PREVIEW / futures_30min / 2020-02-25

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-02-25.parquet
  size:    106 KB
  rows:    3,646

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
2020-02-25 00:00:00	ES	Futures	3525.9	3526.9	3524.0	3525.3	7179.0
2020-02-25 00:30:00	ES	Futures	3525.0	3528.0	3523.4	3527.8	9674.0
2020-02-25 01:00:00	ES	Futures	3527.5	3529.9	3525.3	3529.4	10726.0
2020-02-25 01:30:00	ES	Futures	3529.4	3531.5	3528.3	3531.0	6713.0
2020-02-25 02:00:00	ES	Futures	3530.7	3531.5	3522.1	3524.2	11531.0
2020-02-25 02:30:00	ES	Futures	3524.0	3529.9	3521.2	3529.4	17487.0
2020-02-25 03:00:00	ES	Futures	3529.4	3530.2	3518.0	3519.6	40873.0
2020-02-25 03:30:00	ES	Futures	3519.4	3524.5	3513.1	3515.0	35871.0
2020-02-25 04:00:00	ES	Futures	3515.0	3519.9	3505.8	3508.5	35475.0
2020-02-25 04:30:00	ES	Futures	3508.5	3511.5	3505.8	3506.3	28261.0
2020-02-25 05:00:00	ES	Futures	3506.6	3509.3	3500.4	3500.9	33957.0
2020-02-25 05:30:00	ES	Futures	3500.7	3503.4	3490.6	3501.2	44365.0
2020-02-25 06:00:00	ES	Futures	3501.2	3501.7	3495.5	3500.9	24234.0
2020-02-25 06:30:00	ES	Futures	3500.9	3511.2	3500.1	3504.7	37917.0
2020-02-25 07:00:00	ES	Futures	3505.0	3512.8	3500.4	3507.2	41220.0
2020-02-25 07:30:00	ES	Futures	3506.9	3517.2	3504.7	3515.3	31713.0
2020-02-25 08:00:00	ES	Futures	3515.0	3518.3	3509.9	3510.1	47284.0
2020-02-25 08:30:00	ES	Futures	3510.4	3517.7	3507.2	3513.7	43885.0
2020-02-25 09:00:00	ES	Futures	3513.7	3515.0	3508.2	3512.6	42253.0
2020-02-25 09:30:00	ES	Futures	3512.6	3519.9	3492.0	3503.9	279955.0
2020-02-25 10:00:00	ES	Futures	3503.6	3508.8	3469.8	3472.5	261333.0
2020-02-25 10:30:00	ES	Futures	3472.5	3483.6	3452.7	3467.9	345037.0
2020-02-25 11:00:00	ES	Futures	3467.6	3472.5	3442.7	3456.2	282297.0
2020-02-25 11:30:00	ES	Futures	3456.5	3466.8	3450.8	3463.5	189673.0
2020-02-25 12:00:00	ES	Futures	3463.3	3466.2	3447.3	3450.0	132447.0
2020-02-25 12:30:00	ES	Futures	3449.7	3459.7	3436.4	3438.1	149884.0
2020-02-25 13:00:00	ES	Futures	3437.8	3445.1	3427.8	3432.6	185477.0
2020-02-25 13:30:00	ES	Futures	3432.6	3433.2	3415.6	3415.8	187676.0
2020-02-25 14:00:00	ES	Futures	3416.1	3417.5	3388.5	3389.0	298109.0
2020-02-25 14:30:00	ES	Futures	3389.0	3411.5	3383.3	3406.1	283784.0
2020-02-25 15:00:00	ES	Futures	3405.8	3422.1	3387.4	3394.7	278291.0
2020-02-25 15:30:00	ES	Futures	3395.0	3405.0	3379.0	3390.4	437468.0
2020-02-25 16:00:00	ES	Futures	3390.4	3398.2	3387.1	3396.6	125453.0
2020-02-25 16:30:00	ES	Futures	3395.5	3408.5	3395.0	3402.0	25955.0
2020-02-25 18:00:00	ES	Futures	3401.5	3412.6	3399.0	3411.2	21766.0
2020-02-25 18:30:00	ES	Futures	3411.5	3418.3	3407.7	3416.1	17603.0
2020-02-25 19:00:00	ES	Futures	3416.4	3417.5	3404.2	3412.9	24055.0
2020-02-25 19:30:00	ES	Futures	3412.6	3412.6	3397.4	3397.9	21343.0
2020-02-25 20:00:00	ES	Futures	3397.9	3404.7	3389.5	3403.1	30165.0
2020-02-25 20:30:00	ES	Futures	3403.1	3412.3	3401.5	3404.7	25530.0
2020-02-25 21:00:00	ES	Futures	3404.7	3417.5	3397.7	3415.3	31375.0
2020-02-25 21:30:00	ES	Futures	3415.3	3423.7	3414.7	3417.2	23801.0
2020-02-25 22:00:00	ES	Futures	3417.2	3422.6	3415.6	3420.7	13045.0
2020-02-25 22:30:00	ES	Futures	3420.7	3420.7	3412.0	3416.9	13100.0
2020-02-25 23:00:00	ES	Futures	3416.9	3417.7	3406.9	3412.6	10037.0
2020-02-25 23:30:00	ES	Futures	3412.6	3417.7	3410.4	3414.2	14789.0
2020-02-25 00:00:00	NQ	Futures	10631.46	10639.84	10622.49	10627.7	3397.0
2020-02-25 00:30:00	NQ	Futures	10627.12	10642.15	10620.76	10640.71	3137.0
2020-02-25 01:00:00	NQ	Futures	10640.42	10658.93	10633.48	10651.12	4364.0
2020-02-25 01:30:00	NQ	Futures	10651.41	10667.31	10647.07	10663.55	4731.0

> showing 50 of 3,646 rows — these rows as CSV

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