PREVIEW / futures_30min / 2020-02-05

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-02-05.parquet
  size:    100 KB
  rows:    3,614

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
2020-02-05 00:00:00	ES	Futures	3571.9	3572.5	3568.9	3569.5	3544.0
2020-02-05 00:30:00	ES	Futures	3569.5	3569.8	3565.1	3567.0	8337.0
2020-02-05 01:00:00	ES	Futures	3567.0	3571.7	3566.5	3569.2	7685.0
2020-02-05 01:30:00	ES	Futures	3569.5	3570.6	3568.9	3569.8	2656.0
2020-02-05 02:00:00	ES	Futures	3569.5	3571.7	3567.3	3568.4	5118.0
2020-02-05 02:30:00	ES	Futures	3568.7	3570.0	3567.0	3568.1	5410.0
2020-02-05 03:00:00	ES	Futures	3568.1	3579.2	3567.3	3578.2	21382.0
2020-02-05 03:30:00	ES	Futures	3578.4	3597.9	3577.9	3593.1	96470.0
2020-02-05 04:00:00	ES	Futures	3593.1	3604.4	3590.9	3602.5	51314.0
2020-02-05 04:30:00	ES	Futures	3602.5	3610.9	3602.5	3608.2	36742.0
2020-02-05 05:00:00	ES	Futures	3608.2	3610.1	3603.9	3603.9	28540.0
2020-02-05 05:30:00	ES	Futures	3603.6	3606.6	3602.5	3604.2	22054.0
2020-02-05 06:00:00	ES	Futures	3603.9	3608.0	3603.1	3607.4	17144.0
2020-02-05 06:30:00	ES	Futures	3607.4	3608.0	3598.5	3599.6	50711.0
2020-02-05 07:00:00	ES	Futures	3599.6	3604.4	3598.2	3603.1	17608.0
2020-02-05 07:30:00	ES	Futures	3603.1	3605.0	3600.1	3600.1	22528.0
2020-02-05 08:00:00	ES	Futures	3600.4	3607.4	3599.8	3606.1	35034.0
2020-02-05 08:30:00	ES	Futures	3606.3	3608.2	3605.0	3607.4	25031.0
2020-02-05 09:00:00	ES	Futures	3607.7	3608.2	3603.4	3607.4	31663.0
2020-02-05 09:30:00	ES	Futures	3607.4	3608.8	3596.0	3604.2	215547.0
2020-02-05 10:00:00	ES	Futures	3603.9	3608.0	3591.7	3595.2	177582.0
2020-02-05 10:30:00	ES	Futures	3595.2	3601.2	3589.8	3599.6	177062.0
2020-02-05 11:00:00	ES	Futures	3599.8	3602.5	3596.6	3602.0	89338.0
2020-02-05 11:30:00	ES	Futures	3602.0	3604.4	3595.0	3604.2	86464.0
2020-02-05 12:00:00	ES	Futures	3604.4	3607.2	3603.4	3604.7	48779.0
2020-02-05 12:30:00	ES	Futures	3604.7	3606.6	3602.8	3603.6	37386.0
2020-02-05 13:00:00	ES	Futures	3603.6	3603.9	3600.1	3602.5	46457.0
2020-02-05 13:30:00	ES	Futures	3602.5	3607.2	3602.0	3605.3	44894.0
2020-02-05 14:00:00	ES	Futures	3605.3	3607.4	3601.7	3606.9	50917.0
2020-02-05 14:30:00	ES	Futures	3606.9	3612.3	3605.8	3611.5	53882.0
2020-02-05 15:00:00	ES	Futures	3611.5	3616.1	3611.2	3613.1	82032.0
2020-02-05 15:30:00	ES	Futures	3613.1	3613.9	3606.3	3613.4	191260.0
2020-02-05 16:00:00	ES	Futures	3613.4	3616.1	3609.9	3614.7	94535.0
2020-02-05 16:30:00	ES	Futures	3615.8	3618.3	3614.7	3615.6	13248.0
2020-02-05 18:00:00	ES	Futures	3617.2	3619.9	3616.1	3617.2	6466.0
2020-02-05 18:30:00	ES	Futures	3617.4	3618.8	3613.7	3614.5	5978.0
2020-02-05 19:00:00	ES	Futures	3614.2	3616.1	3612.3	3613.1	8137.0
2020-02-05 19:30:00	ES	Futures	3612.8	3616.9	3612.3	3615.6	7670.0
2020-02-05 20:00:00	ES	Futures	3615.3	3628.0	3614.5	3624.0	26679.0
2020-02-05 20:30:00	ES	Futures	3624.0	3624.0	3619.3	3621.5	13694.0
2020-02-05 21:00:00	ES	Futures	3621.8	3626.9	3621.5	3626.1	8536.0
2020-02-05 21:30:00	ES	Futures	3626.1	3628.3	3625.0	3627.7	7391.0
2020-02-05 22:00:00	ES	Futures	3627.7	3630.5	3625.3	3625.8	8700.0
2020-02-05 22:30:00	ES	Futures	3625.6	3627.7	3624.8	3627.2	3433.0
2020-02-05 23:00:00	ES	Futures	3627.2	3631.8	3625.6	3630.2	18543.0
2020-02-05 23:30:00	ES	Futures	3630.2	3634.3	3629.4	3634.3	11548.0
2020-02-05 00:00:00	NQ	Futures	10809.01	10812.48	10796.86	10797.73	2589.0
2020-02-05 00:30:00	NQ	Futures	10797.73	10799.47	10781.54	10789.92	4271.0
2020-02-05 01:00:00	NQ	Futures	10789.92	10802.07	10787.32	10794.84	3345.0
2020-02-05 01:30:00	NQ	Futures	10795.13	10803.22	10793.68	10799.18	2061.0

> showing 50 of 3,614 rows — these rows as CSV

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