PREVIEW / futures_30min / 2020-04-07

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-04-07.parquet
  size:    105 KB
  rows:    3,517

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
2020-04-07 00:00:00	ES	Futures	2884.64	2896.17	2882.72	2889.58	15819.0
2020-04-07 00:30:00	ES	Futures	2889.86	2903.3	2886.84	2903.03	4780.0
2020-04-07 01:00:00	ES	Futures	2902.75	2906.6	2899.46	2901.38	5226.0
2020-04-07 01:30:00	ES	Futures	2901.38	2924.43	2899.19	2919.77	11946.0
2020-04-07 02:00:00	ES	Futures	2920.04	2943.92	2915.1	2936.78	21782.0
2020-04-07 02:30:00	ES	Futures	2937.06	2955.72	2934.04	2954.62	18386.0
2020-04-07 03:00:00	ES	Futures	2954.62	2961.75	2946.39	2949.95	34296.0
2020-04-07 03:30:00	ES	Futures	2949.68	2982.88	2944.74	2970.53	37192.0
2020-04-07 04:00:00	ES	Futures	2970.53	2987.27	2966.97	2982.88	21878.0
2020-04-07 04:30:00	ES	Futures	2982.88	2983.71	2968.89	2969.71	23265.0
2020-04-07 05:00:00	ES	Futures	2969.71	2985.35	2969.44	2980.14	21754.0
2020-04-07 05:30:00	ES	Futures	2980.14	2985.35	2975.2	2981.51	17550.0
2020-04-07 06:00:00	ES	Futures	2981.24	3013.07	2979.32	3001.27	45775.0
2020-04-07 06:30:00	ES	Futures	3000.99	3007.86	2992.21	3006.76	26707.0
2020-04-07 07:00:00	ES	Futures	3006.76	3007.31	2992.49	2997.43	19523.0
2020-04-07 07:30:00	ES	Futures	2997.7	2998.25	2982.61	2983.71	25165.0
2020-04-07 08:00:00	ES	Futures	2983.98	2992.21	2982.06	2982.06	28234.0
2020-04-07 08:30:00	ES	Futures	2982.06	3002.37	2980.96	3000.17	38545.0
2020-04-07 09:00:00	ES	Futures	2999.9	3010.87	2993.86	3007.31	48400.0
2020-04-07 09:30:00	ES	Futures	3007.31	3018.56	2981.51	3002.37	237045.0
2020-04-07 10:00:00	ES	Futures	3002.37	3004.84	2953.8	2958.19	192231.0
2020-04-07 10:30:00	ES	Futures	2958.19	2973.55	2940.07	2951.05	137889.0
2020-04-07 11:00:00	ES	Futures	2951.05	2975.75	2943.09	2974.93	126291.0
2020-04-07 11:30:00	ES	Futures	2974.65	2990.02	2973.0	2978.22	118537.0
2020-04-07 12:00:00	ES	Futures	2978.49	3005.66	2977.67	2996.33	113794.0
2020-04-07 12:30:00	ES	Futures	2996.6	2998.25	2984.53	2991.12	65943.0
2020-04-07 13:00:00	ES	Futures	2991.12	2997.7	2977.94	2985.63	81640.0
2020-04-07 13:30:00	ES	Futures	2985.9	2986.73	2967.79	2970.53	79440.0
2020-04-07 14:00:00	ES	Futures	2970.26	2971.91	2945.29	2955.72	106437.0
2020-04-07 14:30:00	ES	Futures	2955.44	2961.2	2919.22	2925.81	116736.0
2020-04-07 15:00:00	ES	Futures	2926.08	2951.6	2913.46	2918.12	127435.0
2020-04-07 15:30:00	ES	Futures	2918.12	2962.58	2906.05	2908.52	250841.0
2020-04-07 16:00:00	ES	Futures	2908.52	2910.99	2892.05	2902.21	83317.0
2020-04-07 16:30:00	ES	Futures	2900.56	2904.4	2892.6	2894.8	12930.0
2020-04-07 18:00:00	ES	Futures	2898.36	2901.38	2884.64	2887.39	9002.0
2020-04-07 18:30:00	ES	Futures	2887.66	2898.09	2883.55	2891.5	7777.0
2020-04-07 19:00:00	ES	Futures	2891.78	2907.69	2889.03	2906.87	6389.0
2020-04-07 19:30:00	ES	Futures	2907.15	2919.49	2904.4	2909.61	9700.0
2020-04-07 20:00:00	ES	Futures	2909.07	2912.08	2886.29	2889.86	16318.0
2020-04-07 20:30:00	ES	Futures	2889.58	2891.23	2876.69	2882.17	14368.0
2020-04-07 21:00:00	ES	Futures	2881.62	2907.42	2878.33	2903.3	12600.0
2020-04-07 21:30:00	ES	Futures	2903.3	2904.13	2889.03	2890.13	9103.0
2020-04-07 22:00:00	ES	Futures	2890.68	2907.42	2889.58	2905.5	7243.0
2020-04-07 22:30:00	ES	Futures	2905.77	2906.32	2890.95	2891.5	6772.0
2020-04-07 23:00:00	ES	Futures	2891.5	2902.48	2887.94	2898.64	4753.0
2020-04-07 23:30:00	ES	Futures	2898.64	2905.77	2894.52	2904.13	3934.0
2020-04-07 00:00:00	NQ	Futures	9097.08	9129.36	9090.8	9111.65	3138.0
2020-04-07 00:30:00	NQ	Futures	9111.65	9150.5	9104.51	9147.36	2077.0
2020-04-07 01:00:00	NQ	Futures	9146.78	9161.64	9137.64	9144.21	2796.0
2020-04-07 01:30:00	NQ	Futures	9144.5	9218.48	9135.64	9205.91	4909.0

> showing 50 of 3,517 rows — these rows as CSV

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