PREVIEW / futures_30min / 2020-01-26

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-01-26.parquet
  size:    27 KB
  rows:    737

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
2020-01-26 18:00:00	ES	Futures	3544.3	3544.3	3526.7	3532.4	60002.0
2020-01-26 18:30:00	ES	Futures	3532.4	3534.5	3525.3	3532.4	33969.0
2020-01-26 19:00:00	ES	Futures	3532.4	3541.0	3531.0	3538.9	31338.0
2020-01-26 19:30:00	ES	Futures	3538.9	3543.2	3535.9	3542.9	16551.0
2020-01-26 20:00:00	ES	Futures	3543.2	3543.5	3541.0	3542.7	10734.0
2020-01-26 20:30:00	ES	Futures	3542.7	3542.9	3538.3	3540.5	8936.0
2020-01-26 21:00:00	ES	Futures	3540.5	3540.8	3532.6	3534.0	11844.0
2020-01-26 21:30:00	ES	Futures	3534.0	3536.4	3531.3	3533.2	11223.0
2020-01-26 22:00:00	ES	Futures	3533.2	3538.3	3533.2	3536.7	6037.0
2020-01-26 22:30:00	ES	Futures	3537.0	3540.2	3536.2	3538.6	6179.0
2020-01-26 23:00:00	ES	Futures	3538.6	3539.4	3537.0	3538.3	3385.0
2020-01-26 23:30:00	ES	Futures	3538.3	3538.6	3535.6	3536.2	3234.0
2020-01-26 18:00:00	NQ	Futures	10499.3	10499.3	10421.8	10433.95	19007.0
2020-01-26 18:30:00	NQ	Futures	10433.95	10441.18	10403.3	10427.01	14765.0
2020-01-26 19:00:00	NQ	Futures	10427.59	10451.88	10424.41	10444.36	10950.0
2020-01-26 19:30:00	NQ	Futures	10443.78	10463.45	10433.95	10462.58	7868.0
2020-01-26 20:00:00	NQ	Futures	10462.58	10463.45	10452.75	10461.13	4555.0
2020-01-26 20:30:00	NQ	Futures	10461.13	10461.42	10443.49	10454.77	4662.0
2020-01-26 21:00:00	NQ	Futures	10455.35	10455.35	10426.14	10430.48	7171.0
2020-01-26 21:30:00	NQ	Futures	10430.19	10435.69	10415.73	10427.3	9661.0
2020-01-26 22:00:00	NQ	Futures	10427.59	10449.57	10427.59	10442.63	5052.0
2020-01-26 22:30:00	NQ	Futures	10443.2	10458.82	10440.6	10449.28	4518.0
2020-01-26 23:00:00	NQ	Futures	10449.28	10456.22	10443.49	10450.72	2406.0
2020-01-26 23:30:00	NQ	Futures	10450.72	10451.59	10442.63	10444.07	1738.0
2020-01-26 18:00:00	YM	Futures	31268.7	31271.9	31146.7	31196.8	8795.0
2020-01-26 18:30:00	YM	Futures	31197.9	31208.8	31143.5	31193.6	5336.0
2020-01-26 19:00:00	YM	Futures	31191.4	31257.8	31181.6	31239.3	5966.0
2020-01-26 19:30:00	YM	Futures	31238.2	31277.4	31216.4	31275.2	3409.0
2020-01-26 20:00:00	YM	Futures	31276.3	31281.7	31256.7	31274.1	2257.0
2020-01-26 20:30:00	YM	Futures	31274.1	31275.2	31238.2	31255.6	2242.0
2020-01-26 21:00:00	YM	Futures	31255.6	31255.6	31191.4	31206.6	2708.0
2020-01-26 21:30:00	YM	Futures	31205.5	31223.0	31185.9	31196.8	2621.0
2020-01-26 22:00:00	YM	Futures	31196.8	31239.3	31196.8	31220.8	1640.0
2020-01-26 22:30:00	YM	Futures	31221.9	31254.5	31214.2	31240.4	1692.0
2020-01-26 23:00:00	YM	Futures	31240.4	31244.7	31224.0	31234.9	1106.0
2020-01-26 23:30:00	YM	Futures	31236.0	31237.1	31214.2	31218.6	804.0
2020-01-26 18:00:00	CL	Futures	47.57	47.58	46.2	46.63	20205.0
2020-01-26 18:30:00	CL	Futures	46.62	46.74	46.52	46.6	5348.0
2020-01-26 19:00:00	CL	Futures	46.61	46.92	46.48	46.87	8513.0
2020-01-26 19:30:00	CL	Futures	46.88	47.01	46.82	46.99	6185.0
2020-01-26 20:00:00	CL	Futures	47.0	47.1	46.92	46.96	6185.0
2020-01-26 20:30:00	CL	Futures	46.96	47.02	46.87	47.01	3561.0
2020-01-26 21:00:00	CL	Futures	47.01	47.02	46.84	46.87	2770.0
2020-01-26 21:30:00	CL	Futures	46.87	46.87	46.78	46.85	3490.0
2020-01-26 22:00:00	CL	Futures	46.85	46.94	46.82	46.84	2217.0
2020-01-26 22:30:00	CL	Futures	46.84	46.92	46.83	46.91	1462.0
2020-01-26 23:00:00	CL	Futures	46.92	46.94	46.86	46.87	1113.0
2020-01-26 23:30:00	CL	Futures	46.87	46.91	46.83	46.86	1139.0
2020-01-26 18:00:00	GC	Futures	1981.1	1991.9	1979.8	1987.9	3958.0
2020-01-26 18:30:00	GC	Futures	1987.8	1988.6	1982.9	1984.0	1287.0

> showing 50 of 737 rows — these rows as CSV

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