PREVIEW / futures_30min / 2020-04-03

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-04-03.parquet
  size:    86 KB
  rows:    2,830

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
2020-04-03 00:00:00	ES	Futures	2734.54	2734.54	2726.31	2726.58	3415.0
2020-04-03 00:30:00	ES	Futures	2726.85	2729.87	2722.19	2726.31	4323.0
2020-04-03 01:00:00	ES	Futures	2726.03	2728.5	2717.8	2718.07	5156.0
2020-04-03 01:30:00	ES	Futures	2718.07	2737.28	2715.88	2737.01	8124.0
2020-04-03 02:00:00	ES	Futures	2737.01	2737.56	2726.03	2728.5	8463.0
2020-04-03 02:30:00	ES	Futures	2728.78	2742.5	2727.95	2739.48	8241.0
2020-04-03 03:00:00	ES	Futures	2739.48	2744.14	2724.39	2730.7	14817.0
2020-04-03 03:30:00	ES	Futures	2730.7	2744.14	2729.87	2738.38	12374.0
2020-04-03 04:00:00	ES	Futures	2738.11	2742.77	2728.23	2731.52	8131.0
2020-04-03 04:30:00	ES	Futures	2731.79	2733.72	2721.64	2729.87	9063.0
2020-04-03 05:00:00	ES	Futures	2729.87	2735.09	2720.27	2727.68	9395.0
2020-04-03 05:30:00	ES	Futures	2727.68	2733.99	2718.07	2733.72	12076.0
2020-04-03 06:00:00	ES	Futures	2733.99	2737.28	2726.58	2729.6	10132.0
2020-04-03 06:30:00	ES	Futures	2729.6	2738.93	2727.95	2736.19	7397.0
2020-04-03 07:00:00	ES	Futures	2736.19	2740.58	2731.79	2737.83	7827.0
2020-04-03 07:30:00	ES	Futures	2737.83	2773.51	2736.73	2769.11	26169.0
2020-04-03 08:00:00	ES	Futures	2769.11	2772.13	2739.2	2741.12	31902.0
2020-04-03 08:30:00	ES	Futures	2740.85	2763.63	2728.5	2754.3	60359.0
2020-04-03 09:00:00	ES	Futures	2754.3	2768.29	2744.97	2747.71	39828.0
2020-04-03 09:30:00	ES	Futures	2747.98	2776.52	2745.24	2760.88	130447.0
2020-04-03 10:00:00	ES	Futures	2760.88	2771.04	2738.93	2743.32	103728.0
2020-04-03 10:30:00	ES	Futures	2743.32	2746.89	2726.85	2736.46	94882.0
2020-04-03 11:00:00	ES	Futures	2736.73	2744.14	2718.35	2724.11	83100.0
2020-04-03 11:30:00	ES	Futures	2724.11	2731.79	2711.76	2720.82	86794.0
2020-04-03 12:00:00	ES	Futures	2720.82	2724.66	2700.24	2707.92	78334.0
2020-04-03 12:30:00	ES	Futures	2707.65	2719.17	2705.45	2714.23	68481.0
2020-04-03 13:00:00	ES	Futures	2713.96	2720.54	2702.98	2704.63	54116.0
2020-04-03 13:30:00	ES	Futures	2704.35	2705.45	2692.83	2697.49	71379.0
2020-04-03 14:00:00	ES	Futures	2697.77	2707.37	2688.16	2705.45	85185.0
2020-04-03 14:30:00	ES	Futures	2705.45	2716.15	2692.83	2715.06	78159.0
2020-04-03 15:00:00	ES	Futures	2715.06	2721.64	2703.53	2711.49	97050.0
2020-04-03 15:30:00	ES	Futures	2711.49	2730.97	2694.75	2721.64	236958.0
2020-04-03 16:00:00	ES	Futures	2721.37	2730.97	2716.98	2723.84	62201.0
2020-04-03 16:30:00	ES	Futures	2724.39	2727.13	2719.99	2722.46	9263.0
2020-04-03 00:00:00	NQ	Futures	8639.2	8639.2	8613.49	8615.78	1195.0
2020-04-03 00:30:00	NQ	Futures	8614.06	8628.63	8600.35	8612.07	1358.0
2020-04-03 01:00:00	NQ	Futures	8610.92	8622.35	8589.79	8594.93	1798.0
2020-04-03 01:30:00	NQ	Futures	8595.21	8640.06	8586.36	8638.06	3156.0
2020-04-03 02:00:00	NQ	Futures	8638.92	8639.2	8603.5	8609.78	2076.0
2020-04-03 02:30:00	NQ	Futures	8608.92	8655.2	8608.07	8642.34	2287.0
2020-04-03 03:00:00	NQ	Futures	8641.49	8658.34	8596.07	8614.06	3441.0
2020-04-03 03:30:00	NQ	Futures	8614.06	8659.48	8611.78	8638.06	2671.0
2020-04-03 04:00:00	NQ	Futures	8639.2	8655.48	8603.5	8615.78	2240.0
2020-04-03 04:30:00	NQ	Futures	8616.06	8620.06	8583.5	8609.78	2865.0
2020-04-03 05:00:00	NQ	Futures	8609.78	8624.92	8584.93	8605.5	2696.0
2020-04-03 05:30:00	NQ	Futures	8606.64	8626.06	8580.07	8624.92	3341.0
2020-04-03 06:00:00	NQ	Futures	8624.35	8635.49	8601.21	8611.21	2674.0
2020-04-03 06:30:00	NQ	Futures	8610.92	8642.34	8606.35	8628.06	2762.0
2020-04-03 07:00:00	NQ	Futures	8629.2	8643.49	8616.64	8635.49	2556.0
2020-04-03 07:30:00	NQ	Futures	8634.63	8740.03	8632.92	8725.75	6593.0

> showing 50 of 2,830 rows — these rows as CSV

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