PREVIEW / futures_30min / 2020-04-17

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-04-17.parquet
  size:    83 KB
  rows:    2,814

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
2020-04-17 00:00:00	ES	Futures	3156.31	3159.88	3154.12	3157.96	3947.0
2020-04-17 00:30:00	ES	Futures	3157.96	3161.8	3153.29	3156.04	4063.0
2020-04-17 01:00:00	ES	Futures	3156.31	3164.55	3156.31	3164.27	6396.0
2020-04-17 01:30:00	ES	Futures	3164.55	3165.64	3155.22	3157.69	8453.0
2020-04-17 02:00:00	ES	Futures	3157.96	3159.33	3142.59	3144.24	16110.0
2020-04-17 02:30:00	ES	Futures	3143.96	3149.18	3139.85	3147.26	13316.0
2020-04-17 03:00:00	ES	Futures	3147.26	3155.22	3139.3	3154.67	22770.0
2020-04-17 03:30:00	ES	Futures	3154.67	3155.49	3128.32	3138.2	23406.0
2020-04-17 04:00:00	ES	Futures	3138.2	3152.47	3137.1	3138.75	17702.0
2020-04-17 04:30:00	ES	Futures	3138.75	3144.24	3134.63	3134.91	11147.0
2020-04-17 05:00:00	ES	Futures	3134.91	3143.14	3132.16	3134.36	15824.0
2020-04-17 05:30:00	ES	Futures	3134.09	3150.28	3130.24	3144.79	16817.0
2020-04-17 06:00:00	ES	Futures	3144.79	3155.76	3142.04	3152.47	12741.0
2020-04-17 06:30:00	ES	Futures	3152.47	3155.76	3148.63	3153.57	11684.0
2020-04-17 07:00:00	ES	Futures	3153.29	3158.23	3147.26	3149.18	13117.0
2020-04-17 07:30:00	ES	Futures	3149.18	3151.92	3142.59	3148.63	12590.0
2020-04-17 08:00:00	ES	Futures	3148.36	3152.2	3140.95	3141.49	17020.0
2020-04-17 08:30:00	ES	Futures	3141.49	3144.24	3133.26	3139.03	31822.0
2020-04-17 09:00:00	ES	Futures	3139.03	3141.49	3123.93	3128.6	64920.0
2020-04-17 09:30:00	ES	Futures	3128.6	3132.71	3114.88	3130.24	183690.0
2020-04-17 10:00:00	ES	Futures	3130.24	3132.71	3107.19	3111.86	133528.0
2020-04-17 10:30:00	ES	Futures	3111.86	3113.5	3098.41	3107.47	97265.0
2020-04-17 11:00:00	ES	Futures	3107.19	3114.6	3096.49	3100.33	77753.0
2020-04-17 11:30:00	ES	Futures	3100.06	3112.68	3097.59	3108.84	72104.0
2020-04-17 12:00:00	ES	Futures	3109.11	3113.78	3102.53	3107.19	71153.0
2020-04-17 12:30:00	ES	Futures	3107.47	3121.74	3106.37	3118.17	59588.0
2020-04-17 13:00:00	ES	Futures	3118.17	3123.11	3113.78	3114.33	52246.0
2020-04-17 13:30:00	ES	Futures	3114.33	3120.64	3112.13	3115.7	50127.0
2020-04-17 14:00:00	ES	Futures	3115.7	3115.7	3108.02	3108.57	48886.0
2020-04-17 14:30:00	ES	Futures	3108.57	3110.76	3099.51	3110.76	58839.0
2020-04-17 15:00:00	ES	Futures	3110.49	3122.01	3109.11	3121.19	57008.0
2020-04-17 15:30:00	ES	Futures	3121.19	3151.37	3121.19	3144.24	254470.0
2020-04-17 16:00:00	ES	Futures	3144.24	3153.29	3141.49	3149.18	72082.0
2020-04-17 16:30:00	ES	Futures	3150.28	3152.75	3146.16	3149.18	11425.0
2020-04-17 00:00:00	NQ	Futures	10186.8	10193.66	10179.09	10192.23	1464.0
2020-04-17 00:30:00	NQ	Futures	10191.37	10200.51	10175.66	10182.8	1554.0
2020-04-17 01:00:00	NQ	Futures	10183.95	10225.93	10182.23	10224.22	3280.0
2020-04-17 01:30:00	NQ	Futures	10223.36	10228.79	10198.51	10206.51	2469.0
2020-04-17 02:00:00	NQ	Futures	10207.37	10211.08	10151.1	10156.24	4758.0
2020-04-17 02:30:00	NQ	Futures	10156.52	10191.94	10152.81	10188.52	3851.0
2020-04-17 03:00:00	NQ	Futures	10189.09	10218.51	10160.81	10215.37	6095.0
2020-04-17 03:30:00	NQ	Futures	10215.37	10218.51	10121.96	10161.67	7085.0
2020-04-17 04:00:00	NQ	Futures	10161.67	10197.09	10152.81	10155.1	4604.0
2020-04-17 04:30:00	NQ	Futures	10154.81	10180.52	10146.24	10159.38	4081.0
2020-04-17 05:00:00	NQ	Futures	10159.38	10182.23	10149.67	10159.95	4719.0
2020-04-17 05:30:00	NQ	Futures	10160.24	10202.8	10148.24	10187.94	4797.0
2020-04-17 06:00:00	NQ	Futures	10188.8	10217.94	10181.95	10208.23	3805.0
2020-04-17 06:30:00	NQ	Futures	10208.23	10212.8	10198.23	10208.51	2989.0
2020-04-17 07:00:00	NQ	Futures	10207.65	10223.65	10179.38	10184.52	4582.0
2020-04-17 07:30:00	NQ	Futures	10184.52	10186.52	10164.24	10175.66	3899.0

> showing 50 of 2,814 rows — these rows as CSV

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