PREVIEW / futures_30min / 2020-04-05

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-04-05.parquet
  size:    27 KB
  rows:    696

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
2020-04-05 18:00:00	ES	Futures	2727.68	2766.1	2727.4	2762.25	34985.0
2020-04-05 18:30:00	ES	Futures	2762.25	2764.45	2757.59	2759.78	5840.0
2020-04-05 19:00:00	ES	Futures	2759.78	2770.49	2759.51	2765.55	8340.0
2020-04-05 19:30:00	ES	Futures	2765.27	2765.55	2756.22	2764.72	7603.0
2020-04-05 20:00:00	ES	Futures	2764.72	2788.05	2763.35	2787.5	27077.0
2020-04-05 20:30:00	ES	Futures	2787.77	2816.04	2786.68	2801.5	29671.0
2020-04-05 21:00:00	ES	Futures	2801.5	2807.81	2797.93	2799.85	13425.0
2020-04-05 21:30:00	ES	Futures	2799.85	2806.44	2789.7	2806.16	13124.0
2020-04-05 22:00:00	ES	Futures	2806.44	2816.04	2801.77	2806.16	11231.0
2020-04-05 22:30:00	ES	Futures	2805.89	2812.47	2800.12	2811.65	7723.0
2020-04-05 23:00:00	ES	Futures	2811.92	2814.67	2806.44	2814.67	8320.0
2020-04-05 23:30:00	ES	Futures	2814.39	2824.27	2811.1	2817.14	9541.0
2020-04-05 18:00:00	NQ	Futures	8610.07	8740.6	8609.78	8727.75	7029.0
2020-04-05 18:30:00	NQ	Futures	8728.04	8730.32	8709.75	8715.18	1393.0
2020-04-05 19:00:00	NQ	Futures	8713.75	8746.89	8713.75	8734.61	2145.0
2020-04-05 19:30:00	NQ	Futures	8734.61	8748.6	8711.47	8744.6	2060.0
2020-04-05 20:00:00	NQ	Futures	8746.32	8835.72	8741.75	8835.72	7051.0
2020-04-05 20:30:00	NQ	Futures	8834.86	8930.84	8831.44	8891.42	13243.0
2020-04-05 21:00:00	NQ	Futures	8891.42	8917.99	8884.57	8892.85	5138.0
2020-04-05 21:30:00	NQ	Futures	8893.42	8902.56	8870.0	8901.13	5136.0
2020-04-05 22:00:00	NQ	Futures	8901.42	8913.99	8871.14	8874.28	5173.0
2020-04-05 22:30:00	NQ	Futures	8873.43	8887.99	8851.43	8884.85	4318.0
2020-04-05 23:00:00	NQ	Futures	8885.99	8895.42	8869.71	8895.42	2224.0
2020-04-05 23:30:00	NQ	Futures	8894.56	8915.99	8882.57	8898.85	2703.0
2020-04-05 18:00:00	YM	Futures	22940.3	23297.4	22940.3	23238.3	3965.0
2020-04-05 18:30:00	YM	Futures	23240.4	23253.6	23182.4	23196.6	832.0
2020-04-05 19:00:00	YM	Futures	23206.5	23287.5	23201.0	23252.5	1357.0
2020-04-05 19:30:00	YM	Futures	23256.9	23268.9	23185.7	23259.1	1325.0
2020-04-05 20:00:00	YM	Futures	23261.3	23470.5	23248.1	23469.4	3588.0
2020-04-05 20:30:00	YM	Futures	23470.5	23719.1	23463.9	23590.9	6622.0
2020-04-05 21:00:00	YM	Futures	23587.7	23649.0	23558.1	23566.9	2665.0
2020-04-05 21:30:00	YM	Futures	23567.9	23603.0	23468.3	23600.8	3474.0
2020-04-05 22:00:00	YM	Futures	23603.0	23699.4	23575.6	23626.0	2690.0
2020-04-05 22:30:00	YM	Futures	23624.9	23667.6	23572.3	23662.1	1706.0
2020-04-05 23:00:00	YM	Futures	23663.2	23680.8	23618.3	23677.5	1816.0
2020-04-05 23:30:00	YM	Futures	23676.4	23759.6	23658.9	23704.9	1734.0
2020-04-05 18:00:00	CL	Futures	23.17	23.67	22.45	23.26	25323.0
2020-04-05 18:30:00	CL	Futures	23.25	23.48	23.14	23.24	8596.0
2020-04-05 19:00:00	CL	Futures	23.24	23.4	23.11	23.18	4831.0
2020-04-05 19:30:00	CL	Futures	23.18	23.43	23.09	23.43	4655.0
2020-04-05 20:00:00	CL	Futures	23.43	23.44	22.95	23.35	13242.0
2020-04-05 20:30:00	CL	Futures	23.35	23.78	23.33	23.62	13581.0
2020-04-05 21:00:00	CL	Futures	23.61	23.67	23.48	23.56	5208.0
2020-04-05 21:30:00	CL	Futures	23.56	23.73	23.49	23.69	5508.0
2020-04-05 22:00:00	CL	Futures	23.68	23.77	23.61	23.72	5089.0
2020-04-05 22:30:00	CL	Futures	23.72	24.12	23.66	24.08	9736.0
2020-04-05 23:00:00	CL	Futures	24.08	24.2	24.01	24.18	7005.0
2020-04-05 23:30:00	CL	Futures	24.18	24.35	24.09	24.28	6767.0
2020-04-05 18:00:00	GC	Futures	2055.9	2059.5	2045.4	2051.1	3458.0
2020-04-05 18:30:00	GC	Futures	2050.9	2052.6	2048.9	2052.6	672.0

> showing 50 of 696 rows — these rows as CSV

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