PREVIEW / futures_30min / 2020-04-22

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-04-22.parquet
  size:    101 KB
  rows:    3,468

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
2020-04-22 00:00:00	ES	Futures	3006.21	3011.42	3003.74	3007.86	5756.0
2020-04-22 00:30:00	ES	Futures	3007.86	3008.68	2994.68	2998.8	6638.0
2020-04-22 01:00:00	ES	Futures	2999.07	3010.6	2998.25	3009.5	6089.0
2020-04-22 01:30:00	ES	Futures	3009.5	3022.67	3004.84	3020.2	10133.0
2020-04-22 02:00:00	ES	Futures	3020.48	3033.65	3011.42	3027.61	15976.0
2020-04-22 02:30:00	ES	Futures	3027.61	3035.3	3025.42	3025.97	9261.0
2020-04-22 03:00:00	ES	Futures	3025.97	3029.81	3017.19	3023.77	13947.0
2020-04-22 03:30:00	ES	Futures	3023.5	3031.18	3018.56	3024.87	12583.0
2020-04-22 04:00:00	ES	Futures	3024.59	3037.77	3021.85	3034.75	13568.0
2020-04-22 04:30:00	ES	Futures	3035.02	3045.18	3033.1	3043.53	13097.0
2020-04-22 05:00:00	ES	Futures	3043.8	3048.19	3040.24	3044.63	15082.0
2020-04-22 05:30:00	ES	Futures	3044.9	3045.18	3037.22	3039.69	10811.0
2020-04-22 06:00:00	ES	Futures	3039.96	3042.71	3031.18	3032.28	12005.0
2020-04-22 06:30:00	ES	Futures	3032.28	3035.85	3027.61	3033.92	10032.0
2020-04-22 07:00:00	ES	Futures	3034.2	3043.8	3033.38	3036.39	14308.0
2020-04-22 07:30:00	ES	Futures	3036.67	3038.86	3030.63	3037.49	13763.0
2020-04-22 08:00:00	ES	Futures	3037.22	3037.77	3026.24	3036.39	22755.0
2020-04-22 08:30:00	ES	Futures	3036.39	3055.33	3035.3	3052.58	29267.0
2020-04-22 09:00:00	ES	Futures	3052.58	3055.33	3047.65	3052.31	30640.0
2020-04-22 09:30:00	ES	Futures	3052.31	3058.35	3038.04	3046.27	138155.0
2020-04-22 10:00:00	ES	Futures	3046.55	3050.94	3036.39	3045.45	91294.0
2020-04-22 10:30:00	ES	Futures	3045.45	3056.15	3042.43	3044.08	64901.0
2020-04-22 11:00:00	ES	Futures	3044.35	3055.33	3040.24	3051.21	66364.0
2020-04-22 11:30:00	ES	Futures	3051.49	3060.27	3050.39	3056.15	66906.0
2020-04-22 12:00:00	ES	Futures	3056.43	3061.09	3052.86	3058.07	45820.0
2020-04-22 12:30:00	ES	Futures	3058.35	3063.01	3052.04	3055.33	42405.0
2020-04-22 13:00:00	ES	Futures	3055.33	3062.19	3050.94	3062.19	32747.0
2020-04-22 13:30:00	ES	Futures	3062.19	3065.48	3057.52	3062.74	45592.0
2020-04-22 14:00:00	ES	Futures	3062.74	3065.48	3059.17	3062.19	40282.0
2020-04-22 14:30:00	ES	Futures	3062.19	3073.44	3062.19	3070.7	57159.0
2020-04-22 15:00:00	ES	Futures	3070.97	3075.09	3067.4	3070.7	49717.0
2020-04-22 15:30:00	ES	Futures	3070.7	3082.22	3059.99	3061.37	175050.0
2020-04-22 16:00:00	ES	Futures	3061.37	3061.64	3053.68	3059.72	59524.0
2020-04-22 16:30:00	ES	Futures	3059.45	3063.01	3058.9	3062.46	8174.0
2020-04-22 18:00:00	ES	Futures	3063.01	3065.21	3052.04	3057.25	7023.0
2020-04-22 18:30:00	ES	Futures	3057.52	3058.07	3050.12	3052.58	9517.0
2020-04-22 19:00:00	ES	Futures	3052.86	3053.68	3046.55	3051.76	6198.0
2020-04-22 19:30:00	ES	Futures	3051.76	3051.76	3043.8	3050.39	7727.0
2020-04-22 20:00:00	ES	Futures	3050.66	3054.51	3043.53	3049.84	7112.0
2020-04-22 20:30:00	ES	Futures	3050.12	3059.45	3045.72	3055.6	9300.0
2020-04-22 21:00:00	ES	Futures	3055.88	3067.68	3055.88	3059.17	9822.0
2020-04-22 21:30:00	ES	Futures	3059.17	3063.84	3054.23	3055.6	10847.0
2020-04-22 22:00:00	ES	Futures	3055.6	3057.25	3046.27	3048.47	6537.0
2020-04-22 22:30:00	ES	Futures	3048.47	3052.58	3045.45	3048.47	4241.0
2020-04-22 23:00:00	ES	Futures	3048.47	3053.13	3046.55	3051.21	5904.0
2020-04-22 23:30:00	ES	Futures	3050.94	3052.86	3045.18	3047.65	5758.0
2020-04-22 00:00:00	NQ	Futures	9662.08	9686.36	9658.08	9674.65	1640.0
2020-04-22 00:30:00	NQ	Futures	9675.22	9675.22	9621.8	9636.66	2410.0
2020-04-22 01:00:00	NQ	Futures	9636.09	9678.36	9635.8	9676.08	2147.0
2020-04-22 01:30:00	NQ	Futures	9677.22	9721.78	9666.08	9708.64	3077.0

> showing 50 of 3,468 rows — these rows as CSV

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