PREVIEW / futures_30min / 2020-04-02

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-04-02.parquet
  size:    100 KB
  rows:    3,450

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
2020-04-02 00:00:00	ES	Futures	2724.39	2728.23	2718.35	2718.9	4075.0
2020-04-02 00:30:00	ES	Futures	2719.17	2730.42	2716.7	2721.92	4735.0
2020-04-02 01:00:00	ES	Futures	2721.92	2723.84	2708.19	2713.41	6462.0
2020-04-02 01:30:00	ES	Futures	2713.96	2725.76	2713.13	2724.66	5535.0
2020-04-02 02:00:00	ES	Futures	2724.39	2733.17	2724.39	2726.03	9953.0
2020-04-02 02:30:00	ES	Futures	2726.03	2734.26	2724.39	2733.17	8231.0
2020-04-02 03:00:00	ES	Futures	2733.44	2739.75	2728.23	2737.83	17994.0
2020-04-02 03:30:00	ES	Futures	2737.83	2738.93	2729.87	2735.64	15578.0
2020-04-02 04:00:00	ES	Futures	2735.36	2746.34	2734.26	2743.05	17786.0
2020-04-02 04:30:00	ES	Futures	2743.05	2745.24	2734.81	2735.91	9831.0
2020-04-02 05:00:00	ES	Futures	2735.91	2738.65	2731.79	2736.19	10027.0
2020-04-02 05:30:00	ES	Futures	2736.46	2738.38	2727.13	2729.05	13006.0
2020-04-02 06:00:00	ES	Futures	2728.78	2736.46	2722.46	2734.54	12299.0
2020-04-02 06:30:00	ES	Futures	2734.81	2737.28	2728.78	2734.26	8956.0
2020-04-02 07:00:00	ES	Futures	2734.26	2734.54	2724.66	2731.25	12219.0
2020-04-02 07:30:00	ES	Futures	2731.25	2740.85	2726.31	2739.48	20645.0
2020-04-02 08:00:00	ES	Futures	2739.48	2742.5	2725.48	2729.32	23822.0
2020-04-02 08:30:00	ES	Futures	2729.05	2733.17	2687.61	2697.49	90109.0
2020-04-02 09:00:00	ES	Futures	2697.77	2703.26	2661.54	2686.79	78747.0
2020-04-02 09:30:00	ES	Futures	2686.79	2716.7	2679.66	2701.06	185755.0
2020-04-02 10:00:00	ES	Futures	2701.06	2729.32	2696.94	2728.5	117084.0
2020-04-02 10:30:00	ES	Futures	2728.5	2769.39	2724.66	2749.08	207161.0
2020-04-02 11:00:00	ES	Futures	2748.81	2754.3	2724.93	2730.7	108208.0
2020-04-02 11:30:00	ES	Futures	2730.97	2754.02	2727.13	2748.81	90454.0
2020-04-02 12:00:00	ES	Futures	2748.81	2761.43	2743.87	2746.61	78984.0
2020-04-02 12:30:00	ES	Futures	2746.61	2757.31	2742.77	2751.28	61482.0
2020-04-02 13:00:00	ES	Futures	2751.55	2759.24	2716.7	2718.35	103481.0
2020-04-02 13:30:00	ES	Futures	2718.35	2732.34	2712.86	2721.37	79515.0
2020-04-02 14:00:00	ES	Futures	2721.37	2721.92	2695.85	2715.33	93002.0
2020-04-02 14:30:00	ES	Futures	2715.06	2733.72	2705.45	2732.89	82976.0
2020-04-02 15:00:00	ES	Futures	2732.89	2743.05	2723.56	2737.01	92122.0
2020-04-02 15:30:00	ES	Futures	2736.73	2765.0	2722.46	2761.71	233740.0
2020-04-02 16:00:00	ES	Futures	2761.43	2771.58	2758.96	2762.53	71820.0
2020-04-02 16:30:00	ES	Futures	2763.08	2768.84	2760.06	2761.98	12016.0
2020-04-02 18:00:00	ES	Futures	2759.24	2770.49	2751.83	2766.65	8415.0
2020-04-02 18:30:00	ES	Futures	2766.65	2766.92	2757.04	2764.18	3586.0
2020-04-02 19:00:00	ES	Futures	2763.9	2766.65	2756.49	2758.69	2751.0
2020-04-02 19:30:00	ES	Futures	2758.69	2758.96	2743.05	2749.36	7829.0
2020-04-02 20:00:00	ES	Futures	2749.08	2757.04	2737.28	2745.52	9794.0
2020-04-02 20:30:00	ES	Futures	2745.24	2747.98	2735.91	2741.12	11856.0
2020-04-02 21:00:00	ES	Futures	2741.12	2746.06	2733.72	2741.4	7337.0
2020-04-02 21:30:00	ES	Futures	2741.4	2749.36	2740.03	2747.71	7325.0
2020-04-02 22:00:00	ES	Futures	2747.71	2747.98	2734.54	2740.3	5216.0
2020-04-02 22:30:00	ES	Futures	2740.85	2743.87	2737.83	2741.4	2130.0
2020-04-02 23:00:00	ES	Futures	2741.4	2741.95	2736.46	2738.65	2685.0
2020-04-02 23:30:00	ES	Futures	2739.2	2739.48	2732.07	2734.54	3780.0
2020-04-02 00:00:00	NQ	Futures	8598.64	8608.92	8584.64	8589.21	1531.0
2020-04-02 00:30:00	NQ	Futures	8588.07	8620.06	8577.22	8596.07	2100.0
2020-04-02 01:00:00	NQ	Futures	8595.78	8604.35	8558.94	8572.36	2870.0
2020-04-02 01:30:00	NQ	Futures	8571.5	8608.92	8571.5	8604.35	2417.0

> showing 50 of 3,450 rows — these rows as CSV

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