PREVIEW / futures_30min / 2020-02-03

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-02-03.parquet
  size:    100 KB
  rows:    3,656

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
2020-02-03 00:00:00	ES	Futures	3517.5	3522.6	3516.9	3521.8	9647.0
2020-02-03 00:30:00	ES	Futures	3521.8	3522.9	3518.0	3520.2	9087.0
2020-02-03 01:00:00	ES	Futures	3520.2	3520.7	3513.1	3515.0	8539.0
2020-02-03 01:30:00	ES	Futures	3515.0	3516.6	3512.6	3514.5	6193.0
2020-02-03 02:00:00	ES	Futures	3514.5	3518.3	3512.6	3517.5	11440.0
2020-02-03 02:30:00	ES	Futures	3517.7	3520.4	3516.1	3516.1	12285.0
2020-02-03 03:00:00	ES	Futures	3516.1	3519.4	3504.7	3507.7	37001.0
2020-02-03 03:30:00	ES	Futures	3507.7	3516.1	3505.8	3513.1	22922.0
2020-02-03 04:00:00	ES	Futures	3513.1	3513.7	3507.4	3509.3	20235.0
2020-02-03 04:30:00	ES	Futures	3509.1	3510.4	3505.3	3505.8	15767.0
2020-02-03 05:00:00	ES	Futures	3505.8	3510.9	3504.2	3510.1	15751.0
2020-02-03 05:30:00	ES	Futures	3510.1	3510.7	3506.9	3508.8	12901.0
2020-02-03 06:00:00	ES	Futures	3508.8	3513.9	3508.8	3509.6	16497.0
2020-02-03 06:30:00	ES	Futures	3509.6	3513.9	3509.3	3511.2	10682.0
2020-02-03 07:00:00	ES	Futures	3511.2	3512.6	3507.4	3510.1	12135.0
2020-02-03 07:30:00	ES	Futures	3510.4	3512.3	3509.3	3510.9	9679.0
2020-02-03 08:00:00	ES	Futures	3510.7	3520.4	3510.1	3518.8	25391.0
2020-02-03 08:30:00	ES	Futures	3518.8	3519.4	3513.1	3513.9	25969.0
2020-02-03 09:00:00	ES	Futures	3513.9	3515.0	3510.7	3510.9	27105.0
2020-02-03 09:30:00	ES	Futures	3511.2	3531.3	3509.6	3531.0	192751.0
2020-02-03 10:00:00	ES	Futures	3531.0	3541.6	3528.8	3541.3	210315.0
2020-02-03 10:30:00	ES	Futures	3541.0	3541.6	3528.0	3531.0	100078.0
2020-02-03 11:00:00	ES	Futures	3531.0	3534.5	3525.3	3525.3	97897.0
2020-02-03 11:30:00	ES	Futures	3525.6	3526.7	3514.7	3520.7	117768.0
2020-02-03 12:00:00	ES	Futures	3520.7	3526.1	3516.6	3524.0	65516.0
2020-02-03 12:30:00	ES	Futures	3524.0	3528.0	3521.2	3526.9	50385.0
2020-02-03 13:00:00	ES	Futures	3526.9	3527.8	3518.3	3520.2	66203.0
2020-02-03 13:30:00	ES	Futures	3520.2	3525.3	3518.3	3524.2	49201.0
2020-02-03 14:00:00	ES	Futures	3524.2	3524.8	3517.7	3521.0	53317.0
2020-02-03 14:30:00	ES	Futures	3521.0	3525.9	3517.2	3523.4	50498.0
2020-02-03 15:00:00	ES	Futures	3523.4	3528.3	3521.5	3528.3	49281.0
2020-02-03 15:30:00	ES	Futures	3528.3	3528.6	3516.6	3519.6	158009.0
2020-02-03 16:00:00	ES	Futures	3519.4	3519.6	3514.5	3518.3	75830.0
2020-02-03 16:30:00	ES	Futures	3518.3	3518.8	3516.6	3517.5	8342.0
2020-02-03 18:00:00	ES	Futures	3516.6	3516.6	3507.7	3511.5	11570.0
2020-02-03 18:30:00	ES	Futures	3511.8	3515.8	3511.5	3513.7	4591.0
2020-02-03 19:00:00	ES	Futures	3513.9	3520.2	3512.8	3519.6	8651.0
2020-02-03 19:30:00	ES	Futures	3519.9	3520.2	3517.5	3519.4	6077.0
2020-02-03 20:00:00	ES	Futures	3519.1	3529.1	3518.8	3525.9	19713.0
2020-02-03 20:30:00	ES	Futures	3525.9	3532.6	3525.9	3531.3	20846.0
2020-02-03 21:00:00	ES	Futures	3531.3	3531.5	3526.1	3529.6	10625.0
2020-02-03 21:30:00	ES	Futures	3529.4	3531.5	3526.4	3529.6	8038.0
2020-02-03 22:00:00	ES	Futures	3529.4	3531.5	3526.9	3530.2	6087.0
2020-02-03 22:30:00	ES	Futures	3530.5	3541.0	3530.5	3537.0	18663.0
2020-02-03 23:00:00	ES	Futures	3537.0	3539.4	3535.3	3538.9	7770.0
2020-02-03 23:30:00	ES	Futures	3538.9	3541.3	3537.0	3537.5	6467.0
2020-02-03 00:00:00	NQ	Futures	10492.65	10512.03	10491.21	10507.69	4874.0
2020-02-03 00:30:00	NQ	Futures	10507.69	10511.16	10494.97	10504.22	4437.0
2020-02-03 01:00:00	NQ	Futures	10503.93	10504.8	10479.64	10486.29	4159.0
2020-02-03 01:30:00	NQ	Futures	10486.29	10489.47	10471.54	10477.04	3054.0

> showing 50 of 3,656 rows — these rows as CSV

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