PREVIEW / futures_30min / 2020-05-10

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-05-10.parquet
  size:    26 KB
  rows:    686

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
2020-05-10 18:00:00	ES	Futures	3205.98	3214.21	3200.77	3211.2	13859.0
2020-05-10 18:30:00	ES	Futures	3211.2	3213.12	3205.71	3212.29	4760.0
2020-05-10 19:00:00	ES	Futures	3212.29	3217.51	3209.82	3216.41	13421.0
2020-05-10 19:30:00	ES	Futures	3216.68	3226.01	3216.68	3224.92	12138.0
2020-05-10 20:00:00	ES	Futures	3224.92	3229.31	3222.17	3226.84	12393.0
2020-05-10 20:30:00	ES	Futures	3226.84	3228.76	3222.72	3228.21	6124.0
2020-05-10 21:00:00	ES	Futures	3228.21	3229.31	3223.82	3227.66	12885.0
2020-05-10 21:30:00	ES	Futures	3227.66	3234.8	3226.84	3232.33	11576.0
2020-05-10 22:00:00	ES	Futures	3232.33	3233.42	3227.94	3230.13	4852.0
2020-05-10 22:30:00	ES	Futures	3229.86	3232.05	3227.39	3228.48	7689.0
2020-05-10 23:00:00	ES	Futures	3228.76	3230.41	3227.39	3228.76	3783.0
2020-05-10 23:30:00	ES	Futures	3229.03	3229.86	3228.76	3229.31	2385.0
2020-05-10 18:00:00	NQ	Futures	10505.58	10534.71	10482.73	10525.57	3665.0
2020-05-10 18:30:00	NQ	Futures	10526.14	10534.43	10509.0	10531.57	1979.0
2020-05-10 19:00:00	NQ	Futures	10531.86	10552.14	10526.43	10549.57	3645.0
2020-05-10 19:30:00	NQ	Futures	10549.85	10576.99	10549.57	10572.99	4309.0
2020-05-10 20:00:00	NQ	Futures	10572.99	10589.56	10564.7	10584.7	4605.0
2020-05-10 20:30:00	NQ	Futures	10584.13	10587.56	10568.99	10585.84	2288.0
2020-05-10 21:00:00	NQ	Futures	10586.13	10591.55	10572.7	10585.84	3845.0
2020-05-10 21:30:00	NQ	Futures	10585.27	10608.69	10582.7	10602.41	4461.0
2020-05-10 22:00:00	NQ	Futures	10602.69	10608.12	10592.7	10595.55	2689.0
2020-05-10 22:30:00	NQ	Futures	10595.55	10603.27	10589.56	10592.98	3167.0
2020-05-10 23:00:00	NQ	Futures	10592.7	10596.41	10586.98	10590.98	1771.0
2020-05-10 23:30:00	NQ	Futures	10591.27	10596.98	10590.41	10595.84	936.0
2020-05-10 18:00:00	YM	Futures	26537.4	26609.6	26477.1	26584.5	2214.0
2020-05-10 18:30:00	YM	Futures	26589.9	26596.5	26545.0	26589.9	1108.0
2020-05-10 19:00:00	YM	Futures	26589.9	26637.0	26581.2	26629.4	1295.0
2020-05-10 19:30:00	YM	Futures	26631.5	26718.1	26631.5	26708.2	2436.0
2020-05-10 20:00:00	YM	Futures	26709.3	26743.3	26689.6	26727.9	2260.0
2020-05-10 20:30:00	YM	Futures	26725.7	26741.1	26692.9	26735.6	1198.0
2020-05-10 21:00:00	YM	Futures	26735.6	26747.7	26702.7	26738.9	1716.0
2020-05-10 21:30:00	YM	Futures	26737.8	26803.5	26731.2	26780.5	2444.0
2020-05-10 22:00:00	YM	Futures	26784.9	26796.9	26756.4	26769.6	1203.0
2020-05-10 22:30:00	YM	Futures	26768.5	26786.0	26748.7	26758.6	1018.0
2020-05-10 23:00:00	YM	Futures	26757.5	26777.2	26748.7	26765.2	605.0
2020-05-10 23:30:00	YM	Futures	26766.3	26775.0	26766.3	26773.9	562.0
2020-05-10 18:00:00	CL	Futures	17.31	17.5	17.06	17.24	1725.0
2020-05-10 18:30:00	CL	Futures	17.24	17.26	17.07	17.24	681.0
2020-05-10 19:00:00	CL	Futures	17.27	17.37	17.21	17.32	550.0
2020-05-10 19:30:00	CL	Futures	17.31	17.45	17.3	17.33	774.0
2020-05-10 20:00:00	CL	Futures	17.33	17.33	17.14	17.21	1022.0
2020-05-10 20:30:00	CL	Futures	17.2	17.24	16.9	16.92	1643.0
2020-05-10 21:00:00	CL	Futures	16.92	17.04	16.8	17.02	1402.0
2020-05-10 21:30:00	CL	Futures	17.02	17.16	17.0	17.14	410.0
2020-05-10 22:00:00	CL	Futures	17.14	17.17	17.04	17.11	361.0
2020-05-10 22:30:00	CL	Futures	17.11	17.2	17.08	17.19	414.0
2020-05-10 23:00:00	CL	Futures	17.2	17.28	17.17	17.21	526.0
2020-05-10 23:30:00	CL	Futures	17.21	17.38	17.2	17.36	459.0
2020-05-10 18:00:00	GC	Futures	2128.7	2135.3	2126.1	2133.7	1724.0
2020-05-10 18:30:00	GC	Futures	2133.7	2133.8	2129.0	2131.5	741.0

> showing 50 of 686 rows — these rows as CSV

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