-03-31 00:00:00	NQ	Futures	9003.96	9003.96	8972.54	8978.26	1362.0
2020-03-31 00:30:00	NQ	Futures	8978.54	8978.54	8929.13	8954.55	3097.0
2020-03-31 01:00:00	NQ	Futures	8953.41	8986.54	8925.7	8980.54	2305.0
2020-03-31 01:30:00	NQ	Futures	8980.54	8997.68	8958.83	8971.97	2568.0

> showing 50 of 3,515 rows — these rows as CSV

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