PREVIEW / futures_30min / 2020-04-23

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-04-23.parquet
  size:    101 KB
  rows:    3,485

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
2020-04-23 00:00:00	ES	Futures	3048.19	3055.33	3047.1	3053.68	5039.0
2020-04-23 00:30:00	ES	Futures	3053.96	3059.99	3052.31	3056.43	7711.0
2020-04-23 01:00:00	ES	Futures	3056.43	3067.95	3055.6	3065.48	7880.0
2020-04-23 01:30:00	ES	Futures	3065.76	3067.95	3057.52	3060.54	4872.0
2020-04-23 02:00:00	ES	Futures	3060.82	3072.89	3055.6	3072.62	9120.0
2020-04-23 02:30:00	ES	Futures	3072.89	3079.75	3070.97	3073.44	8016.0
2020-04-23 03:00:00	ES	Futures	3073.71	3074.54	3056.98	3061.64	15427.0
2020-04-23 03:30:00	ES	Futures	3061.64	3064.66	3049.29	3051.49	12724.0
2020-04-23 04:00:00	ES	Futures	3051.49	3061.37	3048.47	3060.54	13243.0
2020-04-23 04:30:00	ES	Futures	3060.82	3062.74	3054.51	3055.6	8988.0
2020-04-23 05:00:00	ES	Futures	3055.6	3066.03	3054.51	3065.48	7408.0
2020-04-23 05:30:00	ES	Futures	3065.76	3070.7	3064.38	3069.6	8090.0
2020-04-23 06:00:00	ES	Futures	3069.87	3070.15	3059.72	3064.66	8477.0
2020-04-23 06:30:00	ES	Futures	3064.66	3064.66	3055.88	3056.43	5890.0
2020-04-23 07:00:00	ES	Futures	3056.43	3064.66	3055.88	3061.37	7402.0
2020-04-23 07:30:00	ES	Futures	3061.37	3064.11	3058.35	3061.91	6038.0
2020-04-23 08:00:00	ES	Futures	3062.19	3066.85	3055.88	3066.58	12473.0
2020-04-23 08:30:00	ES	Futures	3066.58	3080.58	3063.01	3079.2	36902.0
2020-04-23 09:00:00	ES	Futures	3079.48	3081.12	3074.54	3075.64	21256.0
2020-04-23 09:30:00	ES	Futures	3075.64	3096.49	3072.07	3087.16	140594.0
2020-04-23 10:00:00	ES	Futures	3086.89	3099.24	3081.67	3097.31	98255.0
2020-04-23 10:30:00	ES	Futures	3097.59	3113.78	3097.04	3106.64	100759.0
2020-04-23 11:00:00	ES	Futures	3106.92	3108.29	3099.78	3106.64	62970.0
2020-04-23 11:30:00	ES	Futures	3106.92	3107.47	3090.45	3095.94	79423.0
2020-04-23 12:00:00	ES	Futures	3096.22	3105.27	3093.75	3104.17	53455.0
2020-04-23 12:30:00	ES	Futures	3104.45	3105.27	3058.07	3081.95	212080.0
2020-04-23 13:00:00	ES	Futures	3082.22	3092.65	3066.85	3073.71	114393.0
2020-04-23 13:30:00	ES	Futures	3073.71	3081.95	3060.27	3069.32	89840.0
2020-04-23 14:00:00	ES	Futures	3069.05	3079.2	3056.98	3077.28	84048.0
2020-04-23 14:30:00	ES	Futures	3077.28	3087.71	3072.89	3085.24	55754.0
2020-04-23 15:00:00	ES	Futures	3085.24	3086.61	3062.46	3069.87	66658.0
2020-04-23 15:30:00	ES	Futures	3070.15	3080.3	3059.45	3060.27	160825.0
2020-04-23 16:00:00	ES	Futures	3059.99	3060.27	3050.39	3053.13	58285.0
2020-04-23 16:30:00	ES	Futures	3053.68	3059.45	3051.21	3053.41	7832.0
2020-04-23 18:00:00	ES	Futures	3048.19	3054.23	3041.61	3044.63	9580.0
2020-04-23 18:30:00	ES	Futures	3044.63	3049.02	3034.2	3040.24	8628.0
2020-04-23 19:00:00	ES	Futures	3040.51	3042.71	3035.57	3041.33	4418.0
2020-04-23 19:30:00	ES	Futures	3041.33	3043.25	3036.39	3040.51	3890.0
2020-04-23 20:00:00	ES	Futures	3040.78	3044.63	3031.45	3032.28	8310.0
2020-04-23 20:30:00	ES	Futures	3032.55	3035.3	3026.24	3031.18	8198.0
2020-04-23 21:00:00	ES	Futures	3031.45	3036.94	3025.42	3027.61	7898.0
2020-04-23 21:30:00	ES	Futures	3027.89	3032.55	3024.32	3027.89	7377.0
2020-04-23 22:00:00	ES	Futures	3027.34	3034.75	3026.24	3031.45	4214.0
2020-04-23 22:30:00	ES	Futures	3031.45	3039.69	3030.91	3035.85	4283.0
2020-04-23 23:00:00	ES	Futures	3035.85	3039.69	3033.65	3035.57	2349.0
2020-04-23 23:30:00	ES	Futures	3036.12	3038.59	3033.92	3036.12	2264.0
2020-04-23 00:00:00	NQ	Futures	9818.04	9835.46	9814.61	9831.47	1324.0
2020-04-23 00:30:00	NQ	Futures	9831.75	9854.6	9828.61	9843.75	2448.0
2020-04-23 01:00:00	NQ	Futures	9844.03	9877.45	9842.32	9870.6	2744.0
2020-04-23 01:30:00	NQ	Futures	9871.45	9877.74	9845.46	9857.74	2071.0

> showing 50 of 3,485 rows — these rows as CSV

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