PREVIEW / futures_30min / 2020-04-26

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-04-26.parquet
  size:    26 KB
  rows:    681

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
2020-04-26 18:00:00	ES	Futures	3105.27	3125.03	3094.57	3098.14	15251.0
2020-04-26 18:30:00	ES	Futures	3098.14	3099.51	3087.44	3090.18	8524.0
2020-04-26 19:00:00	ES	Futures	3090.45	3100.33	3090.45	3099.24	5092.0
2020-04-26 19:30:00	ES	Futures	3098.96	3100.88	3091.55	3094.57	4421.0
2020-04-26 20:00:00	ES	Futures	3094.57	3099.78	3089.08	3098.69	7276.0
2020-04-26 20:30:00	ES	Futures	3098.69	3105.0	3092.65	3103.63	4932.0
2020-04-26 21:00:00	ES	Futures	3103.9	3104.72	3097.31	3104.45	5515.0
2020-04-26 21:30:00	ES	Futures	3104.45	3113.5	3103.9	3111.31	8099.0
2020-04-26 22:00:00	ES	Futures	3111.31	3118.44	3110.49	3114.33	6303.0
2020-04-26 22:30:00	ES	Futures	3114.33	3119.82	3112.41	3113.5	4094.0
2020-04-26 23:00:00	ES	Futures	3113.5	3122.29	3113.5	3118.99	6167.0
2020-04-26 23:30:00	ES	Futures	3118.72	3122.56	3115.43	3121.74	4014.0
2020-04-26 18:00:00	NQ	Futures	10015.7	10071.4	9984.0	10005.71	3999.0
2020-04-26 18:30:00	NQ	Futures	10005.71	10008.85	9974.57	9977.71	1860.0
2020-04-26 19:00:00	NQ	Futures	9978.28	10020.27	9978.28	10014.85	1522.0
2020-04-26 19:30:00	NQ	Futures	10014.56	10019.99	9991.42	10001.14	1358.0
2020-04-26 20:00:00	NQ	Futures	10001.99	10016.85	9984.0	10013.42	2705.0
2020-04-26 20:30:00	NQ	Futures	10012.85	10039.7	9994.85	10037.98	2369.0
2020-04-26 21:00:00	NQ	Futures	10038.55	10041.98	10019.99	10035.41	2671.0
2020-04-26 21:30:00	NQ	Futures	10035.98	10066.55	10033.13	10061.12	2816.0
2020-04-26 22:00:00	NQ	Futures	10062.26	10082.54	10057.98	10068.55	2155.0
2020-04-26 22:30:00	NQ	Futures	10068.55	10088.26	10066.83	10076.54	1802.0
2020-04-26 23:00:00	NQ	Futures	10076.26	10097.11	10075.69	10087.97	2083.0
2020-04-26 23:30:00	NQ	Futures	10088.54	10099.11	10077.69	10096.83	1428.0
2020-04-26 18:00:00	YM	Futures	25901.0	26013.8	25814.4	25847.3	2429.0
2020-04-26 18:30:00	YM	Futures	25847.3	25864.8	25778.3	25817.7	1546.0
2020-04-26 19:00:00	YM	Futures	25821.0	25891.1	25819.9	25878.0	957.0
2020-04-26 19:30:00	YM	Futures	25879.1	25899.9	25830.9	25852.8	1215.0
2020-04-26 20:00:00	YM	Futures	25857.2	25897.7	25806.8	25884.5	1616.0
2020-04-26 20:30:00	YM	Futures	25882.4	25933.8	25840.7	25926.2	888.0
2020-04-26 21:00:00	YM	Futures	25930.5	25933.8	25868.1	25921.8	1155.0
2020-04-26 21:30:00	YM	Futures	25921.8	26006.1	25915.2	25976.5	1559.0
2020-04-26 22:00:00	YM	Futures	25975.5	26033.5	25967.8	26010.5	1293.0
2020-04-26 22:30:00	YM	Futures	26010.5	26057.6	25988.6	26001.7	915.0
2020-04-26 23:00:00	YM	Futures	26002.8	26067.5	26000.6	26042.3	865.0
2020-04-26 23:30:00	YM	Futures	26042.3	26068.6	26014.9	26062.0	568.0
2020-04-26 18:00:00	CL	Futures	11.91	12.0	11.45	11.76	5715.0
2020-04-26 18:30:00	CL	Futures	11.76	11.85	11.62	11.74	2475.0
2020-04-26 19:00:00	CL	Futures	11.71	11.81	11.64	11.7	1075.0
2020-04-26 19:30:00	CL	Futures	11.69	11.86	11.65	11.75	1480.0
2020-04-26 20:00:00	CL	Futures	11.75	11.79	11.33	11.5	4730.0
2020-04-26 20:30:00	CL	Futures	11.48	11.56	11.22	11.48	4285.0
2020-04-26 21:00:00	CL	Futures	11.47	11.54	10.77	10.78	9988.0
2020-04-26 21:30:00	CL	Futures	10.79	11.16	10.77	11.11	6633.0
2020-04-26 22:00:00	CL	Futures	11.11	11.2	11.02	11.18	2752.0
2020-04-26 22:30:00	CL	Futures	11.18	11.31	11.09	11.21	3777.0
2020-04-26 23:00:00	CL	Futures	11.21	11.28	10.86	10.97	4308.0
2020-04-26 23:30:00	CL	Futures	10.98	11.12	10.89	11.1	2980.0
2020-04-26 18:00:00	GC	Futures	2177.3	2178.3	2168.2	2170.2	1789.0
2020-04-26 18:30:00	GC	Futures	2170.2	2171.5	2167.5	2171.5	966.0

> showing 50 of 681 rows — these rows as CSV

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