PREVIEW / futures_30min / 2020-02-16

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-02-16.parquet
  size:    23 KB
  rows:    636

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
2020-02-16 18:00:00	ES	Futures	3666.2	3673.3	3666.0	3672.7	9279.0
2020-02-16 18:30:00	ES	Futures	3672.7	3674.1	3671.4	3672.2	4471.0
2020-02-16 19:00:00	ES	Futures	3672.2	3672.7	3668.1	3670.3	8962.0
2020-02-16 19:30:00	ES	Futures	3670.0	3670.8	3667.3	3667.6	3990.0
2020-02-16 20:00:00	ES	Futures	3667.6	3670.8	3666.5	3670.0	6500.0
2020-02-16 20:30:00	ES	Futures	3670.0	3674.4	3669.2	3672.5	8158.0
2020-02-16 21:00:00	ES	Futures	3672.5	3674.1	3671.9	3672.7	3704.0
2020-02-16 21:30:00	ES	Futures	3672.7	3673.8	3671.9	3673.3	2320.0
2020-02-16 22:00:00	ES	Futures	3673.3	3673.5	3671.6	3672.5	2164.0
2020-02-16 22:30:00	ES	Futures	3672.5	3673.0	3671.9	3672.7	1319.0
2020-02-16 23:00:00	ES	Futures	3672.5	3672.7	3671.1	3671.9	1529.0
2020-02-16 23:30:00	ES	Futures	3671.9	3672.5	3671.4	3671.6	1585.0
2020-02-16 18:00:00	NQ	Futures	11144.74	11177.7	11143.87	11175.39	5397.0
2020-02-16 18:30:00	NQ	Futures	11175.39	11183.78	11174.23	11177.99	3539.0
2020-02-16 19:00:00	NQ	Futures	11177.7	11182.91	11173.66	11175.97	5796.0
2020-02-16 19:30:00	NQ	Futures	11176.55	11178.57	11167.58	11168.74	2925.0
2020-02-16 20:00:00	NQ	Futures	11168.16	11180.02	11165.56	11176.84	2953.0
2020-02-16 20:30:00	NQ	Futures	11176.84	11193.03	11174.52	11187.82	5167.0
2020-02-16 21:00:00	NQ	Futures	11187.82	11192.16	11183.78	11185.8	1798.0
2020-02-16 21:30:00	NQ	Futures	11185.8	11189.56	11182.33	11187.25	1265.0
2020-02-16 22:00:00	NQ	Futures	11187.25	11189.56	11183.78	11186.96	1496.0
2020-02-16 22:30:00	NQ	Futures	11187.25	11189.27	11186.09	11188.4	715.0
2020-02-16 23:00:00	NQ	Futures	11188.11	11188.69	11184.07	11186.96	906.0
2020-02-16 23:30:00	NQ	Futures	11186.96	11188.98	11184.35	11186.09	1396.0
2020-02-16 18:00:00	YM	Futures	31991.6	32078.7	31991.6	32062.4	1789.0
2020-02-16 18:30:00	YM	Futures	32062.4	32073.3	32050.4	32058.0	1016.0
2020-02-16 19:00:00	YM	Futures	32055.8	32061.3	32016.6	32037.3	1577.0
2020-02-16 19:30:00	YM	Futures	32033.0	32042.8	32011.2	32013.4	831.0
2020-02-16 20:00:00	YM	Futures	32013.4	32046.0	32004.7	32039.5	1366.0
2020-02-16 20:30:00	YM	Futures	32038.4	32074.4	32033.0	32061.3	2225.0
2020-02-16 21:00:00	YM	Futures	32062.4	32072.2	32053.7	32061.3	918.0
2020-02-16 21:30:00	YM	Futures	32062.4	32070.0	32056.9	32063.5	755.0
2020-02-16 22:00:00	YM	Futures	32064.6	32068.9	32051.5	32054.8	525.0
2020-02-16 22:30:00	YM	Futures	32055.8	32061.3	32052.6	32059.1	460.0
2020-02-16 23:00:00	YM	Futures	32059.1	32059.1	32038.4	32047.1	882.0
2020-02-16 23:30:00	YM	Futures	32048.2	32050.4	32040.6	32045.0	505.0
2020-02-16 18:00:00	CL	Futures	46.28	46.42	46.17	46.19	1645.0
2020-02-16 18:30:00	CL	Futures	46.19	46.26	46.15	46.17	787.0
2020-02-16 19:00:00	CL	Futures	46.16	46.17	46.05	46.11	1750.0
2020-02-16 19:30:00	CL	Futures	46.1	46.14	46.06	46.1	1620.0
2020-02-16 20:00:00	CL	Futures	46.09	46.09	45.89	46.0	5254.0
2020-02-16 20:30:00	CL	Futures	46.0	46.13	45.98	46.11	3080.0
2020-02-16 21:00:00	CL	Futures	46.11	46.12	46.07	46.09	1109.0
2020-02-16 21:30:00	CL	Futures	46.09	46.15	46.07	46.12	1481.0
2020-02-16 22:00:00	CL	Futures	46.12	46.12	46.05	46.11	1533.0
2020-02-16 22:30:00	CL	Futures	46.1	46.12	46.08	46.11	713.0
2020-02-16 23:00:00	CL	Futures	46.1	46.12	46.07	46.09	658.0
2020-02-16 23:30:00	CL	Futures	46.09	46.1	46.08	46.08	406.0
2020-02-16 18:00:00	GC	Futures	1979.9	1980.6	1977.6	1979.4	3034.0
2020-02-16 18:30:00	GC	Futures	1979.4	1981.3	1978.5	1981.0	1513.0

> showing 50 of 636 rows — these rows as CSV

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