PREVIEW / futures_30min / 2020-04-20

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-04-20.parquet
  size:    100 KB
  rows:    3,443

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
2020-04-20 00:00:00	ES	Futures	3151.65	3154.67	3148.08	3149.18	3560.0
2020-04-20 00:30:00	ES	Futures	3149.45	3153.02	3144.79	3147.53	2682.0
2020-04-20 01:00:00	ES	Futures	3147.26	3148.36	3138.48	3142.04	4148.0
2020-04-20 01:30:00	ES	Futures	3142.04	3144.79	3131.62	3133.81	5781.0
2020-04-20 02:00:00	ES	Futures	3133.81	3137.93	3128.6	3137.93	8053.0
2020-04-20 02:30:00	ES	Futures	3137.93	3139.3	3132.16	3138.48	5226.0
2020-04-20 03:00:00	ES	Futures	3138.75	3139.57	3118.72	3124.21	16564.0
2020-04-20 03:30:00	ES	Futures	3124.48	3134.36	3123.93	3134.36	10725.0
2020-04-20 04:00:00	ES	Futures	3134.09	3134.09	3121.19	3122.01	8906.0
2020-04-20 04:30:00	ES	Futures	3122.01	3128.05	3120.09	3126.13	7835.0
2020-04-20 05:00:00	ES	Futures	3126.13	3130.24	3125.03	3125.58	6583.0
2020-04-20 05:30:00	ES	Futures	3125.85	3127.77	3112.13	3113.78	13663.0
2020-04-20 06:00:00	ES	Futures	3113.78	3114.88	3096.49	3099.78	23669.0
2020-04-20 06:30:00	ES	Futures	3099.78	3105.55	3098.14	3100.33	14197.0
2020-04-20 07:00:00	ES	Futures	3100.33	3106.1	3087.98	3090.18	26339.0
2020-04-20 07:30:00	ES	Futures	3090.18	3096.49	3082.22	3086.34	28824.0
2020-04-20 08:00:00	ES	Futures	3086.06	3093.75	3082.77	3091.55	28993.0
2020-04-20 08:30:00	ES	Futures	3091.55	3095.67	3086.89	3090.45	25693.0
2020-04-20 09:00:00	ES	Futures	3090.73	3099.51	3087.16	3098.41	28223.0
2020-04-20 09:30:00	ES	Futures	3098.41	3114.05	3094.3	3106.92	129363.0
2020-04-20 10:00:00	ES	Futures	3106.92	3115.15	3101.43	3110.76	80130.0
2020-04-20 10:30:00	ES	Futures	3111.04	3132.16	3109.11	3126.95	88207.0
2020-04-20 11:00:00	ES	Futures	3126.95	3133.26	3122.01	3129.42	68207.0
2020-04-20 11:30:00	ES	Futures	3129.15	3140.12	3125.58	3136.01	61953.0
2020-04-20 12:00:00	ES	Futures	3135.73	3136.83	3127.23	3128.87	50367.0
2020-04-20 12:30:00	ES	Futures	3128.87	3137.1	3128.6	3130.24	47524.0
2020-04-20 13:00:00	ES	Futures	3130.24	3130.79	3115.7	3120.91	51397.0
2020-04-20 13:30:00	ES	Futures	3120.91	3125.85	3115.7	3123.93	45449.0
2020-04-20 14:00:00	ES	Futures	3123.66	3127.23	3098.41	3099.24	71501.0
2020-04-20 14:30:00	ES	Futures	3099.24	3110.49	3088.81	3089.36	94271.0
2020-04-20 15:00:00	ES	Futures	3089.36	3099.24	3085.24	3097.59	103732.0
2020-04-20 15:30:00	ES	Futures	3097.59	3104.17	3086.61	3087.98	157866.0
2020-04-20 16:00:00	ES	Futures	3088.26	3092.1	3078.11	3080.58	60149.0
2020-04-20 16:30:00	ES	Futures	3081.95	3088.53	3080.03	3086.06	10115.0
2020-04-20 18:00:00	ES	Futures	3081.12	3092.1	3080.58	3086.34	6155.0
2020-04-20 18:30:00	ES	Futures	3086.61	3101.98	3086.61	3098.96	8859.0
2020-04-20 19:00:00	ES	Futures	3098.69	3103.63	3093.47	3093.75	5443.0
2020-04-20 19:30:00	ES	Futures	3093.75	3098.14	3086.06	3092.37	5085.0
2020-04-20 20:00:00	ES	Futures	3092.65	3098.96	3083.59	3091.28	9681.0
2020-04-20 20:30:00	ES	Futures	3091.55	3105.0	3089.91	3097.86	8540.0
2020-04-20 21:00:00	ES	Futures	3097.86	3109.94	3096.49	3106.64	7896.0
2020-04-20 21:30:00	ES	Futures	3106.92	3107.19	3091.0	3093.47	7463.0
2020-04-20 22:00:00	ES	Futures	3093.47	3098.96	3059.45	3066.31	19005.0
2020-04-20 22:30:00	ES	Futures	3066.31	3073.17	3042.98	3065.48	28734.0
2020-04-20 23:00:00	ES	Futures	3065.21	3070.15	3056.43	3060.54	9445.0
2020-04-20 23:30:00	ES	Futures	3060.54	3067.13	3056.15	3061.91	5060.0
2020-04-20 00:00:00	NQ	Futures	10073.97	10088.54	10061.98	10067.12	2225.0
2020-04-20 00:30:00	NQ	Futures	10067.4	10078.26	10054.55	10064.26	1456.0
2020-04-20 01:00:00	NQ	Futures	10063.12	10067.12	10034.84	10049.12	2216.0
2020-04-20 01:30:00	NQ	Futures	10049.12	10058.26	10021.7	10028.56	2947.0

> showing 50 of 3,443 rows — these rows as CSV

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