PREVIEW / futures_30min / 2020-03-22

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-03-22.parquet
  size:    28 KB
  rows:    692

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
2020-03-22 18:00:00	ES	Futures	2437.07	2440.09	2386.31	2386.31	34073.0
2020-03-22 18:30:00	ES	Futures	2386.31	2386.31	2386.31	2386.31	814.0
2020-03-22 19:00:00	ES	Futures	2386.31	2386.31	2386.31	2386.31	314.0
2020-03-22 19:30:00	ES	Futures	2386.31	2446.68	2386.31	2404.69	36092.0
2020-03-22 20:00:00	ES	Futures	2404.69	2420.88	2386.31	2408.81	36663.0
2020-03-22 20:30:00	ES	Futures	2407.71	2413.2	2386.31	2392.34	20565.0
2020-03-22 21:00:00	ES	Futures	2393.17	2399.2	2387.13	2393.72	12324.0
2020-03-22 21:30:00	ES	Futures	2393.44	2412.65	2393.17	2411.28	14266.0
2020-03-22 22:00:00	ES	Futures	2411.0	2412.38	2387.68	2398.66	12984.0
2020-03-22 22:30:00	ES	Futures	2398.66	2412.1	2393.44	2411.28	12335.0
2020-03-22 23:00:00	ES	Futures	2411.0	2440.09	2410.73	2429.12	20802.0
2020-03-22 23:30:00	ES	Futures	2429.39	2432.41	2410.73	2413.2	10554.0
2020-03-22 18:00:00	NQ	Futures	7767.14	7767.14	7573.76	7573.76	3604.0
2020-03-22 18:30:00	NQ	Futures	7573.76	7603.47	7573.76	7573.76	1161.0
2020-03-22 19:00:00	NQ	Futures	7573.76	7573.76	7573.76	7573.76	18.0
2020-03-22 19:30:00	NQ	Futures	7573.76	7753.14	7573.76	7637.17	6765.0
2020-03-22 20:00:00	NQ	Futures	7638.6	7692.87	7573.76	7653.17	5704.0
2020-03-22 20:30:00	NQ	Futures	7657.17	7675.74	7586.62	7606.9	3643.0
2020-03-22 21:00:00	NQ	Futures	7609.47	7631.18	7598.04	7618.04	2098.0
2020-03-22 21:30:00	NQ	Futures	7622.61	7688.3	7622.61	7685.16	2378.0
2020-03-22 22:00:00	NQ	Futures	7684.02	7686.3	7610.04	7648.31	2337.0
2020-03-22 22:30:00	NQ	Futures	7645.46	7683.45	7629.18	7680.88	1769.0
2020-03-22 23:00:00	NQ	Futures	7680.31	7778.57	7677.45	7747.15	4150.0
2020-03-22 23:30:00	NQ	Futures	7747.15	7758.0	7684.02	7693.44	2629.0
2020-03-22 18:00:00	YM	Futures	20267.8	20271.0	19809.9	19809.9	1872.0
2020-03-22 18:30:00	YM	Futures	19809.9	19809.9	19809.9	19809.9	105.0
2020-03-22 19:00:00	YM	Futures	19809.9	19809.9	19809.9	19809.9	33.0
2020-03-22 19:30:00	YM	Futures	19809.9	20261.2	19809.9	19923.8	4906.0
2020-03-22 20:00:00	YM	Futures	19935.9	20078.3	19809.9	19991.7	2879.0
2020-03-22 20:30:00	YM	Futures	19984.1	20022.4	19809.9	19838.4	2571.0
2020-03-22 21:00:00	YM	Futures	19853.7	19882.2	19809.9	19836.2	1441.0
2020-03-22 21:30:00	YM	Futures	19832.9	20003.8	19831.8	19984.1	1533.0
2020-03-22 22:00:00	YM	Futures	19983.0	19985.2	19809.9	19866.9	1676.0
2020-03-22 22:30:00	YM	Futures	19860.3	19968.7	19824.2	19964.4	1217.0
2020-03-22 23:00:00	YM	Futures	19956.7	20202.0	19956.7	20099.1	2285.0
2020-03-22 23:30:00	YM	Futures	20111.1	20126.5	19952.3	19970.9	1540.0
2020-03-22 18:00:00	CL	Futures	20.0	20.49	18.47	18.89	18736.0
2020-03-22 18:30:00	CL	Futures	18.9	19.2	18.81	19.05	6375.0
2020-03-22 19:00:00	CL	Futures	19.04	19.27	18.65	18.71	6796.0
2020-03-22 19:30:00	CL	Futures	18.72	19.23	18.5	19.16	9139.0
2020-03-22 20:00:00	CL	Futures	19.16	19.94	19.16	19.82	17039.0
2020-03-22 20:30:00	CL	Futures	19.82	20.04	19.59	19.81	11098.0
2020-03-22 21:00:00	CL	Futures	19.79	20.37	19.62	20.22	16301.0
2020-03-22 21:30:00	CL	Futures	20.22	20.64	19.99	20.06	16344.0
2020-03-22 22:00:00	CL	Futures	20.04	20.22	19.63	19.79	12349.0
2020-03-22 22:30:00	CL	Futures	19.77	20.3	19.69	20.22	7049.0
2020-03-22 23:00:00	CL	Futures	20.22	20.54	20.1	20.52	7085.0
2020-03-22 23:30:00	CL	Futures	20.52	20.52	20.04	20.17	5790.0
2020-03-22 18:00:00	GC	Futures	1879.8	1887.0	1865.2	1866.1	9003.0
2020-03-22 18:30:00	GC	Futures	1866.7	1869.0	1854.4	1862.2	3320.0

> showing 50 of 692 rows — these rows as CSV

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