PREVIEW / futures_30min / 2020-02-23

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-02-23.parquet
  size:    27 KB
  rows:    723

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
2020-02-23 18:00:00	ES	Futures	3586.8	3590.1	3565.7	3575.2	66504.0
2020-02-23 18:30:00	ES	Futures	3575.2	3580.1	3571.9	3575.2	25988.0
2020-02-23 19:00:00	ES	Futures	3575.4	3579.5	3571.9	3579.2	25882.0
2020-02-23 19:30:00	ES	Futures	3579.0	3581.1	3570.3	3573.3	24033.0
2020-02-23 20:00:00	ES	Futures	3573.3	3577.1	3572.5	3576.5	19850.0
2020-02-23 20:30:00	ES	Futures	3576.5	3577.6	3573.5	3574.9	16130.0
2020-02-23 21:00:00	ES	Futures	3574.9	3576.8	3570.3	3571.1	13884.0
2020-02-23 21:30:00	ES	Futures	3571.1	3571.9	3561.4	3565.4	28490.0
2020-02-23 22:00:00	ES	Futures	3565.1	3570.8	3561.6	3570.8	17399.0
2020-02-23 22:30:00	ES	Futures	3570.6	3571.1	3566.0	3568.9	8721.0
2020-02-23 23:00:00	ES	Futures	3569.2	3572.2	3569.2	3570.6	6463.0
2020-02-23 23:30:00	ES	Futures	3570.6	3573.0	3569.2	3570.3	9047.0
2020-02-23 18:00:00	NQ	Futures	10821.15	10832.43	10744.52	10780.38	20776.0
2020-02-23 18:30:00	NQ	Futures	10780.67	10801.78	10759.56	10768.23	13522.0
2020-02-23 19:00:00	NQ	Futures	10768.81	10778.93	10749.44	10777.78	14291.0
2020-02-23 19:30:00	NQ	Futures	10778.07	10784.72	10737.58	10754.06	12150.0
2020-02-23 20:00:00	NQ	Futures	10754.64	10769.39	10750.02	10763.32	6710.0
2020-02-23 20:30:00	NQ	Futures	10763.9	10772.57	10754.35	10758.69	5180.0
2020-02-23 21:00:00	NQ	Futures	10758.11	10764.76	10728.33	10734.69	7145.0
2020-02-23 21:30:00	NQ	Futures	10734.98	10741.63	10702.88	10721.68	13799.0
2020-02-23 22:00:00	NQ	Futures	10721.39	10738.74	10703.75	10737.58	9593.0
2020-02-23 22:30:00	NQ	Futures	10737.29	10741.05	10722.83	10737.58	5339.0
2020-02-23 23:00:00	NQ	Futures	10738.74	10753.49	10738.74	10746.26	4292.0
2020-02-23 23:30:00	NQ	Futures	10746.84	10760.43	10741.34	10749.44	5086.0
2020-02-23 18:00:00	YM	Futures	31295.9	31305.7	31114.1	31168.5	9372.0
2020-02-23 18:30:00	YM	Futures	31169.6	31219.7	31147.8	31184.8	5514.0
2020-02-23 19:00:00	YM	Futures	31185.9	31206.6	31151.1	31202.3	6053.0
2020-02-23 19:30:00	YM	Futures	31202.3	31217.5	31145.7	31157.6	4829.0
2020-02-23 20:00:00	YM	Futures	31155.5	31192.5	31147.8	31182.7	3006.0
2020-02-23 20:30:00	YM	Futures	31183.8	31192.5	31155.5	31169.6	2376.0
2020-02-23 21:00:00	YM	Futures	31167.4	31181.6	31122.8	31129.3	2621.0
2020-02-23 21:30:00	YM	Futures	31130.4	31140.2	31062.9	31092.3	4970.0
2020-02-23 22:00:00	YM	Futures	31091.2	31131.5	31058.6	31130.4	3308.0
2020-02-23 22:30:00	YM	Futures	31129.3	31131.5	31093.4	31114.1	1509.0
2020-02-23 23:00:00	YM	Futures	31115.2	31139.1	31115.2	31126.1	1185.0
2020-02-23 23:30:00	YM	Futures	31125.0	31148.9	31115.2	31123.9	1775.0
2020-02-23 18:00:00	CL	Futures	46.38	46.41	45.55	45.87	20392.0
2020-02-23 18:30:00	CL	Futures	45.87	45.99	45.87	45.91	5060.0
2020-02-23 19:00:00	CL	Futures	45.91	45.97	45.83	45.91	4685.0
2020-02-23 19:30:00	CL	Futures	45.91	45.94	45.66	45.74	8978.0
2020-02-23 20:00:00	CL	Futures	45.74	45.89	45.62	45.75	12002.0
2020-02-23 20:30:00	CL	Futures	45.75	45.92	45.74	45.82	6755.0
2020-02-23 21:00:00	CL	Futures	45.83	45.94	45.82	45.84	3592.0
2020-02-23 21:30:00	CL	Futures	45.84	45.88	45.8	45.82	3713.0
2020-02-23 22:00:00	CL	Futures	45.82	45.87	45.75	45.83	3415.0
2020-02-23 22:30:00	CL	Futures	45.83	45.96	45.83	45.94	3550.0
2020-02-23 23:00:00	CL	Futures	45.94	46.06	45.94	45.97	3538.0
2020-02-23 23:30:00	CL	Futures	45.97	46.0	45.95	45.97	1395.0
2020-02-23 18:00:00	GC	Futures	2068.4	2103.5	2066.7	2085.7	31304.0
2020-02-23 18:30:00	GC	Futures	2085.6	2086.8	2080.9	2083.7	7682.0

> showing 50 of 723 rows — these rows as CSV

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