PREVIEW / futures_30min / 2020-07-12

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-07-12.parquet
  size:    25 KB
  rows:    662

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
2020-07-12 18:00:00	ES	Futures	3555.89	3573.2	3555.89	3569.29	20393.0
2020-07-12 18:30:00	ES	Futures	3569.29	3570.13	3565.66	3568.45	4815.0
2020-07-12 19:00:00	ES	Futures	3568.45	3569.29	3559.24	3563.99	7261.0
2020-07-12 19:30:00	ES	Futures	3563.99	3564.82	3559.24	3559.24	5642.0
2020-07-12 20:00:00	ES	Futures	3559.24	3560.91	3553.93	3559.8	11781.0
2020-07-12 20:30:00	ES	Futures	3560.08	3563.99	3558.4	3563.71	5173.0
2020-07-12 21:00:00	ES	Futures	3563.71	3566.78	3560.63	3563.43	8615.0
2020-07-12 21:30:00	ES	Futures	3563.43	3569.57	3563.15	3567.89	8572.0
2020-07-12 22:00:00	ES	Futures	3567.89	3570.13	3565.38	3568.17	6767.0
2020-07-12 22:30:00	ES	Futures	3567.89	3570.13	3565.1	3566.5	4744.0
2020-07-12 23:00:00	ES	Futures	3566.5	3568.45	3563.99	3567.34	4275.0
2020-07-12 23:30:00	ES	Futures	3567.34	3568.17	3565.38	3565.66	2702.0
2020-07-12 18:00:00	NQ	Futures	12548.32	12619.17	12547.75	12605.29	6820.0
2020-07-12 18:30:00	NQ	Futures	12605.0	12608.18	12594.88	12604.14	1655.0
2020-07-12 19:00:00	NQ	Futures	12605.0	12610.21	12585.34	12601.82	2338.0
2020-07-12 19:30:00	NQ	Futures	12600.95	12601.82	12580.13	12581.0	1658.0
2020-07-12 20:00:00	NQ	Futures	12581.58	12586.5	12559.89	12581.58	4110.0
2020-07-12 20:30:00	NQ	Futures	12581.29	12599.8	12578.69	12598.35	2734.0
2020-07-12 21:00:00	NQ	Futures	12598.64	12607.9	12584.18	12587.94	3368.0
2020-07-12 21:30:00	NQ	Futures	12588.52	12605.0	12587.94	12599.8	3207.0
2020-07-12 22:00:00	NQ	Futures	12599.22	12604.14	12592.28	12597.77	2292.0
2020-07-12 22:30:00	NQ	Futures	12597.77	12603.27	12583.6	12585.92	2112.0
2020-07-12 23:00:00	NQ	Futures	12585.92	12588.52	12574.64	12585.05	2225.0
2020-07-12 23:30:00	NQ	Futures	12584.76	12589.39	12580.42	12583.03	1173.0
2020-07-12 18:00:00	YM	Futures	28657.2	28824.5	28657.2	28790.4	3379.0
2020-07-12 18:30:00	YM	Futures	28787.1	28791.5	28749.7	28767.3	1114.0
2020-07-12 19:00:00	YM	Futures	28768.4	28782.7	28682.5	28724.3	1676.0
2020-07-12 19:30:00	YM	Futures	28726.5	28742.0	28691.3	28691.3	1674.0
2020-07-12 20:00:00	YM	Futures	28693.5	28713.3	28648.4	28700.1	2683.0
2020-07-12 20:30:00	YM	Futures	28701.2	28737.6	28690.2	28732.0	1170.0
2020-07-12 21:00:00	YM	Futures	28733.1	28760.7	28689.1	28715.5	2040.0
2020-07-12 21:30:00	YM	Futures	28718.8	28778.3	28717.7	28762.9	1545.0
2020-07-12 22:00:00	YM	Futures	28759.6	28793.7	28728.7	28773.9	2418.0
2020-07-12 22:30:00	YM	Futures	28777.2	28797.0	28748.6	28759.6	1039.0
2020-07-12 23:00:00	YM	Futures	28760.7	28790.4	28743.1	28778.3	1161.0
2020-07-12 23:30:00	YM	Futures	28775.0	28790.4	28762.9	28764.0	643.0
2020-07-12 18:00:00	CL	Futures	28.31	28.43	28.01	28.27	4839.0
2020-07-12 18:30:00	CL	Futures	28.28	28.33	28.23	28.32	1209.0
2020-07-12 19:00:00	CL	Futures	28.32	28.37	28.2	28.23	1317.0
2020-07-12 19:30:00	CL	Futures	28.24	28.24	28.12	28.16	1122.0
2020-07-12 20:00:00	CL	Futures	28.15	28.23	28.07	28.22	2126.0
2020-07-12 20:30:00	CL	Futures	28.23	28.23	28.15	28.2	899.0
2020-07-12 21:00:00	CL	Futures	28.19	28.3	28.19	28.26	2171.0
2020-07-12 21:30:00	CL	Futures	28.26	28.3	28.19	28.24	927.0
2020-07-12 22:00:00	CL	Futures	28.25	28.26	28.14	28.17	1278.0
2020-07-12 22:30:00	CL	Futures	28.17	28.2	28.14	28.16	991.0
2020-07-12 23:00:00	CL	Futures	28.16	28.23	28.14	28.22	811.0
2020-07-12 23:30:00	CL	Futures	28.22	28.24	28.2	28.21	563.0
2020-07-12 18:00:00	GC	Futures	2226.4	2228.2	2224.7	2227.7	1818.0
2020-07-12 18:30:00	GC	Futures	2227.8	2229.6	2227.6	2228.6	1126.0

> showing 50 of 662 rows — these rows as CSV

> unlock the full archive -- $79 one-time