PREVIEW / futures_30min / 2020-02-09

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-02-09.parquet
  size:    28 KB
  rows:    732

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
2020-02-09 18:00:00	ES	Futures	3601.2	3608.8	3598.2	3599.8	20368.0
2020-02-09 18:30:00	ES	Futures	3599.8	3600.1	3580.9	3589.3	33896.0
2020-02-09 19:00:00	ES	Futures	3589.5	3593.3	3589.3	3592.5	12699.0
2020-02-09 19:30:00	ES	Futures	3592.5	3595.2	3590.9	3593.6	9702.0
2020-02-09 20:00:00	ES	Futures	3593.6	3599.0	3590.9	3595.5	19847.0
2020-02-09 20:30:00	ES	Futures	3595.8	3607.7	3594.4	3603.6	24034.0
2020-02-09 21:00:00	ES	Futures	3603.6	3611.2	3602.8	3609.6	15224.0
2020-02-09 21:30:00	ES	Futures	3609.6	3614.5	3608.2	3611.2	10447.0
2020-02-09 22:00:00	ES	Futures	3610.9	3612.8	3608.5	3609.6	6338.0
2020-02-09 22:30:00	ES	Futures	3609.9	3609.9	3606.3	3606.3	7952.0
2020-02-09 23:00:00	ES	Futures	3606.6	3608.2	3606.3	3607.4	3774.0
2020-02-09 23:30:00	ES	Futures	3607.4	3609.3	3603.1	3604.2	6394.0
2020-02-09 18:00:00	NQ	Futures	10874.65	10900.68	10863.08	10866.84	8634.0
2020-02-09 18:30:00	NQ	Futures	10867.13	10867.42	10792.81	10822.89	13200.0
2020-02-09 19:00:00	NQ	Futures	10822.6	10837.64	10822.6	10833.59	6453.0
2020-02-09 19:30:00	NQ	Futures	10833.88	10847.47	10828.38	10840.82	5756.0
2020-02-09 20:00:00	NQ	Futures	10840.82	10860.48	10831.27	10848.91	8065.0
2020-02-09 20:30:00	NQ	Futures	10849.2	10896.05	10845.15	10879.86	10820.0
2020-02-09 21:00:00	NQ	Futures	10880.43	10907.04	10877.54	10900.39	6654.0
2020-02-09 21:30:00	NQ	Futures	10900.68	10919.18	10896.63	10906.46	4978.0
2020-02-09 22:00:00	NQ	Futures	10906.46	10913.11	10898.36	10901.83	3258.0
2020-02-09 22:30:00	NQ	Futures	10901.83	10904.43	10889.98	10891.71	3993.0
2020-02-09 23:00:00	NQ	Futures	10891.71	10898.07	10890.84	10894.6	2044.0
2020-02-09 23:30:00	NQ	Futures	10894.6	10906.46	10878.12	10882.75	4854.0
2020-02-09 18:00:00	YM	Futures	31596.4	31657.4	31563.7	31579.0	3063.0
2020-02-09 18:30:00	YM	Futures	31580.1	31583.3	31410.2	31481.0	6217.0
2020-02-09 19:00:00	YM	Futures	31484.3	31515.8	31479.9	31504.9	2081.0
2020-02-09 19:30:00	YM	Futures	31504.9	31539.8	31499.5	31523.4	1956.0
2020-02-09 20:00:00	YM	Futures	31524.5	31564.8	31496.2	31536.5	3324.0
2020-02-09 20:30:00	YM	Futures	31538.7	31653.0	31526.7	31613.8	4663.0
2020-02-09 21:00:00	YM	Futures	31614.9	31688.9	31607.3	31669.3	3319.0
2020-02-09 21:30:00	YM	Futures	31670.4	31711.8	31655.2	31680.2	2240.0
2020-02-09 22:00:00	YM	Futures	31679.1	31692.2	31651.9	31660.6	1431.0
2020-02-09 22:30:00	YM	Futures	31661.7	31662.8	31630.1	31633.4	1560.0
2020-02-09 23:00:00	YM	Futures	31633.4	31648.7	31630.1	31638.9	846.0
2020-02-09 23:30:00	YM	Futures	31637.8	31656.3	31600.7	31609.5	1359.0
2020-02-09 18:00:00	CL	Futures	44.4	44.44	44.11	44.15	10655.0
2020-02-09 18:30:00	CL	Futures	44.15	44.15	43.91	44.07	5481.0
2020-02-09 19:00:00	CL	Futures	44.08	44.21	44.07	44.11	3988.0
2020-02-09 19:30:00	CL	Futures	44.11	44.24	44.1	44.2	3330.0
2020-02-09 20:00:00	CL	Futures	44.2	44.33	44.15	44.29	9095.0
2020-02-09 20:30:00	CL	Futures	44.3	44.44	44.28	44.38	6406.0
2020-02-09 21:00:00	CL	Futures	44.39	44.51	44.39	44.49	3842.0
2020-02-09 21:30:00	CL	Futures	44.49	44.73	44.47	44.62	7017.0
2020-02-09 22:00:00	CL	Futures	44.62	44.65	44.48	44.51	4111.0
2020-02-09 22:30:00	CL	Futures	44.52	44.52	44.45	44.46	2506.0
2020-02-09 23:00:00	CL	Futures	44.46	44.52	44.46	44.5	1723.0
2020-02-09 23:30:00	CL	Futures	44.5	44.55	44.45	44.47	2122.0
2020-02-09 18:00:00	GC	Futures	1968.3	1968.8	1964.3	1968.6	3836.0
2020-02-09 18:30:00	GC	Futures	1968.5	1973.8	1968.4	1971.4	6748.0

> showing 50 of 732 rows — these rows as CSV

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