PREVIEW / futures_30min / 2020-03-29

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-03-29.parquet
  size:    27 KB
  rows:    693

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
2020-03-29 18:00:00	ES	Futures	2699.14	2742.22	2683.77	2726.58	44362.0
2020-03-29 18:30:00	ES	Futures	2726.85	2730.97	2706.55	2713.68	15339.0
2020-03-29 19:00:00	ES	Futures	2713.13	2729.87	2708.19	2724.11	11847.0
2020-03-29 19:30:00	ES	Futures	2724.39	2740.3	2724.11	2729.6	16447.0
2020-03-29 20:00:00	ES	Futures	2729.6	2746.34	2729.6	2738.93	16820.0
2020-03-29 20:30:00	ES	Futures	2738.93	2742.22	2724.39	2732.34	14224.0
2020-03-29 21:00:00	ES	Futures	2732.89	2739.75	2723.84	2737.01	12994.0
2020-03-29 21:30:00	ES	Futures	2736.73	2743.05	2733.17	2737.56	10519.0
2020-03-29 22:00:00	ES	Futures	2737.56	2754.02	2734.26	2751.0	11386.0
2020-03-29 22:30:00	ES	Futures	2751.28	2752.38	2737.83	2742.5	9107.0
2020-03-29 23:00:00	ES	Futures	2742.5	2751.55	2735.09	2750.73	7336.0
2020-03-29 23:30:00	ES	Futures	2750.45	2761.98	2747.44	2758.96	8614.0
2020-03-29 18:00:00	NQ	Futures	8450.11	8577.5	8414.97	8537.23	8764.0
2020-03-29 18:30:00	NQ	Futures	8540.37	8547.51	8483.53	8502.38	3397.0
2020-03-29 19:00:00	NQ	Futures	8503.52	8543.8	8489.81	8521.8	2076.0
2020-03-29 19:30:00	NQ	Futures	8522.66	8562.08	8521.23	8529.23	2946.0
2020-03-29 20:00:00	NQ	Futures	8531.51	8569.22	8530.37	8553.79	2706.0
2020-03-29 20:30:00	NQ	Futures	8555.22	8561.22	8518.66	8540.66	2142.0
2020-03-29 21:00:00	NQ	Futures	8544.08	8566.93	8519.52	8557.79	2364.0
2020-03-29 21:30:00	NQ	Futures	8557.22	8568.65	8539.23	8558.36	1587.0
2020-03-29 22:00:00	NQ	Futures	8557.22	8620.63	8549.8	8612.35	2792.0
2020-03-29 22:30:00	NQ	Futures	8613.21	8620.35	8579.5	8590.36	2145.0
2020-03-29 23:00:00	NQ	Futures	8591.78	8618.64	8572.65	8612.35	1680.0
2020-03-29 23:30:00	NQ	Futures	8609.49	8631.77	8597.78	8621.78	1866.0
2020-03-29 18:00:00	YM	Futures	22920.6	23268.9	22758.5	23118.9	4629.0
2020-03-29 18:30:00	YM	Futures	23114.5	23141.9	22954.6	23041.1	2317.0
2020-03-29 19:00:00	YM	Futures	23042.2	23174.7	22995.1	23106.8	1251.0
2020-03-29 19:30:00	YM	Futures	23113.4	23243.7	23100.2	23140.8	1313.0
2020-03-29 20:00:00	YM	Futures	23151.7	23306.2	23144.1	23228.4	1478.0
2020-03-29 20:30:00	YM	Futures	23239.4	23260.2	23107.9	23175.8	980.0
2020-03-29 21:00:00	YM	Futures	23181.3	23217.4	23077.2	23205.4	1111.0
2020-03-29 21:30:00	YM	Futures	23197.7	23251.4	23162.7	23205.4	561.0
2020-03-29 22:00:00	YM	Futures	23199.9	23344.5	23179.1	23325.9	861.0
2020-03-29 22:30:00	YM	Futures	23325.9	23333.5	23213.1	23242.6	792.0
2020-03-29 23:00:00	YM	Futures	23239.4	23324.8	23183.5	23304.0	723.0
2020-03-29 23:30:00	YM	Futures	23304.0	23409.1	23281.0	23383.9	899.0
2020-03-29 18:00:00	CL	Futures	18.59	18.59	17.9	18.0	15126.0
2020-03-29 18:30:00	CL	Futures	18.0	18.12	17.69	18.02	12140.0
2020-03-29 19:00:00	CL	Futures	18.02	18.16	17.95	18.07	4173.0
2020-03-29 19:30:00	CL	Futures	18.06	18.12	17.97	18.05	3267.0
2020-03-29 20:00:00	CL	Futures	18.05	18.51	18.05	18.39	11993.0
2020-03-29 20:30:00	CL	Futures	18.39	18.42	18.31	18.39	4394.0
2020-03-29 21:00:00	CL	Futures	18.39	18.43	18.1	18.21	9235.0
2020-03-29 21:30:00	CL	Futures	18.22	18.31	18.02	18.07	7322.0
2020-03-29 22:00:00	CL	Futures	18.07	18.22	18.03	18.19	6214.0
2020-03-29 22:30:00	CL	Futures	18.2	18.21	18.04	18.08	4681.0
2020-03-29 23:00:00	CL	Futures	18.08	18.16	17.98	18.15	4488.0
2020-03-29 23:30:00	CL	Futures	18.15	18.24	18.1	18.2	3008.0
2020-03-29 18:00:00	GC	Futures	2075.5	2088.2	2066.3	2081.5	4347.0
2020-03-29 18:30:00	GC	Futures	2080.9	2083.1	2068.0	2071.2	1984.0

> showing 50 of 693 rows — these rows as CSV

> unlock the full archive -- $79 one-time