PREVIEW / futures_30min / 2020-06-21

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-06-21.parquet
  size:    25 KB
  rows:    674

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
2020-06-21 18:00:00	ES	Futures	3395.88	3407.05	3381.36	3402.02	30937.0
2020-06-21 18:30:00	ES	Futures	3402.02	3413.19	3397.28	3409.28	10888.0
2020-06-21 19:00:00	ES	Futures	3409.56	3411.24	3399.23	3403.14	6448.0
2020-06-21 19:30:00	ES	Futures	3403.42	3412.08	3401.19	3410.96	6458.0
2020-06-21 20:00:00	ES	Futures	3411.24	3417.66	3405.65	3414.03	14436.0
2020-06-21 20:30:00	ES	Futures	3414.31	3416.54	3408.73	3415.15	7865.0
2020-06-21 21:00:00	ES	Futures	3415.15	3430.23	3414.87	3427.99	15640.0
2020-06-21 21:30:00	ES	Futures	3427.99	3433.58	3423.25	3424.36	11406.0
2020-06-21 22:00:00	ES	Futures	3424.08	3433.3	3423.25	3432.46	6203.0
2020-06-21 22:30:00	ES	Futures	3432.46	3436.09	3431.07	3433.02	6334.0
2020-06-21 23:00:00	ES	Futures	3433.02	3438.05	3429.67	3437.77	6494.0
2020-06-21 23:30:00	ES	Futures	3437.49	3443.63	3436.37	3439.44	6699.0
2020-06-21 18:00:00	NQ	Futures	11414.46	11449.73	11386.12	11439.61	6925.0
2020-06-21 18:30:00	NQ	Futures	11439.9	11458.12	11420.53	11448.0	2343.0
2020-06-21 19:00:00	NQ	Futures	11449.73	11453.21	11422.84	11431.81	1453.0
2020-06-21 19:30:00	NQ	Futures	11432.38	11460.72	11424.0	11457.54	1961.0
2020-06-21 20:00:00	NQ	Futures	11458.41	11483.57	11445.69	11474.89	3599.0
2020-06-21 20:30:00	NQ	Futures	11476.05	11478.94	11458.12	11471.13	2218.0
2020-06-21 21:00:00	NQ	Futures	11471.71	11524.34	11470.56	11518.56	4544.0
2020-06-21 21:30:00	NQ	Futures	11518.85	11537.65	11513.07	11520.29	3907.0
2020-06-21 22:00:00	NQ	Futures	11520.29	11546.9	11517.98	11539.67	2170.0
2020-06-21 22:30:00	NQ	Futures	11538.8	11548.34	11527.81	11533.02	2023.0
2020-06-21 23:00:00	NQ	Futures	11532.15	11546.03	11526.37	11544.87	2075.0
2020-06-21 23:30:00	NQ	Futures	11544.01	11561.65	11541.4	11554.13	2826.0
2020-06-21 18:00:00	YM	Futures	27935.9	28015.2	27781.8	27960.1	5417.0
2020-06-21 18:30:00	YM	Futures	27964.6	28048.2	27900.7	28024.0	2370.0
2020-06-21 19:00:00	YM	Futures	28026.2	28039.4	27924.9	27965.7	1510.0
2020-06-21 19:30:00	YM	Futures	27970.1	28055.9	27945.8	28038.3	1743.0
2020-06-21 20:00:00	YM	Futures	28041.6	28104.4	27987.7	28069.2	2397.0
2020-06-21 20:30:00	YM	Futures	28070.3	28086.8	28013.0	28070.3	1955.0
2020-06-21 21:00:00	YM	Futures	28075.8	28229.9	28073.6	28193.6	3374.0
2020-06-21 21:30:00	YM	Futures	28196.9	28243.1	28136.3	28141.8	2350.0
2020-06-21 22:00:00	YM	Futures	28142.9	28232.1	28136.3	28224.4	1553.0
2020-06-21 22:30:00	YM	Futures	28223.3	28258.6	28209.0	28227.7	1446.0
2020-06-21 23:00:00	YM	Futures	28227.7	28303.7	28192.5	28297.1	2452.0
2020-06-21 23:30:00	YM	Futures	28296.0	28346.6	28288.3	28294.9	1751.0
2020-06-21 18:00:00	CL	Futures	27.37	27.99	27.36	27.9	5135.0
2020-06-21 18:30:00	CL	Futures	27.91	28.03	27.82	27.96	1944.0
2020-06-21 19:00:00	CL	Futures	27.94	28.05	27.85	27.91	1848.0
2020-06-21 19:30:00	CL	Futures	27.9	28.03	27.88	27.96	1228.0
2020-06-21 20:00:00	CL	Futures	27.96	28.12	27.88	28.03	3907.0
2020-06-21 20:30:00	CL	Futures	28.03	28.05	27.83	27.92	3049.0
2020-06-21 21:00:00	CL	Futures	27.93	28.14	27.92	28.12	3436.0
2020-06-21 21:30:00	CL	Futures	28.11	28.18	28.02	28.03	2438.0
2020-06-21 22:00:00	CL	Futures	28.03	28.13	28.02	28.1	1732.0
2020-06-21 22:30:00	CL	Futures	28.1	28.1	27.96	28.0	2004.0
2020-06-21 23:00:00	CL	Futures	28.0	28.01	27.82	27.93	3038.0
2020-06-21 23:30:00	CL	Futures	27.93	28.0	27.9	27.92	1297.0
2020-06-21 18:00:00	GC	Futures	2179.9	2180.4	2172.0	2176.7	5968.0
2020-06-21 18:30:00	GC	Futures	2176.8	2177.3	2172.5	2172.8	1319.0

> showing 50 of 674 rows — these rows as CSV

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