PREVIEW / futures_30min / 2020-01-12

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-01-12.parquet
  size:    23 KB
  rows:    676

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
2020-01-12 18:00:00	ES	Futures	3539.9	3546.2	3539.7	3544.3	7489.0
2020-01-12 18:30:00	ES	Futures	3544.6	3545.9	3541.3	3541.6	4301.0
2020-01-12 19:00:00	ES	Futures	3541.6	3543.5	3541.0	3541.3	3680.0
2020-01-12 19:30:00	ES	Futures	3541.6	3544.8	3541.0	3544.3	2188.0
2020-01-12 20:00:00	ES	Futures	3544.3	3548.9	3544.3	3547.8	6277.0
2020-01-12 20:30:00	ES	Futures	3547.8	3548.1	3545.4	3545.9	4640.0
2020-01-12 21:00:00	ES	Futures	3545.6	3547.3	3544.8	3547.0	2818.0
2020-01-12 21:30:00	ES	Futures	3547.0	3548.6	3546.4	3548.3	1967.0
2020-01-12 22:00:00	ES	Futures	3548.3	3549.2	3547.8	3548.3	2339.0
2020-01-12 22:30:00	ES	Futures	3548.3	3548.9	3547.8	3548.6	1283.0
2020-01-12 23:00:00	ES	Futures	3548.6	3548.9	3548.1	3548.3	887.0
2020-01-12 23:30:00	ES	Futures	3548.3	3548.6	3548.1	3548.1	662.0
2020-01-12 18:00:00	NQ	Futures	10385.95	10409.66	10385.95	10404.45	3742.0
2020-01-12 18:30:00	NQ	Futures	10404.74	10409.66	10394.62	10395.78	2146.0
2020-01-12 19:00:00	NQ	Futures	10396.07	10401.56	10393.18	10394.33	1821.0
2020-01-12 19:30:00	NQ	Futures	10395.49	10407.06	10393.47	10404.45	2279.0
2020-01-12 20:00:00	NQ	Futures	10404.74	10425.56	10404.74	10421.23	4420.0
2020-01-12 20:30:00	NQ	Futures	10420.94	10422.38	10410.82	10411.68	2955.0
2020-01-12 21:00:00	NQ	Futures	10411.68	10418.91	10410.24	10417.76	1835.0
2020-01-12 21:30:00	NQ	Futures	10417.76	10424.41	10416.89	10422.96	1699.0
2020-01-12 22:00:00	NQ	Futures	10422.96	10427.3	10420.94	10422.96	1861.0
2020-01-12 22:30:00	NQ	Futures	10422.67	10425.85	10420.94	10422.38	901.0
2020-01-12 23:00:00	NQ	Futures	10422.38	10424.7	10420.94	10422.38	574.0
2020-01-12 23:30:00	NQ	Futures	10422.09	10422.67	10420.07	10421.8	485.0
2020-01-12 18:00:00	YM	Futures	31328.6	31389.5	31328.6	31378.6	1996.0
2020-01-12 18:30:00	YM	Futures	31379.7	31397.2	31365.6	31365.6	1292.0
2020-01-12 19:00:00	YM	Futures	31365.6	31377.6	31359.0	31362.3	773.0
2020-01-12 19:30:00	YM	Futures	31363.4	31392.8	31361.2	31389.5	693.0
2020-01-12 20:00:00	YM	Futures	31389.5	31434.2	31389.5	31422.2	1774.0
2020-01-12 20:30:00	YM	Futures	31421.1	31421.1	31393.9	31393.9	1236.0
2020-01-12 21:00:00	YM	Futures	31393.9	31411.3	31384.1	31408.0	1042.0
2020-01-12 21:30:00	YM	Futures	31408.0	31425.5	31405.9	31421.1	589.0
2020-01-12 22:00:00	YM	Futures	31422.2	31426.5	31413.5	31415.7	538.0
2020-01-12 22:30:00	YM	Futures	31415.7	31421.1	31411.3	31416.8	285.0
2020-01-12 23:00:00	YM	Futures	31416.8	31417.8	31410.2	31412.4	278.0
2020-01-12 23:30:00	YM	Futures	31411.3	31414.6	31410.2	31411.3	148.0
2020-01-12 18:00:00	CL	Futures	52.31	52.38	51.92	52.14	4562.0
2020-01-12 18:30:00	CL	Futures	52.13	52.21	52.13	52.2	888.0
2020-01-12 19:00:00	CL	Futures	52.2	52.29	52.17	52.22	1423.0
2020-01-12 19:30:00	CL	Futures	52.22	52.29	52.19	52.26	662.0
2020-01-12 20:00:00	CL	Futures	52.27	52.34	52.11	52.18	3020.0
2020-01-12 20:30:00	CL	Futures	52.18	52.33	52.17	52.3	1970.0
2020-01-12 21:00:00	CL	Futures	52.3	52.32	52.25	52.31	998.0
2020-01-12 21:30:00	CL	Futures	52.3	52.38	52.3	52.36	1540.0
2020-01-12 22:00:00	CL	Futures	52.36	52.43	52.32	52.34	1826.0
2020-01-12 22:30:00	CL	Futures	52.34	52.38	52.31	52.32	1276.0
2020-01-12 23:00:00	CL	Futures	52.31	52.34	52.31	52.34	579.0
2020-01-12 23:30:00	CL	Futures	52.34	52.36	52.32	52.36	591.0
2020-01-12 18:00:00	GC	Futures	1970.7	1970.8	1965.5	1966.3	3815.0
2020-01-12 18:30:00	GC	Futures	1966.1	1967.3	1965.7	1967.0	1199.0

> showing 50 of 676 rows — these rows as CSV

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