PREVIEW / futures_30min / 2020-02-11

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-02-11.parquet
  size:    90 KB
  rows:    3,488

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
2020-02-11 00:00:00	ES	Futures	3644.8	3645.4	3642.9	3645.4	2042.0
2020-02-11 00:30:00	ES	Futures	3645.6	3647.3	3644.8	3645.9	3407.0
2020-02-11 01:00:00	ES	Futures	3646.2	3646.7	3644.0	3645.1	4085.0
2020-02-11 01:30:00	ES	Futures	3645.1	3645.9	3643.7	3645.1	2999.0
2020-02-11 02:00:00	ES	Futures	3645.1	3645.1	3641.6	3642.7	6233.0
2020-02-11 02:30:00	ES	Futures	3642.9	3643.7	3640.5	3642.7	6206.0
2020-02-11 03:00:00	ES	Futures	3642.4	3644.3	3640.8	3643.2	17671.0
2020-02-11 03:30:00	ES	Futures	3643.2	3644.8	3639.4	3641.8	10801.0
2020-02-11 04:00:00	ES	Futures	3642.1	3642.4	3637.0	3639.7	12781.0
2020-02-11 04:30:00	ES	Futures	3639.9	3642.1	3638.3	3641.3	9631.0
2020-02-11 05:00:00	ES	Futures	3641.3	3643.7	3640.8	3643.2	7943.0
2020-02-11 05:30:00	ES	Futures	3643.5	3644.8	3642.7	3644.0	8017.0
2020-02-11 06:00:00	ES	Futures	3644.0	3645.6	3641.8	3642.1	6880.0
2020-02-11 06:30:00	ES	Futures	3642.1	3643.2	3640.8	3641.0	8156.0
2020-02-11 07:00:00	ES	Futures	3641.3	3646.2	3641.0	3645.4	10524.0
2020-02-11 07:30:00	ES	Futures	3645.4	3646.4	3644.3	3645.6	9748.0
2020-02-11 08:00:00	ES	Futures	3645.6	3646.4	3644.8	3645.6	13091.0
2020-02-11 08:30:00	ES	Futures	3645.6	3648.1	3642.9	3647.0	20598.0
2020-02-11 09:00:00	ES	Futures	3646.7	3650.0	3645.9	3648.9	23652.0
2020-02-11 09:30:00	ES	Futures	3648.9	3649.7	3641.3	3646.4	186688.0
2020-02-11 10:00:00	ES	Futures	3646.4	3657.0	3646.4	3656.5	126681.0
2020-02-11 10:30:00	ES	Futures	3656.7	3657.8	3651.6	3652.9	84845.0
2020-02-11 11:00:00	ES	Futures	3652.9	3654.6	3649.4	3649.7	85126.0
2020-02-11 11:30:00	ES	Futures	3650.0	3650.2	3642.7	3645.1	112403.0
2020-02-11 12:00:00	ES	Futures	3645.4	3649.4	3644.0	3647.8	45499.0
2020-02-11 12:30:00	ES	Futures	3648.1	3650.0	3646.7	3650.0	33381.0
2020-02-11 13:00:00	ES	Futures	3650.0	3652.1	3648.1	3649.2	34673.0
2020-02-11 13:30:00	ES	Futures	3649.2	3650.5	3642.7	3645.4	45105.0
2020-02-11 14:00:00	ES	Futures	3645.1	3646.2	3639.1	3642.1	83331.0
2020-02-11 14:30:00	ES	Futures	3642.4	3645.9	3640.5	3641.3	60945.0
2020-02-11 15:00:00	ES	Futures	3641.3	3643.5	3633.2	3639.4	116108.0
2020-02-11 15:30:00	ES	Futures	3639.4	3642.4	3635.9	3638.6	135218.0
2020-02-11 16:00:00	ES	Futures	3638.6	3640.2	3638.3	3639.7	37016.0
2020-02-11 16:30:00	ES	Futures	3639.1	3641.8	3638.9	3641.3	7819.0
2020-02-11 18:00:00	ES	Futures	3642.7	3644.0	3641.0	3643.7	5343.0
2020-02-11 18:30:00	ES	Futures	3644.0	3645.1	3642.1	3642.9	4305.0
2020-02-11 19:00:00	ES	Futures	3643.2	3644.8	3639.9	3641.3	8175.0
2020-02-11 19:30:00	ES	Futures	3641.3	3641.3	3637.2	3640.5	7475.0
2020-02-11 20:00:00	ES	Futures	3640.2	3643.7	3640.2	3641.0	7927.0
2020-02-11 20:30:00	ES	Futures	3641.0	3642.9	3638.9	3642.1	7436.0
2020-02-11 21:00:00	ES	Futures	3641.8	3642.9	3641.0	3642.9	3195.0
2020-02-11 21:30:00	ES	Futures	3642.9	3643.5	3640.5	3641.6	4650.0
2020-02-11 22:00:00	ES	Futures	3641.8	3643.7	3641.6	3643.5	2876.0
2020-02-11 22:30:00	ES	Futures	3643.2	3645.6	3643.2	3644.3	3855.0
2020-02-11 23:00:00	ES	Futures	3644.5	3645.9	3644.0	3645.6	2602.0
2020-02-11 23:30:00	ES	Futures	3645.9	3647.0	3644.8	3646.7	3144.0
2020-02-11 00:00:00	NQ	Futures	11071.29	11075.05	11066.08	11074.47	1402.0
2020-02-11 00:30:00	NQ	Futures	11074.47	11079.67	11072.16	11075.63	1814.0
2020-02-11 01:00:00	NQ	Futures	11075.91	11079.38	11066.95	11070.42	2141.0
2020-02-11 01:30:00	NQ	Futures	11070.42	11074.76	11066.37	11069.55	2356.0

> showing 50 of 3,488 rows — these rows as CSV

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