PREVIEW / futures_30min / 2020-02-19

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-02-19.parquet
  size:    94 KB
  rows:    3,560

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
2020-02-19 00:00:00	ES	Futures	3663.0	3663.8	3662.2	3662.7	3072.0
2020-02-19 00:30:00	ES	Futures	3662.7	3663.8	3661.9	3662.4	3157.0
2020-02-19 01:00:00	ES	Futures	3662.4	3662.4	3660.8	3662.4	3568.0
2020-02-19 01:30:00	ES	Futures	3662.4	3662.7	3660.8	3661.9	1710.0
2020-02-19 02:00:00	ES	Futures	3661.9	3663.2	3660.8	3662.7	5042.0
2020-02-19 02:30:00	ES	Futures	3662.4	3664.6	3661.6	3663.8	8243.0
2020-02-19 03:00:00	ES	Futures	3663.8	3663.8	3657.3	3658.4	17617.0
2020-02-19 03:30:00	ES	Futures	3658.4	3660.8	3657.3	3659.7	8409.0
2020-02-19 04:00:00	ES	Futures	3659.7	3662.2	3659.7	3661.6	11239.0
2020-02-19 04:30:00	ES	Futures	3661.6	3662.2	3659.2	3660.0	7258.0
2020-02-19 05:00:00	ES	Futures	3660.0	3661.6	3659.2	3661.3	5324.0
2020-02-19 05:30:00	ES	Futures	3661.3	3661.3	3659.7	3661.1	4893.0
2020-02-19 06:00:00	ES	Futures	3660.8	3661.1	3659.2	3660.8	5779.0
2020-02-19 06:30:00	ES	Futures	3660.8	3661.6	3658.4	3661.3	6662.0
2020-02-19 07:00:00	ES	Futures	3661.3	3663.2	3660.8	3661.9	12895.0
2020-02-19 07:30:00	ES	Futures	3661.6	3664.3	3661.3	3663.8	11718.0
2020-02-19 08:00:00	ES	Futures	3663.8	3664.1	3661.1	3662.2	11204.0
2020-02-19 08:30:00	ES	Futures	3662.2	3664.6	3661.3	3663.8	15222.0
2020-02-19 09:00:00	ES	Futures	3664.1	3666.0	3663.5	3664.3	18294.0
2020-02-19 09:30:00	ES	Futures	3664.6	3671.6	3661.3	3668.7	185851.0
2020-02-19 10:00:00	ES	Futures	3668.4	3670.6	3666.5	3668.4	81330.0
2020-02-19 10:30:00	ES	Futures	3668.4	3672.7	3668.1	3671.6	68318.0
2020-02-19 11:00:00	ES	Futures	3671.6	3676.3	3671.4	3675.4	73171.0
2020-02-19 11:30:00	ES	Futures	3675.4	3676.0	3673.0	3674.1	47324.0
2020-02-19 12:00:00	ES	Futures	3674.4	3676.8	3673.0	3674.6	32948.0
2020-02-19 12:30:00	ES	Futures	3674.9	3677.1	3674.6	3675.2	29046.0
2020-02-19 13:00:00	ES	Futures	3675.2	3676.3	3674.4	3675.2	19531.0
2020-02-19 13:30:00	ES	Futures	3675.2	3675.7	3672.7	3674.1	23754.0
2020-02-19 14:00:00	ES	Futures	3674.1	3676.5	3672.5	3675.7	35737.0
2020-02-19 14:30:00	ES	Futures	3675.7	3678.7	3675.2	3676.5	32814.0
2020-02-19 15:00:00	ES	Futures	3676.5	3677.1	3672.5	3674.1	46516.0
2020-02-19 15:30:00	ES	Futures	3673.8	3674.9	3669.5	3670.3	137259.0
2020-02-19 16:00:00	ES	Futures	3670.6	3674.1	3670.0	3670.8	60058.0
2020-02-19 16:30:00	ES	Futures	3670.8	3673.0	3670.6	3672.7	7145.0
2020-02-19 18:00:00	ES	Futures	3676.5	3676.5	3673.3	3674.9	8772.0
2020-02-19 18:30:00	ES	Futures	3674.9	3676.8	3674.1	3676.3	5887.0
2020-02-19 19:00:00	ES	Futures	3676.5	3682.8	3676.3	3680.9	16914.0
2020-02-19 19:30:00	ES	Futures	3681.1	3681.7	3679.5	3680.0	5600.0
2020-02-19 20:00:00	ES	Futures	3680.3	3681.1	3678.7	3680.0	8137.0
2020-02-19 20:30:00	ES	Futures	3679.8	3680.3	3673.0	3673.0	10915.0
2020-02-19 21:00:00	ES	Futures	3673.0	3674.6	3670.3	3671.4	10655.0
2020-02-19 21:30:00	ES	Futures	3671.4	3672.5	3665.1	3667.3	17664.0
2020-02-19 22:00:00	ES	Futures	3667.3	3669.2	3661.3	3661.6	12366.0
2020-02-19 22:30:00	ES	Futures	3661.9	3664.1	3660.3	3661.9	10901.0
2020-02-19 23:00:00	ES	Futures	3661.9	3665.4	3660.0	3664.6	8119.0
2020-02-19 23:30:00	ES	Futures	3664.6	3667.0	3663.8	3666.5	5114.0
2020-02-19 00:00:00	NQ	Futures	11181.75	11186.38	11180.02	11181.46	1742.0
2020-02-19 00:30:00	NQ	Futures	11181.46	11187.82	11178.86	11182.91	1641.0
2020-02-19 01:00:00	NQ	Futures	11182.91	11183.2	11175.68	11182.33	1696.0
2020-02-19 01:30:00	NQ	Futures	11182.04	11183.2	11174.81	11178.57	1259.0

> showing 50 of 3,560 rows — these rows as CSV

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