PREVIEW / futures_30min / 2020-08-02

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-08-02.parquet
  size:    26 KB
  rows:    672

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
2020-08-02 18:00:00	ES	Futures	3654.74	3656.69	3640.22	3644.13	11098.0
2020-08-02 18:30:00	ES	Futures	3644.13	3645.24	3640.22	3644.41	2832.0
2020-08-02 19:00:00	ES	Futures	3644.69	3646.64	3636.59	3636.87	6290.0
2020-08-02 19:30:00	ES	Futures	3636.87	3647.76	3636.59	3646.08	6643.0
2020-08-02 20:00:00	ES	Futures	3646.08	3649.71	3639.94	3644.41	12021.0
2020-08-02 20:30:00	ES	Futures	3644.41	3650.27	3644.41	3647.2	11550.0
2020-08-02 21:00:00	ES	Futures	3647.2	3651.67	3644.97	3651.67	7618.0
2020-08-02 21:30:00	ES	Futures	3651.67	3654.18	3648.32	3651.95	12276.0
2020-08-02 22:00:00	ES	Futures	3651.95	3652.23	3644.97	3644.97	5920.0
2020-08-02 22:30:00	ES	Futures	3644.69	3647.76	3643.57	3645.52	6183.0
2020-08-02 23:00:00	ES	Futures	3645.8	3647.76	3642.73	3643.85	2889.0
2020-08-02 23:30:00	ES	Futures	3643.85	3646.36	3642.73	3643.85	2897.0
2020-08-02 18:00:00	NQ	Futures	12646.64	12656.77	12580.71	12607.03	3306.0
2020-08-02 18:30:00	NQ	Futures	12605.29	12621.78	12597.77	12620.91	946.0
2020-08-02 19:00:00	NQ	Futures	12620.62	12631.32	12587.65	12589.68	1900.0
2020-08-02 19:30:00	NQ	Futures	12588.81	12624.38	12588.52	12622.64	1284.0
2020-08-02 20:00:00	NQ	Futures	12623.51	12630.74	12600.38	12621.2	2140.0
2020-08-02 20:30:00	NQ	Futures	12620.62	12646.36	12619.17	12637.68	2877.0
2020-08-02 21:00:00	NQ	Futures	12639.13	12669.2	12629.29	12663.42	3537.0
2020-08-02 21:30:00	NQ	Futures	12664.57	12671.8	12652.72	12665.15	2567.0
2020-08-02 22:00:00	NQ	Futures	12666.02	12666.89	12639.13	12643.46	2067.0
2020-08-02 22:30:00	NQ	Futures	12643.46	12659.95	12638.26	12650.98	2402.0
2020-08-02 23:00:00	NQ	Futures	12651.85	12655.9	12634.79	12641.15	1798.0
2020-08-02 23:30:00	NQ	Futures	12639.99	12648.09	12629.29	12635.37	1160.0
2020-08-02 18:00:00	YM	Futures	29070.1	29089.9	28955.6	28972.1	1399.0
2020-08-02 18:30:00	YM	Futures	28974.3	28977.6	28936.9	28963.3	525.0
2020-08-02 19:00:00	YM	Futures	28964.4	28982.0	28907.1	28911.5	1049.0
2020-08-02 19:30:00	YM	Futures	28911.5	28995.2	28904.9	28982.0	845.0
2020-08-02 20:00:00	YM	Futures	28984.2	29010.6	28928.0	28966.6	1520.0
2020-08-02 20:30:00	YM	Futures	28963.3	29007.3	28941.3	28966.6	2035.0
2020-08-02 21:00:00	YM	Futures	28965.5	28989.7	28945.7	28988.6	1224.0
2020-08-02 21:30:00	YM	Futures	28989.7	29007.3	28956.7	28974.3	1434.0
2020-08-02 22:00:00	YM	Futures	28974.3	28976.5	28911.5	28911.5	1066.0
2020-08-02 22:30:00	YM	Futures	28911.5	28924.7	28897.2	28909.3	1189.0
2020-08-02 23:00:00	YM	Futures	28910.4	28934.7	28891.7	28903.8	521.0
2020-08-02 23:30:00	YM	Futures	28903.8	28923.6	28892.8	28906.0	374.0
2020-08-02 18:00:00	CL	Futures	28.17	28.2	27.97	28.04	1833.0
2020-08-02 18:30:00	CL	Futures	28.03	28.05	27.98	27.99	655.0
2020-08-02 19:00:00	CL	Futures	27.98	28.01	27.88	27.94	1495.0
2020-08-02 19:30:00	CL	Futures	27.95	28.04	27.94	28.02	738.0
2020-08-02 20:00:00	CL	Futures	28.01	28.02	27.84	27.89	1940.0
2020-08-02 20:30:00	CL	Futures	27.89	27.94	27.87	27.9	1424.0
2020-08-02 21:00:00	CL	Futures	27.9	27.94	27.83	27.88	1832.0
2020-08-02 21:30:00	CL	Futures	27.88	27.9	27.83	27.89	1237.0
2020-08-02 22:00:00	CL	Futures	27.89	27.89	27.81	27.85	1253.0
2020-08-02 22:30:00	CL	Futures	27.85	27.91	27.81	27.88	1191.0
2020-08-02 23:00:00	CL	Futures	27.88	27.93	27.88	27.92	583.0
2020-08-02 23:30:00	CL	Futures	27.92	27.94	27.9	27.9	512.0
2020-08-02 18:00:00	GC	Futures	2429.2	2443.9	2426.7	2432.3	7349.0
2020-08-02 18:30:00	GC	Futures	2432.0	2435.2	2430.4	2433.9	1483.0

> showing 50 of 672 rows — these rows as CSV

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