PREVIEW / futures_30min / 2020-08-09

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-08-09.parquet
  size:    25 KB
  rows:    652

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
2020-08-09 18:00:00	ES	Futures	3738.51	3738.51	3725.11	3727.62	15001.0
2020-08-09 18:30:00	ES	Futures	3727.34	3730.41	3727.34	3728.18	2719.0
2020-08-09 19:00:00	ES	Futures	3728.46	3730.69	3727.62	3729.02	2341.0
2020-08-09 19:30:00	ES	Futures	3729.02	3733.77	3729.02	3732.65	3023.0
2020-08-09 20:00:00	ES	Futures	3732.93	3737.12	3731.53	3734.04	4591.0
2020-08-09 20:30:00	ES	Futures	3733.77	3736.84	3732.09	3733.77	4812.0
2020-08-09 21:00:00	ES	Futures	3733.49	3735.16	3730.69	3733.77	5392.0
2020-08-09 21:30:00	ES	Futures	3733.77	3737.4	3732.65	3734.6	6237.0
2020-08-09 22:00:00	ES	Futures	3734.6	3740.47	3733.49	3739.07	5705.0
2020-08-09 22:30:00	ES	Futures	3739.07	3741.3	3737.67	3740.75	3468.0
2020-08-09 23:00:00	ES	Futures	3740.75	3741.86	3739.35	3741.03	2970.0
2020-08-09 23:30:00	ES	Futures	3741.3	3742.42	3739.91	3741.3	1897.0
2020-08-09 18:00:00	NQ	Futures	12886.08	12904.88	12808.3	12818.71	4454.0
2020-08-09 18:30:00	NQ	Futures	12817.26	12838.66	12816.1	12819.86	2052.0
2020-08-09 19:00:00	NQ	Futures	12820.44	12837.79	12820.44	12830.27	1254.0
2020-08-09 19:30:00	NQ	Futures	12829.69	12855.43	12829.41	12848.49	1567.0
2020-08-09 20:00:00	NQ	Futures	12847.62	12862.08	12840.97	12851.09	1644.0
2020-08-09 20:30:00	NQ	Futures	12851.38	12860.93	12840.11	12847.62	1800.0
2020-08-09 21:00:00	NQ	Futures	12846.76	12846.76	12827.09	12834.32	2532.0
2020-08-09 21:30:00	NQ	Futures	12834.9	12849.94	12827.96	12829.98	2652.0
2020-08-09 22:00:00	NQ	Futures	12830.56	12853.99	12822.75	12846.18	2167.0
2020-08-09 22:30:00	NQ	Futures	12846.18	12854.85	12837.79	12852.54	1142.0
2020-08-09 23:00:00	NQ	Futures	12852.25	12858.03	12847.05	12853.99	1001.0
2020-08-09 23:30:00	NQ	Futures	12854.28	12859.19	12846.18	12853.99	836.0
2020-08-09 18:00:00	YM	Futures	30131.6	30134.9	30017.1	30041.3	2154.0
2020-08-09 18:30:00	YM	Futures	30039.1	30061.1	30038.0	30038.0	1038.0
2020-08-09 19:00:00	YM	Futures	30039.1	30058.9	30033.6	30043.5	1215.0
2020-08-09 19:30:00	YM	Futures	30045.7	30083.1	30044.6	30076.5	1392.0
2020-08-09 20:00:00	YM	Futures	30077.6	30109.6	30062.2	30083.1	971.0
2020-08-09 20:30:00	YM	Futures	30084.2	30098.6	30053.4	30071.0	1870.0
2020-08-09 21:00:00	YM	Futures	30069.9	30089.8	30054.5	30083.1	1002.0
2020-08-09 21:30:00	YM	Futures	30083.1	30123.9	30075.4	30101.9	1089.0
2020-08-09 22:00:00	YM	Futures	30103.0	30159.1	30095.3	30149.2	1900.0
2020-08-09 22:30:00	YM	Futures	30148.1	30167.9	30136.0	30161.3	1026.0
2020-08-09 23:00:00	YM	Futures	30162.4	30174.5	30152.5	30167.9	600.0
2020-08-09 23:30:00	YM	Futures	30169.0	30184.4	30162.4	30176.7	339.0
2020-08-09 18:00:00	CL	Futures	28.94	29.08	28.71	28.98	2769.0
2020-08-09 18:30:00	CL	Futures	28.99	29.02	28.96	28.96	538.0
2020-08-09 19:00:00	CL	Futures	28.97	29.0	28.97	28.98	384.0
2020-08-09 19:30:00	CL	Futures	28.99	29.03	28.98	29.02	465.0
2020-08-09 20:00:00	CL	Futures	29.03	29.13	29.0	29.09	1565.0
2020-08-09 20:30:00	CL	Futures	29.08	29.2	29.02	29.09	2478.0
2020-08-09 21:00:00	CL	Futures	29.08	29.11	28.98	29.01	2763.0
2020-08-09 21:30:00	CL	Futures	29.01	29.06	28.96	29.06	1606.0
2020-08-09 22:00:00	CL	Futures	29.06	29.09	29.05	29.07	965.0
2020-08-09 22:30:00	CL	Futures	29.07	29.12	29.05	29.08	1391.0
2020-08-09 23:00:00	CL	Futures	29.08	29.12	29.08	29.12	534.0
2020-08-09 23:30:00	CL	Futures	29.12	29.17	29.11	29.13	724.0
2020-08-09 18:00:00	GC	Futures	2486.8	2490.1	2467.2	2474.0	5783.0
2020-08-09 18:30:00	GC	Futures	2474.5	2479.2	2473.9	2475.9	2170.0

> showing 50 of 652 rows — these rows as CSV

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