PREVIEW / futures_30min / 2020-03-08

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-03-08.parquet
  size:    30 KB
  rows:    740

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
2020-03-08 18:00:00	ES	Futures	3160.8	3160.8	3070.9	3086.0	89108.0
2020-03-08 18:30:00	ES	Futures	3085.8	3090.4	3065.2	3078.7	31886.0
2020-03-08 19:00:00	ES	Futures	3078.7	3089.3	3066.5	3074.7	26941.0
2020-03-08 19:30:00	ES	Futures	3074.7	3077.1	3055.7	3059.5	36361.0
2020-03-08 20:00:00	ES	Futures	3059.5	3077.4	3055.7	3072.8	25462.0
2020-03-08 20:30:00	ES	Futures	3073.0	3077.1	3064.4	3072.5	14498.0
2020-03-08 21:00:00	ES	Futures	3072.5	3077.4	3063.3	3067.1	17471.0
2020-03-08 21:30:00	ES	Futures	3067.3	3069.2	3055.7	3055.7	20874.0
2020-03-08 22:00:00	ES	Futures	3055.7	3055.7	3055.7	3055.7	1266.0
2020-03-08 22:30:00	ES	Futures	3055.7	3055.7	3055.7	3055.7	974.0
2020-03-08 23:00:00	ES	Futures	3055.7	3066.0	3055.7	3055.7	20541.0
2020-03-08 23:30:00	ES	Futures	3055.7	3057.9	3055.7	3055.7	4590.0
2020-03-08 18:00:00	NQ	Futures	9680.36	9687.3	9432.83	9463.77	17052.0
2020-03-08 18:30:00	NQ	Futures	9464.06	9482.28	9398.13	9453.36	10816.0
2020-03-08 19:00:00	NQ	Futures	9451.63	9484.3	9414.04	9435.43	8311.0
2020-03-08 19:30:00	NQ	Futures	9437.75	9444.4	9371.53	9386.85	10858.0
2020-03-08 20:00:00	NQ	Futures	9385.7	9438.04	9370.37	9425.31	12075.0
2020-03-08 20:30:00	NQ	Futures	9425.89	9430.81	9393.5	9413.75	4839.0
2020-03-08 21:00:00	NQ	Futures	9415.19	9429.65	9388.88	9399.87	5796.0
2020-03-08 21:30:00	NQ	Futures	9399.87	9406.23	9361.41	9361.41	5867.0
2020-03-08 22:00:00	NQ	Futures	9361.41	9361.7	9361.41	9361.41	289.0
2020-03-08 22:30:00	NQ	Futures	9361.41	9361.41	9361.41	9361.41	86.0
2020-03-08 23:00:00	NQ	Futures	9361.41	9401.02	9361.41	9361.41	5816.0
2020-03-08 23:30:00	NQ	Futures	9361.41	9368.06	9361.41	9361.41	1423.0
2020-03-08 18:00:00	YM	Futures	27606.2	27606.2	26847.3	27029.1	8206.0
2020-03-08 18:30:00	YM	Futures	27029.1	27071.6	26891.9	26995.4	4327.0
2020-03-08 19:00:00	YM	Futures	26993.2	27075.9	26905.0	26964.9	4941.0
2020-03-08 19:30:00	YM	Futures	26969.2	26980.1	26828.8	26863.6	6946.0
2020-03-08 20:00:00	YM	Futures	26858.2	26976.9	26840.8	26955.1	4813.0
2020-03-08 20:30:00	YM	Futures	26955.1	26986.7	26870.2	26934.4	2740.0
2020-03-08 21:00:00	YM	Futures	26934.4	26981.2	26886.5	26925.7	3441.0
2020-03-08 21:30:00	YM	Futures	26924.6	26940.9	26783.1	26786.3	4482.0
2020-03-08 22:00:00	YM	Futures	26786.3	26792.9	26711.2	26711.2	2372.0
2020-03-08 22:30:00	YM	Futures	26711.2	26711.2	26711.2	26711.2	149.0
2020-03-08 23:00:00	YM	Futures	26711.2	26890.8	26711.2	26804.8	4828.0
2020-03-08 23:30:00	YM	Futures	26799.4	26821.2	26718.8	26770.0	1747.0
2020-03-08 18:00:00	CL	Futures	28.98	29.4	26.45	28.9	45425.0
2020-03-08 18:30:00	CL	Futures	28.92	28.97	27.97	28.75	25237.0
2020-03-08 19:00:00	CL	Futures	28.74	29.62	28.49	29.57	23002.0
2020-03-08 19:30:00	CL	Futures	29.57	29.6	28.51	28.67	17138.0
2020-03-08 20:00:00	CL	Futures	28.67	29.25	28.22	28.83	20719.0
2020-03-08 20:30:00	CL	Futures	28.82	29.03	28.63	28.96	9000.0
2020-03-08 21:00:00	CL	Futures	28.97	29.09	28.02	28.16	21127.0
2020-03-08 21:30:00	CL	Futures	28.16	28.24	26.62	27.18	40557.0
2020-03-08 22:00:00	CL	Futures	27.19	27.32	26.78	27.24	14594.0
2020-03-08 22:30:00	CL	Futures	27.23	27.25	26.73	26.88	13018.0
2020-03-08 23:00:00	CL	Futures	26.87	26.97	26.2	26.5	21697.0
2020-03-08 23:30:00	CL	Futures	26.5	26.65	24.6	25.09	47049.0
2020-03-08 18:00:00	GC	Futures	2114.2	2125.4	2098.9	2117.4	14074.0
2020-03-08 18:30:00	GC	Futures	2117.7	2126.5	2109.9	2122.2	9189.0

> showing 50 of 740 rows — these rows as CSV

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