PREVIEW / futures_30min / 2020-05-31

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-05-31.parquet
  size:    26 KB
  rows:    687

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
2020-05-31 18:00:00	ES	Futures	3325.63	3331.12	3301.75	3314.38	36357.0
2020-05-31 18:30:00	ES	Futures	3314.38	3317.12	3309.71	3315.47	7313.0
2020-05-31 19:00:00	ES	Futures	3315.2	3316.3	3309.44	3315.75	5355.0
2020-05-31 19:30:00	ES	Futures	3316.02	3322.06	3312.18	3320.96	9876.0
2020-05-31 20:00:00	ES	Futures	3320.69	3333.59	3319.04	3331.39	16867.0
2020-05-31 20:30:00	ES	Futures	3331.66	3337.98	3324.53	3331.94	12584.0
2020-05-31 21:00:00	ES	Futures	3331.94	3336.88	3326.18	3336.88	11321.0
2020-05-31 21:30:00	ES	Futures	3336.88	3344.56	3336.88	3341.82	15326.0
2020-05-31 22:00:00	ES	Futures	3342.09	3345.11	3340.45	3343.46	5793.0
2020-05-31 22:30:00	ES	Futures	3343.46	3345.66	3339.35	3343.46	4355.0
2020-05-31 23:00:00	ES	Futures	3343.74	3346.76	3333.59	3334.96	9159.0
2020-05-31 23:30:00	ES	Futures	3334.96	3337.43	3331.12	3332.21	5713.0
2020-05-31 18:00:00	NQ	Futures	10869.2	10882.34	10797.5	10840.63	9327.0
2020-05-31 18:30:00	NQ	Futures	10840.63	10856.63	10828.07	10850.35	2046.0
2020-05-31 19:00:00	NQ	Futures	10848.92	10850.35	10830.64	10846.63	1261.0
2020-05-31 19:30:00	NQ	Futures	10846.63	10871.2	10834.35	10861.49	2931.0
2020-05-31 20:00:00	NQ	Futures	10862.34	10901.48	10861.77	10892.91	5294.0
2020-05-31 20:30:00	NQ	Futures	10893.19	10910.33	10878.91	10902.33	4118.0
2020-05-31 21:00:00	NQ	Futures	10902.33	10921.47	10883.77	10920.9	4448.0
2020-05-31 21:30:00	NQ	Futures	10920.61	10940.04	10915.76	10927.75	4923.0
2020-05-31 22:00:00	NQ	Futures	10927.75	10938.04	10921.76	10931.75	1908.0
2020-05-31 22:30:00	NQ	Futures	10932.04	10944.04	10919.47	10937.75	1749.0
2020-05-31 23:00:00	NQ	Futures	10937.75	10945.18	10906.33	10913.76	3053.0
2020-05-31 23:30:00	NQ	Futures	10913.76	10921.47	10900.9	10905.47	1880.0
2020-05-31 18:00:00	YM	Futures	27636.0	27707.2	27480.4	27588.9	5840.0
2020-05-31 18:30:00	YM	Futures	27595.4	27626.1	27553.8	27597.6	1161.0
2020-05-31 19:00:00	YM	Futures	27597.6	27605.3	27549.4	27597.6	970.0
2020-05-31 19:30:00	YM	Futures	27599.8	27660.1	27570.2	27648.0	1544.0
2020-05-31 20:00:00	YM	Futures	27650.2	27770.7	27634.9	27751.0	2969.0
2020-05-31 20:30:00	YM	Futures	27752.1	27807.9	27698.4	27754.3	2568.0
2020-05-31 21:00:00	YM	Futures	27755.3	27800.3	27708.2	27797.0	2221.0
2020-05-31 21:30:00	YM	Futures	27797.0	27861.6	27797.0	27849.5	2736.0
2020-05-31 22:00:00	YM	Futures	27852.8	27879.1	27837.5	27863.8	1046.0
2020-05-31 22:30:00	YM	Futures	27864.9	27880.2	27828.7	27862.7	919.0
2020-05-31 23:00:00	YM	Futures	27863.8	27891.2	27777.3	27788.2	1578.0
2020-05-31 23:30:00	YM	Futures	27788.2	27809.0	27756.4	27765.2	945.0
2020-05-31 18:00:00	CL	Futures	24.5	24.63	24.18	24.48	5465.0
2020-05-31 18:30:00	CL	Futures	24.48	24.98	24.48	24.75	4772.0
2020-05-31 19:00:00	CL	Futures	24.75	24.81	24.53	24.57	2254.0
2020-05-31 19:30:00	CL	Futures	24.57	24.66	24.47	24.54	2456.0
2020-05-31 20:00:00	CL	Futures	24.54	24.55	24.32	24.45	4224.0
2020-05-31 20:30:00	CL	Futures	24.46	24.49	24.35	24.39	2136.0
2020-05-31 21:00:00	CL	Futures	24.39	24.53	24.37	24.49	3794.0
2020-05-31 21:30:00	CL	Futures	24.5	24.61	24.49	24.54	3172.0
2020-05-31 22:00:00	CL	Futures	24.54	24.63	24.48	24.59	2004.0
2020-05-31 22:30:00	CL	Futures	24.58	24.73	24.56	24.72	2349.0
2020-05-31 23:00:00	CL	Futures	24.71	24.82	24.6	24.63	3582.0
2020-05-31 23:30:00	CL	Futures	24.63	24.64	24.53	24.57	1700.0
2020-05-31 18:00:00	GC	Futures	2160.2	2171.0	2158.3	2168.7	4133.0
2020-05-31 18:30:00	GC	Futures	2168.6	2168.7	2164.3	2166.0	1196.0

> showing 50 of 687 rows — these rows as CSV

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