PREVIEW / futures_30min / 2020-05-03

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-05-03.parquet
  size:    27 KB
  rows:    708

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
2020-05-03 18:00:00	ES	Futures	3061.37	3070.15	3052.86	3056.15	31977.0
2020-05-03 18:30:00	ES	Futures	3056.15	3059.45	3047.37	3052.58	12576.0
2020-05-03 19:00:00	ES	Futures	3052.86	3058.07	3047.37	3056.15	10187.0
2020-05-03 19:30:00	ES	Futures	3056.43	3056.43	3043.8	3048.47	10004.0
2020-05-03 20:00:00	ES	Futures	3048.47	3055.6	3048.47	3050.66	11394.0
2020-05-03 20:30:00	ES	Futures	3050.66	3054.78	3041.61	3046.82	11334.0
2020-05-03 21:00:00	ES	Futures	3046.82	3062.19	3046.55	3061.64	13250.0
2020-05-03 21:30:00	ES	Futures	3061.64	3068.23	3057.52	3066.58	11736.0
2020-05-03 22:00:00	ES	Futures	3066.31	3066.31	3060.27	3065.76	5884.0
2020-05-03 22:30:00	ES	Futures	3065.48	3069.87	3064.38	3067.95	4820.0
2020-05-03 23:00:00	ES	Futures	3067.95	3077.28	3067.95	3072.07	7860.0
2020-05-03 23:30:00	ES	Futures	3071.79	3080.58	3071.24	3080.58	5127.0
2020-05-03 18:00:00	NQ	Futures	9853.46	9874.31	9825.18	9837.75	4760.0
2020-05-03 18:30:00	NQ	Futures	9838.89	9850.89	9816.61	9835.46	2946.0
2020-05-03 19:00:00	NQ	Futures	9836.32	9842.89	9809.76	9837.75	2747.0
2020-05-03 19:30:00	NQ	Futures	9837.18	9838.61	9782.62	9806.04	4086.0
2020-05-03 20:00:00	NQ	Futures	9806.9	9819.75	9796.9	9809.76	2743.0
2020-05-03 20:30:00	NQ	Futures	9809.76	9819.18	9776.05	9795.19	3561.0
2020-05-03 21:00:00	NQ	Futures	9796.05	9850.32	9795.19	9846.89	4477.0
2020-05-03 21:30:00	NQ	Futures	9847.75	9867.74	9835.75	9862.03	3040.0
2020-05-03 22:00:00	NQ	Futures	9861.74	9861.74	9841.75	9852.32	1850.0
2020-05-03 22:30:00	NQ	Futures	9852.6	9870.6	9849.17	9859.46	1518.0
2020-05-03 23:00:00	NQ	Futures	9859.74	9893.16	9859.17	9878.88	2966.0
2020-05-03 23:30:00	NQ	Futures	9879.45	9900.02	9877.17	9898.59	2051.0
2020-05-03 18:00:00	YM	Futures	25591.0	25629.3	25484.8	25542.8	3280.0
2020-05-03 18:30:00	YM	Futures	25543.9	25561.4	25456.3	25500.1	1838.0
2020-05-03 19:00:00	YM	Futures	25504.5	25537.3	25466.1	25524.2	1124.0
2020-05-03 19:30:00	YM	Futures	25525.3	25531.9	25430.0	25481.5	1726.0
2020-05-03 20:00:00	YM	Futures	25484.8	25522.0	25471.6	25479.3	1242.0
2020-05-03 20:30:00	YM	Futures	25482.6	25515.4	25420.1	25457.4	1172.0
2020-05-03 21:00:00	YM	Futures	25465.0	25565.8	25459.6	25559.2	1749.0
2020-05-03 21:30:00	YM	Futures	25561.4	25629.3	25532.9	25614.0	1456.0
2020-05-03 22:00:00	YM	Futures	25612.9	25618.4	25562.5	25608.5	955.0
2020-05-03 22:30:00	YM	Futures	25607.4	25641.4	25593.2	25620.6	758.0
2020-05-03 23:00:00	YM	Futures	25622.8	25709.3	25622.8	25654.5	1391.0
2020-05-03 23:30:00	YM	Futures	25656.7	25724.6	25654.5	25723.5	806.0
2020-05-03 18:00:00	CL	Futures	13.51	13.81	13.08	13.2	5546.0
2020-05-03 18:30:00	CL	Futures	13.22	13.35	13.1	13.26	2050.0
2020-05-03 19:00:00	CL	Futures	13.26	13.33	13.15	13.23	1377.0
2020-05-03 19:30:00	CL	Futures	13.22	13.25	13.08	13.16	1477.0
2020-05-03 20:00:00	CL	Futures	13.16	13.26	12.83	12.87	2954.0
2020-05-03 20:30:00	CL	Futures	12.87	13.06	12.87	12.97	1735.0
2020-05-03 21:00:00	CL	Futures	12.98	13.04	12.8	12.95	2096.0
2020-05-03 21:30:00	CL	Futures	12.97	13.02	12.8	13.0	1912.0
2020-05-03 22:00:00	CL	Futures	12.99	13.15	12.97	13.02	2695.0
2020-05-03 22:30:00	CL	Futures	13.02	13.15	13.01	13.04	1151.0
2020-05-03 23:00:00	CL	Futures	13.04	13.43	13.02	13.33	2851.0
2020-05-03 23:30:00	CL	Futures	13.33	13.57	13.27	13.47	3897.0
2020-05-03 18:00:00	GC	Futures	2135.2	2136.2	2128.2	2130.5	2189.0
2020-05-03 18:30:00	GC	Futures	2130.5	2131.8	2121.6	2123.4	2117.0

> showing 50 of 708 rows — these rows as CSV

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