PREVIEW / futures_30min / 2020-02-04

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-02-04.parquet
  size:    101 KB
  rows:    3,660

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
2020-02-04 00:00:00	ES	Futures	3537.5	3541.3	3536.7	3538.9	9824.0
2020-02-04 00:30:00	ES	Futures	3538.9	3543.2	3537.8	3540.8	10199.0
2020-02-04 01:00:00	ES	Futures	3541.0	3545.4	3540.5	3543.2	6987.0
2020-02-04 01:30:00	ES	Futures	3543.2	3547.3	3542.7	3545.1	6492.0
2020-02-04 02:00:00	ES	Futures	3545.1	3546.4	3539.9	3541.0	9334.0
2020-02-04 02:30:00	ES	Futures	3541.3	3544.3	3537.8	3544.0	8484.0
2020-02-04 03:00:00	ES	Futures	3544.3	3558.4	3542.7	3557.3	42139.0
2020-02-04 03:30:00	ES	Futures	3557.3	3557.3	3551.9	3554.6	20295.0
2020-02-04 04:00:00	ES	Futures	3554.3	3555.7	3552.1	3553.5	12968.0
2020-02-04 04:30:00	ES	Futures	3553.8	3560.5	3553.8	3559.2	14423.0
2020-02-04 05:00:00	ES	Futures	3559.2	3560.0	3556.2	3556.7	11355.0
2020-02-04 05:30:00	ES	Futures	3557.0	3557.3	3553.8	3554.0	8603.0
2020-02-04 06:00:00	ES	Futures	3554.3	3558.9	3553.2	3555.4	14445.0
2020-02-04 06:30:00	ES	Futures	3555.7	3558.1	3554.6	3556.2	11096.0
2020-02-04 07:00:00	ES	Futures	3556.5	3560.3	3554.6	3559.5	14241.0
2020-02-04 07:30:00	ES	Futures	3559.5	3564.3	3558.6	3564.1	27046.0
2020-02-04 08:00:00	ES	Futures	3563.8	3564.6	3560.5	3563.3	26831.0
2020-02-04 08:30:00	ES	Futures	3563.3	3566.0	3563.0	3565.1	28646.0
2020-02-04 09:00:00	ES	Futures	3565.1	3565.7	3559.5	3562.2	39848.0
2020-02-04 09:30:00	ES	Futures	3562.4	3571.4	3557.8	3569.2	228932.0
2020-02-04 10:00:00	ES	Futures	3568.9	3573.3	3564.1	3573.3	148573.0
2020-02-04 10:30:00	ES	Futures	3573.3	3576.0	3570.6	3571.7	103477.0
2020-02-04 11:00:00	ES	Futures	3571.4	3577.9	3570.3	3576.0	80708.0
2020-02-04 11:30:00	ES	Futures	3576.3	3581.9	3575.4	3578.2	81321.0
2020-02-04 12:00:00	ES	Futures	3578.4	3581.4	3577.1	3580.6	60332.0
2020-02-04 12:30:00	ES	Futures	3580.9	3581.4	3577.9	3580.1	33120.0
2020-02-04 13:00:00	ES	Futures	3580.1	3580.9	3573.0	3574.9	39046.0
2020-02-04 13:30:00	ES	Futures	3575.2	3579.0	3574.9	3578.7	29899.0
2020-02-04 14:00:00	ES	Futures	3579.0	3581.4	3577.6	3578.2	31335.0
2020-02-04 14:30:00	ES	Futures	3578.4	3582.8	3577.3	3579.5	44917.0
2020-02-04 15:00:00	ES	Futures	3579.8	3581.1	3576.5	3580.6	57695.0
2020-02-04 15:30:00	ES	Futures	3580.6	3581.4	3570.6	3572.7	163215.0
2020-02-04 16:00:00	ES	Futures	3573.0	3577.1	3570.8	3576.5	80061.0
2020-02-04 16:30:00	ES	Futures	3576.3	3580.1	3575.2	3577.3	16143.0
2020-02-04 18:00:00	ES	Futures	3577.3	3577.9	3573.5	3576.5	8600.0
2020-02-04 18:30:00	ES	Futures	3576.5	3576.8	3570.3	3570.6	9121.0
2020-02-04 19:00:00	ES	Futures	3570.6	3575.2	3568.7	3568.9	12797.0
2020-02-04 19:30:00	ES	Futures	3568.9	3570.6	3567.0	3568.7	8626.0
2020-02-04 20:00:00	ES	Futures	3568.7	3569.8	3566.2	3568.1	9303.0
2020-02-04 20:30:00	ES	Futures	3568.1	3574.9	3564.3	3574.4	16496.0
2020-02-04 21:00:00	ES	Futures	3574.4	3574.4	3569.5	3570.6	8111.0
2020-02-04 21:30:00	ES	Futures	3570.8	3572.2	3568.9	3568.9	7513.0
2020-02-04 22:00:00	ES	Futures	3569.2	3570.0	3566.5	3568.9	6213.0
2020-02-04 22:30:00	ES	Futures	3569.2	3571.7	3568.4	3570.3	3474.0
2020-02-04 23:00:00	ES	Futures	3570.3	3571.7	3569.5	3570.8	2185.0
2020-02-04 23:30:00	ES	Futures	3570.6	3572.7	3570.6	3571.9	2654.0
2020-02-04 00:00:00	NQ	Futures	10611.5	10622.2	10606.88	10612.08	3704.0
2020-02-04 00:30:00	NQ	Futures	10612.37	10625.38	10608.03	10618.73	3352.0
2020-02-04 01:00:00	NQ	Futures	10618.44	10632.61	10615.26	10624.8	2244.0
2020-02-04 01:30:00	NQ	Futures	10625.09	10638.68	10622.2	10630.01	2779.0

> showing 50 of 3,660 rows — these rows as CSV

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