PREVIEW / futures_30min / 2020-02-21

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-02-21.parquet
  size:    83 KB
  rows:    2,881

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
2020-02-21 00:00:00	ES	Futures	3639.4	3640.8	3636.1	3636.4	5198.0
2020-02-21 00:30:00	ES	Futures	3636.4	3637.0	3633.7	3635.6	8478.0
2020-02-21 01:00:00	ES	Futures	3635.6	3637.0	3631.3	3632.1	8330.0
2020-02-21 01:30:00	ES	Futures	3632.1	3636.1	3630.5	3634.0	7389.0
2020-02-21 02:00:00	ES	Futures	3633.7	3634.5	3629.1	3633.2	18854.0
2020-02-21 02:30:00	ES	Futures	3633.2	3633.4	3630.2	3631.5	10159.0
2020-02-21 03:00:00	ES	Futures	3631.8	3632.9	3625.8	3631.5	33383.0
2020-02-21 03:30:00	ES	Futures	3631.5	3641.3	3631.5	3637.5	41436.0
2020-02-21 04:00:00	ES	Futures	3637.5	3641.0	3634.8	3636.4	15657.0
2020-02-21 04:30:00	ES	Futures	3636.4	3638.6	3632.4	3634.0	27501.0
2020-02-21 05:00:00	ES	Futures	3634.0	3640.2	3633.7	3638.9	24638.0
2020-02-21 05:30:00	ES	Futures	3639.1	3641.6	3636.7	3638.3	22220.0
2020-02-21 06:00:00	ES	Futures	3638.3	3639.4	3634.8	3638.3	13467.0
2020-02-21 06:30:00	ES	Futures	3638.3	3641.6	3637.0	3638.9	17588.0
2020-02-21 07:00:00	ES	Futures	3639.1	3640.5	3637.5	3639.9	12091.0
2020-02-21 07:30:00	ES	Futures	3640.2	3644.5	3639.9	3642.1	18945.0
2020-02-21 08:00:00	ES	Futures	3642.1	3644.0	3638.9	3639.7	16961.0
2020-02-21 08:30:00	ES	Futures	3639.7	3640.2	3636.4	3637.0	23143.0
2020-02-21 09:00:00	ES	Futures	3637.2	3642.9	3636.7	3638.9	43135.0
2020-02-21 09:30:00	ES	Futures	3639.1	3642.7	3616.4	3624.0	324145.0
2020-02-21 10:00:00	ES	Futures	3623.7	3629.1	3617.7	3625.0	206141.0
2020-02-21 10:30:00	ES	Futures	3625.0	3625.3	3611.8	3620.7	175572.0
2020-02-21 11:00:00	ES	Futures	3620.7	3626.9	3619.1	3625.6	102967.0
2020-02-21 11:30:00	ES	Futures	3625.6	3630.5	3624.5	3627.2	83897.0
2020-02-21 12:00:00	ES	Futures	3626.9	3631.5	3623.4	3624.2	53787.0
2020-02-21 12:30:00	ES	Futures	3624.2	3625.8	3619.9	3622.3	49179.0
2020-02-21 13:00:00	ES	Futures	3622.1	3625.6	3617.4	3617.4	63073.0
2020-02-21 13:30:00	ES	Futures	3617.7	3618.0	3607.4	3612.6	113613.0
2020-02-21 14:00:00	ES	Futures	3612.6	3616.6	3608.8	3615.0	93000.0
2020-02-21 14:30:00	ES	Futures	3614.7	3617.7	3612.0	3615.3	83203.0
2020-02-21 15:00:00	ES	Futures	3615.6	3616.6	3609.6	3611.5	77222.0
2020-02-21 15:30:00	ES	Futures	3611.8	3621.8	3607.4	3617.2	207045.0
2020-02-21 16:00:00	ES	Futures	3617.2	3621.0	3616.4	3620.4	91273.0
2020-02-21 16:30:00	ES	Futures	3620.4	3620.4	3617.4	3618.5	10250.0
2020-02-21 00:00:00	NQ	Futures	11079.38	11084.59	11064.35	11065.22	3515.0
2020-02-21 00:30:00	NQ	Futures	11064.93	11068.97	11053.36	11061.46	4915.0
2020-02-21 01:00:00	NQ	Futures	11060.88	11068.4	11045.84	11047.58	4360.0
2020-02-21 01:30:00	NQ	Futures	11047.58	11066.37	11042.08	11056.83	4014.0
2020-02-21 02:00:00	NQ	Futures	11057.12	11061.17	11037.17	11052.49	9818.0
2020-02-21 02:30:00	NQ	Futures	11052.78	11059.72	11044.39	11049.89	6005.0
2020-02-21 03:00:00	NQ	Futures	11050.76	11061.46	11032.83	11056.54	10862.0
2020-02-21 03:30:00	NQ	Futures	11055.96	11089.22	11055.96	11073.89	14741.0
2020-02-21 04:00:00	NQ	Futures	11073.89	11086.61	11064.35	11069.84	7036.0
2020-02-21 04:30:00	NQ	Futures	11070.42	11079.67	11057.41	11062.61	10277.0
2020-02-21 05:00:00	NQ	Futures	11062.61	11085.46	11062.32	11081.41	8198.0
2020-02-21 05:30:00	NQ	Futures	11081.7	11090.95	11074.18	11081.41	6557.0
2020-02-21 06:00:00	NQ	Futures	11081.12	11086.61	11066.37	11079.67	6293.0
2020-02-21 06:30:00	NQ	Futures	11079.38	11094.13	11077.36	11084.3	5488.0
2020-02-21 07:00:00	NQ	Futures	11084.59	11089.22	11078.23	11087.77	3940.0
2020-02-21 07:30:00	NQ	Futures	11087.48	11110.9	11087.19	11102.81	7808.0

> showing 50 of 2,881 rows — these rows as CSV

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