PREVIEW / futures_30min / 2020-04-14

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-04-14.parquet
  size:    95 KB
  rows:    3,331

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
2020-04-14 00:00:00	ES	Futures	3069.05	3081.12	3067.13	3077.01	7110.0
2020-04-14 00:30:00	ES	Futures	3077.28	3080.58	3074.26	3079.48	3536.0
2020-04-14 01:00:00	ES	Futures	3079.75	3082.22	3069.87	3077.83	7161.0
2020-04-14 01:30:00	ES	Futures	3077.83	3081.95	3066.85	3070.97	6428.0
2020-04-14 02:00:00	ES	Futures	3070.7	3073.17	3060.54	3064.38	11178.0
2020-04-14 02:30:00	ES	Futures	3064.11	3076.73	3061.09	3075.64	8782.0
2020-04-14 03:00:00	ES	Futures	3075.91	3075.91	3061.91	3064.66	17111.0
2020-04-14 03:30:00	ES	Futures	3064.93	3069.6	3056.15	3061.91	8414.0
2020-04-14 04:00:00	ES	Futures	3061.64	3063.84	3054.51	3059.45	7204.0
2020-04-14 04:30:00	ES	Futures	3059.72	3063.01	3052.86	3055.88	6906.0
2020-04-14 05:00:00	ES	Futures	3056.15	3067.13	3055.05	3064.38	6905.0
2020-04-14 05:30:00	ES	Futures	3064.38	3068.23	3060.27	3062.19	5586.0
2020-04-14 06:00:00	ES	Futures	3062.19	3064.66	3058.35	3063.84	4880.0
2020-04-14 06:30:00	ES	Futures	3063.84	3065.48	3052.04	3058.07	10397.0
2020-04-14 07:00:00	ES	Futures	3058.35	3063.29	3053.68	3058.9	8957.0
2020-04-14 07:30:00	ES	Futures	3058.9	3072.07	3056.7	3066.85	11246.0
2020-04-14 08:00:00	ES	Futures	3066.58	3078.38	3064.66	3074.54	27523.0
2020-04-14 08:30:00	ES	Futures	3074.54	3079.75	3067.95	3076.18	26145.0
2020-04-14 09:00:00	ES	Futures	3076.18	3087.71	3075.36	3081.4	36833.0
2020-04-14 09:30:00	ES	Futures	3081.67	3102.25	3069.32	3102.25	179470.0
2020-04-14 10:00:00	ES	Futures	3102.25	3113.23	3096.22	3104.45	137474.0
2020-04-14 10:30:00	ES	Futures	3104.45	3105.27	3088.53	3088.81	104430.0
2020-04-14 11:00:00	ES	Futures	3088.81	3094.3	3071.52	3079.75	116770.0
2020-04-14 11:30:00	ES	Futures	3079.75	3090.18	3079.48	3083.87	78274.0
2020-04-14 12:00:00	ES	Futures	3084.14	3106.92	3084.14	3101.7	92362.0
2020-04-14 12:30:00	ES	Futures	3101.7	3107.74	3099.24	3103.35	66500.0
2020-04-14 13:00:00	ES	Futures	3103.63	3105.0	3096.49	3102.53	51827.0
2020-04-14 13:30:00	ES	Futures	3102.53	3115.7	3102.53	3112.68	61199.0
2020-04-14 14:00:00	ES	Futures	3112.68	3118.72	3107.47	3112.96	60802.0
2020-04-14 14:30:00	ES	Futures	3113.23	3116.8	3108.29	3114.6	53844.0
2020-04-14 15:00:00	ES	Futures	3114.88	3114.88	3099.24	3111.58	89303.0
2020-04-14 15:30:00	ES	Futures	3111.58	3123.93	3109.39	3114.05	174878.0
2020-04-14 16:00:00	ES	Futures	3114.05	3121.74	3111.86	3120.64	54737.0
2020-04-14 16:30:00	ES	Futures	3119.82	3122.29	3117.35	3122.29	10234.0
2020-04-14 18:00:00	ES	Futures	3121.46	3123.38	3113.78	3119.54	7579.0
2020-04-14 18:30:00	ES	Futures	3119.54	3120.09	3114.88	3115.15	3991.0
2020-04-14 19:00:00	ES	Futures	3115.43	3117.9	3109.11	3109.66	5161.0
2020-04-14 19:30:00	ES	Futures	3109.66	3112.68	3106.64	3108.57	5164.0
2020-04-14 20:00:00	ES	Futures	3108.57	3110.49	3101.43	3104.45	9694.0
2020-04-14 20:30:00	ES	Futures	3104.72	3105.27	3098.96	3103.63	6265.0
2020-04-14 21:00:00	ES	Futures	3103.63	3104.45	3096.49	3100.61	6238.0
2020-04-14 21:30:00	ES	Futures	3100.61	3105.27	3100.61	3105.27	8800.0
2020-04-14 22:00:00	ES	Futures	3105.27	3107.47	3100.06	3100.88	6099.0
2020-04-14 22:30:00	ES	Futures	3101.16	3102.8	3094.84	3097.04	5240.0
2020-04-14 23:00:00	ES	Futures	3097.31	3104.17	3096.77	3102.53	4397.0
2020-04-14 23:30:00	ES	Futures	3102.53	3106.92	3101.16	3103.35	2748.0
2020-04-14 00:00:00	NQ	Futures	9653.51	9690.64	9647.51	9680.93	2299.0
2020-04-14 00:30:00	NQ	Futures	9680.93	9693.5	9674.65	9687.5	1732.0
2020-04-14 01:00:00	NQ	Futures	9688.36	9698.07	9659.22	9677.5	3063.0
2020-04-14 01:30:00	NQ	Futures	9678.08	9689.79	9650.08	9658.08	2599.0

> showing 50 of 3,331 rows — these rows as CSV

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