PREVIEW / futures_30min / 2020-07-19

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-07-19.parquet
  size:    25 KB
  rows:    667

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
2020-07-19 18:00:00	ES	Futures	3590.51	3598.05	3588.0	3596.1	11108.0
2020-07-19 18:30:00	ES	Futures	3596.1	3596.38	3593.58	3593.86	2133.0
2020-07-19 19:00:00	ES	Futures	3593.86	3595.26	3592.75	3594.98	2229.0
2020-07-19 19:30:00	ES	Futures	3594.98	3599.17	3594.14	3598.05	3291.0
2020-07-19 20:00:00	ES	Futures	3598.05	3598.89	3593.31	3593.31	5799.0
2020-07-19 20:30:00	ES	Futures	3593.31	3596.94	3591.63	3593.03	4431.0
2020-07-19 21:00:00	ES	Futures	3592.75	3593.86	3575.43	3579.62	20867.0
2020-07-19 21:30:00	ES	Futures	3579.62	3581.58	3569.85	3574.32	12113.0
2020-07-19 22:00:00	ES	Futures	3574.04	3579.06	3572.64	3575.99	6553.0
2020-07-19 22:30:00	ES	Futures	3575.71	3578.23	3573.48	3575.71	4826.0
2020-07-19 23:00:00	ES	Futures	3575.71	3578.78	3574.88	3578.78	3080.0
2020-07-19 23:30:00	ES	Futures	3578.78	3582.14	3577.39	3579.9	6274.0
2020-07-19 18:00:00	NQ	Futures	12285.75	12327.1	12276.5	12321.9	3573.0
2020-07-19 18:30:00	NQ	Futures	12322.48	12324.21	12306.57	12307.44	1231.0
2020-07-19 19:00:00	NQ	Futures	12308.31	12315.54	12297.61	12307.15	1794.0
2020-07-19 19:30:00	NQ	Futures	12307.73	12321.03	12303.97	12316.11	1403.0
2020-07-19 20:00:00	NQ	Futures	12315.82	12319.01	12303.39	12305.13	1840.0
2020-07-19 20:30:00	NQ	Futures	12305.41	12313.22	12297.61	12302.81	1855.0
2020-07-19 21:00:00	NQ	Futures	12302.52	12305.13	12222.42	12242.95	8453.0
2020-07-19 21:30:00	NQ	Futures	12242.66	12251.34	12205.65	12219.53	5511.0
2020-07-19 22:00:00	NQ	Futures	12219.53	12233.99	12214.03	12223.0	3689.0
2020-07-19 22:30:00	NQ	Futures	12223.29	12236.3	12215.48	12225.02	2894.0
2020-07-19 23:00:00	NQ	Futures	12225.6	12236.01	12220.97	12235.43	1681.0
2020-07-19 23:30:00	NQ	Futures	12235.72	12255.39	12231.67	12248.16	2696.0
2020-07-19 18:00:00	YM	Futures	29225.4	29274.9	29189.0	29250.7	2095.0
2020-07-19 18:30:00	YM	Futures	29251.8	29256.2	29229.8	29238.6	531.0
2020-07-19 19:00:00	YM	Futures	29239.7	29250.7	29229.8	29246.3	502.0
2020-07-19 19:30:00	YM	Futures	29247.4	29294.7	29241.9	29282.6	901.0
2020-07-19 20:00:00	YM	Futures	29284.8	29289.2	29245.2	29248.5	1179.0
2020-07-19 20:30:00	YM	Futures	29249.6	29276.0	29233.1	29245.2	765.0
2020-07-19 21:00:00	YM	Futures	29240.8	29251.8	29084.4	29119.6	3996.0
2020-07-19 21:30:00	YM	Futures	29118.5	29136.2	29023.8	29066.8	2734.0
2020-07-19 22:00:00	YM	Futures	29065.7	29108.6	29050.3	29085.5	1408.0
2020-07-19 22:30:00	YM	Futures	29086.6	29104.2	29065.7	29076.7	1299.0
2020-07-19 23:00:00	YM	Futures	29077.8	29107.5	29072.3	29107.5	588.0
2020-07-19 23:30:00	YM	Futures	29105.3	29138.4	29093.2	29118.5	1717.0
2020-07-19 18:00:00	CL	Futures	28.43	28.48	28.32	28.44	1344.0
2020-07-19 18:30:00	CL	Futures	28.44	28.45	28.41	28.43	384.0
2020-07-19 19:00:00	CL	Futures	28.44	28.45	28.42	28.43	421.0
2020-07-19 19:30:00	CL	Futures	28.43	28.47	28.43	28.44	570.0
2020-07-19 20:00:00	CL	Futures	28.43	28.45	28.35	28.39	1700.0
2020-07-19 20:30:00	CL	Futures	28.4	28.41	28.3	28.32	1109.0
2020-07-19 21:00:00	CL	Futures	28.32	28.34	28.16	28.27	4564.0
2020-07-19 21:30:00	CL	Futures	28.27	28.29	28.2	28.24	2071.0
2020-07-19 22:00:00	CL	Futures	28.23	28.29	28.22	28.25	1415.0
2020-07-19 22:30:00	CL	Futures	28.25	28.28	28.22	28.23	1082.0
2020-07-19 23:00:00	CL	Futures	28.23	28.27	28.22	28.26	962.0
2020-07-19 23:30:00	CL	Futures	28.26	28.32	28.25	28.25	1411.0
2020-07-19 18:00:00	GC	Futures	2237.3	2237.6	2234.3	2236.1	1686.0
2020-07-19 18:30:00	GC	Futures	2236.0	2236.4	2235.1	2235.9	742.0

> showing 50 of 667 rows — these rows as CSV

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