PREVIEW / futures_30min / 2020-02-02

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-02-02.parquet
  size:    28 KB
  rows:    736

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
2020-02-02 18:00:00	ES	Futures	3493.3	3507.7	3492.5	3505.8	40436.0
2020-02-02 18:30:00	ES	Futures	3506.1	3508.0	3500.7	3503.4	12772.0
2020-02-02 19:00:00	ES	Futures	3503.4	3506.3	3500.9	3505.0	13140.0
2020-02-02 19:30:00	ES	Futures	3505.0	3516.9	3504.2	3510.7	23474.0
2020-02-02 20:00:00	ES	Futures	3510.7	3514.5	3505.5	3510.4	28830.0
2020-02-02 20:30:00	ES	Futures	3510.1	3521.8	3508.5	3521.2	36062.0
2020-02-02 21:00:00	ES	Futures	3521.0	3523.4	3515.0	3516.9	20641.0
2020-02-02 21:30:00	ES	Futures	3516.9	3517.5	3512.6	3513.4	11397.0
2020-02-02 22:00:00	ES	Futures	3513.4	3519.4	3512.0	3517.7	13712.0
2020-02-02 22:30:00	ES	Futures	3517.7	3519.6	3516.4	3517.7	6712.0
2020-02-02 23:00:00	ES	Futures	3518.0	3519.1	3515.0	3517.7	5627.0
2020-02-02 23:30:00	ES	Futures	3517.5	3518.3	3515.8	3517.5	3430.0
2020-02-02 18:00:00	NQ	Futures	10390.28	10448.12	10381.32	10439.73	13239.0
2020-02-02 18:30:00	NQ	Futures	10440.31	10454.48	10422.38	10434.24	6691.0
2020-02-02 19:00:00	NQ	Futures	10433.37	10450.72	10423.25	10443.2	6158.0
2020-02-02 19:30:00	NQ	Futures	10443.2	10486.0	10440.6	10462.29	8817.0
2020-02-02 20:00:00	NQ	Futures	10462.0	10477.62	10442.63	10460.84	11651.0
2020-02-02 20:30:00	NQ	Futures	10460.84	10502.19	10453.9	10499.88	11832.0
2020-02-02 21:00:00	NQ	Futures	10499.88	10516.94	10479.64	10488.31	10756.0
2020-02-02 21:30:00	NQ	Futures	10488.03	10491.78	10471.54	10474.43	4294.0
2020-02-02 22:00:00	NQ	Futures	10474.72	10500.75	10470.1	10494.1	5476.0
2020-02-02 22:30:00	NQ	Futures	10493.81	10499.3	10487.16	10494.97	2829.0
2020-02-02 23:00:00	NQ	Futures	10495.54	10499.59	10484.56	10493.23	2325.0
2020-02-02 23:30:00	NQ	Futures	10493.23	10495.83	10486.58	10492.94	1578.0
2020-02-02 18:00:00	YM	Futures	30657.9	30794.0	30632.9	30775.5	5331.0
2020-02-02 18:30:00	YM	Futures	30777.7	30794.0	30735.2	30765.7	2813.0
2020-02-02 19:00:00	YM	Futures	30763.5	30784.2	30737.4	30776.6	2277.0
2020-02-02 19:30:00	YM	Futures	30776.6	30887.6	30768.9	30841.9	5060.0
2020-02-02 20:00:00	YM	Futures	30841.9	30871.3	30794.0	30831.0	5771.0
2020-02-02 20:30:00	YM	Futures	30832.1	30944.2	30814.7	30937.7	8432.0
2020-02-02 21:00:00	YM	Futures	30936.6	30955.1	30870.2	30885.4	4418.0
2020-02-02 21:30:00	YM	Futures	30884.4	30893.1	30848.4	30856.0	2073.0
2020-02-02 22:00:00	YM	Futures	30856.0	30908.3	30839.7	30895.2	2790.0
2020-02-02 22:30:00	YM	Futures	30895.2	30908.3	30877.8	30887.6	1604.0
2020-02-02 23:00:00	YM	Futures	30892.0	30897.4	30864.8	30890.9	1215.0
2020-02-02 23:30:00	YM	Futures	30888.7	30900.7	30877.8	30892.0	979.0
2020-02-02 18:00:00	CL	Futures	45.19	45.42	44.67	45.23	12059.0
2020-02-02 18:30:00	CL	Futures	45.23	45.26	45.14	45.23	2854.0
2020-02-02 19:00:00	CL	Futures	45.23	45.24	44.82	45.03	8817.0
2020-02-02 19:30:00	CL	Futures	45.02	45.39	45.0	45.32	7759.0
2020-02-02 20:00:00	CL	Futures	45.31	45.54	45.18	45.34	15466.0
2020-02-02 20:30:00	CL	Futures	45.33	45.7	45.32	45.7	10080.0
2020-02-02 21:00:00	CL	Futures	45.7	45.7	45.47	45.5	5777.0
2020-02-02 21:30:00	CL	Futures	45.51	45.54	45.39	45.42	3307.0
2020-02-02 22:00:00	CL	Futures	45.41	45.61	45.36	45.57	4888.0
2020-02-02 22:30:00	CL	Futures	45.58	45.59	45.48	45.57	3097.0
2020-02-02 23:00:00	CL	Futures	45.57	45.57	45.46	45.56	2377.0
2020-02-02 23:30:00	CL	Futures	45.55	45.66	45.51	45.63	2554.0
2020-02-02 18:00:00	GC	Futures	1995.7	1996.6	1988.5	1990.6	9433.0
2020-02-02 18:30:00	GC	Futures	1990.6	1993.0	1989.4	1990.9	2833.0

> showing 50 of 736 rows — these rows as CSV

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