PREVIEW / futures_30min / 2020-02-07

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-02-07.parquet
  size:    81 KB
  rows:    2,862

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
2020-02-07 00:00:00	ES	Futures	3621.2	3621.5	3618.0	3620.2	5344.0
2020-02-07 00:30:00	ES	Futures	3620.4	3622.1	3619.6	3621.0	3033.0
2020-02-07 01:00:00	ES	Futures	3621.0	3628.8	3619.3	3628.0	7223.0
2020-02-07 01:30:00	ES	Futures	3628.0	3628.6	3625.6	3626.7	3409.0
2020-02-07 02:00:00	ES	Futures	3626.7	3628.6	3621.0	3621.8	6972.0
2020-02-07 02:30:00	ES	Futures	3621.5	3623.4	3620.2	3622.9	8871.0
2020-02-07 03:00:00	ES	Futures	3622.6	3624.2	3619.3	3621.0	16428.0
2020-02-07 03:30:00	ES	Futures	3621.2	3625.3	3621.0	3622.9	12809.0
2020-02-07 04:00:00	ES	Futures	3622.9	3624.0	3619.6	3619.9	9715.0
2020-02-07 04:30:00	ES	Futures	3619.6	3621.2	3614.7	3615.6	16033.0
2020-02-07 05:00:00	ES	Futures	3615.6	3616.9	3610.7	3613.9	19548.0
2020-02-07 05:30:00	ES	Futures	3613.7	3614.5	3609.3	3609.3	21256.0
2020-02-07 06:00:00	ES	Futures	3609.0	3614.2	3606.9	3612.3	20582.0
2020-02-07 06:30:00	ES	Futures	3612.3	3614.5	3610.9	3614.2	9268.0
2020-02-07 07:00:00	ES	Futures	3614.2	3617.2	3613.9	3615.8	13701.0
2020-02-07 07:30:00	ES	Futures	3615.8	3617.7	3614.7	3616.9	8577.0
2020-02-07 08:00:00	ES	Futures	3616.9	3621.2	3613.9	3619.9	17674.0
2020-02-07 08:30:00	ES	Futures	3620.2	3625.8	3609.6	3613.1	84149.0
2020-02-07 09:00:00	ES	Futures	3613.1	3615.8	3610.1	3612.8	27300.0
2020-02-07 09:30:00	ES	Futures	3612.8	3614.7	3603.4	3606.9	223077.0
2020-02-07 10:00:00	ES	Futures	3606.9	3614.5	3603.1	3613.9	125026.0
2020-02-07 10:30:00	ES	Futures	3614.2	3616.6	3611.5	3612.8	92646.0
2020-02-07 11:00:00	ES	Futures	3612.6	3619.1	3610.1	3618.0	83111.0
2020-02-07 11:30:00	ES	Futures	3618.0	3621.8	3613.4	3616.4	66068.0
2020-02-07 12:00:00	ES	Futures	3616.6	3619.9	3615.0	3619.3	35412.0
2020-02-07 12:30:00	ES	Futures	3619.1	3619.6	3614.7	3616.6	31160.0
2020-02-07 13:00:00	ES	Futures	3616.6	3616.9	3613.4	3615.8	23547.0
2020-02-07 13:30:00	ES	Futures	3615.8	3616.6	3606.6	3606.6	83170.0
2020-02-07 14:00:00	ES	Futures	3606.9	3606.9	3599.6	3603.6	111566.0
2020-02-07 14:30:00	ES	Futures	3603.6	3608.2	3603.4	3607.4	63216.0
2020-02-07 15:00:00	ES	Futures	3607.4	3609.6	3604.2	3606.1	51724.0
2020-02-07 15:30:00	ES	Futures	3606.3	3610.7	3601.7	3606.1	159864.0
2020-02-07 16:00:00	ES	Futures	3606.1	3607.4	3602.8	3605.3	71981.0
2020-02-07 16:30:00	ES	Futures	3604.7	3605.0	3601.7	3602.0	8142.0
2020-02-07 00:00:00	NQ	Futures	10917.45	10918.32	10902.99	10910.8	2934.0
2020-02-07 00:30:00	NQ	Futures	10911.09	10918.89	10908.77	10915.13	1541.0
2020-02-07 01:00:00	NQ	Futures	10914.85	10947.23	10909.64	10944.63	3697.0
2020-02-07 01:30:00	NQ	Futures	10944.92	10945.79	10933.06	10939.14	3813.0
2020-02-07 02:00:00	NQ	Futures	10939.14	10947.52	10919.47	10921.79	3938.0
2020-02-07 02:30:00	NQ	Futures	10921.5	10928.15	10914.85	10923.23	4624.0
2020-02-07 03:00:00	NQ	Futures	10923.23	10930.75	10911.38	10916.58	7650.0
2020-02-07 03:30:00	NQ	Futures	10917.45	10930.75	10914.56	10924.1	4696.0
2020-02-07 04:00:00	NQ	Futures	10924.39	10928.15	10912.53	10913.11	5143.0
2020-02-07 04:30:00	NQ	Futures	10912.82	10918.32	10893.16	10896.34	6155.0
2020-02-07 05:00:00	NQ	Futures	10896.63	10900.39	10876.96	10889.69	7045.0
2020-02-07 05:30:00	NQ	Futures	10889.69	10893.74	10874.94	10875.52	7159.0
2020-02-07 06:00:00	NQ	Futures	10875.23	10895.18	10867.13	10888.82	8585.0
2020-02-07 06:30:00	NQ	Futures	10889.11	10897.49	10885.06	10896.63	3753.0
2020-02-07 07:00:00	NQ	Futures	10896.34	10908.77	10894.89	10900.68	4846.0
2020-02-07 07:30:00	NQ	Futures	10900.96	10908.19	10896.34	10905.01	3284.0

> showing 50 of 2,862 rows — these rows as CSV

> unlock the full archive -- $79 one-time