PREVIEW / futures_30min / 2020-06-07

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-06-07.parquet
  size:    25 KB
  rows:    663

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
2020-06-07 18:00:00	ES	Futures	3504.27	3518.54	3498.78	3516.07	18400.0
2020-06-07 18:30:00	ES	Futures	3515.8	3517.44	3513.33	3514.42	4180.0
2020-06-07 19:00:00	ES	Futures	3514.42	3523.21	3513.6	3521.83	9756.0
2020-06-07 19:30:00	ES	Futures	3521.83	3525.13	3521.01	3521.56	8242.0
2020-06-07 20:00:00	ES	Futures	3521.83	3521.83	3508.66	3517.44	19318.0
2020-06-07 20:30:00	ES	Futures	3517.17	3517.17	3507.56	3508.94	12861.0
2020-06-07 21:00:00	ES	Futures	3508.66	3510.31	3503.17	3506.74	13336.0
2020-06-07 21:30:00	ES	Futures	3506.74	3507.84	3499.33	3502.08	14225.0
2020-06-07 22:00:00	ES	Futures	3502.35	3505.92	3497.41	3505.64	10074.0
2020-06-07 22:30:00	ES	Futures	3505.64	3508.94	3503.17	3504.82	8090.0
2020-06-07 23:00:00	ES	Futures	3504.55	3510.03	3503.17	3505.92	5549.0
2020-06-07 23:30:00	ES	Futures	3505.92	3508.94	3503.72	3505.64	4701.0
2020-06-07 18:00:00	NQ	Futures	11218.82	11267.67	11206.54	11264.24	4313.0
2020-06-07 18:30:00	NQ	Futures	11264.24	11267.67	11253.38	11255.1	1343.0
2020-06-07 19:00:00	NQ	Futures	11256.24	11278.24	11253.67	11272.24	1547.0
2020-06-07 19:30:00	NQ	Futures	11273.38	11283.38	11272.81	11279.09	1783.0
2020-06-07 20:00:00	NQ	Futures	11279.38	11279.38	11250.24	11270.81	4349.0
2020-06-07 20:30:00	NQ	Futures	11270.52	11272.52	11250.53	11255.38	3035.0
2020-06-07 21:00:00	NQ	Futures	11255.38	11261.1	11236.25	11249.96	3730.0
2020-06-07 21:30:00	NQ	Futures	11249.67	11253.1	11231.68	11238.53	3526.0
2020-06-07 22:00:00	NQ	Futures	11238.53	11249.96	11227.11	11249.39	2870.0
2020-06-07 22:30:00	NQ	Futures	11249.39	11259.1	11242.82	11245.67	2545.0
2020-06-07 23:00:00	NQ	Futures	11245.67	11259.67	11242.82	11246.53	1991.0
2020-06-07 23:30:00	NQ	Futures	11246.81	11254.24	11239.39	11242.24	1992.0
2020-06-07 18:00:00	YM	Futures	29709.4	29840.8	29650.2	29825.5	3054.0
2020-06-07 18:30:00	YM	Futures	29824.4	29835.4	29802.5	29810.2	1069.0
2020-06-07 19:00:00	YM	Futures	29809.1	29885.7	29801.4	29875.9	1518.0
2020-06-07 19:30:00	YM	Futures	29877.0	29898.9	29860.5	29861.6	1247.0
2020-06-07 20:00:00	YM	Futures	29862.7	29862.7	29741.2	29817.8	2611.0
2020-06-07 20:30:00	YM	Futures	29816.7	29816.7	29730.2	29746.6	1450.0
2020-06-07 21:00:00	YM	Futures	29741.2	29751.0	29678.7	29714.9	2004.0
2020-06-07 21:30:00	YM	Futures	29718.2	29732.4	29654.6	29677.6	1802.0
2020-06-07 22:00:00	YM	Futures	29680.9	29713.8	29633.8	29709.4	1383.0
2020-06-07 22:30:00	YM	Futures	29710.5	29737.9	29690.8	29701.7	1567.0
2020-06-07 23:00:00	YM	Futures	29701.7	29751.0	29687.5	29719.2	1116.0
2020-06-07 23:30:00	YM	Futures	29719.2	29740.1	29700.6	29719.2	833.0
2020-06-07 18:00:00	CL	Futures	27.42	27.86	27.33	27.72	8555.0
2020-06-07 18:30:00	CL	Futures	27.7	27.92	27.54	27.89	4311.0
2020-06-07 19:00:00	CL	Futures	27.89	28.14	27.84	28.08	4641.0
2020-06-07 19:30:00	CL	Futures	28.08	28.14	28.0	28.1	1565.0
2020-06-07 20:00:00	CL	Futures	28.1	28.11	27.93	27.97	2991.0
2020-06-07 20:30:00	CL	Futures	27.97	28.0	27.91	27.98	1850.0
2020-06-07 21:00:00	CL	Futures	27.97	27.99	27.0	27.24	14604.0
2020-06-07 21:30:00	CL	Futures	27.24	27.57	27.22	27.52	4149.0
2020-06-07 22:00:00	CL	Futures	27.52	27.61	27.45	27.55	2035.0
2020-06-07 22:30:00	CL	Futures	27.54	27.76	27.36	27.75	4637.0
2020-06-07 23:00:00	CL	Futures	27.75	27.84	27.65	27.71	2696.0
2020-06-07 23:30:00	CL	Futures	27.7	27.83	27.69	27.79	1497.0
2020-06-07 18:00:00	GC	Futures	2082.3	2084.1	2077.3	2078.0	2232.0
2020-06-07 18:30:00	GC	Futures	2078.2	2080.2	2074.9	2077.3	1439.0

> showing 50 of 663 rows — these rows as CSV

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