PREVIEW / futures_30min / 2020-04-15

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-04-15.parquet
  size:    103 KB
  rows:    3,501

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
2020-04-15 00:00:00	ES	Futures	3103.63	3111.04	3100.33	3108.84	4208.0
2020-04-15 00:30:00	ES	Futures	3108.84	3111.58	3106.64	3107.47	1933.0
2020-04-15 01:00:00	ES	Futures	3107.19	3111.31	3098.69	3100.33	3673.0
2020-04-15 01:30:00	ES	Futures	3100.33	3105.0	3095.12	3099.24	5248.0
2020-04-15 02:00:00	ES	Futures	3099.51	3106.1	3095.39	3098.96	10055.0
2020-04-15 02:30:00	ES	Futures	3099.24	3109.66	3097.59	3099.78	9001.0
2020-04-15 03:00:00	ES	Futures	3100.06	3104.72	3084.97	3086.06	19040.0
2020-04-15 03:30:00	ES	Futures	3086.06	3089.36	3073.44	3073.99	24015.0
2020-04-15 04:00:00	ES	Futures	3073.99	3082.5	3073.44	3077.83	17648.0
2020-04-15 04:30:00	ES	Futures	3077.83	3078.65	3062.46	3067.13	19316.0
2020-04-15 05:00:00	ES	Futures	3067.4	3067.95	3058.62	3063.29	22946.0
2020-04-15 05:30:00	ES	Futures	3063.29	3068.23	3062.46	3066.31	16331.0
2020-04-15 06:00:00	ES	Futures	3066.58	3072.89	3058.9	3063.84	19416.0
2020-04-15 06:30:00	ES	Futures	3063.84	3065.76	3054.23	3064.38	19009.0
2020-04-15 07:00:00	ES	Futures	3064.38	3072.62	3062.19	3071.79	15482.0
2020-04-15 07:30:00	ES	Futures	3071.79	3071.79	3062.74	3063.29	14988.0
2020-04-15 08:00:00	ES	Futures	3063.29	3066.85	3046.27	3046.55	31637.0
2020-04-15 08:30:00	ES	Futures	3046.55	3049.84	3025.14	3028.44	61676.0
2020-04-15 09:00:00	ES	Futures	3028.71	3044.9	3023.5	3043.8	54118.0
2020-04-15 09:30:00	ES	Futures	3043.53	3053.41	3030.08	3041.33	171971.0
2020-04-15 10:00:00	ES	Futures	3041.61	3043.53	3021.85	3026.52	126596.0
2020-04-15 10:30:00	ES	Futures	3026.52	3039.14	3019.93	3034.75	103315.0
2020-04-15 11:00:00	ES	Futures	3035.02	3036.94	3021.3	3031.18	80661.0
2020-04-15 11:30:00	ES	Futures	3031.45	3040.24	3023.5	3027.61	78669.0
2020-04-15 12:00:00	ES	Futures	3027.61	3037.22	3023.22	3036.12	67258.0
2020-04-15 12:30:00	ES	Futures	3036.12	3046.82	3033.38	3041.33	63529.0
2020-04-15 13:00:00	ES	Futures	3041.33	3056.43	3038.86	3045.72	63230.0
2020-04-15 13:30:00	ES	Futures	3046.0	3046.27	3037.49	3039.14	78047.0
2020-04-15 14:00:00	ES	Futures	3039.14	3058.07	3039.14	3055.88	68321.0
2020-04-15 14:30:00	ES	Futures	3056.15	3063.84	3052.86	3063.01	89012.0
2020-04-15 15:00:00	ES	Futures	3063.29	3065.48	3044.9	3048.47	86560.0
2020-04-15 15:30:00	ES	Futures	3048.47	3052.58	3038.59	3046.0	201871.0
2020-04-15 16:00:00	ES	Futures	3046.0	3049.29	3042.98	3045.18	41382.0
2020-04-15 16:30:00	ES	Futures	3045.18	3046.27	3035.85	3039.14	11375.0
2020-04-15 18:00:00	ES	Futures	3038.04	3043.8	3025.42	3031.45	10204.0
2020-04-15 18:30:00	ES	Futures	3031.73	3033.92	3021.85	3025.69	6545.0
2020-04-15 19:00:00	ES	Futures	3025.69	3025.97	3019.11	3024.87	4273.0
2020-04-15 19:30:00	ES	Futures	3024.87	3027.06	3020.48	3022.67	6159.0
2020-04-15 20:00:00	ES	Futures	3022.67	3038.86	3021.3	3023.77	10558.0
2020-04-15 20:30:00	ES	Futures	3024.05	3024.59	3014.17	3023.22	16222.0
2020-04-15 21:00:00	ES	Futures	3023.5	3029.26	3021.58	3028.99	9683.0
2020-04-15 21:30:00	ES	Futures	3028.99	3036.94	3023.5	3025.69	9475.0
2020-04-15 22:00:00	ES	Futures	3025.42	3034.47	3021.3	3028.44	7653.0
2020-04-15 22:30:00	ES	Futures	3028.71	3030.91	3022.95	3023.5	4156.0
2020-04-15 23:00:00	ES	Futures	3023.77	3024.87	3017.19	3024.87	6489.0
2020-04-15 23:30:00	ES	Futures	3024.59	3031.73	3022.4	3029.26	5763.0
2020-04-15 00:00:00	NQ	Futures	9889.45	9911.73	9877.17	9905.73	2023.0
2020-04-15 00:30:00	NQ	Futures	9905.73	9919.44	9901.73	9904.59	1457.0
2020-04-15 01:00:00	NQ	Futures	9904.59	9915.73	9873.45	9877.74	2259.0
2020-04-15 01:30:00	NQ	Futures	9878.02	9888.59	9862.6	9868.6	2593.0

> showing 50 of 3,501 rows — these rows as CSV

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