PREVIEW / futures_30min / 2020-04-06

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-04-06.parquet
  size:    102 KB
  rows:    3,487

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
2020-04-06 00:00:00	ES	Futures	2817.14	2826.19	2815.49	2819.33	6165.0
2020-04-06 00:30:00	ES	Futures	2819.06	2823.17	2813.02	2819.88	4142.0
2020-04-06 01:00:00	ES	Futures	2819.88	2824.0	2814.39	2819.06	4482.0
2020-04-06 01:30:00	ES	Futures	2819.06	2839.36	2818.78	2833.05	14369.0
2020-04-06 02:00:00	ES	Futures	2833.05	2839.36	2827.02	2832.23	16770.0
2020-04-06 02:30:00	ES	Futures	2832.23	2835.8	2823.45	2825.64	11154.0
2020-04-06 03:00:00	ES	Futures	2825.64	2838.82	2821.53	2837.99	15920.0
2020-04-06 03:30:00	ES	Futures	2837.99	2839.36	2828.94	2834.7	13945.0
2020-04-06 04:00:00	ES	Futures	2834.7	2836.07	2817.41	2825.1	17144.0
2020-04-06 04:30:00	ES	Futures	2825.1	2830.58	2817.41	2830.03	14083.0
2020-04-06 05:00:00	ES	Futures	2830.31	2833.33	2822.63	2831.96	10689.0
2020-04-06 05:30:00	ES	Futures	2832.23	2837.17	2828.11	2832.5	8488.0
2020-04-06 06:00:00	ES	Futures	2832.78	2834.97	2822.35	2822.9	7357.0
2020-04-06 06:30:00	ES	Futures	2822.9	2831.96	2821.8	2829.76	6301.0
2020-04-06 07:00:00	ES	Futures	2829.76	2829.76	2822.63	2827.29	7812.0
2020-04-06 07:30:00	ES	Futures	2827.57	2830.58	2823.72	2826.19	11169.0
2020-04-06 08:00:00	ES	Futures	2826.19	2826.19	2814.39	2818.78	17919.0
2020-04-06 08:30:00	ES	Futures	2818.78	2830.58	2817.14	2827.57	18160.0
2020-04-06 09:00:00	ES	Futures	2827.57	2833.05	2823.72	2826.74	25352.0
2020-04-06 09:30:00	ES	Futures	2826.74	2852.54	2814.39	2849.79	170453.0
2020-04-06 10:00:00	ES	Futures	2850.07	2861.32	2846.5	2849.52	131862.0
2020-04-06 10:30:00	ES	Futures	2849.52	2854.73	2838.54	2845.4	93554.0
2020-04-06 11:00:00	ES	Futures	2845.4	2855.56	2840.46	2855.01	57932.0
2020-04-06 11:30:00	ES	Futures	2855.01	2866.53	2849.79	2861.87	83538.0
2020-04-06 12:00:00	ES	Futures	2862.14	2879.98	2859.67	2876.14	90555.0
2020-04-06 12:30:00	ES	Futures	2876.14	2879.43	2869.82	2879.15	77243.0
2020-04-06 13:00:00	ES	Futures	2879.15	2880.25	2871.47	2875.31	63763.0
2020-04-06 13:30:00	ES	Futures	2875.59	2885.74	2870.65	2884.37	64378.0
2020-04-06 14:00:00	ES	Futures	2884.09	2884.64	2867.36	2871.75	76057.0
2020-04-06 14:30:00	ES	Futures	2872.02	2881.62	2868.18	2879.98	58845.0
2020-04-06 15:00:00	ES	Futures	2879.7	2887.66	2871.75	2886.02	98461.0
2020-04-06 15:30:00	ES	Futures	2886.02	2929.1	2881.9	2905.22	334029.0
2020-04-06 16:00:00	ES	Futures	2905.22	2909.89	2896.44	2903.3	111191.0
2020-04-06 16:30:00	ES	Futures	2904.68	2908.24	2903.03	2906.05	10750.0
2020-04-06 18:00:00	ES	Futures	2903.85	2907.97	2894.52	2897.27	10027.0
2020-04-06 18:30:00	ES	Futures	2897.54	2901.11	2892.33	2896.99	4841.0
2020-04-06 19:00:00	ES	Futures	2896.99	2914.83	2895.35	2909.07	7782.0
2020-04-06 19:30:00	ES	Futures	2909.07	2924.98	2908.52	2923.88	10119.0
2020-04-06 20:00:00	ES	Futures	2923.88	2928.55	2914.83	2916.48	13973.0
2020-04-06 20:30:00	ES	Futures	2916.75	2920.04	2906.32	2913.73	9488.0
2020-04-06 21:00:00	ES	Futures	2913.73	2918.67	2906.32	2908.24	6709.0
2020-04-06 21:30:00	ES	Futures	2907.69	2909.34	2894.8	2896.72	9408.0
2020-04-06 22:00:00	ES	Futures	2896.99	2900.01	2890.13	2897.27	10084.0
2020-04-06 22:30:00	ES	Futures	2896.99	2906.87	2894.8	2906.6	9225.0
2020-04-06 23:00:00	ES	Futures	2906.32	2907.69	2893.15	2896.72	9619.0
2020-04-06 23:30:00	ES	Futures	2896.44	2896.99	2879.7	2884.37	16506.0
2020-04-06 00:00:00	NQ	Futures	8900.28	8924.84	8893.99	8903.7	2358.0
2020-04-06 00:30:00	NQ	Futures	8903.13	8914.27	8882.0	8900.85	2053.0
2020-04-06 01:00:00	NQ	Futures	8900.85	8913.13	8881.14	8899.71	2271.0
2020-04-06 01:30:00	NQ	Futures	8900.28	8962.83	8900.28	8942.27	4943.0

> showing 50 of 3,487 rows — these rows as CSV

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