PREVIEW / futures_30min / 2020-06-28

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-06-28.parquet
  size:    26 KB
  rows:    681

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
2020-06-28 18:00:00	ES	Futures	3335.56	3347.29	3332.49	3345.62	26187.0
2020-06-28 18:30:00	ES	Futures	3345.62	3350.92	3345.34	3347.01	8142.0
2020-06-28 19:00:00	ES	Futures	3347.29	3349.53	3340.31	3340.87	8919.0
2020-06-28 19:30:00	ES	Futures	3340.59	3356.23	3340.31	3351.2	12122.0
2020-06-28 20:00:00	ES	Futures	3351.2	3353.99	3343.1	3347.29	13060.0
2020-06-28 20:30:00	ES	Futures	3347.29	3357.62	3344.5	3357.07	11152.0
2020-06-28 21:00:00	ES	Futures	3356.79	3369.63	3356.23	3367.4	16419.0
2020-06-28 21:30:00	ES	Futures	3367.12	3371.31	3362.93	3370.19	12352.0
2020-06-28 22:00:00	ES	Futures	3369.91	3374.38	3365.72	3369.35	9479.0
2020-06-28 22:30:00	ES	Futures	3369.35	3369.35	3358.18	3362.65	10855.0
2020-06-28 23:00:00	ES	Futures	3362.65	3364.88	3356.51	3359.58	6453.0
2020-06-28 23:30:00	ES	Futures	3359.58	3361.53	3351.76	3355.11	8057.0
2020-06-28 18:00:00	NQ	Futures	11319.03	11370.5	11312.95	11361.82	5122.0
2020-06-28 18:30:00	NQ	Futures	11361.25	11377.44	11349.39	11366.45	2245.0
2020-06-28 19:00:00	NQ	Futures	11366.45	11376.28	11341.58	11341.58	2119.0
2020-06-28 19:30:00	NQ	Futures	11342.16	11382.07	11340.14	11366.74	2747.0
2020-06-28 20:00:00	NQ	Futures	11367.9	11376.86	11349.97	11360.38	2618.0
2020-06-28 20:30:00	NQ	Futures	11362.4	11388.14	11351.13	11386.4	2297.0
2020-06-28 21:00:00	NQ	Futures	11385.25	11421.97	11381.2	11413.3	4551.0
2020-06-28 21:30:00	NQ	Futures	11413.59	11430.65	11401.15	11427.76	4696.0
2020-06-28 22:00:00	NQ	Futures	11427.76	11429.78	11410.7	11415.32	3277.0
2020-06-28 22:30:00	NQ	Futures	11414.74	11415.61	11382.65	11388.72	3941.0
2020-06-28 23:00:00	NQ	Futures	11390.16	11399.13	11372.24	11389.01	2758.0
2020-06-28 23:30:00	NQ	Futures	11388.14	11394.21	11366.45	11374.55	3245.0
2020-06-28 18:00:00	YM	Futures	27282.9	27346.8	27245.5	27327.0	5435.0
2020-06-28 18:30:00	YM	Futures	27325.9	27383.1	27319.3	27352.3	1612.0
2020-06-28 19:00:00	YM	Futures	27352.3	27373.2	27291.8	27299.5	1096.0
2020-06-28 19:30:00	YM	Futures	27294.0	27447.0	27292.9	27398.6	1914.0
2020-06-28 20:00:00	YM	Futures	27400.8	27432.7	27336.9	27374.3	1659.0
2020-06-28 20:30:00	YM	Futures	27373.2	27470.1	27346.8	27453.6	1536.0
2020-06-28 21:00:00	YM	Futures	27453.6	27581.4	27448.1	27556.0	2583.0
2020-06-28 21:30:00	YM	Futures	27553.8	27595.7	27506.5	27581.4	2417.0
2020-06-28 22:00:00	YM	Futures	27579.2	27616.6	27537.3	27567.0	1624.0
2020-06-28 22:30:00	YM	Futures	27565.9	27567.0	27464.6	27505.4	2212.0
2020-06-28 23:00:00	YM	Futures	27505.4	27529.6	27447.0	27465.7	1731.0
2020-06-28 23:30:00	YM	Futures	27463.5	27484.5	27394.2	27426.1	1824.0
2020-06-28 18:00:00	CL	Futures	26.63	26.74	26.49	26.64	3949.0
2020-06-28 18:30:00	CL	Futures	26.64	26.66	26.55	26.59	1016.0
2020-06-28 19:00:00	CL	Futures	26.59	26.61	26.43	26.47	1469.0
2020-06-28 19:30:00	CL	Futures	26.47	26.6	26.47	26.57	1160.0
2020-06-28 20:00:00	CL	Futures	26.57	26.59	26.43	26.44	2078.0
2020-06-28 20:30:00	CL	Futures	26.44	26.54	26.43	26.54	1576.0
2020-06-28 21:00:00	CL	Futures	26.53	26.79	26.53	26.7	4994.0
2020-06-28 21:30:00	CL	Futures	26.7	26.76	26.54	26.63	3236.0
2020-06-28 22:00:00	CL	Futures	26.63	26.64	26.52	26.56	1777.0
2020-06-28 22:30:00	CL	Futures	26.55	26.58	26.45	26.45	1755.0
2020-06-28 23:00:00	CL	Futures	26.45	26.5	26.36	26.47	2636.0
2020-06-28 23:30:00	CL	Futures	26.47	26.52	26.45	26.48	1528.0
2020-06-28 18:00:00	GC	Futures	2208.8	2210.3	2205.1	2206.2	4075.0
2020-06-28 18:30:00	GC	Futures	2206.4	2207.0	2205.1	2207.0	943.0

> showing 50 of 681 rows — these rows as CSV

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