PREVIEW / futures_30min / 2020-07-26

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-07-26.parquet
  size:    26 KB
  rows:    678

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
2020-07-26 18:00:00	ES	Futures	3586.32	3589.4	3571.8	3577.11	15735.0
2020-07-26 18:30:00	ES	Futures	3577.11	3579.9	3571.52	3573.2	6147.0
2020-07-26 19:00:00	ES	Futures	3573.48	3576.27	3565.38	3568.45	11159.0
2020-07-26 19:30:00	ES	Futures	3568.73	3578.23	3568.73	3573.76	9776.0
2020-07-26 20:00:00	ES	Futures	3573.48	3590.79	3572.08	3590.23	16722.0
2020-07-26 20:30:00	ES	Futures	3590.23	3593.31	3584.37	3588.0	8775.0
2020-07-26 21:00:00	ES	Futures	3588.28	3594.98	3585.49	3593.03	9380.0
2020-07-26 21:30:00	ES	Futures	3593.03	3595.82	3589.4	3593.03	8797.0
2020-07-26 22:00:00	ES	Futures	3593.31	3594.7	3586.32	3587.72	6336.0
2020-07-26 22:30:00	ES	Futures	3587.72	3600.29	3587.44	3598.61	9044.0
2020-07-26 23:00:00	ES	Futures	3598.61	3600.85	3596.94	3597.77	5494.0
2020-07-26 23:30:00	ES	Futures	3597.77	3600.01	3593.86	3596.66	5223.0
2020-07-26 18:00:00	NQ	Futures	12133.93	12165.74	12064.82	12091.42	7125.0
2020-07-26 18:30:00	NQ	Futures	12093.16	12102.7	12069.16	12080.43	2710.0
2020-07-26 19:00:00	NQ	Futures	12081.01	12087.66	12030.98	12050.94	3849.0
2020-07-26 19:30:00	NQ	Futures	12052.67	12092.29	12052.67	12076.38	2791.0
2020-07-26 20:00:00	NQ	Futures	12076.38	12150.7	12068.29	12150.7	3973.0
2020-07-26 20:30:00	NQ	Futures	12148.97	12157.07	12125.83	12132.77	1979.0
2020-07-26 21:00:00	NQ	Futures	12133.93	12165.45	12127.28	12152.15	2992.0
2020-07-26 21:30:00	NQ	Futures	12149.84	12156.2	12129.88	12142.61	2956.0
2020-07-26 22:00:00	NQ	Futures	12142.61	12160.82	12113.4	12122.94	2531.0
2020-07-26 22:30:00	NQ	Futures	12123.23	12195.53	12122.36	12183.38	4023.0
2020-07-26 23:00:00	NQ	Futures	12183.96	12190.9	12172.68	12176.73	1937.0
2020-07-26 23:30:00	NQ	Futures	12177.31	12186.85	12161.98	12179.62	2479.0
2020-07-26 18:00:00	YM	Futures	28932.5	29038.2	28917.0	28963.3	3780.0
2020-07-26 18:30:00	YM	Futures	28964.4	28987.5	28925.8	28944.6	1512.0
2020-07-26 19:00:00	YM	Futures	28947.9	28966.6	28885.1	28908.2	2615.0
2020-07-26 19:30:00	YM	Futures	28910.4	29009.5	28910.4	28965.5	2210.0
2020-07-26 20:00:00	YM	Futures	28966.6	29100.9	28944.6	29097.6	2803.0
2020-07-26 20:30:00	YM	Futures	29097.6	29121.8	29045.9	29072.3	2032.0
2020-07-26 21:00:00	YM	Futures	29075.6	29127.4	29054.7	29115.2	2139.0
2020-07-26 21:30:00	YM	Futures	29116.3	29138.4	29084.4	29113.0	1761.0
2020-07-26 22:00:00	YM	Futures	29115.2	29125.2	29063.5	29073.4	996.0
2020-07-26 22:30:00	YM	Futures	29075.6	29175.8	29074.5	29158.2	1517.0
2020-07-26 23:00:00	YM	Futures	29160.4	29179.1	29145.0	29151.6	689.0
2020-07-26 23:30:00	YM	Futures	29151.6	29167.0	29114.1	29130.7	1226.0
2020-07-26 18:00:00	CL	Futures	28.78	28.86	28.61	28.68	2558.0
2020-07-26 18:30:00	CL	Futures	28.68	28.71	28.55	28.58	1624.0
2020-07-26 19:00:00	CL	Futures	28.58	28.64	28.53	28.61	1018.0
2020-07-26 19:30:00	CL	Futures	28.61	28.73	28.6	28.66	1308.0
2020-07-26 20:00:00	CL	Futures	28.66	28.8	28.64	28.8	1740.0
2020-07-26 20:30:00	CL	Futures	28.81	28.82	28.75	28.79	1102.0
2020-07-26 21:00:00	CL	Futures	28.79	28.87	28.77	28.8	1600.0
2020-07-26 21:30:00	CL	Futures	28.8	28.82	28.71	28.73	1807.0
2020-07-26 22:00:00	CL	Futures	28.73	28.74	28.66	28.69	1446.0
2020-07-26 22:30:00	CL	Futures	28.69	28.78	28.68	28.73	1420.0
2020-07-26 23:00:00	CL	Futures	28.73	28.8	28.71	28.72	1541.0
2020-07-26 23:30:00	CL	Futures	28.73	28.77	28.72	28.75	704.0
2020-07-26 18:00:00	GC	Futures	2346.0	2356.3	2343.3	2353.0	1029.0
2020-07-26 18:30:00	GC	Futures	2353.3	2354.6	2350.4	2350.8	285.0

> showing 50 of 678 rows — these rows as CSV

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