PREVIEW / futures_30min / 2020-04-08

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-04-08.parquet
  size:    100 KB
  rows:    3,463

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
2020-04-08 00:00:00	ES	Futures	2904.13	2914.01	2898.91	2909.34	5545.0
2020-04-08 00:30:00	ES	Futures	2909.34	2921.14	2906.87	2918.94	5546.0
2020-04-08 01:00:00	ES	Futures	2919.22	2936.23	2915.65	2928.82	9549.0
2020-04-08 01:30:00	ES	Futures	2928.55	2942.27	2923.06	2933.21	11295.0
2020-04-08 02:00:00	ES	Futures	2933.49	2934.86	2883.82	2889.86	24972.0
2020-04-08 02:30:00	ES	Futures	2889.86	2906.6	2885.47	2906.05	13283.0
2020-04-08 03:00:00	ES	Futures	2906.32	2921.14	2901.11	2908.52	19966.0
2020-04-08 03:30:00	ES	Futures	2908.52	2917.85	2897.27	2916.75	12211.0
2020-04-08 04:00:00	ES	Futures	2916.75	2917.3	2893.7	2893.7	12209.0
2020-04-08 04:30:00	ES	Futures	2893.97	2899.74	2885.74	2898.36	13141.0
2020-04-08 05:00:00	ES	Futures	2898.36	2901.93	2891.23	2898.36	9310.0
2020-04-08 05:30:00	ES	Futures	2898.64	2905.22	2889.86	2895.89	9961.0
2020-04-08 06:00:00	ES	Futures	2896.17	2907.97	2893.97	2907.97	10558.0
2020-04-08 06:30:00	ES	Futures	2907.97	2917.3	2905.5	2915.93	8180.0
2020-04-08 07:00:00	ES	Futures	2915.65	2928.82	2911.26	2921.14	15158.0
2020-04-08 07:30:00	ES	Futures	2920.87	2925.26	2912.08	2924.71	16208.0
2020-04-08 08:00:00	ES	Futures	2924.43	2938.43	2921.14	2932.39	27449.0
2020-04-08 08:30:00	ES	Futures	2932.39	2939.25	2924.43	2932.12	27698.0
2020-04-08 09:00:00	ES	Futures	2932.12	2946.94	2931.57	2939.25	38599.0
2020-04-08 09:30:00	ES	Futures	2939.25	2951.33	2920.04	2922.79	152214.0
2020-04-08 10:00:00	ES	Futures	2922.51	2938.98	2912.63	2937.88	98948.0
2020-04-08 10:30:00	ES	Futures	2937.88	2950.78	2929.1	2949.68	93593.0
2020-04-08 11:00:00	ES	Futures	2949.68	2970.81	2942.54	2967.52	118920.0
2020-04-08 11:30:00	ES	Futures	2967.24	2980.14	2965.05	2970.26	95049.0
2020-04-08 12:00:00	ES	Futures	2970.53	2979.59	2963.95	2972.18	73605.0
2020-04-08 12:30:00	ES	Futures	2972.18	2987.55	2969.44	2978.77	81014.0
2020-04-08 13:00:00	ES	Futures	2978.77	2985.35	2973.28	2977.4	64379.0
2020-04-08 13:30:00	ES	Futures	2977.67	2979.59	2962.03	2965.05	71404.0
2020-04-08 14:00:00	ES	Futures	2964.77	2993.86	2963.67	2992.21	86807.0
2020-04-08 14:30:00	ES	Futures	2992.49	3003.46	2991.12	3002.92	74892.0
2020-04-08 15:00:00	ES	Futures	3002.92	3009.78	2995.23	3003.74	90800.0
2020-04-08 15:30:00	ES	Futures	3003.74	3021.3	2985.08	3005.93	273275.0
2020-04-08 16:00:00	ES	Futures	3005.66	3009.78	3000.45	3001.82	74618.0
2020-04-08 16:30:00	ES	Futures	3001.27	3009.78	3001.27	3007.03	12114.0
2020-04-08 18:00:00	ES	Futures	3005.11	3006.21	2994.13	2999.35	7455.0
2020-04-08 18:30:00	ES	Futures	2999.62	3001.54	2996.88	3000.45	2623.0
2020-04-08 19:00:00	ES	Futures	3000.72	3015.81	2996.88	3014.99	6467.0
2020-04-08 19:30:00	ES	Futures	3014.99	3020.2	3008.13	3015.54	7712.0
2020-04-08 20:00:00	ES	Futures	3015.81	3018.01	3007.58	3011.97	6836.0
2020-04-08 20:30:00	ES	Futures	3011.97	3016.09	3007.58	3011.15	7411.0
2020-04-08 21:00:00	ES	Futures	3011.42	3015.54	3007.58	3009.23	5913.0
2020-04-08 21:30:00	ES	Futures	3009.23	3009.78	2993.31	2996.88	11356.0
2020-04-08 22:00:00	ES	Futures	2996.88	3004.29	2994.68	2999.07	5718.0
2020-04-08 22:30:00	ES	Futures	2998.8	2998.8	2987.55	2992.76	8428.0
2020-04-08 23:00:00	ES	Futures	2992.76	2998.8	2989.2	2998.25	5645.0
2020-04-08 23:30:00	ES	Futures	2997.98	3003.19	2994.68	3000.99	5291.0
2020-04-08 00:00:00	NQ	Futures	9187.63	9227.91	9173.35	9212.48	2777.0
2020-04-08 00:30:00	NQ	Futures	9211.91	9242.47	9202.77	9235.33	2209.0
2020-04-08 01:00:00	NQ	Futures	9235.62	9280.46	9222.76	9263.9	3110.0
2020-04-08 01:30:00	NQ	Futures	9261.9	9303.89	9246.76	9278.75	3524.0

> showing 50 of 3,463 rows — these rows as CSV

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