PREVIEW / futures_30min / 2020-02-28

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-02-28.parquet
  size:    95 KB
  rows:    2,988

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
2020-02-28 00:00:00	ES	Futures	3180.9	3181.2	3157.0	3160.0	30247.0
2020-02-28 00:30:00	ES	Futures	3160.0	3172.2	3151.1	3158.7	29041.0
2020-02-28 01:00:00	ES	Futures	3158.9	3164.6	3144.6	3146.7	31019.0
2020-02-28 01:30:00	ES	Futures	3147.0	3164.1	3145.4	3164.1	26984.0
2020-02-28 02:00:00	ES	Futures	3164.1	3182.5	3156.8	3179.3	54701.0
2020-02-28 02:30:00	ES	Futures	3179.0	3189.6	3157.6	3174.9	52623.0
2020-02-28 03:00:00	ES	Futures	3175.2	3195.2	3163.8	3182.2	76595.0
2020-02-28 03:30:00	ES	Futures	3182.5	3185.8	3145.7	3160.0	72300.0
2020-02-28 04:00:00	ES	Futures	3160.0	3161.4	3126.7	3127.8	66422.0
2020-02-28 04:30:00	ES	Futures	3127.5	3163.0	3120.7	3148.1	77438.0
2020-02-28 05:00:00	ES	Futures	3148.1	3182.0	3141.9	3179.8	62683.0
2020-02-28 05:30:00	ES	Futures	3179.5	3181.2	3162.5	3179.0	49170.0
2020-02-28 06:00:00	ES	Futures	3179.0	3186.3	3170.6	3171.9	47481.0
2020-02-28 06:30:00	ES	Futures	3172.2	3186.6	3167.9	3170.3	39462.0
2020-02-28 07:00:00	ES	Futures	3170.6	3196.3	3162.5	3194.2	55521.0
2020-02-28 07:30:00	ES	Futures	3194.2	3201.7	3176.5	3189.3	57815.0
2020-02-28 08:00:00	ES	Futures	3189.0	3193.1	3172.5	3177.6	71686.0
2020-02-28 08:30:00	ES	Futures	3177.1	3183.3	3142.7	3143.5	120770.0
2020-02-28 09:00:00	ES	Futures	3143.5	3158.9	3113.1	3128.0	147858.0
2020-02-28 09:30:00	ES	Futures	3128.0	3177.1	3106.1	3115.3	492433.0
2020-02-28 10:00:00	ES	Futures	3115.0	3135.4	3092.8	3102.3	406256.0
2020-02-28 10:30:00	ES	Futures	3102.3	3147.0	3100.1	3141.0	281807.0
2020-02-28 11:00:00	ES	Futures	3141.0	3156.0	3114.2	3155.4	247661.0
2020-02-28 11:30:00	ES	Futures	3155.4	3207.7	3148.1	3160.6	351332.0
2020-02-28 12:00:00	ES	Futures	3160.3	3174.4	3140.8	3173.0	190374.0
2020-02-28 12:30:00	ES	Futures	3173.3	3193.1	3160.3	3191.2	176323.0
2020-02-28 13:00:00	ES	Futures	3190.9	3196.9	3166.3	3171.4	152895.0
2020-02-28 13:30:00	ES	Futures	3171.1	3171.1	3127.8	3143.5	193519.0
2020-02-28 14:00:00	ES	Futures	3143.5	3153.2	3120.2	3143.5	176940.0
2020-02-28 14:30:00	ES	Futures	3143.5	3187.7	3137.8	3159.5	278299.0
2020-02-28 15:00:00	ES	Futures	3159.2	3170.3	3128.0	3128.3	239520.0
2020-02-28 15:30:00	ES	Futures	3128.3	3215.0	3119.9	3212.6	500652.0
2020-02-28 16:00:00	ES	Futures	3212.9	3238.9	3203.4	3220.4	211360.0
2020-02-28 16:30:00	ES	Futures	3221.5	3247.5	3221.0	3238.9	48411.0
2020-02-28 00:00:00	NQ	Futures	9571.92	9572.79	9492.98	9501.66	15704.0
2020-02-28 00:30:00	NQ	Futures	9501.37	9548.21	9475.63	9505.7	17479.0
2020-02-28 01:00:00	NQ	Futures	9506.57	9529.99	9447.87	9460.01	15418.0
2020-02-28 01:30:00	NQ	Futures	9460.59	9550.53	9452.79	9549.66	17253.0
2020-02-28 02:00:00	NQ	Futures	9549.37	9614.72	9519.87	9602.87	24422.0
2020-02-28 02:30:00	NQ	Futures	9602.0	9636.12	9530.57	9605.47	24942.0
2020-02-28 03:00:00	NQ	Futures	9606.05	9667.93	9562.09	9619.64	32020.0
2020-02-28 03:30:00	NQ	Futures	9620.22	9632.36	9500.5	9554.0	26952.0
2020-02-28 04:00:00	NQ	Futures	9556.02	9559.78	9427.63	9432.25	22104.0
2020-02-28 04:30:00	NQ	Futures	9431.1	9554.0	9403.05	9501.66	27569.0
2020-02-28 05:00:00	NQ	Futures	9501.08	9609.52	9483.73	9603.16	21905.0
2020-02-28 05:30:00	NQ	Futures	9602.87	9610.67	9539.54	9602.0	20903.0
2020-02-28 06:00:00	NQ	Futures	9601.13	9636.7	9587.83	9591.3	17605.0
2020-02-28 06:30:00	NQ	Futures	9592.46	9648.56	9591.3	9604.02	17012.0
2020-02-28 07:00:00	NQ	Futures	9602.58	9684.12	9565.27	9673.14	23973.0
2020-02-28 07:30:00	NQ	Futures	9672.85	9696.27	9612.12	9647.4	22308.0

> showing 50 of 2,988 rows — these rows as CSV

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