PREVIEW / futures_30min / 2020-08-16

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-08-16.parquet
  size:    25 KB
  rows:    673

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
2020-08-16 18:00:00	ES	Futures	3759.73	3763.09	3759.18	3760.29	4220.0
2020-08-16 18:30:00	ES	Futures	3760.57	3762.53	3760.57	3761.13	2404.0
2020-08-16 19:00:00	ES	Futures	3761.13	3761.97	3760.01	3761.69	947.0
2020-08-16 19:30:00	ES	Futures	3761.69	3765.32	3761.41	3764.76	2821.0
2020-08-16 20:00:00	ES	Futures	3764.48	3765.88	3762.25	3765.04	3698.0
2020-08-16 20:30:00	ES	Futures	3765.04	3765.88	3761.69	3763.09	3280.0
2020-08-16 21:00:00	ES	Futures	3762.81	3765.6	3761.69	3765.32	3273.0
2020-08-16 21:30:00	ES	Futures	3765.6	3766.44	3763.09	3765.6	4162.0
2020-08-16 22:00:00	ES	Futures	3765.88	3770.35	3765.6	3768.67	7287.0
2020-08-16 22:30:00	ES	Futures	3768.95	3770.07	3767.83	3768.67	2562.0
2020-08-16 23:00:00	ES	Futures	3768.67	3769.79	3767.55	3768.11	2133.0
2020-08-16 23:30:00	ES	Futures	3768.39	3768.39	3765.04	3765.88	2367.0
2020-08-16 18:00:00	NQ	Futures	12891.58	12910.66	12888.4	12901.7	1438.0
2020-08-16 18:30:00	NQ	Futures	12902.57	12908.35	12898.52	12901.7	777.0
2020-08-16 19:00:00	NQ	Futures	12901.7	12903.44	12896.5	12901.41	586.0
2020-08-16 19:30:00	NQ	Futures	12902.28	12913.85	12899.1	12910.66	1058.0
2020-08-16 20:00:00	NQ	Futures	12910.09	12914.14	12901.99	12909.8	1167.0
2020-08-16 20:30:00	NQ	Futures	12909.8	12913.27	12903.15	12906.91	916.0
2020-08-16 21:00:00	NQ	Futures	12906.91	12915.0	12901.12	12915.0	1496.0
2020-08-16 21:30:00	NQ	Futures	12914.71	12927.73	12909.8	12925.12	1583.0
2020-08-16 22:00:00	NQ	Futures	12925.12	12942.76	12924.55	12934.38	1935.0
2020-08-16 22:30:00	NQ	Futures	12934.38	12941.03	12932.64	12937.27	884.0
2020-08-16 23:00:00	NQ	Futures	12937.27	12943.63	12933.51	12936.69	964.0
2020-08-16 23:30:00	NQ	Futures	12936.69	12937.27	12925.7	12930.04	949.0
2020-08-16 18:00:00	YM	Futures	30655.7	30670.1	30627.1	30653.5	793.0
2020-08-16 18:30:00	YM	Futures	30653.5	30672.3	30653.5	30659.0	707.0
2020-08-16 19:00:00	YM	Futures	30660.1	30672.3	30653.5	30667.9	811.0
2020-08-16 19:30:00	YM	Futures	30666.7	30700.9	30663.4	30696.5	1092.0
2020-08-16 20:00:00	YM	Futures	30695.4	30708.6	30677.8	30698.7	888.0
2020-08-16 20:30:00	YM	Futures	30699.8	30705.3	30666.7	30677.8	794.0
2020-08-16 21:00:00	YM	Futures	30677.8	30698.7	30663.4	30698.7	641.0
2020-08-16 21:30:00	YM	Futures	30698.7	30704.2	30676.7	30694.3	544.0
2020-08-16 22:00:00	YM	Futures	30697.6	30750.4	30695.4	30738.3	1597.0
2020-08-16 22:30:00	YM	Futures	30740.5	30752.6	30729.5	30737.2	448.0
2020-08-16 23:00:00	YM	Futures	30739.4	30747.1	30722.9	30731.7	585.0
2020-08-16 23:30:00	YM	Futures	30732.8	30732.8	30710.8	30727.3	720.0
2020-08-16 18:00:00	CL	Futures	29.42	29.56	29.37	29.53	1287.0
2020-08-16 18:30:00	CL	Futures	29.54	29.6	29.5	29.54	419.0
2020-08-16 19:00:00	CL	Futures	29.53	29.54	29.49	29.5	335.0
2020-08-16 19:30:00	CL	Futures	29.49	29.52	29.49	29.51	164.0
2020-08-16 20:00:00	CL	Futures	29.51	29.52	29.47	29.51	343.0
2020-08-16 20:30:00	CL	Futures	29.5	29.51	29.46	29.47	232.0
2020-08-16 21:00:00	CL	Futures	29.47	29.49	29.45	29.48	342.0
2020-08-16 21:30:00	CL	Futures	29.47	29.53	29.47	29.51	365.0
2020-08-16 22:00:00	CL	Futures	29.52	29.56	29.52	29.53	440.0
2020-08-16 22:30:00	CL	Futures	29.54	29.61	29.54	29.58	985.0
2020-08-16 23:00:00	CL	Futures	29.58	29.58	29.53	29.56	330.0
2020-08-16 23:30:00	CL	Futures	29.56	29.57	29.54	29.55	126.0
2020-08-16 18:00:00	GC	Futures	2379.3	2382.8	2375.4	2381.0	3392.0
2020-08-16 18:30:00	GC	Futures	2381.1	2383.6	2379.8	2380.9	1197.0

> showing 50 of 673 rows — these rows as CSV

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