PREVIEW / futures_30min / 2020-02-18

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-02-18.parquet
  size:    95 KB
  rows:    3,574

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
2020-02-18 00:00:00	ES	Futures	3655.7	3655.7	3652.7	3654.0	4324.0
2020-02-18 00:30:00	ES	Futures	3653.8	3655.1	3653.2	3654.8	2748.0
2020-02-18 01:00:00	ES	Futures	3654.8	3655.7	3653.2	3653.5	4478.0
2020-02-18 01:30:00	ES	Futures	3653.8	3654.3	3652.7	3653.2	3969.0
2020-02-18 02:00:00	ES	Futures	3652.9	3653.2	3650.0	3651.1	10230.0
2020-02-18 02:30:00	ES	Futures	3650.8	3651.9	3645.6	3646.7	14545.0
2020-02-18 03:00:00	ES	Futures	3646.7	3654.8	3646.4	3647.3	24080.0
2020-02-18 03:30:00	ES	Futures	3647.0	3651.6	3647.0	3650.5	11623.0
2020-02-18 04:00:00	ES	Futures	3650.5	3650.8	3643.5	3645.4	17058.0
2020-02-18 04:30:00	ES	Futures	3645.4	3647.5	3644.3	3646.7	7075.0
2020-02-18 05:00:00	ES	Futures	3646.7	3651.1	3644.8	3648.6	14007.0
2020-02-18 05:30:00	ES	Futures	3648.6	3652.9	3648.3	3651.6	16299.0
2020-02-18 06:00:00	ES	Futures	3651.9	3652.1	3649.4	3651.3	9204.0
2020-02-18 06:30:00	ES	Futures	3651.6	3651.6	3646.2	3647.3	9521.0
2020-02-18 07:00:00	ES	Futures	3647.0	3651.1	3645.9	3649.7	12106.0
2020-02-18 07:30:00	ES	Futures	3649.7	3650.2	3647.3	3648.3	9341.0
2020-02-18 08:00:00	ES	Futures	3648.3	3652.4	3647.0	3651.3	17478.0
2020-02-18 08:30:00	ES	Futures	3651.1	3653.5	3649.4	3650.2	19223.0
2020-02-18 09:00:00	ES	Futures	3650.2	3653.5	3650.2	3651.3	19996.0
2020-02-18 09:30:00	ES	Futures	3651.3	3657.8	3649.7	3656.2	209424.0
2020-02-18 10:00:00	ES	Futures	3656.2	3657.3	3644.8	3645.1	128075.0
2020-02-18 10:30:00	ES	Futures	3645.1	3652.4	3645.1	3649.4	123124.0
2020-02-18 11:00:00	ES	Futures	3649.4	3650.5	3638.3	3639.7	109700.0
2020-02-18 11:30:00	ES	Futures	3639.4	3642.9	3637.0	3637.2	87181.0
2020-02-18 12:00:00	ES	Futures	3637.2	3643.7	3637.0	3642.9	67758.0
2020-02-18 12:30:00	ES	Futures	3642.9	3648.1	3642.9	3647.3	47979.0
2020-02-18 13:00:00	ES	Futures	3647.3	3651.1	3647.0	3649.7	40595.0
2020-02-18 13:30:00	ES	Futures	3649.4	3650.8	3645.9	3647.8	32670.0
2020-02-18 14:00:00	ES	Futures	3647.8	3655.9	3644.8	3654.8	65126.0
2020-02-18 14:30:00	ES	Futures	3654.8	3656.2	3652.9	3655.4	53854.0
2020-02-18 15:00:00	ES	Futures	3655.7	3658.4	3653.5	3654.8	59871.0
2020-02-18 15:30:00	ES	Futures	3655.1	3655.1	3650.0	3652.9	124487.0
2020-02-18 16:00:00	ES	Futures	3652.9	3654.3	3651.3	3652.9	54897.0
2020-02-18 16:30:00	ES	Futures	3652.9	3654.8	3651.6	3653.8	6760.0
2020-02-18 18:00:00	ES	Futures	3655.1	3657.6	3653.8	3657.6	5110.0
2020-02-18 18:30:00	ES	Futures	3657.6	3662.4	3656.7	3661.6	7479.0
2020-02-18 19:00:00	ES	Futures	3661.6	3663.5	3658.9	3660.8	8729.0
2020-02-18 19:30:00	ES	Futures	3660.8	3660.8	3658.4	3659.5	4612.0
2020-02-18 20:00:00	ES	Futures	3659.2	3660.0	3655.4	3656.2	8019.0
2020-02-18 20:30:00	ES	Futures	3656.5	3660.8	3655.9	3660.3	7272.0
2020-02-18 21:00:00	ES	Futures	3660.5	3663.8	3659.7	3662.2	7196.0
2020-02-18 21:30:00	ES	Futures	3662.2	3662.4	3660.0	3660.8	4002.0
2020-02-18 22:00:00	ES	Futures	3661.1	3664.9	3660.5	3663.8	5333.0
2020-02-18 22:30:00	ES	Futures	3663.5	3665.4	3663.0	3664.6	4023.0
2020-02-18 23:00:00	ES	Futures	3664.3	3666.0	3664.3	3664.6	3484.0
2020-02-18 23:30:00	ES	Futures	3664.9	3664.9	3662.4	3662.7	3962.0
2020-02-18 00:00:00	NQ	Futures	11079.67	11079.96	11070.42	11075.34	2008.0
2020-02-18 00:30:00	NQ	Futures	11075.34	11078.81	11073.02	11077.07	1343.0
2020-02-18 01:00:00	NQ	Futures	11076.78	11080.25	11069.84	11071.29	2109.0
2020-02-18 01:30:00	NQ	Futures	11071.58	11073.89	11065.22	11066.95	3003.0

> showing 50 of 3,574 rows — these rows as CSV

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