PREVIEW / futures_30min / 2020-03-01

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-03-01.parquet
  size:    30 KB
  rows:    765

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
2020-03-01 18:00:00	ES	Futures	3143.5	3173.8	3131.8	3163.8	74285.0
2020-03-01 18:30:00	ES	Futures	3163.8	3166.5	3150.3	3164.4	26931.0
2020-03-01 19:00:00	ES	Futures	3164.1	3174.9	3158.7	3161.9	29258.0
2020-03-01 19:30:00	ES	Futures	3161.6	3166.3	3153.0	3163.3	22558.0
2020-03-01 20:00:00	ES	Futures	3163.3	3188.2	3162.5	3187.4	32170.0
2020-03-01 20:30:00	ES	Futures	3187.1	3213.7	3184.9	3193.6	44793.0
2020-03-01 21:00:00	ES	Futures	3193.6	3218.8	3189.0	3213.9	26250.0
2020-03-01 21:30:00	ES	Futures	3213.7	3234.0	3207.4	3225.1	27897.0
2020-03-01 22:00:00	ES	Futures	3225.3	3233.5	3213.9	3226.1	21753.0
2020-03-01 22:30:00	ES	Futures	3226.1	3232.4	3215.0	3219.6	15749.0
2020-03-01 23:00:00	ES	Futures	3219.4	3225.1	3209.1	3216.7	13549.0
2020-03-01 23:30:00	ES	Futures	3216.9	3219.4	3203.1	3213.7	14657.0
2020-03-01 18:00:00	NQ	Futures	9657.52	9700.03	9512.93	9678.05	20729.0
2020-03-01 18:30:00	NQ	Futures	9677.47	9687.02	9623.69	9665.04	10107.0
2020-03-01 19:00:00	NQ	Futures	9664.75	9704.08	9647.69	9663.59	13007.0
2020-03-01 19:30:00	NQ	Futures	9663.3	9672.85	9619.35	9657.23	13373.0
2020-03-01 20:00:00	NQ	Futures	9656.94	9745.14	9656.07	9744.56	16634.0
2020-03-01 20:30:00	NQ	Futures	9744.56	9833.34	9736.17	9767.69	21604.0
2020-03-01 21:00:00	NQ	Futures	9767.69	9848.95	9752.95	9830.16	17637.0
2020-03-01 21:30:00	NQ	Futures	9830.16	9897.53	9810.78	9869.19	16850.0
2020-03-01 22:00:00	NQ	Futures	9868.04	9904.18	9831.89	9868.33	14050.0
2020-03-01 22:30:00	NQ	Futures	9867.46	9894.64	9835.36	9848.66	10771.0
2020-03-01 23:00:00	NQ	Futures	9847.22	9869.77	9811.07	9840.57	11447.0
2020-03-01 23:30:00	NQ	Futures	9840.57	9848.66	9791.7	9829.29	13145.0
2020-03-01 18:00:00	YM	Futures	27432.0	27432.0	27056.3	27308.9	7763.0
2020-03-01 18:30:00	YM	Futures	27305.7	27331.8	27199.0	27319.8	3938.0
2020-03-01 19:00:00	YM	Futures	27316.5	27421.1	27278.4	27318.7	4850.0
2020-03-01 19:30:00	YM	Futures	27318.7	27368.8	27259.9	27354.7	4066.0
2020-03-01 20:00:00	YM	Futures	27355.7	27589.8	27347.0	27574.6	6057.0
2020-03-01 20:30:00	YM	Futures	27575.7	27801.0	27558.2	27621.4	9143.0
2020-03-01 21:00:00	YM	Futures	27619.2	27860.9	27572.4	27813.0	6161.0
2020-03-01 21:30:00	YM	Futures	27814.1	27983.9	27756.4	27892.5	5843.0
2020-03-01 22:00:00	YM	Futures	27891.4	27978.5	27789.1	27909.9	5316.0
2020-03-01 22:30:00	YM	Futures	27912.1	27957.8	27806.5	27851.1	4127.0
2020-03-01 23:00:00	YM	Futures	27850.0	27880.5	27759.7	27813.0	3295.0
2020-03-01 23:30:00	YM	Futures	27817.4	27830.4	27692.2	27786.9	3662.0
2020-03-01 18:00:00	CL	Futures	38.53	39.37	38.2	39.33	17134.0
2020-03-01 18:30:00	CL	Futures	39.34	39.41	39.12	39.33	5943.0
2020-03-01 19:00:00	CL	Futures	39.32	39.65	39.31	39.36	7267.0
2020-03-01 19:30:00	CL	Futures	39.37	39.45	39.18	39.21	5911.0
2020-03-01 20:00:00	CL	Futures	39.22	40.24	39.21	39.7	25325.0
2020-03-01 20:30:00	CL	Futures	39.69	40.09	39.64	39.79	13090.0
2020-03-01 21:00:00	CL	Futures	39.79	40.45	39.74	40.3	11219.0
2020-03-01 21:30:00	CL	Futures	40.3	40.93	40.28	40.68	16282.0
2020-03-01 22:00:00	CL	Futures	40.68	40.93	40.58	40.71	9359.0
2020-03-01 22:30:00	CL	Futures	40.7	40.9	40.67	40.68	6145.0
2020-03-01 23:00:00	CL	Futures	40.69	40.76	40.6	40.67	4598.0
2020-03-01 23:30:00	CL	Futures	40.67	40.69	40.58	40.63	4172.0
2020-03-01 18:00:00	GC	Futures	1989.5	1991.4	1968.9	1974.9	11331.0
2020-03-01 18:30:00	GC	Futures	1974.8	1983.9	1974.0	1981.1	4361.0

> showing 50 of 765 rows — these rows as CSV

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