PREVIEW / futures_30min / 2020-08-23

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-08-23.parquet
  size:    24 KB
  rows:    663

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
2020-08-23 18:00:00	ES	Futures	3796.32	3799.39	3792.13	3794.36	11831.0
2020-08-23 18:30:00	ES	Futures	3794.64	3797.99	3794.08	3796.32	3492.0
2020-08-23 19:00:00	ES	Futures	3796.59	3798.27	3796.59	3797.43	2705.0
2020-08-23 19:30:00	ES	Futures	3797.43	3798.27	3792.96	3794.92	6645.0
2020-08-23 20:00:00	ES	Futures	3794.92	3797.43	3790.45	3796.32	9616.0
2020-08-23 20:30:00	ES	Futures	3796.32	3797.71	3793.52	3796.87	3316.0
2020-08-23 21:00:00	ES	Futures	3796.87	3799.11	3794.64	3798.27	6188.0
2020-08-23 21:30:00	ES	Futures	3798.55	3802.74	3797.43	3798.83	8258.0
2020-08-23 22:00:00	ES	Futures	3798.83	3801.06	3798.83	3799.95	3338.0
2020-08-23 22:30:00	ES	Futures	3800.23	3800.78	3798.83	3798.83	3948.0
2020-08-23 23:00:00	ES	Futures	3798.83	3800.5	3798.83	3799.39	2298.0
2020-08-23 23:30:00	ES	Futures	3799.67	3800.5	3798.83	3799.11	2523.0
2020-08-23 18:00:00	NQ	Futures	13395.91	13405.16	13385.21	13395.62	2809.0
2020-08-23 18:30:00	NQ	Futures	13395.62	13404.0	13392.44	13399.38	1434.0
2020-08-23 19:00:00	NQ	Futures	13399.96	13409.5	13399.96	13404.87	1173.0
2020-08-23 19:30:00	NQ	Futures	13404.87	13407.47	13392.73	13399.09	2325.0
2020-08-23 20:00:00	NQ	Futures	13398.51	13408.05	13379.71	13404.29	3229.0
2020-08-23 20:30:00	NQ	Futures	13404.87	13408.63	13396.2	13404.87	1487.0
2020-08-23 21:00:00	NQ	Futures	13404.87	13416.73	13395.33	13415.57	2476.0
2020-08-23 21:30:00	NQ	Futures	13415.86	13425.98	13411.52	13414.12	2511.0
2020-08-23 22:00:00	NQ	Futures	13414.7	13427.72	13414.12	13423.67	1769.0
2020-08-23 22:30:00	NQ	Futures	13423.96	13426.85	13417.02	13419.04	1809.0
2020-08-23 23:00:00	NQ	Futures	13418.75	13429.16	13418.17	13422.22	1562.0
2020-08-23 23:30:00	NQ	Futures	13422.22	13435.23	13421.64	13423.09	2220.0
2020-08-23 18:00:00	YM	Futures	30721.8	30792.3	30717.4	30739.4	1640.0
2020-08-23 18:30:00	YM	Futures	30740.5	30770.3	30736.1	30757.0	532.0
2020-08-23 19:00:00	YM	Futures	30759.2	30772.5	30758.1	30764.8	403.0
2020-08-23 19:30:00	YM	Futures	30764.8	30764.8	30709.7	30726.2	1010.0
2020-08-23 20:00:00	YM	Futures	30726.2	30746.0	30696.5	30735.0	1244.0
2020-08-23 20:30:00	YM	Futures	30732.8	30744.9	30709.7	30738.3	573.0
2020-08-23 21:00:00	YM	Futures	30743.8	30765.9	30722.9	30760.3	1096.0
2020-08-23 21:30:00	YM	Futures	30761.4	30786.8	30751.5	30761.4	1021.0
2020-08-23 22:00:00	YM	Futures	30762.5	30784.6	30760.3	30773.6	595.0
2020-08-23 22:30:00	YM	Futures	30774.7	30780.2	30760.3	30761.4	315.0
2020-08-23 23:00:00	YM	Futures	30762.5	30773.6	30761.4	30765.9	283.0
2020-08-23 23:30:00	YM	Futures	30767.0	30770.3	30755.9	30755.9	357.0
2020-08-23 18:00:00	CL	Futures	29.45	29.6	29.33	29.5	5029.0
2020-08-23 18:30:00	CL	Futures	29.5	29.52	29.43	29.45	953.0
2020-08-23 19:00:00	CL	Futures	29.45	29.47	29.42	29.45	606.0
2020-08-23 19:30:00	CL	Futures	29.45	29.46	29.38	29.41	717.0
2020-08-23 20:00:00	CL	Futures	29.41	29.42	29.3	29.36	2400.0
2020-08-23 20:30:00	CL	Futures	29.37	29.43	29.35	29.42	2096.0
2020-08-23 21:00:00	CL	Futures	29.42	29.45	29.36	29.42	1842.0
2020-08-23 21:30:00	CL	Futures	29.43	29.46	29.4	29.42	1112.0
2020-08-23 22:00:00	CL	Futures	29.41	29.44	29.4	29.4	574.0
2020-08-23 22:30:00	CL	Futures	29.4	29.42	29.35	29.35	1461.0
2020-08-23 23:00:00	CL	Futures	29.36	29.36	29.31	29.33	1931.0
2020-08-23 23:30:00	CL	Futures	29.33	29.36	29.32	29.33	752.0
2020-08-23 18:00:00	GC	Futures	2369.0	2370.3	2357.0	2363.4	3965.0
2020-08-23 18:30:00	GC	Futures	2363.4	2367.0	2363.1	2365.3	1501.0

> showing 50 of 663 rows — these rows as CSV

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