PREVIEW / futures_30min / 2020-04-24

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-04-24.parquet
  size:    85 KB
  rows:    2,805

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
2020-04-24 00:00:00	ES	Futures	3036.12	3040.78	3036.12	3039.14	2366.0
2020-04-24 00:30:00	ES	Futures	3038.86	3039.69	3032.83	3033.92	1764.0
2020-04-24 01:00:00	ES	Futures	3034.2	3034.47	3024.32	3034.2	5592.0
2020-04-24 01:30:00	ES	Futures	3034.2	3038.86	3032.28	3034.2	3531.0
2020-04-24 02:00:00	ES	Futures	3034.47	3042.43	3028.71	3036.67	9522.0
2020-04-24 02:30:00	ES	Futures	3036.39	3049.02	3035.02	3049.02	8790.0
2020-04-24 03:00:00	ES	Futures	3049.02	3051.21	3039.96	3043.25	16893.0
2020-04-24 03:30:00	ES	Futures	3043.53	3050.66	3041.88	3048.74	9764.0
2020-04-24 04:00:00	ES	Futures	3049.02	3049.29	3038.32	3041.06	8573.0
2020-04-24 04:30:00	ES	Futures	3041.06	3047.37	3039.69	3046.27	6320.0
2020-04-24 05:00:00	ES	Futures	3046.55	3067.13	3046.27	3062.46	18917.0
2020-04-24 05:30:00	ES	Futures	3062.74	3070.15	3059.99	3064.93	11237.0
2020-04-24 06:00:00	ES	Futures	3065.21	3072.07	3061.64	3066.31	11749.0
2020-04-24 06:30:00	ES	Futures	3066.58	3080.3	3065.48	3079.48	13487.0
2020-04-24 07:00:00	ES	Futures	3079.48	3081.12	3073.71	3077.83	15790.0
2020-04-24 07:30:00	ES	Futures	3077.83	3077.83	3068.5	3069.87	15000.0
2020-04-24 08:00:00	ES	Futures	3069.87	3074.81	3066.31	3072.34	17970.0
2020-04-24 08:30:00	ES	Futures	3072.62	3086.34	3072.34	3078.38	28593.0
2020-04-24 09:00:00	ES	Futures	3078.38	3082.77	3077.01	3078.93	17598.0
2020-04-24 09:30:00	ES	Futures	3078.93	3085.24	3056.98	3058.35	114143.0
2020-04-24 10:00:00	ES	Futures	3058.35	3070.97	3057.25	3064.66	85382.0
2020-04-24 10:30:00	ES	Futures	3064.66	3074.81	3061.64	3066.03	66554.0
2020-04-24 11:00:00	ES	Futures	3066.03	3066.85	3053.96	3060.82	75164.0
2020-04-24 11:30:00	ES	Futures	3061.09	3067.68	3055.88	3063.84	49566.0
2020-04-24 12:00:00	ES	Futures	3063.56	3070.97	3059.99	3070.42	30689.0
2020-04-24 12:30:00	ES	Futures	3070.7	3076.73	3067.95	3073.17	35214.0
2020-04-24 13:00:00	ES	Futures	3073.17	3074.54	3068.23	3074.54	28110.0
2020-04-24 13:30:00	ES	Futures	3074.26	3088.26	3071.52	3087.44	52494.0
2020-04-24 14:00:00	ES	Futures	3087.44	3092.65	3084.14	3088.81	66246.0
2020-04-24 14:30:00	ES	Futures	3088.81	3098.69	3087.71	3095.39	58596.0
2020-04-24 15:00:00	ES	Futures	3095.12	3103.35	3090.73	3103.08	70660.0
2020-04-24 15:30:00	ES	Futures	3103.35	3111.86	3098.41	3104.17	163782.0
2020-04-24 16:00:00	ES	Futures	3103.9	3108.02	3101.16	3105.27	53195.0
2020-04-24 16:30:00	ES	Futures	3104.45	3106.1	3103.35	3104.17	7538.0
2020-04-24 00:00:00	NQ	Futures	9753.77	9772.91	9753.77	9770.34	1102.0
2020-04-24 00:30:00	NQ	Futures	9769.48	9771.77	9747.77	9754.06	804.0
2020-04-24 01:00:00	NQ	Futures	9753.49	9754.34	9717.49	9748.92	2385.0
2020-04-24 01:30:00	NQ	Futures	9750.91	9761.48	9744.06	9751.2	1219.0
2020-04-24 02:00:00	NQ	Futures	9751.2	9768.62	9725.49	9749.2	3238.0
2020-04-24 02:30:00	NQ	Futures	9750.63	9790.05	9743.77	9786.91	2902.0
2020-04-24 03:00:00	NQ	Futures	9786.91	9807.47	9766.34	9776.91	5283.0
2020-04-24 03:30:00	NQ	Futures	9776.62	9798.62	9772.05	9787.48	3002.0
2020-04-24 04:00:00	NQ	Futures	9788.33	9790.05	9760.06	9770.91	3379.0
2020-04-24 04:30:00	NQ	Futures	9770.34	9789.19	9764.63	9783.48	2414.0
2020-04-24 05:00:00	NQ	Futures	9783.19	9858.03	9783.19	9846.6	6021.0
2020-04-24 05:30:00	NQ	Futures	9846.03	9867.74	9836.61	9850.32	3856.0
2020-04-24 06:00:00	NQ	Futures	9850.32	9865.17	9838.89	9849.75	3297.0
2020-04-24 06:30:00	NQ	Futures	9849.46	9898.02	9845.75	9897.73	4144.0
2020-04-24 07:00:00	NQ	Futures	9898.02	9901.45	9875.74	9891.45	4058.0
2020-04-24 07:30:00	NQ	Futures	9891.45	9892.88	9858.89	9864.89	3774.0

> showing 50 of 2,805 rows — these rows as CSV

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