PREVIEW / futures_30min / 2020-02-17

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-02-17.parquet
  size:    67 KB
  rows:    2,621

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
2020-02-17 00:00:00	ES	Futures	3671.9	3674.1	3671.4	3673.5	2943.0
2020-02-17 00:30:00	ES	Futures	3673.5	3674.6	3673.3	3674.1	2921.0
2020-02-17 01:00:00	ES	Futures	3674.1	3677.3	3673.0	3675.2	4824.0
2020-02-17 01:30:00	ES	Futures	3675.2	3675.2	3673.5	3674.1	2245.0
2020-02-17 02:00:00	ES	Futures	3674.1	3674.4	3672.5	3673.0	3518.0
2020-02-17 02:30:00	ES	Futures	3673.0	3674.4	3672.5	3673.8	2923.0
2020-02-17 03:00:00	ES	Futures	3673.5	3675.7	3673.0	3673.3	7658.0
2020-02-17 03:30:00	ES	Futures	3673.3	3674.1	3671.1	3672.7	5394.0
2020-02-17 04:00:00	ES	Futures	3672.7	3673.5	3672.2	3673.3	2737.0
2020-02-17 04:30:00	ES	Futures	3673.3	3674.6	3673.0	3674.1	2364.0
2020-02-17 05:00:00	ES	Futures	3674.1	3675.2	3673.5	3673.5	2749.0
2020-02-17 05:30:00	ES	Futures	3673.8	3674.1	3673.0	3673.5	1891.0
2020-02-17 06:00:00	ES	Futures	3673.3	3674.6	3673.0	3673.3	1874.0
2020-02-17 06:30:00	ES	Futures	3673.3	3674.6	3672.7	3674.6	2423.0
2020-02-17 07:00:00	ES	Futures	3674.6	3674.9	3673.3	3674.4	2341.0
2020-02-17 07:30:00	ES	Futures	3674.4	3674.9	3670.0	3672.7	6929.0
2020-02-17 08:00:00	ES	Futures	3672.7	3673.3	3671.6	3671.9	2219.0
2020-02-17 08:30:00	ES	Futures	3671.9	3672.2	3670.6	3671.4	3443.0
2020-02-17 09:00:00	ES	Futures	3671.4	3671.4	3670.0	3670.6	3041.0
2020-02-17 09:30:00	ES	Futures	3670.6	3671.6	3670.3	3671.1	5563.0
2020-02-17 10:00:00	ES	Futures	3671.1	3671.4	3670.3	3671.1	2927.0
2020-02-17 10:30:00	ES	Futures	3671.4	3673.0	3670.8	3672.7	3730.0
2020-02-17 11:00:00	ES	Futures	3672.5	3673.8	3672.2	3673.8	3699.0
2020-02-17 11:30:00	ES	Futures	3673.8	3673.8	3673.0	3673.8	3544.0
2020-02-17 12:00:00	ES	Futures	3673.8	3674.4	3671.9	3671.9	2412.0
2020-02-17 12:30:00	ES	Futures	3672.2	3673.8	3672.2	3672.5	2834.0
2020-02-17 18:00:00	ES	Futures	3661.9	3662.7	3655.1	3656.7	23153.0
2020-02-17 18:30:00	ES	Futures	3656.7	3660.3	3656.7	3659.5	6735.0
2020-02-17 19:00:00	ES	Futures	3659.5	3659.7	3656.2	3658.1	7549.0
2020-02-17 19:30:00	ES	Futures	3658.1	3658.9	3655.4	3656.2	7787.0
2020-02-17 20:00:00	ES	Futures	3656.2	3657.6	3653.8	3657.0	11447.0
2020-02-17 20:30:00	ES	Futures	3657.0	3657.6	3654.0	3656.2	6601.0
2020-02-17 21:00:00	ES	Futures	3655.9	3657.3	3654.8	3655.1	5832.0
2020-02-17 21:30:00	ES	Futures	3655.4	3655.4	3650.0	3651.3	13977.0
2020-02-17 22:00:00	ES	Futures	3651.6	3654.3	3651.1	3653.8	7851.0
2020-02-17 22:30:00	ES	Futures	3654.0	3654.0	3652.7	3652.7	3269.0
2020-02-17 23:00:00	ES	Futures	3652.7	3654.3	3651.6	3653.2	4271.0
2020-02-17 23:30:00	ES	Futures	3653.2	3655.9	3652.9	3655.7	4460.0
2020-02-17 00:00:00	NQ	Futures	11186.38	11192.16	11184.64	11191.58	1465.0
2020-02-17 00:30:00	NQ	Futures	11191.58	11196.5	11188.98	11193.61	1597.0
2020-02-17 01:00:00	NQ	Futures	11193.61	11205.46	11188.4	11198.23	2711.0
2020-02-17 01:30:00	NQ	Futures	11197.66	11197.66	11188.98	11191.29	2607.0
2020-02-17 02:00:00	NQ	Futures	11191.29	11191.87	11183.2	11184.35	2504.0
2020-02-17 02:30:00	NQ	Futures	11184.64	11192.74	11183.49	11190.14	2300.0
2020-02-17 03:00:00	NQ	Futures	11190.14	11198.23	11185.51	11188.69	4996.0
2020-02-17 03:30:00	NQ	Futures	11188.4	11191.58	11181.17	11186.96	3058.0
2020-02-17 04:00:00	NQ	Futures	11187.25	11187.82	11183.49	11187.54	1215.0
2020-02-17 04:30:00	NQ	Futures	11187.54	11191.87	11185.51	11190.14	1478.0
2020-02-17 05:00:00	NQ	Futures	11189.85	11194.19	11188.4	11189.85	1210.0
2020-02-17 05:30:00	NQ	Futures	11190.14	11190.72	11186.38	11188.4	1033.0

> showing 50 of 2,621 rows — these rows as CSV

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