PREVIEW / futures_30min / 2020-02-26

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-02-26.parquet
  size:    107 KB
  rows:    3,702

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
2020-02-26 00:00:00	ES	Futures	3414.2	3415.0	3408.8	3412.6	11726.0
2020-02-26 00:30:00	ES	Futures	3412.6	3416.4	3410.7	3414.7	8849.0
2020-02-26 01:00:00	ES	Futures	3414.7	3415.3	3402.8	3405.0	18433.0
2020-02-26 01:30:00	ES	Futures	3405.0	3407.4	3393.9	3397.9	12097.0
2020-02-26 02:00:00	ES	Futures	3397.9	3404.5	3395.2	3401.7	23132.0
2020-02-26 02:30:00	ES	Futures	3401.5	3413.7	3397.7	3413.1	24388.0
2020-02-26 03:00:00	ES	Futures	3412.9	3416.6	3403.6	3404.2	43516.0
2020-02-26 03:30:00	ES	Futures	3404.2	3408.0	3377.1	3379.8	68850.0
2020-02-26 04:00:00	ES	Futures	3379.8	3379.8	3350.5	3375.2	99397.0
2020-02-26 04:30:00	ES	Futures	3375.2	3384.9	3368.7	3375.2	77894.0
2020-02-26 05:00:00	ES	Futures	3375.2	3396.0	3374.6	3395.2	58250.0
2020-02-26 05:30:00	ES	Futures	3395.2	3395.8	3379.5	3380.3	42174.0
2020-02-26 06:00:00	ES	Futures	3380.3	3402.6	3380.1	3399.3	39031.0
2020-02-26 06:30:00	ES	Futures	3399.3	3408.5	3397.4	3398.2	38011.0
2020-02-26 07:00:00	ES	Futures	3398.2	3406.6	3390.1	3393.9	60615.0
2020-02-26 07:30:00	ES	Futures	3393.6	3404.5	3384.4	3401.7	47240.0
2020-02-26 08:00:00	ES	Futures	3401.7	3412.0	3394.4	3408.2	58846.0
2020-02-26 08:30:00	ES	Futures	3408.5	3414.2	3401.2	3404.2	57793.0
2020-02-26 09:00:00	ES	Futures	3403.9	3411.8	3403.1	3406.1	46508.0
2020-02-26 09:30:00	ES	Futures	3406.1	3441.8	3402.3	3421.0	354278.0
2020-02-26 10:00:00	ES	Futures	3420.7	3438.3	3411.5	3429.7	256999.0
2020-02-26 10:30:00	ES	Futures	3429.7	3449.2	3429.7	3438.9	224289.0
2020-02-26 11:00:00	ES	Futures	3438.9	3444.8	3426.9	3442.7	138188.0
2020-02-26 11:30:00	ES	Futures	3442.9	3442.9	3416.4	3419.6	153518.0
2020-02-26 12:00:00	ES	Futures	3419.4	3422.1	3390.1	3405.5	236019.0
2020-02-26 12:30:00	ES	Futures	3405.3	3417.5	3401.7	3408.0	137625.0
2020-02-26 13:00:00	ES	Futures	3408.2	3412.9	3398.8	3405.3	105749.0
2020-02-26 13:30:00	ES	Futures	3405.0	3406.3	3368.4	3372.7	275071.0
2020-02-26 14:00:00	ES	Futures	3372.7	3394.7	3369.0	3384.4	160253.0
2020-02-26 14:30:00	ES	Futures	3384.4	3393.9	3374.6	3376.3	150957.0
2020-02-26 15:00:00	ES	Futures	3376.3	3398.2	3376.0	3383.6	157305.0
2020-02-26 15:30:00	ES	Futures	3383.6	3388.5	3375.5	3377.9	232493.0
2020-02-26 16:00:00	ES	Futures	3377.9	3379.2	3367.9	3370.6	102514.0
2020-02-26 16:30:00	ES	Futures	3368.4	3376.5	3358.1	3360.3	29453.0
2020-02-26 18:00:00	ES	Futures	3360.6	3373.3	3355.7	3371.7	21059.0
2020-02-26 18:30:00	ES	Futures	3371.9	3378.7	3351.9	3363.8	42866.0
2020-02-26 19:00:00	ES	Futures	3363.8	3366.2	3336.4	3358.9	52073.0
2020-02-26 19:30:00	ES	Futures	3358.9	3368.4	3347.5	3352.4	22476.0
2020-02-26 20:00:00	ES	Futures	3352.4	3357.8	3338.9	3345.9	27890.0
2020-02-26 20:30:00	ES	Futures	3345.9	3350.0	3340.0	3343.5	20640.0
2020-02-26 21:00:00	ES	Futures	3343.5	3345.9	3333.2	3334.0	29835.0
2020-02-26 21:30:00	ES	Futures	3334.3	3342.7	3329.4	3329.9	29299.0
2020-02-26 22:00:00	ES	Futures	3329.9	3338.1	3327.5	3331.8	27509.0
2020-02-26 22:30:00	ES	Futures	3331.8	3333.5	3324.8	3326.7	18164.0
2020-02-26 23:00:00	ES	Futures	3326.7	3328.6	3321.3	3321.8	12166.0
2020-02-26 23:30:00	ES	Futures	3321.8	3323.7	3316.4	3316.6	18682.0
2020-02-26 00:00:00	NQ	Futures	10315.1	10318.28	10294.86	10307.87	4851.0
2020-02-26 00:30:00	NQ	Futures	10307.87	10322.91	10299.48	10316.26	4456.0
2020-02-26 01:00:00	NQ	Futures	10316.83	10317.7	10270.86	10280.4	7582.0
2020-02-26 01:30:00	NQ	Futures	10280.69	10293.12	10243.96	10261.89	5474.0

> showing 50 of 3,702 rows — these rows as CSV

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