PREVIEW / futures_30min / 2020-02-06

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-02-06.parquet
  size:    94 KB
  rows:    3,583

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
2020-02-06 00:00:00	ES	Futures	3634.0	3637.2	3633.4	3635.6	14651.0
2020-02-06 00:30:00	ES	Futures	3635.3	3637.2	3634.0	3635.1	6527.0
2020-02-06 01:00:00	ES	Futures	3635.3	3639.7	3634.0	3638.0	11839.0
2020-02-06 01:30:00	ES	Futures	3638.0	3638.6	3631.5	3632.1	9594.0
2020-02-06 02:00:00	ES	Futures	3632.1	3632.6	3629.4	3631.0	8247.0
2020-02-06 02:30:00	ES	Futures	3631.0	3635.1	3628.6	3634.5	7637.0
2020-02-06 03:00:00	ES	Futures	3634.3	3635.6	3631.0	3631.5	21220.0
2020-02-06 03:30:00	ES	Futures	3631.5	3633.4	3630.2	3630.7	14411.0
2020-02-06 04:00:00	ES	Futures	3631.0	3632.9	3622.6	3624.2	18947.0
2020-02-06 04:30:00	ES	Futures	3624.2	3626.7	3623.1	3624.5	14110.0
2020-02-06 05:00:00	ES	Futures	3624.5	3626.1	3621.5	3625.3	13999.0
2020-02-06 05:30:00	ES	Futures	3625.0	3626.1	3621.0	3621.8	13007.0
2020-02-06 06:00:00	ES	Futures	3621.5	3625.0	3621.2	3625.0	12083.0
2020-02-06 06:30:00	ES	Futures	3625.0	3631.0	3624.5	3630.2	15222.0
2020-02-06 07:00:00	ES	Futures	3630.2	3631.0	3627.5	3627.5	13863.0
2020-02-06 07:30:00	ES	Futures	3627.5	3628.8	3624.5	3626.1	10483.0
2020-02-06 08:00:00	ES	Futures	3626.1	3628.3	3623.4	3628.0	14216.0
2020-02-06 08:30:00	ES	Futures	3628.0	3629.9	3623.7	3625.6	23136.0
2020-02-06 09:00:00	ES	Futures	3625.8	3627.5	3623.4	3624.8	29641.0
2020-02-06 09:30:00	ES	Futures	3624.8	3626.4	3612.6	3622.9	212061.0
2020-02-06 10:00:00	ES	Futures	3622.6	3625.0	3613.9	3616.6	133801.0
2020-02-06 10:30:00	ES	Futures	3616.6	3623.1	3615.3	3620.2	89267.0
2020-02-06 11:00:00	ES	Futures	3620.2	3626.4	3618.3	3625.0	90718.0
2020-02-06 11:30:00	ES	Futures	3624.8	3626.4	3619.6	3619.9	65361.0
2020-02-06 12:00:00	ES	Futures	3619.9	3626.4	3619.1	3626.4	35866.0
2020-02-06 12:30:00	ES	Futures	3626.4	3626.9	3624.0	3626.4	36272.0
2020-02-06 13:00:00	ES	Futures	3626.4	3627.5	3622.6	3622.6	32083.0
2020-02-06 13:30:00	ES	Futures	3622.6	3624.8	3620.2	3624.2	28431.0
2020-02-06 14:00:00	ES	Futures	3624.2	3626.7	3622.3	3625.6	38470.0
2020-02-06 14:30:00	ES	Futures	3625.6	3626.7	3622.9	3622.9	31774.0
2020-02-06 15:00:00	ES	Futures	3622.9	3625.6	3619.9	3621.2	44665.0
2020-02-06 15:30:00	ES	Futures	3621.2	3626.7	3621.0	3625.3	122037.0
2020-02-06 16:00:00	ES	Futures	3625.3	3626.4	3622.6	3626.1	60073.0
2020-02-06 16:30:00	ES	Futures	3626.1	3629.4	3625.3	3629.1	10751.0
2020-02-06 18:00:00	ES	Futures	3630.2	3631.3	3628.3	3628.8	5437.0
2020-02-06 18:30:00	ES	Futures	3629.1	3631.0	3628.3	3630.2	3026.0
2020-02-06 19:00:00	ES	Futures	3630.5	3631.3	3627.5	3628.0	5294.0
2020-02-06 19:30:00	ES	Futures	3628.3	3628.3	3616.4	3621.0	21084.0
2020-02-06 20:00:00	ES	Futures	3621.0	3622.3	3616.4	3620.7	16679.0
2020-02-06 20:30:00	ES	Futures	3620.7	3624.2	3619.6	3620.2	11744.0
2020-02-06 21:00:00	ES	Futures	3620.4	3624.8	3620.2	3623.7	5909.0
2020-02-06 21:30:00	ES	Futures	3623.7	3625.3	3619.9	3620.7	9132.0
2020-02-06 22:00:00	ES	Futures	3620.7	3623.1	3620.2	3622.1	5277.0
2020-02-06 22:30:00	ES	Futures	3622.1	3623.1	3621.0	3623.1	5251.0
2020-02-06 23:00:00	ES	Futures	3623.1	3623.4	3620.7	3622.3	3318.0
2020-02-06 23:30:00	ES	Futures	3622.3	3622.3	3620.7	3621.5	1904.0
2020-02-06 00:00:00	NQ	Futures	10925.83	10936.24	10923.23	10930.75	5138.0
2020-02-06 00:30:00	NQ	Futures	10930.75	10935.95	10924.68	10929.88	2733.0
2020-02-06 01:00:00	NQ	Futures	10930.17	10943.18	10925.83	10938.56	3954.0
2020-02-06 01:30:00	NQ	Futures	10938.27	10939.42	10918.03	10919.47	3401.0

> showing 50 of 3,583 rows — these rows as CSV

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