PREVIEW / futures_30min / 2020-03-15

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-03-15.parquet
  size:    26 KB
  rows:    676

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
2020-03-15 18:00:00	ES	Futures	2888.48	2908.79	2805.06	2805.06	49767.0
2020-03-15 18:30:00	ES	Futures	2805.06	2805.06	2805.06	2805.06	1634.0
2020-03-15 19:00:00	ES	Futures	2805.06	2805.06	2805.06	2805.06	641.0
2020-03-15 19:30:00	ES	Futures	2805.06	2805.06	2805.06	2805.06	232.0
2020-03-15 20:00:00	ES	Futures	2805.06	2805.06	2805.06	2805.06	73.0
2020-03-15 20:30:00	ES	Futures	2805.06	2805.06	2805.06	2805.06	2098.0
2020-03-15 21:00:00	ES	Futures	2805.06	2805.06	2805.06	2805.06	834.0
2020-03-15 21:30:00	ES	Futures	2805.06	2805.06	2805.06	2805.06	37.0
2020-03-15 22:00:00	ES	Futures	2805.06	2805.06	2805.06	2805.06	50.0
2020-03-15 22:30:00	ES	Futures	2805.06	2805.06	2805.06	2805.06	39.0
2020-03-15 23:00:00	ES	Futures	2805.06	2805.06	2805.06	2805.06	40.0
2020-03-15 23:30:00	ES	Futures	2805.06	2805.06	2805.06	2805.06	2706.0
2020-03-15 18:00:00	NQ	Futures	9048.81	9049.1	8616.06	8616.06	6205.0
2020-03-15 18:30:00	NQ	Futures	8616.06	8616.06	8616.06	8616.06	133.0
2020-03-15 19:00:00	NQ	Futures	8616.06	8616.06	8616.06	8616.06	24.0
2020-03-15 19:30:00	NQ	Futures	8616.06	8616.06	8616.06	8616.06	7.0
2020-03-15 20:00:00	NQ	Futures	8616.06	8616.06	8616.06	8616.06	8.0
2020-03-15 20:30:00	NQ	Futures	8616.06	8616.06	8616.06	8616.06	4.0
2020-03-15 21:00:00	NQ	Futures	8616.06	8616.06	8616.06	8616.06	238.0
2020-03-15 21:30:00	NQ	Futures	8616.06	8616.06	8616.06	8616.06	8.0
2020-03-15 22:00:00	NQ	Futures	8616.06	8616.06	8616.06	8616.06	17.0
2020-03-15 22:30:00	NQ	Futures	8616.06	8616.06	8616.06	8616.06	68.0
2020-03-15 23:00:00	NQ	Futures	8616.06	8616.06	8616.06	8616.06	16.0
2020-03-15 23:30:00	NQ	Futures	8616.06	8616.06	8616.06	8616.06	15.0
2020-03-15 18:00:00	YM	Futures	24869.2	24872.5	23875.7	23875.7	3341.0
2020-03-15 18:30:00	YM	Futures	23875.7	23875.7	23875.7	23875.7	34.0
2020-03-15 19:00:00	YM	Futures	23875.7	23875.7	23875.7	23875.7	12.0
2020-03-15 19:30:00	YM	Futures	23875.7	23875.7	23875.7	23875.7	7.0
2020-03-15 20:00:00	YM	Futures	23875.7	23875.7	23875.7	23875.7	4.0
2020-03-15 20:30:00	YM	Futures	23875.7	23875.7	23875.7	23875.7	17.0
2020-03-15 21:00:00	YM	Futures	23875.7	23875.7	23875.7	23875.7	78.0
2020-03-15 21:30:00	YM	Futures	23875.7	23875.7	23875.7	23875.7	5.0
2020-03-15 22:00:00	YM	Futures	23875.7	23875.7	23875.7	23875.7	10.0
2020-03-15 22:30:00	YM	Futures	23875.7	23875.7	23875.7	23875.7	1.0
2020-03-15 23:00:00	YM	Futures	23875.7	23875.7	23875.7	23875.7	7.0
2020-03-15 23:30:00	YM	Futures	23875.7	23875.7	23875.7	23875.7	1.0
2020-03-15 18:00:00	CL	Futures	29.04	30.02	27.2	27.24	5211.0
2020-03-15 18:30:00	CL	Futures	27.27	27.66	27.09	27.21	1952.0
2020-03-15 19:00:00	CL	Futures	27.2	27.4	26.76	27.23	2657.0
2020-03-15 19:30:00	CL	Futures	27.22	27.53	27.13	27.37	1263.0
2020-03-15 20:00:00	CL	Futures	27.37	28.18	27.33	28.01	3946.0
2020-03-15 20:30:00	CL	Futures	27.99	28.03	27.72	27.84	1836.0
2020-03-15 21:00:00	CL	Futures	27.82	28.03	27.61	27.9	2955.0
2020-03-15 21:30:00	CL	Futures	27.9	28.23	27.87	28.13	1802.0
2020-03-15 22:00:00	CL	Futures	28.13	28.34	27.85	27.85	2159.0
2020-03-15 22:30:00	CL	Futures	27.85	28.19	27.83	28.07	760.0
2020-03-15 23:00:00	CL	Futures	28.05	28.14	27.86	28.0	628.0
2020-03-15 23:30:00	CL	Futures	28.01	28.11	28.0	28.06	332.0
2020-03-15 18:00:00	GC	Futures	1953.3	1967.0	1924.0	1939.4	17130.0
2020-03-15 18:30:00	GC	Futures	1938.4	1947.7	1923.3	1930.8	8801.0

> showing 50 of 676 rows — these rows as CSV

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