PREVIEW / futures_30min / 2020-01-05

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-01-05.parquet
  size:    26 KB
  rows:    719

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
2020-01-05 18:00:00	ES	Futures	3490.6	3493.1	3486.3	3489.0	27242.0
2020-01-05 18:30:00	ES	Futures	3489.3	3494.7	3488.7	3494.4	8836.0
2020-01-05 19:00:00	ES	Futures	3494.4	3496.0	3492.8	3493.9	14814.0
2020-01-05 19:30:00	ES	Futures	3493.9	3495.2	3490.9	3493.6	7694.0
2020-01-05 20:00:00	ES	Futures	3493.6	3493.6	3490.6	3491.4	7405.0
2020-01-05 20:30:00	ES	Futures	3491.4	3492.3	3489.3	3490.6	10170.0
2020-01-05 21:00:00	ES	Futures	3490.4	3493.1	3490.4	3491.4	6497.0
2020-01-05 21:30:00	ES	Futures	3491.2	3492.0	3489.5	3490.9	5602.0
2020-01-05 22:00:00	ES	Futures	3490.9	3493.1	3490.9	3492.8	3160.0
2020-01-05 22:30:00	ES	Futures	3492.5	3496.6	3492.0	3495.8	7325.0
2020-01-05 23:00:00	ES	Futures	3496.0	3501.2	3495.0	3500.1	9966.0
2020-01-05 23:30:00	ES	Futures	3500.1	3500.1	3497.7	3499.6	3550.0
2020-01-05 18:00:00	NQ	Futures	10146.8	10146.8	10118.46	10132.63	9555.0
2020-01-05 18:30:00	NQ	Futures	10132.63	10154.9	10132.05	10152.87	4407.0
2020-01-05 19:00:00	NQ	Futures	10153.45	10160.39	10149.69	10154.32	7091.0
2020-01-05 19:30:00	NQ	Futures	10154.32	10156.92	10142.46	10148.83	3485.0
2020-01-05 20:00:00	NQ	Futures	10149.4	10150.27	10138.41	10140.44	4107.0
2020-01-05 20:30:00	NQ	Futures	10140.44	10143.62	10132.63	10136.39	3537.0
2020-01-05 21:00:00	NQ	Futures	10136.1	10145.36	10135.81	10140.73	2897.0
2020-01-05 21:30:00	NQ	Futures	10140.15	10141.6	10132.63	10137.55	2640.0
2020-01-05 22:00:00	NQ	Futures	10137.26	10145.07	10137.26	10144.49	1742.0
2020-01-05 22:30:00	NQ	Futures	10144.49	10157.79	10142.46	10154.61	2894.0
2020-01-05 23:00:00	NQ	Futures	10154.9	10173.12	10151.14	10169.07	3941.0
2020-01-05 23:30:00	NQ	Futures	10169.07	10169.65	10159.81	10165.02	2041.0
2020-01-05 18:00:00	YM	Futures	31022.6	31028.1	30970.4	31000.9	4814.0
2020-01-05 18:30:00	YM	Futures	31003.0	31033.5	30996.5	31028.1	2041.0
2020-01-05 19:00:00	YM	Futures	31029.2	31039.0	31012.8	31022.6	2948.0
2020-01-05 19:30:00	YM	Futures	31021.5	31028.1	30998.7	31019.4	1915.0
2020-01-05 20:00:00	YM	Futures	31019.4	31021.5	31001.9	31006.3	1748.0
2020-01-05 20:30:00	YM	Futures	31007.4	31011.7	30986.7	30992.1	1958.0
2020-01-05 21:00:00	YM	Futures	30992.1	31015.0	30992.1	31001.9	1273.0
2020-01-05 21:30:00	YM	Futures	31000.9	31007.4	30987.8	30999.8	1032.0
2020-01-05 22:00:00	YM	Futures	30999.8	31015.0	30999.8	31011.7	779.0
2020-01-05 22:30:00	YM	Futures	31011.7	31033.5	31004.1	31027.0	1478.0
2020-01-05 23:00:00	YM	Futures	31027.0	31072.7	31020.4	31065.1	1851.0
2020-01-05 23:30:00	YM	Futures	31065.1	31066.2	31048.8	31060.7	759.0
2020-01-05 18:00:00	CL	Futures	56.45	56.95	56.35	56.57	13710.0
2020-01-05 18:30:00	CL	Futures	56.56	56.66	56.35	56.58	5412.0
2020-01-05 19:00:00	CL	Futures	56.58	56.66	56.49	56.61	4871.0
2020-01-05 19:30:00	CL	Futures	56.61	56.64	56.58	56.6	1883.0
2020-01-05 20:00:00	CL	Futures	56.6	56.97	56.53	56.97	13265.0
2020-01-05 20:30:00	CL	Futures	56.97	57.08	56.88	57.07	8143.0
2020-01-05 21:00:00	CL	Futures	57.07	57.1	57.01	57.02	5751.0
2020-01-05 21:30:00	CL	Futures	57.03	57.05	56.93	57.03	3615.0
2020-01-05 22:00:00	CL	Futures	57.03	57.13	57.03	57.11	4784.0
2020-01-05 22:30:00	CL	Futures	57.12	57.35	57.11	57.21	10483.0
2020-01-05 23:00:00	CL	Futures	57.22	57.24	57.13	57.14	3672.0
2020-01-05 23:30:00	CL	Futures	57.15	57.21	57.14	57.21	2105.0
2020-01-05 18:00:00	GC	Futures	1970.3	2005.8	1969.8	1988.1	27417.0
2020-01-05 18:30:00	GC	Futures	1988.2	1988.7	1978.4	1981.5	15311.0

> showing 50 of 719 rows — these rows as CSV

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