PREVIEW / futures_30min / 2020-01-01

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-01-01.parquet
  size:    23 KB
  rows:    621

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
2020-01-01 18:00:00	ES	Futures	3508.8	3512.8	3505.8	3512.3	12599.0
2020-01-01 18:30:00	ES	Futures	3512.6	3512.6	3509.3	3509.3	3627.0
2020-01-01 19:00:00	ES	Futures	3509.6	3510.1	3508.8	3509.6	3101.0
2020-01-01 19:30:00	ES	Futures	3509.9	3511.2	3509.9	3510.7	2177.0
2020-01-01 20:00:00	ES	Futures	3510.9	3512.6	3507.7	3509.1	7460.0
2020-01-01 20:30:00	ES	Futures	3509.1	3510.7	3508.8	3510.4	3684.0
2020-01-01 21:00:00	ES	Futures	3510.4	3511.8	3509.9	3511.5	3063.0
2020-01-01 21:30:00	ES	Futures	3511.2	3512.0	3511.2	3511.5	2011.0
2020-01-01 22:00:00	ES	Futures	3511.2	3512.8	3511.2	3512.0	2005.0
2020-01-01 22:30:00	ES	Futures	3512.3	3513.1	3512.0	3512.8	1557.0
2020-01-01 23:00:00	ES	Futures	3512.6	3512.8	3511.8	3512.0	981.0
2020-01-01 23:30:00	ES	Futures	3512.3	3512.6	3511.5	3512.0	888.0
2020-01-01 18:00:00	NQ	Futures	10152.01	10160.1	10143.62	10158.95	4351.0
2020-01-01 18:30:00	NQ	Futures	10158.95	10159.52	10150.56	10151.72	1488.0
2020-01-01 19:00:00	NQ	Futures	10151.72	10153.74	10149.98	10153.16	1086.0
2020-01-01 19:30:00	NQ	Futures	10153.45	10159.24	10153.16	10157.79	1096.0
2020-01-01 20:00:00	NQ	Futures	10158.08	10163.86	10147.09	10151.43	3416.0
2020-01-01 20:30:00	NQ	Futures	10151.14	10157.79	10150.85	10157.79	1628.0
2020-01-01 21:00:00	NQ	Futures	10157.79	10162.71	10155.77	10160.97	1957.0
2020-01-01 21:30:00	NQ	Futures	10161.26	10163.86	10160.68	10162.13	857.0
2020-01-01 22:00:00	NQ	Futures	10162.13	10167.33	10162.13	10166.18	1205.0
2020-01-01 22:30:00	NQ	Futures	10165.89	10169.65	10165.6	10168.49	957.0
2020-01-01 23:00:00	NQ	Futures	10168.49	10168.49	10165.31	10165.89	485.0
2020-01-01 23:30:00	NQ	Futures	10166.18	10167.33	10163.86	10164.73	494.0
2020-01-01 18:00:00	YM	Futures	31086.9	31127.1	31070.5	31123.9	2117.0
2020-01-01 18:30:00	YM	Futures	31123.9	31123.9	31101.0	31104.3	621.0
2020-01-01 19:00:00	YM	Futures	31103.2	31109.7	31098.8	31109.7	497.0
2020-01-01 19:30:00	YM	Futures	31108.6	31119.5	31107.5	31115.2	367.0
2020-01-01 20:00:00	YM	Futures	31116.3	31133.7	31093.4	31105.4	1522.0
2020-01-01 20:30:00	YM	Futures	31104.3	31119.5	31104.3	31118.4	637.0
2020-01-01 21:00:00	YM	Futures	31118.4	31132.6	31114.1	31125.0	673.0
2020-01-01 21:30:00	YM	Futures	31126.1	31132.6	31125.0	31125.0	503.0
2020-01-01 22:00:00	YM	Futures	31126.1	31142.4	31126.1	31134.8	776.0
2020-01-01 22:30:00	YM	Futures	31133.7	31141.3	31132.6	31140.2	378.0
2020-01-01 23:00:00	YM	Futures	31140.2	31140.2	31131.5	31133.7	234.0
2020-01-01 23:30:00	YM	Futures	31134.8	31136.9	31129.3	31131.5	267.0
2020-01-01 18:00:00	CL	Futures	54.58	54.58	54.37	54.45	3294.0
2020-01-01 18:30:00	CL	Futures	54.45	54.47	54.33	54.34	1317.0
2020-01-01 19:00:00	CL	Futures	54.34	54.38	54.31	54.37	1119.0
2020-01-01 19:30:00	CL	Futures	54.36	54.38	54.34	54.38	424.0
2020-01-01 20:00:00	CL	Futures	54.38	54.43	54.28	54.3	3670.0
2020-01-01 20:30:00	CL	Futures	54.29	54.34	54.29	54.32	1625.0
2020-01-01 21:00:00	CL	Futures	54.32	54.35	54.31	54.33	1175.0
2020-01-01 21:30:00	CL	Futures	54.33	54.35	54.31	54.32	931.0
2020-01-01 22:00:00	CL	Futures	54.32	54.33	54.25	54.25	1805.0
2020-01-01 22:30:00	CL	Futures	54.26	54.28	54.25	54.27	952.0
2020-01-01 23:00:00	CL	Futures	54.27	54.28	54.25	54.26	493.0
2020-01-01 23:30:00	CL	Futures	54.27	54.27	54.25	54.25	491.0
2020-01-01 18:00:00	GC	Futures	1917.7	1921.5	1917.1	1919.4	3677.0
2020-01-01 18:30:00	GC	Futures	1919.2	1919.5	1917.2	1917.7	1614.0

> showing 50 of 621 rows — these rows as CSV

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