PREVIEW / futures_30min / 2020-01-19

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-01-19.parquet
  size:    20 KB
  rows:    610

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
2020-01-19 18:00:00	ES	Futures	3604.2	3605.8	3602.3	3605.3	6078.0
2020-01-19 18:30:00	ES	Futures	3605.0	3607.4	3604.7	3607.4	2533.0
2020-01-19 19:00:00	ES	Futures	3607.4	3608.0	3606.3	3606.6	3008.0
2020-01-19 19:30:00	ES	Futures	3606.6	3607.2	3605.0	3606.3	2369.0
2020-01-19 20:00:00	ES	Futures	3606.3	3607.2	3605.3	3606.6	1816.0
2020-01-19 20:30:00	ES	Futures	3606.9	3606.9	3605.3	3606.1	2239.0
2020-01-19 21:00:00	ES	Futures	3606.1	3606.6	3605.5	3606.3	1567.0
2020-01-19 21:30:00	ES	Futures	3606.3	3606.9	3605.0	3605.5	1589.0
2020-01-19 22:00:00	ES	Futures	3605.5	3606.3	3605.3	3606.1	1074.0
2020-01-19 22:30:00	ES	Futures	3606.3	3606.3	3605.5	3606.1	1040.0
2020-01-19 23:00:00	ES	Futures	3606.1	3606.3	3605.5	3605.5	448.0
2020-01-19 23:30:00	ES	Futures	3605.5	3606.1	3605.3	3605.5	540.0
2020-01-19 18:00:00	NQ	Futures	10611.5	10618.15	10604.56	10617.86	2683.0
2020-01-19 18:30:00	NQ	Futures	10617.86	10623.94	10615.84	10623.65	1560.0
2020-01-19 19:00:00	NQ	Futures	10623.94	10626.54	10621.05	10622.49	1954.0
2020-01-19 19:30:00	NQ	Futures	10622.78	10624.52	10614.39	10620.76	2024.0
2020-01-19 20:00:00	NQ	Futures	10620.76	10623.36	10616.42	10621.62	1248.0
2020-01-19 20:30:00	NQ	Futures	10621.05	10621.91	10617.0	10619.6	1361.0
2020-01-19 21:00:00	NQ	Futures	10619.89	10620.18	10617.58	10619.02	772.0
2020-01-19 21:30:00	NQ	Futures	10619.02	10620.18	10614.97	10617.86	986.0
2020-01-19 22:00:00	NQ	Futures	10617.29	10620.18	10617.0	10619.31	608.0
2020-01-19 22:30:00	NQ	Futures	10619.6	10619.89	10618.15	10618.73	431.0
2020-01-19 23:00:00	NQ	Futures	10618.73	10619.89	10618.15	10619.02	256.0
2020-01-19 23:30:00	NQ	Futures	10619.02	10619.31	10617.0	10617.58	214.0
2020-01-19 18:00:00	YM	Futures	31878.4	31891.4	31859.9	31889.3	1074.0
2020-01-19 18:30:00	YM	Futures	31889.3	31906.7	31883.8	31906.7	610.0
2020-01-19 19:00:00	YM	Futures	31907.8	31919.8	31900.2	31904.5	1248.0
2020-01-19 19:30:00	YM	Futures	31904.5	31908.9	31891.4	31901.2	631.0
2020-01-19 20:00:00	YM	Futures	31902.3	31908.9	31893.6	31903.4	451.0
2020-01-19 20:30:00	YM	Futures	31904.5	31904.5	31893.6	31900.2	321.0
2020-01-19 21:00:00	YM	Futures	31902.3	31905.6	31898.0	31903.4	277.0
2020-01-19 21:30:00	YM	Futures	31903.4	31906.7	31889.3	31895.8	407.0
2020-01-19 22:00:00	YM	Futures	31894.7	31903.4	31893.6	31900.2	264.0
2020-01-19 22:30:00	YM	Futures	31901.2	31905.6	31898.0	31902.3	230.0
2020-01-19 23:00:00	YM	Futures	31902.3	31905.6	31900.2	31902.3	158.0
2020-01-19 23:30:00	YM	Futures	31901.2	31902.3	31898.0	31899.1	167.0
2020-01-19 18:00:00	CL	Futures	52.58	52.95	52.4	52.66	9407.0
2020-01-19 18:30:00	CL	Futures	52.66	52.66	52.46	52.5	2562.0
2020-01-19 19:00:00	CL	Futures	52.51	52.54	52.44	52.49	1808.0
2020-01-19 19:30:00	CL	Futures	52.49	52.54	52.46	52.48	1407.0
2020-01-19 20:00:00	CL	Futures	52.47	52.47	52.33	52.41	4360.0
2020-01-19 20:30:00	CL	Futures	52.41	52.47	52.38	52.43	2136.0
2020-01-19 21:00:00	CL	Futures	52.43	52.47	52.42	52.44	1214.0
2020-01-19 21:30:00	CL	Futures	52.44	52.44	52.37	52.41	933.0
2020-01-19 22:00:00	CL	Futures	52.4	52.43	52.38	52.41	668.0
2020-01-19 22:30:00	CL	Futures	52.41	52.43	52.38	52.42	573.0
2020-01-19 23:00:00	CL	Futures	52.42	52.44	52.38	52.41	866.0
2020-01-19 23:30:00	CL	Futures	52.41	52.46	52.4	52.46	863.0
2020-01-19 18:00:00	GC	Futures	1963.5	1965.7	1961.7	1963.1	2384.0
2020-01-19 18:30:00	GC	Futures	1963.1	1963.9	1962.2	1963.2	1016.0

> showing 50 of 610 rows — these rows as CSV

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