PREVIEW / futures_30min / 2020-06-14

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-06-14.parquet
  size:    26 KB
  rows:    679

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
2020-06-14 18:00:00	ES	Futures	3332.21	3346.45	3316.85	3336.12	25855.0
2020-06-14 18:30:00	ES	Futures	3336.4	3348.41	3331.93	3345.62	8231.0
2020-06-14 19:00:00	ES	Futures	3345.9	3347.29	3327.19	3331.1	9948.0
2020-06-14 19:30:00	ES	Futures	3331.1	3341.71	3324.95	3334.45	12577.0
2020-06-14 20:00:00	ES	Futures	3334.17	3340.59	3329.42	3336.96	15080.0
2020-06-14 20:30:00	ES	Futures	3336.96	3340.31	3327.19	3327.47	11768.0
2020-06-14 21:00:00	ES	Futures	3327.19	3336.4	3325.51	3334.45	9677.0
2020-06-14 21:30:00	ES	Futures	3334.17	3340.31	3333.61	3338.91	8285.0
2020-06-14 22:00:00	ES	Futures	3338.91	3342.27	3333.61	3338.36	7870.0
2020-06-14 22:30:00	ES	Futures	3338.08	3338.08	3328.86	3329.42	5708.0
2020-06-14 23:00:00	ES	Futures	3329.14	3338.08	3329.14	3336.96	3639.0
2020-06-14 23:30:00	ES	Futures	3337.24	3337.52	3332.77	3335.01	3252.0
2020-06-14 18:00:00	NQ	Futures	11020.02	11061.66	10979.53	11052.11	4821.0
2020-06-14 18:30:00	NQ	Futures	11052.98	11073.22	11034.47	11064.26	1706.0
2020-06-14 19:00:00	NQ	Futures	11064.55	11068.89	11013.08	11028.4	2071.0
2020-06-14 19:30:00	NQ	Futures	11028.69	11054.72	11000.06	11034.76	2254.0
2020-06-14 20:00:00	NQ	Futures	11034.19	11057.03	11026.96	11050.96	1577.0
2020-06-14 20:30:00	NQ	Futures	11051.83	11066.28	11020.88	11022.62	1682.0
2020-06-14 21:00:00	NQ	Futures	11021.46	11059.34	11021.17	11053.85	1232.0
2020-06-14 21:30:00	NQ	Futures	11055.3	11084.5	11052.98	11075.54	1542.0
2020-06-14 22:00:00	NQ	Futures	11074.38	11087.68	11054.43	11074.09	1045.0
2020-06-14 22:30:00	NQ	Futures	11072.94	11072.94	11037.37	11039.39	792.0
2020-06-14 23:00:00	NQ	Futures	11037.08	11066.28	11034.76	11061.66	567.0
2020-06-14 23:30:00	NQ	Futures	11062.81	11070.62	11054.14	11060.5	446.0
2020-06-14 18:00:00	YM	Futures	27574.7	27708.0	27463.5	27606.7	4009.0
2020-06-14 18:30:00	YM	Futures	27604.5	27714.6	27569.2	27693.7	1598.0
2020-06-14 19:00:00	YM	Futures	27694.8	27713.5	27527.4	27559.3	2074.0
2020-06-14 19:30:00	YM	Futures	27563.7	27679.4	27526.3	27603.4	1994.0
2020-06-14 20:00:00	YM	Futures	27605.6	27649.6	27560.4	27622.1	1347.0
2020-06-14 20:30:00	YM	Futures	27619.9	27651.8	27531.8	27536.2	2041.0
2020-06-14 21:00:00	YM	Futures	27537.3	27600.1	27514.2	27579.2	2407.0
2020-06-14 21:30:00	YM	Futures	27577.0	27634.2	27577.0	27619.9	1573.0
2020-06-14 22:00:00	YM	Futures	27617.7	27636.4	27571.4	27607.8	1623.0
2020-06-14 22:30:00	YM	Futures	27605.6	27605.6	27535.1	27537.3	1085.0
2020-06-14 23:00:00	YM	Futures	27537.3	27605.6	27536.2	27601.2	752.0
2020-06-14 23:30:00	YM	Futures	27600.1	27603.4	27556.0	27570.3	763.0
2020-06-14 18:00:00	CL	Futures	25.44	25.52	24.99	25.11	2764.0
2020-06-14 18:30:00	CL	Futures	25.11	25.24	25.01	25.23	866.0
2020-06-14 19:00:00	CL	Futures	25.24	25.29	25.08	25.13	818.0
2020-06-14 19:30:00	CL	Futures	25.13	25.25	25.07	25.15	552.0
2020-06-14 20:00:00	CL	Futures	25.15	25.15	24.9	24.92	1593.0
2020-06-14 20:30:00	CL	Futures	24.93	25.04	24.84	24.88	1259.0
2020-06-14 21:00:00	CL	Futures	24.88	24.9	24.69	24.71	2127.0
2020-06-14 21:30:00	CL	Futures	24.71	24.82	24.71	24.74	1013.0
2020-06-14 22:00:00	CL	Futures	24.76	24.9	24.6	24.9	1303.0
2020-06-14 22:30:00	CL	Futures	24.88	24.9	24.73	24.79	812.0
2020-06-14 23:00:00	CL	Futures	24.79	25.04	24.78	24.93	1036.0
2020-06-14 23:30:00	CL	Futures	24.94	24.99	24.87	24.9	532.0
2020-06-14 18:00:00	GC	Futures	2148.9	2152.8	2142.9	2149.4	2105.0
2020-06-14 18:30:00	GC	Futures	2149.6	2149.8	2145.7	2145.9	883.0

> showing 50 of 679 rows — these rows as CSV

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