PREVIEW / futures_30min / 2020-02-27

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-02-27.parquet
  size:    112 KB
  rows:    3,704

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
2020-02-27 00:00:00	ES	Futures	3316.6	3329.4	3316.4	3324.5	19137.0
2020-02-27 00:30:00	ES	Futures	3324.8	3328.0	3318.5	3327.5	17395.0
2020-02-27 01:00:00	ES	Futures	3327.2	3327.5	3318.3	3322.6	19439.0
2020-02-27 01:30:00	ES	Futures	3322.9	3345.1	3321.0	3342.9	21107.0
2020-02-27 02:00:00	ES	Futures	3342.9	3352.7	3334.3	3346.2	40618.0
2020-02-27 02:30:00	ES	Futures	3346.2	3358.1	3345.4	3347.3	37432.0
2020-02-27 03:00:00	ES	Futures	3347.3	3356.2	3340.5	3345.4	45162.0
2020-02-27 03:30:00	ES	Futures	3345.4	3355.4	3334.8	3353.8	47757.0
2020-02-27 04:00:00	ES	Futures	3353.8	3363.0	3351.1	3360.6	39209.0
2020-02-27 04:30:00	ES	Futures	3360.6	3364.6	3348.1	3351.1	30933.0
2020-02-27 05:00:00	ES	Futures	3351.1	3355.1	3344.6	3345.6	25127.0
2020-02-27 05:30:00	ES	Futures	3345.4	3355.4	3335.9	3335.9	29031.0
2020-02-27 06:00:00	ES	Futures	3335.9	3345.6	3333.7	3344.6	25046.0
2020-02-27 06:30:00	ES	Futures	3344.6	3347.3	3337.0	3337.0	23889.0
2020-02-27 07:00:00	ES	Futures	3337.0	3343.5	3326.1	3326.4	33185.0
2020-02-27 07:30:00	ES	Futures	3326.4	3334.3	3323.7	3325.1	59232.0
2020-02-27 08:00:00	ES	Futures	3325.1	3331.6	3317.7	3327.2	64875.0
2020-02-27 08:30:00	ES	Futures	3326.9	3331.3	3318.3	3319.4	62752.0
2020-02-27 09:00:00	ES	Futures	3319.1	3321.3	3308.2	3310.7	105917.0
2020-02-27 09:30:00	ES	Futures	3310.7	3326.9	3287.9	3307.7	470431.0
2020-02-27 10:00:00	ES	Futures	3307.4	3315.8	3275.2	3279.3	322222.0
2020-02-27 10:30:00	ES	Futures	3279.3	3312.0	3258.4	3311.5	311853.0
2020-02-27 11:00:00	ES	Futures	3311.5	3327.2	3306.6	3306.9	272200.0
2020-02-27 11:30:00	ES	Futures	3306.9	3325.1	3290.6	3322.6	197107.0
2020-02-27 12:00:00	ES	Futures	3322.3	3344.8	3317.2	3336.4	197621.0
2020-02-27 12:30:00	ES	Futures	3336.2	3356.2	3333.7	3336.4	176127.0
2020-02-27 13:00:00	ES	Futures	3336.4	3352.4	3327.2	3327.8	149254.0
2020-02-27 13:30:00	ES	Futures	3328.0	3333.5	3291.2	3300.1	241789.0
2020-02-27 14:00:00	ES	Futures	3299.8	3308.5	3285.2	3306.1	183155.0
2020-02-27 14:30:00	ES	Futures	3306.1	3306.1	3284.7	3285.8	123609.0
2020-02-27 15:00:00	ES	Futures	3285.8	3298.5	3274.9	3275.5	160702.0
2020-02-27 15:30:00	ES	Futures	3275.7	3280.1	3223.4	3223.4	441828.0
2020-02-27 16:00:00	ES	Futures	3223.4	3237.8	3200.1	3204.2	216185.0
2020-02-27 16:30:00	ES	Futures	3217.5	3222.1	3191.7	3196.9	63428.0
2020-02-27 18:00:00	ES	Futures	3197.7	3220.2	3181.7	3214.2	47231.0
2020-02-27 18:30:00	ES	Futures	3214.5	3221.5	3201.5	3216.4	22468.0
2020-02-27 19:00:00	ES	Futures	3216.1	3223.2	3202.3	3206.4	28480.0
2020-02-27 19:30:00	ES	Futures	3206.4	3220.4	3203.9	3218.0	24379.0
2020-02-27 20:00:00	ES	Futures	3218.0	3221.5	3200.7	3205.8	27032.0
2020-02-27 20:30:00	ES	Futures	3205.8	3222.3	3204.5	3220.4	26193.0
2020-02-27 21:00:00	ES	Futures	3220.4	3230.7	3216.4	3221.5	23666.0
2020-02-27 21:30:00	ES	Futures	3221.5	3221.5	3203.9	3206.1	25532.0
2020-02-27 22:00:00	ES	Futures	3206.1	3208.5	3179.0	3182.2	34194.0
2020-02-27 22:30:00	ES	Futures	3182.0	3196.6	3169.0	3196.1	40346.0
2020-02-27 23:00:00	ES	Futures	3195.8	3201.5	3179.8	3187.1	22014.0
2020-02-27 23:30:00	ES	Futures	3186.8	3190.1	3176.8	3180.3	16445.0
2020-02-27 00:00:00	NQ	Futures	10067.28	10113.55	10066.7	10098.8	11132.0
2020-02-27 00:30:00	NQ	Futures	10099.09	10109.21	10073.06	10105.16	10437.0
2020-02-27 01:00:00	NQ	Futures	10105.16	10106.9	10060.05	10077.98	12052.0
2020-02-27 01:30:00	NQ	Futures	10077.69	10151.14	10064.1	10144.49	13522.0

> showing 50 of 3,704 rows — these rows as CSV

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