PREVIEW / futures_30min / 2020-04-12

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-04-12.parquet
  size:    24 KB
  rows:    605

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
2020-04-12 18:00:00	ES	Futures	3085.51	3094.84	2982.61	3002.92	40727.0
2020-04-12 18:30:00	ES	Futures	3003.74	3022.95	2999.07	3018.83	12575.0
2020-04-12 19:00:00	ES	Futures	3019.11	3030.63	3010.6	3013.89	10983.0
2020-04-12 19:30:00	ES	Futures	3014.72	3019.11	3006.21	3011.97	9317.0
2020-04-12 20:00:00	ES	Futures	3011.97	3018.56	3006.21	3012.79	9868.0
2020-04-12 20:30:00	ES	Futures	3012.79	3014.17	2997.7	2999.62	7755.0
2020-04-12 21:00:00	ES	Futures	2999.62	3009.78	2996.6	3004.29	8568.0
2020-04-12 21:30:00	ES	Futures	3004.56	3017.73	3004.01	3012.25	7424.0
2020-04-12 22:00:00	ES	Futures	3012.25	3022.95	3011.97	3019.11	7872.0
2020-04-12 22:30:00	ES	Futures	3019.11	3020.75	3010.87	3015.26	6737.0
2020-04-12 23:00:00	ES	Futures	3015.26	3018.56	3014.17	3014.99	4281.0
2020-04-12 23:30:00	ES	Futures	3014.99	3014.99	3002.64	3007.03	9054.0
2020-04-12 18:00:00	NQ	Futures	9478.7	9514.69	9224.19	9254.76	9524.0
2020-04-12 18:30:00	NQ	Futures	9255.61	9308.46	9246.19	9299.32	2198.0
2020-04-12 19:00:00	NQ	Futures	9298.17	9329.02	9279.04	9286.18	2055.0
2020-04-12 19:30:00	NQ	Futures	9288.75	9299.03	9261.9	9277.32	1979.0
2020-04-12 20:00:00	NQ	Futures	9278.18	9293.03	9260.47	9275.61	1855.0
2020-04-12 20:30:00	NQ	Futures	9277.89	9286.46	9238.76	9243.33	2255.0
2020-04-12 21:00:00	NQ	Futures	9245.33	9281.89	9237.9	9264.18	2524.0
2020-04-12 21:30:00	NQ	Futures	9264.18	9302.46	9263.61	9283.61	1832.0
2020-04-12 22:00:00	NQ	Futures	9284.18	9308.74	9281.32	9293.6	1349.0
2020-04-12 22:30:00	NQ	Futures	9294.75	9298.46	9274.18	9286.46	1448.0
2020-04-12 23:00:00	NQ	Futures	9286.18	9294.46	9281.89	9286.18	769.0
2020-04-12 23:30:00	NQ	Futures	9284.75	9285.03	9249.33	9264.18	2004.0
2020-04-12 18:00:00	YM	Futures	26111.3	26190.1	25310.6	25463.9	5988.0
2020-04-12 18:30:00	YM	Futures	25470.5	25626.0	25433.3	25599.8	1292.0
2020-04-12 19:00:00	YM	Futures	25597.6	25713.7	25534.0	25561.4	1438.0
2020-04-12 19:30:00	YM	Futures	25563.6	25596.5	25499.0	25551.6	1454.0
2020-04-12 20:00:00	YM	Futures	25550.5	25610.7	25505.6	25560.3	1555.0
2020-04-12 20:30:00	YM	Futures	25562.5	25575.7	25442.0	25462.8	1616.0
2020-04-12 21:00:00	YM	Futures	25460.7	25535.1	25432.2	25491.3	1757.0
2020-04-12 21:30:00	YM	Futures	25491.3	25602.0	25491.3	25555.9	1439.0
2020-04-12 22:00:00	YM	Futures	25553.8	25655.6	25553.8	25614.0	1370.0
2020-04-12 22:30:00	YM	Futures	25612.9	25628.2	25545.0	25587.7	1064.0
2020-04-12 23:00:00	YM	Futures	25577.9	25603.0	25566.9	25580.0	494.0
2020-04-12 23:30:00	YM	Futures	25582.2	25582.2	25483.7	25512.1	1230.0
2020-04-12 18:00:00	CL	Futures	21.85	21.97	19.57	20.02	31784.0
2020-04-12 18:30:00	CL	Futures	20.03	20.2	19.94	20.2	5015.0
2020-04-12 19:00:00	CL	Futures	20.2	20.62	20.14	20.4	7103.0
2020-04-12 19:30:00	CL	Futures	20.4	20.65	20.3	20.63	3363.0
2020-04-12 20:00:00	CL	Futures	20.63	21.21	20.6	21.21	12381.0
2020-04-12 20:30:00	CL	Futures	21.2	21.65	21.15	21.54	16271.0
2020-04-12 21:00:00	CL	Futures	21.53	21.82	21.41	21.49	13219.0
2020-04-12 21:30:00	CL	Futures	21.49	21.53	21.18	21.28	9109.0
2020-04-12 22:00:00	CL	Futures	21.28	21.49	21.23	21.33	6060.0
2020-04-12 22:30:00	CL	Futures	21.33	21.35	21.11	21.26	3826.0
2020-04-12 23:00:00	CL	Futures	21.25	21.39	21.14	21.25	4182.0
2020-04-12 23:30:00	CL	Futures	21.25	21.27	21.16	21.2	2233.0
2020-04-12 18:00:00	GC	Futures	2174.0	2180.7	2161.5	2166.9	3900.0
2020-04-12 18:30:00	GC	Futures	2166.5	2170.2	2160.9	2166.0	1530.0

> showing 50 of 605 rows — these rows as CSV

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