PREVIEW / futures_30min / 2020-04-01

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-04-01.parquet
  size:    103 KB
  rows:    3,518

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
2020-04-01 00:00:00	ES	Futures	2774.88	2777.9	2764.45	2765.82	6517.0
2020-04-01 00:30:00	ES	Futures	2765.55	2773.23	2763.08	2772.13	4985.0
2020-04-01 01:00:00	ES	Futures	2772.41	2775.43	2756.77	2759.24	9036.0
2020-04-01 01:30:00	ES	Futures	2759.51	2760.33	2729.87	2743.32	24616.0
2020-04-01 02:00:00	ES	Futures	2743.32	2746.34	2718.07	2732.62	26268.0
2020-04-01 02:30:00	ES	Futures	2732.89	2743.05	2722.74	2742.22	15156.0
2020-04-01 03:00:00	ES	Futures	2742.22	2757.31	2735.36	2740.58	36625.0
2020-04-01 03:30:00	ES	Futures	2740.58	2745.79	2722.74	2737.83	23915.0
2020-04-01 04:00:00	ES	Futures	2737.83	2741.95	2723.84	2729.87	19202.0
2020-04-01 04:30:00	ES	Futures	2729.87	2738.38	2719.45	2735.36	15950.0
2020-04-01 05:00:00	ES	Futures	2735.36	2748.53	2728.78	2739.48	15226.0
2020-04-01 05:30:00	ES	Futures	2739.75	2746.89	2735.09	2741.12	11688.0
2020-04-01 06:00:00	ES	Futures	2740.85	2750.73	2731.79	2734.81	15006.0
2020-04-01 06:30:00	ES	Futures	2735.09	2740.58	2726.31	2731.79	13042.0
2020-04-01 07:00:00	ES	Futures	2732.07	2734.81	2719.99	2729.32	19190.0
2020-04-01 07:30:00	ES	Futures	2729.05	2734.81	2724.39	2724.93	15843.0
2020-04-01 08:00:00	ES	Futures	2725.21	2732.07	2708.19	2720.27	43395.0
2020-04-01 08:30:00	ES	Futures	2720.27	2733.17	2719.17	2722.19	26301.0
2020-04-01 09:00:00	ES	Futures	2722.74	2730.97	2710.66	2716.7	39298.0
2020-04-01 09:30:00	ES	Futures	2716.43	2737.56	2713.13	2726.85	159443.0
2020-04-01 10:00:00	ES	Futures	2727.13	2744.14	2718.62	2732.89	125851.0
2020-04-01 10:30:00	ES	Futures	2732.62	2746.61	2728.5	2741.67	84976.0
2020-04-01 11:00:00	ES	Futures	2741.4	2754.85	2731.25	2732.62	92028.0
2020-04-01 11:30:00	ES	Futures	2732.89	2739.48	2719.99	2725.21	94554.0
2020-04-01 12:00:00	ES	Futures	2725.21	2725.48	2708.47	2709.84	80482.0
2020-04-01 12:30:00	ES	Futures	2709.84	2716.43	2693.1	2697.77	100770.0
2020-04-01 13:00:00	ES	Futures	2697.77	2712.31	2694.47	2707.1	85266.0
2020-04-01 13:30:00	ES	Futures	2707.1	2718.9	2699.69	2716.15	88676.0
2020-04-01 14:00:00	ES	Futures	2715.88	2725.21	2705.18	2708.74	76312.0
2020-04-01 14:30:00	ES	Futures	2708.74	2710.12	2692.0	2692.83	80706.0
2020-04-01 15:00:00	ES	Futures	2692.55	2700.51	2684.6	2684.6	83390.0
2020-04-01 15:30:00	ES	Futures	2684.87	2709.29	2671.97	2696.39	279026.0
2020-04-01 16:00:00	ES	Futures	2696.39	2697.49	2685.97	2687.06	62680.0
2020-04-01 16:30:00	ES	Futures	2687.61	2698.86	2687.06	2696.94	11422.0
2020-04-01 18:00:00	ES	Futures	2699.14	2716.43	2696.39	2706.0	13094.0
2020-04-01 18:30:00	ES	Futures	2706.27	2710.94	2699.69	2700.24	4804.0
2020-04-01 19:00:00	ES	Futures	2700.24	2707.1	2696.39	2705.73	6463.0
2020-04-01 19:30:00	ES	Futures	2705.73	2713.68	2703.53	2712.31	5555.0
2020-04-01 20:00:00	ES	Futures	2712.31	2718.9	2710.12	2714.51	8523.0
2020-04-01 20:30:00	ES	Futures	2714.51	2716.7	2709.29	2711.76	5951.0
2020-04-01 21:00:00	ES	Futures	2711.76	2712.04	2698.32	2707.1	10461.0
2020-04-01 21:30:00	ES	Futures	2707.1	2714.51	2705.45	2708.19	8606.0
2020-04-01 22:00:00	ES	Futures	2708.19	2723.84	2708.19	2719.45	8332.0
2020-04-01 22:30:00	ES	Futures	2719.45	2730.97	2716.15	2726.03	6458.0
2020-04-01 23:00:00	ES	Futures	2726.03	2730.97	2724.11	2728.5	4016.0
2020-04-01 23:30:00	ES	Futures	2728.5	2733.17	2723.29	2724.39	6178.0
2020-04-01 00:00:00	NQ	Futures	8788.31	8799.45	8759.46	8766.88	2048.0
2020-04-01 00:30:00	NQ	Futures	8765.74	8786.59	8756.03	8783.45	1725.0
2020-04-01 01:00:00	NQ	Futures	8784.31	8791.45	8742.03	8747.46	2516.0
2020-04-01 01:30:00	NQ	Futures	8747.46	8751.17	8653.48	8687.76	6321.0

> showing 50 of 3,518 rows — these rows as CSV

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