PREVIEW / futures_30min / 2020-04-27

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-04-27.parquet
  size:    97 KB
  rows:    3,513

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
2020-04-27 00:00:00	ES	Futures	3121.74	3124.76	3121.46	3124.21	3794.0
2020-04-27 00:30:00	ES	Futures	3124.48	3139.3	3123.93	3137.65	8969.0
2020-04-27 01:00:00	ES	Futures	3137.65	3143.69	3133.81	3141.49	6087.0
2020-04-27 01:30:00	ES	Futures	3141.49	3144.79	3137.1	3138.2	5643.0
2020-04-27 02:00:00	ES	Futures	3138.2	3139.85	3125.58	3125.58	11585.0
2020-04-27 02:30:00	ES	Futures	3125.58	3128.32	3120.09	3124.21	9245.0
2020-04-27 03:00:00	ES	Futures	3124.48	3127.23	3119.82	3123.93	18673.0
2020-04-27 03:30:00	ES	Futures	3123.93	3138.2	3123.11	3134.63	15489.0
2020-04-27 04:00:00	ES	Futures	3134.36	3134.36	3124.21	3128.32	14178.0
2020-04-27 04:30:00	ES	Futures	3128.05	3135.73	3125.03	3133.26	9676.0
2020-04-27 05:00:00	ES	Futures	3132.99	3139.03	3128.6	3138.75	8155.0
2020-04-27 05:30:00	ES	Futures	3138.75	3142.32	3137.38	3139.85	10299.0
2020-04-27 06:00:00	ES	Futures	3139.3	3139.3	3132.99	3134.63	7891.0
2020-04-27 06:30:00	ES	Futures	3134.63	3136.83	3130.52	3131.07	8425.0
2020-04-27 07:00:00	ES	Futures	3131.07	3134.09	3128.6	3133.54	10435.0
2020-04-27 07:30:00	ES	Futures	3133.81	3136.56	3132.16	3132.71	6726.0
2020-04-27 08:00:00	ES	Futures	3132.99	3139.3	3132.16	3137.1	14828.0
2020-04-27 08:30:00	ES	Futures	3137.38	3143.42	3133.26	3134.09	20380.0
2020-04-27 09:00:00	ES	Futures	3133.81	3139.03	3125.3	3126.95	26107.0
2020-04-27 09:30:00	ES	Futures	3127.23	3134.63	3121.46	3131.62	123802.0
2020-04-27 10:00:00	ES	Futures	3131.62	3140.12	3127.5	3134.91	79415.0
2020-04-27 10:30:00	ES	Futures	3134.91	3141.22	3131.07	3133.54	66783.0
2020-04-27 11:00:00	ES	Futures	3133.26	3144.51	3130.52	3143.96	60898.0
2020-04-27 11:30:00	ES	Futures	3143.69	3150.28	3142.59	3147.26	60817.0
2020-04-27 12:00:00	ES	Futures	3147.26	3148.36	3141.77	3144.79	45087.0
2020-04-27 12:30:00	ES	Futures	3145.06	3152.2	3144.79	3149.18	50203.0
2020-04-27 13:00:00	ES	Futures	3149.18	3149.18	3139.3	3143.14	43001.0
2020-04-27 13:30:00	ES	Futures	3143.42	3145.06	3138.48	3143.14	41624.0
2020-04-27 14:00:00	ES	Futures	3142.87	3149.73	3142.87	3146.98	32034.0
2020-04-27 14:30:00	ES	Futures	3146.71	3154.94	3145.61	3152.47	43899.0
2020-04-27 15:00:00	ES	Futures	3152.2	3158.23	3151.37	3153.84	52189.0
2020-04-27 15:30:00	ES	Futures	3154.12	3162.62	3148.36	3149.45	138185.0
2020-04-27 16:00:00	ES	Futures	3149.45	3151.37	3145.61	3148.63	43720.0
2020-04-27 16:30:00	ES	Futures	3149.45	3150.28	3146.98	3146.98	6683.0
2020-04-27 18:00:00	ES	Futures	3147.81	3149.45	3142.32	3148.63	4342.0
2020-04-27 18:30:00	ES	Futures	3148.63	3148.9	3144.79	3145.89	1278.0
2020-04-27 19:00:00	ES	Futures	3145.89	3153.29	3145.34	3149.45	3210.0
2020-04-27 19:30:00	ES	Futures	3149.45	3150.28	3145.89	3147.53	2619.0
2020-04-27 20:00:00	ES	Futures	3147.53	3150.28	3142.59	3148.9	5864.0
2020-04-27 20:30:00	ES	Futures	3148.9	3154.94	3145.89	3151.92	5951.0
2020-04-27 21:00:00	ES	Futures	3151.92	3151.92	3139.3	3140.12	9248.0
2020-04-27 21:30:00	ES	Futures	3140.12	3143.14	3132.99	3134.63	9670.0
2020-04-27 22:00:00	ES	Futures	3134.91	3138.75	3132.71	3134.91	3687.0
2020-04-27 22:30:00	ES	Futures	3135.18	3141.22	3134.91	3139.3	3403.0
2020-04-27 23:00:00	ES	Futures	3139.3	3140.67	3134.09	3136.83	3243.0
2020-04-27 23:30:00	ES	Futures	3137.1	3138.2	3134.63	3135.73	2847.0
2020-04-27 00:00:00	NQ	Futures	10096.54	10111.39	10094.25	10109.68	1813.0
2020-04-27 00:30:00	NQ	Futures	10109.68	10155.1	10108.25	10148.24	3868.0
2020-04-27 01:00:00	NQ	Futures	10147.38	10160.81	10129.96	10153.38	2782.0
2020-04-27 01:30:00	NQ	Futures	10152.24	10166.52	10140.53	10149.67	1823.0

> showing 50 of 3,513 rows — these rows as CSV

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