PREVIEW / futures_30min / 2020-04-09

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-04-09.parquet
  size:    87 KB
  rows:    2,836

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
2020-04-09 00:00:00	ES	Futures	3001.27	3003.46	2995.23	2998.53	9314.0
2020-04-09 00:30:00	ES	Futures	2998.25	3011.97	2998.25	3010.87	7062.0
2020-04-09 01:00:00	ES	Futures	3011.15	3011.42	2999.07	3004.01	5243.0
2020-04-09 01:30:00	ES	Futures	3004.29	3010.87	2999.9	3004.01	4965.0
2020-04-09 02:00:00	ES	Futures	3004.29	3018.56	3004.01	3016.36	11819.0
2020-04-09 02:30:00	ES	Futures	3016.36	3027.06	3010.05	3027.06	9810.0
2020-04-09 03:00:00	ES	Futures	3027.34	3035.02	3022.4	3032.55	24142.0
2020-04-09 03:30:00	ES	Futures	3032.28	3039.69	3027.89	3036.67	20733.0
2020-04-09 04:00:00	ES	Futures	3036.67	3038.86	3014.72	3016.36	19383.0
2020-04-09 04:30:00	ES	Futures	3016.09	3019.11	3002.64	3002.92	20757.0
2020-04-09 05:00:00	ES	Futures	3002.64	3009.5	2994.68	3005.39	23520.0
2020-04-09 05:30:00	ES	Futures	3005.66	3008.13	2992.21	2994.96	20926.0
2020-04-09 06:00:00	ES	Futures	2995.23	3002.64	2985.9	2989.47	17550.0
2020-04-09 06:30:00	ES	Futures	2989.74	2994.13	2979.59	2990.84	15795.0
2020-04-09 07:00:00	ES	Futures	2990.84	3005.66	2977.4	2977.67	23798.0
2020-04-09 07:30:00	ES	Futures	2977.4	2990.02	2972.73	2981.79	26974.0
2020-04-09 08:00:00	ES	Futures	2981.79	2983.43	2964.77	2979.86	31352.0
2020-04-09 08:30:00	ES	Futures	2980.14	3040.51	2976.85	3036.94	129366.0
2020-04-09 09:00:00	ES	Futures	3037.22	3056.98	3032.55	3044.08	100236.0
2020-04-09 09:30:00	ES	Futures	3044.08	3077.28	3035.57	3075.91	198031.0
2020-04-09 10:00:00	ES	Futures	3075.91	3077.01	3038.04	3062.19	185268.0
2020-04-09 10:30:00	ES	Futures	3061.91	3072.62	3051.21	3063.84	135463.0
2020-04-09 11:00:00	ES	Futures	3063.56	3064.66	3038.86	3054.78	120735.0
2020-04-09 11:30:00	ES	Futures	3054.78	3068.23	3049.02	3064.66	98174.0
2020-04-09 12:00:00	ES	Futures	3064.93	3074.81	3062.19	3064.11	85471.0
2020-04-09 12:30:00	ES	Futures	3064.11	3082.22	3061.09	3077.56	85177.0
2020-04-09 13:00:00	ES	Futures	3077.56	3081.12	3069.87	3080.58	70905.0
2020-04-09 13:30:00	ES	Futures	3080.58	3083.87	3058.62	3069.87	83623.0
2020-04-09 14:00:00	ES	Futures	3069.6	3070.97	3043.25	3047.1	114400.0
2020-04-09 14:30:00	ES	Futures	3046.82	3057.8	3021.03	3032.83	122903.0
2020-04-09 15:00:00	ES	Futures	3033.1	3051.49	3026.52	3051.49	127254.0
2020-04-09 15:30:00	ES	Futures	3051.49	3059.17	3038.32	3051.49	192426.0
2020-04-09 16:00:00	ES	Futures	3051.21	3057.25	3046.55	3051.49	57855.0
2020-04-09 16:30:00	ES	Futures	3051.21	3060.27	3049.57	3059.17	9645.0
2020-04-09 00:00:00	NQ	Futures	9332.74	9340.16	9311.88	9321.88	2121.0
2020-04-09 00:30:00	NQ	Futures	9321.6	9365.87	9320.45	9362.73	2854.0
2020-04-09 01:00:00	NQ	Futures	9363.59	9366.16	9328.17	9344.45	2053.0
2020-04-09 01:30:00	NQ	Futures	9345.3	9364.73	9332.74	9349.59	2025.0
2020-04-09 02:00:00	NQ	Futures	9350.16	9400.43	9349.59	9390.44	3774.0
2020-04-09 02:30:00	NQ	Futures	9390.44	9423.28	9368.44	9420.71	2477.0
2020-04-09 03:00:00	NQ	Futures	9421.57	9443.85	9407.0	9431.57	5558.0
2020-04-09 03:30:00	NQ	Futures	9430.43	9452.42	9415.29	9438.71	3636.0
2020-04-09 04:00:00	NQ	Futures	9437.28	9444.71	9375.3	9382.44	4518.0
2020-04-09 04:30:00	NQ	Futures	9381.87	9392.72	9346.45	9349.59	5202.0
2020-04-09 05:00:00	NQ	Futures	9349.59	9368.73	9319.31	9353.87	5772.0
2020-04-09 05:30:00	NQ	Futures	9353.02	9361.59	9314.17	9325.02	4631.0
2020-04-09 06:00:00	NQ	Futures	9325.02	9348.16	9304.46	9316.17	4970.0
2020-04-09 06:30:00	NQ	Futures	9316.74	9326.74	9291.32	9325.02	4706.0
2020-04-09 07:00:00	NQ	Futures	9325.6	9363.01	9291.32	9291.6	7196.0
2020-04-09 07:30:00	NQ	Futures	9291.32	9322.17	9276.75	9301.03	7808.0

> showing 50 of 2,836 rows — these rows as CSV

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