PREVIEW / futures_30min / 2020-05-24

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-05-24.parquet
  size:    22 KB
  rows:    581

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
2020-05-24 18:00:00	ES	Futures	3236.44	3249.34	3235.34	3247.97	7902.0
2020-05-24 18:30:00	ES	Futures	3247.97	3258.4	3245.5	3255.38	5353.0
2020-05-24 19:00:00	ES	Futures	3255.38	3255.65	3251.54	3254.28	2424.0
2020-05-24 19:30:00	ES	Futures	3254.55	3259.49	3252.08	3256.75	3278.0
2020-05-24 20:00:00	ES	Futures	3256.75	3258.4	3252.36	3253.18	4101.0
2020-05-24 20:30:00	ES	Futures	3253.18	3254.28	3250.16	3251.26	3036.0
2020-05-24 21:00:00	ES	Futures	3250.99	3252.36	3244.4	3248.24	6294.0
2020-05-24 21:30:00	ES	Futures	3248.52	3252.91	3242.75	3252.91	6454.0
2020-05-24 22:00:00	ES	Futures	3252.91	3254.83	3249.89	3251.81	3956.0
2020-05-24 22:30:00	ES	Futures	3252.08	3252.08	3247.97	3250.16	2928.0
2020-05-24 23:00:00	ES	Futures	3249.89	3253.46	3249.61	3251.54	2083.0
2020-05-24 23:30:00	ES	Futures	3251.54	3253.73	3249.61	3251.81	1320.0
2020-05-24 18:00:00	NQ	Futures	10735.8	10786.36	10730.38	10775.51	2792.0
2020-05-24 18:30:00	NQ	Futures	10774.65	10807.21	10766.65	10794.65	1719.0
2020-05-24 19:00:00	NQ	Futures	10794.65	10796.36	10784.36	10793.79	857.0
2020-05-24 19:30:00	NQ	Futures	10795.22	10814.35	10786.65	10803.5	1470.0
2020-05-24 20:00:00	NQ	Futures	10804.36	10811.5	10794.07	10798.36	2204.0
2020-05-24 20:30:00	NQ	Futures	10799.22	10801.22	10786.08	10789.22	1574.0
2020-05-24 21:00:00	NQ	Futures	10789.79	10793.5	10760.94	10776.08	3098.0
2020-05-24 21:30:00	NQ	Futures	10776.08	10792.07	10758.94	10791.79	2925.0
2020-05-24 22:00:00	NQ	Futures	10792.36	10798.07	10780.65	10787.5	2109.0
2020-05-24 22:30:00	NQ	Futures	10788.08	10788.65	10770.94	10778.08	2204.0
2020-05-24 23:00:00	NQ	Futures	10778.36	10791.5	10777.51	10788.36	1719.0
2020-05-24 23:30:00	NQ	Futures	10787.22	10797.79	10782.36	10790.65	948.0
2020-05-24 18:00:00	YM	Futures	26737.8	26824.3	26699.5	26813.4	1412.0
2020-05-24 18:30:00	YM	Futures	26811.2	26895.5	26796.9	26869.2	1573.0
2020-05-24 19:00:00	YM	Futures	26870.3	26876.9	26851.7	26870.3	652.0
2020-05-24 19:30:00	YM	Futures	26873.6	26904.3	26847.3	26881.3	1182.0
2020-05-24 20:00:00	YM	Futures	26884.6	26899.9	26846.2	26852.8	1135.0
2020-05-24 20:30:00	YM	Futures	26852.8	26860.5	26821.0	26830.9	954.0
2020-05-24 21:00:00	YM	Futures	26830.9	26846.2	26773.9	26807.9	1700.0
2020-05-24 21:30:00	YM	Futures	26807.9	26847.3	26759.7	26847.3	1582.0
2020-05-24 22:00:00	YM	Futures	26846.2	26863.8	26821.0	26838.6	1273.0
2020-05-24 22:30:00	YM	Futures	26841.9	26841.9	26806.8	26826.5	870.0
2020-05-24 23:00:00	YM	Futures	26827.6	26853.9	26825.4	26846.2	698.0
2020-05-24 23:30:00	YM	Futures	26842.9	26858.3	26829.8	26845.1	486.0
2020-05-24 18:00:00	CL	Futures	23.17	23.29	22.6	22.86	5724.0
2020-05-24 18:30:00	CL	Futures	22.86	23.03	22.84	22.9	1636.0
2020-05-24 19:00:00	CL	Futures	22.9	23.04	22.81	22.99	2078.0
2020-05-24 19:30:00	CL	Futures	22.99	23.0	22.85	22.88	947.0
2020-05-24 20:00:00	CL	Futures	22.88	23.09	22.88	23.09	1846.0
2020-05-24 20:30:00	CL	Futures	23.09	23.14	22.92	23.01	2184.0
2020-05-24 21:00:00	CL	Futures	23.02	23.06	22.76	22.92	4113.0
2020-05-24 21:30:00	CL	Futures	22.92	23.18	22.82	23.05	4732.0
2020-05-24 22:00:00	CL	Futures	23.05	23.15	22.99	23.06	2211.0
2020-05-24 22:30:00	CL	Futures	23.07	23.18	23.0	23.18	2523.0
2020-05-24 23:00:00	CL	Futures	23.18	23.4	23.18	23.31	3787.0
2020-05-24 23:30:00	CL	Futures	23.3	23.45	23.27	23.38	2249.0
2020-05-24 18:00:00	GC	Futures	2164.6	2167.2	2160.6	2162.4	984.0
2020-05-24 18:30:00	GC	Futures	2162.4	2162.9	2160.7	2160.7	337.0

> showing 50 of 581 rows — these rows as CSV

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