PREVIEW / futures_30min / 2020-02-10

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-02-10.parquet
  size:    93 KB
  rows:    3,514

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
2020-02-10 00:00:00	ES	Futures	3604.2	3606.9	3603.4	3606.9	4417.0
2020-02-10 00:30:00	ES	Futures	3606.9	3609.0	3605.8	3607.7	4017.0
2020-02-10 01:00:00	ES	Futures	3607.7	3609.3	3605.8	3608.2	3540.0
2020-02-10 01:30:00	ES	Futures	3608.2	3612.0	3607.2	3610.4	4629.0
2020-02-10 02:00:00	ES	Futures	3610.7	3612.6	3606.1	3609.0	6283.0
2020-02-10 02:30:00	ES	Futures	3608.8	3611.5	3605.8	3606.1	10301.0
2020-02-10 03:00:00	ES	Futures	3605.8	3609.6	3601.7	3603.1	22759.0
2020-02-10 03:30:00	ES	Futures	3603.4	3604.7	3597.4	3601.5	22798.0
2020-02-10 04:00:00	ES	Futures	3601.5	3608.2	3601.2	3604.4	16102.0
2020-02-10 04:30:00	ES	Futures	3604.2	3605.0	3600.6	3601.2	12924.0
2020-02-10 05:00:00	ES	Futures	3601.2	3601.5	3598.5	3600.4	10224.0
2020-02-10 05:30:00	ES	Futures	3600.1	3609.3	3599.6	3606.1	24148.0
2020-02-10 06:00:00	ES	Futures	3606.1	3607.7	3605.0	3607.4	7793.0
2020-02-10 06:30:00	ES	Futures	3607.4	3608.0	3605.3	3606.3	5150.0
2020-02-10 07:00:00	ES	Futures	3606.3	3608.2	3602.0	3604.2	10047.0
2020-02-10 07:30:00	ES	Futures	3604.2	3605.8	3602.5	3603.6	8963.0
2020-02-10 08:00:00	ES	Futures	3603.6	3605.5	3597.9	3605.0	19900.0
2020-02-10 08:30:00	ES	Futures	3604.7	3605.8	3599.0	3599.8	14622.0
2020-02-10 09:00:00	ES	Futures	3600.1	3600.9	3593.1	3595.2	33560.0
2020-02-10 09:30:00	ES	Futures	3595.0	3612.0	3594.7	3611.8	162446.0
2020-02-10 10:00:00	ES	Futures	3611.8	3618.3	3611.5	3617.7	112574.0
2020-02-10 10:30:00	ES	Futures	3618.0	3622.1	3616.6	3618.0	86735.0
2020-02-10 11:00:00	ES	Futures	3618.0	3619.9	3615.8	3619.1	53036.0
2020-02-10 11:30:00	ES	Futures	3619.3	3622.3	3617.2	3618.5	51823.0
2020-02-10 12:00:00	ES	Futures	3618.5	3618.5	3614.7	3616.1	48498.0
2020-02-10 12:30:00	ES	Futures	3616.4	3616.9	3613.1	3614.7	33491.0
2020-02-10 13:00:00	ES	Futures	3615.0	3618.0	3614.2	3616.4	26329.0
2020-02-10 13:30:00	ES	Futures	3616.4	3618.5	3615.6	3616.4	22604.0
2020-02-10 14:00:00	ES	Futures	3616.4	3618.5	3614.5	3618.5	22960.0
2020-02-10 14:30:00	ES	Futures	3618.3	3623.4	3617.7	3623.1	29098.0
2020-02-10 15:00:00	ES	Futures	3622.9	3627.5	3622.6	3626.9	52155.0
2020-02-10 15:30:00	ES	Futures	3626.9	3633.2	3624.2	3632.9	146527.0
2020-02-10 16:00:00	ES	Futures	3632.9	3635.1	3631.3	3634.5	76897.0
2020-02-10 16:30:00	ES	Futures	3634.5	3634.8	3633.2	3633.7	7349.0
2020-02-10 18:00:00	ES	Futures	3632.4	3634.5	3631.0	3633.2	7083.0
2020-02-10 18:30:00	ES	Futures	3633.4	3634.0	3631.3	3632.9	3105.0
2020-02-10 19:00:00	ES	Futures	3632.9	3636.7	3630.5	3636.1	8021.0
2020-02-10 19:30:00	ES	Futures	3636.4	3640.2	3635.3	3637.8	8963.0
2020-02-10 20:00:00	ES	Futures	3637.8	3643.2	3637.0	3641.8	12166.0
2020-02-10 20:30:00	ES	Futures	3641.6	3644.8	3640.8	3644.3	9001.0
2020-02-10 21:00:00	ES	Futures	3644.3	3646.4	3643.7	3645.6	7267.0
2020-02-10 21:30:00	ES	Futures	3645.9	3647.3	3644.3	3644.5	6098.0
2020-02-10 22:00:00	ES	Futures	3644.3	3645.6	3642.9	3643.7	4553.0
2020-02-10 22:30:00	ES	Futures	3643.7	3645.6	3642.9	3644.8	2736.0
2020-02-10 23:00:00	ES	Futures	3644.8	3644.8	3643.2	3643.2	1701.0
2020-02-10 23:30:00	ES	Futures	3643.5	3644.8	3642.9	3644.5	1539.0
2020-02-10 00:00:00	NQ	Futures	10882.46	10894.89	10879.86	10894.31	2664.0
2020-02-10 00:30:00	NQ	Futures	10894.02	10904.15	10890.27	10898.94	2203.0
2020-02-10 01:00:00	NQ	Futures	10898.65	10903.86	10891.13	10900.1	1915.0
2020-02-10 01:30:00	NQ	Futures	10900.39	10913.11	10897.49	10905.88	2358.0

> showing 50 of 3,514 rows — these rows as CSV

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