PREVIEW / futures_30min / 2020-02-20

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-02-20.parquet
  size:    97 KB
  rows:    3,572

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
2020-02-20 00:00:00	ES	Futures	3666.5	3667.6	3665.4	3666.5	4332.0
2020-02-20 00:30:00	ES	Futures	3666.5	3669.2	3665.4	3667.9	7244.0
2020-02-20 01:00:00	ES	Futures	3667.9	3671.4	3667.3	3670.3	12504.0
2020-02-20 01:30:00	ES	Futures	3670.6	3671.6	3669.7	3670.3	4085.0
2020-02-20 02:00:00	ES	Futures	3670.0	3676.0	3669.2	3674.4	9846.0
2020-02-20 02:30:00	ES	Futures	3674.4	3675.2	3673.0	3674.4	17667.0
2020-02-20 03:00:00	ES	Futures	3674.6	3674.9	3663.8	3665.7	22881.0
2020-02-20 03:30:00	ES	Futures	3665.7	3667.6	3664.1	3666.8	21375.0
2020-02-20 04:00:00	ES	Futures	3667.0	3669.7	3665.1	3666.2	13755.0
2020-02-20 04:30:00	ES	Futures	3666.5	3670.3	3666.2	3669.2	7461.0
2020-02-20 05:00:00	ES	Futures	3669.2	3670.8	3666.0	3666.8	7822.0
2020-02-20 05:30:00	ES	Futures	3666.8	3667.6	3664.3	3667.0	7947.0
2020-02-20 06:00:00	ES	Futures	3666.8	3667.9	3664.6	3666.5	9836.0
2020-02-20 06:30:00	ES	Futures	3666.8	3667.9	3662.2	3662.4	10065.0
2020-02-20 07:00:00	ES	Futures	3662.4	3666.2	3662.2	3664.1	10730.0
2020-02-20 07:30:00	ES	Futures	3664.1	3665.1	3663.0	3665.1	8849.0
2020-02-20 08:00:00	ES	Futures	3665.1	3666.5	3663.2	3663.2	13339.0
2020-02-20 08:30:00	ES	Futures	3663.5	3667.0	3658.6	3662.4	38399.0
2020-02-20 09:00:00	ES	Futures	3662.4	3664.3	3661.6	3663.5	21283.0
2020-02-20 09:30:00	ES	Futures	3663.8	3671.1	3661.3	3669.2	164067.0
2020-02-20 10:00:00	ES	Futures	3669.2	3673.5	3668.1	3669.7	75620.0
2020-02-20 10:30:00	ES	Futures	3670.0	3673.5	3669.5	3670.8	65507.0
2020-02-20 11:00:00	ES	Futures	3670.8	3671.1	3644.0	3644.3	184984.0
2020-02-20 11:30:00	ES	Futures	3644.3	3646.7	3619.6	3638.9	366776.0
2020-02-20 12:00:00	ES	Futures	3638.9	3640.2	3629.4	3633.4	143155.0
2020-02-20 12:30:00	ES	Futures	3633.4	3642.1	3630.5	3641.3	90527.0
2020-02-20 13:00:00	ES	Futures	3641.6	3651.6	3639.1	3647.0	86414.0
2020-02-20 13:30:00	ES	Futures	3647.0	3649.2	3641.6	3643.5	64614.0
2020-02-20 14:00:00	ES	Futures	3643.5	3653.2	3643.5	3649.2	78053.0
2020-02-20 14:30:00	ES	Futures	3649.2	3657.0	3648.9	3652.4	69316.0
2020-02-20 15:00:00	ES	Futures	3652.4	3654.8	3645.9	3653.2	79385.0
2020-02-20 15:30:00	ES	Futures	3653.5	3658.4	3650.8	3655.1	140567.0
2020-02-20 16:00:00	ES	Futures	3655.1	3657.3	3651.6	3652.1	58490.0
2020-02-20 16:30:00	ES	Futures	3651.9	3651.9	3650.0	3650.2	7659.0
2020-02-20 18:00:00	ES	Futures	3649.7	3652.1	3642.9	3644.0	14223.0
2020-02-20 18:30:00	ES	Futures	3643.7	3645.4	3634.8	3637.8	20677.0
2020-02-20 19:00:00	ES	Futures	3637.8	3647.0	3637.5	3644.3	17466.0
2020-02-20 19:30:00	ES	Futures	3644.3	3648.3	3642.4	3645.1	10819.0
2020-02-20 20:00:00	ES	Futures	3645.1	3647.3	3640.5	3643.2	13952.0
2020-02-20 20:30:00	ES	Futures	3643.2	3646.4	3641.8	3642.7	7911.0
2020-02-20 21:00:00	ES	Futures	3642.9	3642.9	3636.7	3637.0	12212.0
2020-02-20 21:30:00	ES	Futures	3637.0	3641.6	3636.4	3640.5	12139.0
2020-02-20 22:00:00	ES	Futures	3640.2	3642.9	3639.1	3642.1	6792.0
2020-02-20 22:30:00	ES	Futures	3642.1	3642.7	3639.9	3642.1	2850.0
2020-02-20 23:00:00	ES	Futures	3642.1	3642.4	3638.9	3639.4	3178.0
2020-02-20 23:30:00	ES	Futures	3639.4	3639.7	3637.2	3639.1	4433.0
2020-02-20 00:00:00	NQ	Futures	11232.94	11237.85	11230.04	11232.07	2672.0
2020-02-20 00:30:00	NQ	Futures	11232.07	11244.79	11228.89	11239.88	7784.0
2020-02-20 01:00:00	NQ	Futures	11240.17	11254.33	11236.41	11250.58	6761.0
2020-02-20 01:30:00	NQ	Futures	11250.58	11256.07	11248.26	11250.29	3069.0

> showing 50 of 3,572 rows — these rows as CSV

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