PREVIEW / futures_30min / 2020-04-19

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-04-19.parquet
  size:    25 KB
  rows:    663

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
2020-04-19 18:00:00	ES	Futures	3140.95	3141.22	3119.54	3125.85	18862.0
2020-04-19 18:30:00	ES	Futures	3125.58	3128.05	3120.91	3127.5	6720.0
2020-04-19 19:00:00	ES	Futures	3127.5	3131.62	3123.38	3131.07	8877.0
2020-04-19 19:30:00	ES	Futures	3131.34	3132.16	3124.76	3126.4	5648.0
2020-04-19 20:00:00	ES	Futures	3126.68	3137.38	3126.68	3136.83	8719.0
2020-04-19 20:30:00	ES	Futures	3137.1	3156.31	3136.83	3149.45	14532.0
2020-04-19 21:00:00	ES	Futures	3149.45	3149.73	3134.36	3134.36	13448.0
2020-04-19 21:30:00	ES	Futures	3134.63	3137.65	3126.68	3137.38	12334.0
2020-04-19 22:00:00	ES	Futures	3137.38	3145.89	3134.91	3143.14	6162.0
2020-04-19 22:30:00	ES	Futures	3143.14	3144.24	3132.44	3141.77	18579.0
2020-04-19 23:00:00	ES	Futures	3141.77	3149.45	3139.85	3144.51	9455.0
2020-04-19 23:30:00	ES	Futures	3144.79	3152.75	3142.59	3151.92	8320.0
2020-04-19 18:00:00	NQ	Futures	10053.98	10053.98	9985.71	9997.14	4204.0
2020-04-19 18:30:00	NQ	Futures	9994.57	10002.28	9978.0	9999.14	2021.0
2020-04-19 19:00:00	NQ	Futures	10000.56	10009.7	9983.14	10007.71	1694.0
2020-04-19 19:30:00	NQ	Futures	10008.28	10013.13	9987.71	9994.28	1779.0
2020-04-19 20:00:00	NQ	Futures	9994.85	10026.84	9994.57	10026.27	2734.0
2020-04-19 20:30:00	NQ	Futures	10025.7	10097.11	10025.7	10081.12	4943.0
2020-04-19 21:00:00	NQ	Futures	10081.12	10081.4	10034.27	10035.98	3523.0
2020-04-19 21:30:00	NQ	Futures	10035.7	10042.84	10005.71	10042.27	2961.0
2020-04-19 22:00:00	NQ	Futures	10042.27	10071.97	10033.41	10064.26	2460.0
2020-04-19 22:30:00	NQ	Futures	10064.26	10068.55	10020.27	10047.41	3296.0
2020-04-19 23:00:00	NQ	Futures	10048.55	10071.97	10041.41	10055.69	1930.0
2020-04-19 23:30:00	NQ	Futures	10056.26	10080.54	10047.7	10074.26	1970.0
2020-04-19 18:00:00	YM	Futures	26384.0	26393.9	26179.2	26229.6	1842.0
2020-04-19 18:30:00	YM	Futures	26215.3	26254.8	26196.7	26254.8	1011.0
2020-04-19 19:00:00	YM	Futures	26253.7	26304.0	26216.4	26299.7	1267.0
2020-04-19 19:30:00	YM	Futures	26301.9	26318.3	26249.3	26266.8	1261.0
2020-04-19 20:00:00	YM	Futures	26270.1	26359.9	26265.7	26346.8	1718.0
2020-04-19 20:30:00	YM	Futures	26346.8	26510.0	26346.8	26449.7	3271.0
2020-04-19 21:00:00	YM	Futures	26448.6	26449.7	26328.1	26329.2	2656.0
2020-04-19 21:30:00	YM	Futures	26328.1	26355.5	26263.5	26347.9	2135.0
2020-04-19 22:00:00	YM	Futures	26349.0	26412.5	26327.1	26390.6	1628.0
2020-04-19 22:30:00	YM	Futures	26388.4	26395.0	26298.6	26374.2	2390.0
2020-04-19 23:00:00	YM	Futures	26376.3	26433.3	26362.1	26393.9	1346.0
2020-04-19 23:30:00	YM	Futures	26397.2	26457.4	26376.3	26446.4	1332.0
2020-04-19 18:00:00	CL	Futures	17.5	17.62	17.28	17.41	8994.0
2020-04-19 18:30:00	CL	Futures	17.42	17.55	17.33	17.38	3424.0
2020-04-19 19:00:00	CL	Futures	17.38	17.4	17.25	17.29	3651.0
2020-04-19 19:30:00	CL	Futures	17.29	17.29	17.12	17.24	6174.0
2020-04-19 20:00:00	CL	Futures	17.24	17.36	17.14	17.15	9664.0
2020-04-19 20:30:00	CL	Futures	17.15	17.21	16.84	16.85	15306.0
2020-04-19 21:00:00	CL	Futures	16.85	17.02	16.06	16.84	55168.0
2020-04-19 21:30:00	CL	Futures	16.83	16.88	16.63	16.8	11600.0
2020-04-19 22:00:00	CL	Futures	16.8	16.96	16.71	16.75	7130.0
2020-04-19 22:30:00	CL	Futures	16.75	16.85	16.71	16.8	5051.0
2020-04-19 23:00:00	CL	Futures	16.8	16.88	16.65	16.82	6100.0
2020-04-19 23:30:00	CL	Futures	16.82	16.83	16.72	16.78	3572.0
2020-04-19 18:00:00	GC	Futures	2112.5	2117.6	2110.0	2114.6	2066.0
2020-04-19 18:30:00	GC	Futures	2114.8	2114.8	2106.2	2106.2	2194.0

> showing 50 of 663 rows — these rows as CSV

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