PREVIEW / futures_30min / 2020-04-13

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-04-13.parquet
  size:    79 KB
  rows:    2,747

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
2020-04-13 00:00:00	ES	Futures	3007.31	3009.5	3002.37	3002.92	2491.0
2020-04-13 00:30:00	ES	Futures	3003.19	3009.78	3002.09	3008.68	3836.0
2020-04-13 01:00:00	ES	Futures	3008.68	3013.07	3005.66	3008.4	3376.0
2020-04-13 01:30:00	ES	Futures	3008.13	3010.32	3001.54	3002.92	3989.0
2020-04-13 02:00:00	ES	Futures	3002.92	3019.66	3001.54	3015.81	6860.0
2020-04-13 02:30:00	ES	Futures	3015.81	3020.48	3013.34	3013.89	2648.0
2020-04-13 03:00:00	ES	Futures	3013.89	3016.09	3009.23	3010.32	3288.0
2020-04-13 03:30:00	ES	Futures	3010.6	3014.17	3008.13	3009.78	2304.0
2020-04-13 04:00:00	ES	Futures	3010.05	3011.15	3005.93	3005.93	2912.0
2020-04-13 04:30:00	ES	Futures	3005.93	3011.7	3004.84	3011.42	2624.0
2020-04-13 05:00:00	ES	Futures	3011.15	3017.73	3010.32	3013.62	3355.0
2020-04-13 05:30:00	ES	Futures	3013.89	3014.44	3010.05	3010.6	3387.0
2020-04-13 06:00:00	ES	Futures	3010.87	3013.89	3008.13	3012.52	3203.0
2020-04-13 06:30:00	ES	Futures	3012.52	3025.97	3012.52	3019.11	5469.0
2020-04-13 07:00:00	ES	Futures	3018.83	3031.18	3018.83	3030.63	6522.0
2020-04-13 07:30:00	ES	Futures	3030.36	3037.77	3028.99	3036.12	10276.0
2020-04-13 08:00:00	ES	Futures	3035.85	3044.35	3030.91	3038.32	20920.0
2020-04-13 08:30:00	ES	Futures	3038.04	3047.65	3034.47	3041.61	20327.0
2020-04-13 09:00:00	ES	Futures	3041.33	3050.66	3038.59	3038.86	28840.0
2020-04-13 09:30:00	ES	Futures	3039.14	3042.43	3004.01	3006.21	149076.0
2020-04-13 10:00:00	ES	Futures	3006.21	3022.4	2991.12	2999.07	121435.0
2020-04-13 10:30:00	ES	Futures	2999.07	3002.09	2983.71	2990.57	98486.0
2020-04-13 11:00:00	ES	Futures	2990.84	3000.45	2975.75	2998.8	95338.0
2020-04-13 11:30:00	ES	Futures	2998.8	3005.11	2989.2	2999.9	76701.0
2020-04-13 12:00:00	ES	Futures	2999.9	3016.36	2997.7	3006.21	76979.0
2020-04-13 12:30:00	ES	Futures	3006.21	3007.58	2992.49	2996.33	72741.0
2020-04-13 13:00:00	ES	Futures	2996.33	2998.53	2986.45	2992.21	86606.0
2020-04-13 13:30:00	ES	Futures	2992.21	3010.87	2989.74	3005.11	62508.0
2020-04-13 14:00:00	ES	Futures	3004.84	3013.34	2992.49	2999.62	72344.0
2020-04-13 14:30:00	ES	Futures	2999.9	3008.68	2994.68	3006.48	48492.0
2020-04-13 15:00:00	ES	Futures	3006.48	3017.19	2995.51	3013.62	73862.0
2020-04-13 15:30:00	ES	Futures	3013.62	3035.02	3010.32	3021.85	168783.0
2020-04-13 16:00:00	ES	Futures	3021.85	3030.08	3021.58	3029.26	48113.0
2020-04-13 16:30:00	ES	Futures	3028.99	3030.91	3024.32	3029.81	9393.0
2020-04-13 18:00:00	ES	Futures	3029.53	3038.04	3028.44	3034.47	14262.0
2020-04-13 18:30:00	ES	Futures	3034.75	3041.61	3033.38	3037.77	6054.0
2020-04-13 19:00:00	ES	Futures	3037.77	3039.41	3036.39	3037.77	2162.0
2020-04-13 19:30:00	ES	Futures	3037.77	3038.32	3033.92	3038.32	2633.0
2020-04-13 20:00:00	ES	Futures	3038.32	3038.59	3021.3	3022.12	7031.0
2020-04-13 20:30:00	ES	Futures	3021.85	3031.73	3021.3	3031.18	5180.0
2020-04-13 21:00:00	ES	Futures	3031.45	3042.43	3029.26	3037.22	5860.0
2020-04-13 21:30:00	ES	Futures	3037.22	3067.95	3035.85	3059.72	13766.0
2020-04-13 22:00:00	ES	Futures	3059.72	3066.03	3055.6	3059.72	12503.0
2020-04-13 22:30:00	ES	Futures	3059.99	3071.79	3059.72	3067.13	9485.0
2020-04-13 23:00:00	ES	Futures	3067.13	3070.97	3063.56	3066.03	4583.0
2020-04-13 23:30:00	ES	Futures	3065.76	3069.05	3062.74	3069.05	4627.0
2020-04-13 00:00:00	NQ	Futures	9265.04	9268.47	9245.9	9251.04	1014.0
2020-04-13 00:30:00	NQ	Futures	9250.19	9273.04	9247.9	9267.9	941.0
2020-04-13 01:00:00	NQ	Futures	9267.61	9282.18	9256.47	9261.33	1042.0
2020-04-13 01:30:00	NQ	Futures	9259.9	9270.75	9244.47	9247.9	1473.0

> showing 50 of 2,747 rows — these rows as CSV

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