PREVIEW / futures_30min / 2020-05-17

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-05-17.parquet
  size:    25 KB
  rows:    678

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
2020-05-17 18:00:00	ES	Futures	3139.03	3139.3	3128.32	3135.18	11557.0
2020-05-17 18:30:00	ES	Futures	3135.18	3153.02	3131.62	3147.53	12875.0
2020-05-17 19:00:00	ES	Futures	3147.53	3154.39	3146.43	3151.1	7318.0
2020-05-17 19:30:00	ES	Futures	3151.37	3152.2	3146.98	3148.36	5822.0
2020-05-17 20:00:00	ES	Futures	3148.36	3152.75	3145.06	3151.1	8241.0
2020-05-17 20:30:00	ES	Futures	3151.1	3152.2	3146.71	3148.9	4375.0
2020-05-17 21:00:00	ES	Futures	3149.18	3155.22	3147.53	3150.83	7690.0
2020-05-17 21:30:00	ES	Futures	3151.1	3153.29	3148.63	3151.92	5484.0
2020-05-17 22:00:00	ES	Futures	3151.65	3162.62	3151.1	3161.8	10205.0
2020-05-17 22:30:00	ES	Futures	3162.08	3164.27	3159.88	3161.8	5616.0
2020-05-17 23:00:00	ES	Futures	3161.53	3166.74	3160.7	3163.17	4647.0
2020-05-17 23:30:00	ES	Futures	3162.9	3163.72	3159.88	3160.43	2740.0
2020-05-17 18:00:00	NQ	Futures	10437.31	10447.59	10409.03	10430.17	2799.0
2020-05-17 18:30:00	NQ	Futures	10430.17	10475.01	10415.6	10464.16	2933.0
2020-05-17 19:00:00	NQ	Futures	10464.16	10487.58	10460.16	10479.58	2349.0
2020-05-17 19:30:00	NQ	Futures	10481.01	10485.58	10468.16	10471.59	2186.0
2020-05-17 20:00:00	NQ	Futures	10473.01	10485.58	10460.73	10481.87	2390.0
2020-05-17 20:30:00	NQ	Futures	10480.73	10485.01	10466.16	10472.16	1951.0
2020-05-17 21:00:00	NQ	Futures	10473.01	10499.01	10468.16	10482.73	3017.0
2020-05-17 21:30:00	NQ	Futures	10483.01	10487.58	10472.16	10481.58	2182.0
2020-05-17 22:00:00	NQ	Futures	10481.87	10513.58	10479.87	10510.43	2806.0
2020-05-17 22:30:00	NQ	Futures	10510.43	10518.43	10504.43	10509.86	2146.0
2020-05-17 23:00:00	NQ	Futures	10510.43	10527.57	10506.72	10515.29	1894.0
2020-05-17 23:30:00	NQ	Futures	10514.72	10519.57	10505.01	10507.29	1244.0
2020-05-17 18:00:00	YM	Futures	25849.5	25871.4	25781.6	25844.0	2279.0
2020-05-17 18:30:00	YM	Futures	25845.1	25998.5	25814.4	25957.9	2585.0
2020-05-17 19:00:00	YM	Futures	25960.1	26010.5	25947.0	25993.0	1706.0
2020-05-17 19:30:00	YM	Futures	25993.0	25997.4	25953.5	25970.0	1300.0
2020-05-17 20:00:00	YM	Futures	25968.9	25998.5	25937.1	25987.5	1583.0
2020-05-17 20:30:00	YM	Futures	25987.5	25994.1	25950.3	25971.1	1173.0
2020-05-17 21:00:00	YM	Futures	25972.2	26028.0	25961.2	25986.4	1646.0
2020-05-17 21:30:00	YM	Futures	25989.7	26008.3	25965.6	25991.9	1037.0
2020-05-17 22:00:00	YM	Futures	25993.0	26081.7	25987.5	26071.8	1658.0
2020-05-17 22:30:00	YM	Futures	26072.9	26088.3	26049.9	26066.4	1110.0
2020-05-17 23:00:00	YM	Futures	26067.5	26110.2	26059.8	26085.0	1102.0
2020-05-17 23:30:00	YM	Futures	26083.9	26091.6	26055.4	26058.7	607.0
2020-05-17 18:00:00	CL	Futures	20.74	21.15	20.56	21.05	5838.0
2020-05-17 18:30:00	CL	Futures	21.05	21.23	20.98	21.14	2484.0
2020-05-17 19:00:00	CL	Futures	21.14	21.21	21.07	21.17	2043.0
2020-05-17 19:30:00	CL	Futures	21.18	21.26	21.1	21.21	2177.0
2020-05-17 20:00:00	CL	Futures	21.21	21.48	21.16	21.34	5510.0
2020-05-17 20:30:00	CL	Futures	21.34	21.51	21.33	21.4	2931.0
2020-05-17 21:00:00	CL	Futures	21.41	21.48	21.35	21.38	3390.0
2020-05-17 21:30:00	CL	Futures	21.38	21.42	21.29	21.37	3118.0
2020-05-17 22:00:00	CL	Futures	21.37	21.42	21.3	21.41	1979.0
2020-05-17 22:30:00	CL	Futures	21.41	21.45	21.32	21.38	2114.0
2020-05-17 23:00:00	CL	Futures	21.38	21.43	21.35	21.37	1127.0
2020-05-17 23:30:00	CL	Futures	21.37	21.38	21.13	21.18	3095.0
2020-05-17 18:00:00	GC	Futures	2192.9	2200.9	2190.1	2197.2	4561.0
2020-05-17 18:30:00	GC	Futures	2197.0	2197.0	2192.1	2192.9	1868.0

> showing 50 of 678 rows — these rows as CSV

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