PREVIEW / futures_30min / 2020-04-21

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-04-21.parquet
  size:    103 KB
  rows:    3,506

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
2020-04-21 00:00:00	ES	Futures	3062.19	3070.7	3057.8	3067.95	4976.0
2020-04-21 00:30:00	ES	Futures	3067.68	3072.34	3065.21	3065.48	4080.0
2020-04-21 01:00:00	ES	Futures	3065.76	3072.34	3060.82	3065.21	4471.0
2020-04-21 01:30:00	ES	Futures	3065.21	3069.87	3057.8	3062.46	5116.0
2020-04-21 02:00:00	ES	Futures	3062.46	3078.65	3062.46	3076.73	10767.0
2020-04-21 02:30:00	ES	Futures	3076.73	3077.83	3067.68	3074.26	8113.0
2020-04-21 03:00:00	ES	Futures	3073.99	3081.95	3062.46	3063.29	16445.0
2020-04-21 03:30:00	ES	Futures	3063.56	3068.5	3054.78	3060.27	13656.0
2020-04-21 04:00:00	ES	Futures	3060.27	3073.99	3059.45	3067.4	12470.0
2020-04-21 04:30:00	ES	Futures	3067.4	3071.24	3060.27	3065.21	10178.0
2020-04-21 05:00:00	ES	Futures	3065.48	3072.34	3049.57	3050.94	22612.0
2020-04-21 05:30:00	ES	Futures	3050.66	3055.6	3042.98	3050.12	25368.0
2020-04-21 06:00:00	ES	Futures	3050.12	3056.98	3033.92	3036.12	27028.0
2020-04-21 06:30:00	ES	Futures	3036.12	3050.12	3033.1	3039.41	21827.0
2020-04-21 07:00:00	ES	Futures	3039.69	3044.08	3032.0	3034.75	15697.0
2020-04-21 07:30:00	ES	Futures	3034.75	3037.49	3023.5	3028.71	31628.0
2020-04-21 08:00:00	ES	Futures	3028.71	3032.55	3018.56	3031.45	35150.0
2020-04-21 08:30:00	ES	Futures	3031.18	3032.28	3016.09	3018.83	31324.0
2020-04-21 09:00:00	ES	Futures	3018.83	3035.02	3015.54	3034.47	40669.0
2020-04-21 09:30:00	ES	Futures	3034.47	3048.74	3018.56	3044.35	171170.0
2020-04-21 10:00:00	ES	Futures	3044.08	3046.27	3025.69	3035.85	114550.0
2020-04-21 10:30:00	ES	Futures	3035.57	3037.77	3005.39	3006.21	127630.0
2020-04-21 11:00:00	ES	Futures	3005.93	3008.13	2988.1	2991.66	142411.0
2020-04-21 11:30:00	ES	Futures	2991.66	3003.19	2983.43	2999.62	122224.0
2020-04-21 12:00:00	ES	Futures	2999.35	3002.09	2991.12	2993.04	61525.0
2020-04-21 12:30:00	ES	Futures	2992.76	2998.8	2982.61	2997.7	74169.0
2020-04-21 13:00:00	ES	Futures	2997.7	3010.87	2995.51	3009.23	69130.0
2020-04-21 13:30:00	ES	Futures	3009.5	3015.26	3000.72	3004.29	73332.0
2020-04-21 14:00:00	ES	Futures	3004.29	3022.95	2999.07	3014.44	94224.0
2020-04-21 14:30:00	ES	Futures	3014.72	3016.64	2995.78	2998.25	76640.0
2020-04-21 15:00:00	ES	Futures	2998.53	3013.07	2988.37	3007.31	93117.0
2020-04-21 15:30:00	ES	Futures	3007.31	3021.03	2987.55	2993.31	173684.0
2020-04-21 16:00:00	ES	Futures	2993.59	3000.72	2993.31	2999.35	58675.0
2020-04-21 16:30:00	ES	Futures	2997.15	3002.09	2994.41	3000.17	7864.0
2020-04-21 18:00:00	ES	Futures	3004.56	3016.09	3003.19	3010.6	8027.0
2020-04-21 18:30:00	ES	Futures	3010.87	3012.79	3001.54	3006.48	4050.0
2020-04-21 19:00:00	ES	Futures	3006.21	3007.58	2996.88	3003.19	4228.0
2020-04-21 19:30:00	ES	Futures	3002.92	3010.05	3002.09	3009.23	5013.0
2020-04-21 20:00:00	ES	Futures	3009.23	3017.46	2982.61	2987.27	16879.0
2020-04-21 20:30:00	ES	Futures	2987.27	3002.09	2986.73	3002.09	10705.0
2020-04-21 21:00:00	ES	Futures	3002.09	3010.05	2994.13	3008.4	7954.0
2020-04-21 21:30:00	ES	Futures	3008.68	3009.78	2997.7	3004.01	7999.0
2020-04-21 22:00:00	ES	Futures	3003.74	3007.58	2996.6	3006.48	6097.0
2020-04-21 22:30:00	ES	Futures	3006.48	3010.05	3002.37	3009.78	6049.0
2020-04-21 23:00:00	ES	Futures	3010.05	3010.05	2997.43	3004.01	4906.0
2020-04-21 23:30:00	ES	Futures	3004.01	3009.5	3002.09	3005.93	5437.0
2020-04-21 00:00:00	NQ	Futures	9880.31	9900.02	9867.17	9892.02	2155.0
2020-04-21 00:30:00	NQ	Futures	9892.02	9910.59	9889.16	9893.45	2006.0
2020-04-21 01:00:00	NQ	Futures	9894.31	9915.73	9878.31	9894.88	2534.0
2020-04-21 01:30:00	NQ	Futures	9895.16	9906.59	9875.17	9888.59	2202.0

> showing 50 of 3,506 rows — these rows as CSV

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