PREVIEW / futures_30min / 2020-08-30

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-08-30.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
2020-08-30 18:00:00	ES	Futures	3918.9	3925.88	3918.9	3923.37	7530.0
2020-08-30 18:30:00	ES	Futures	3923.65	3925.33	3922.81	3923.37	1867.0
2020-08-30 19:00:00	ES	Futures	3923.65	3926.72	3923.37	3926.44	1707.0
2020-08-30 19:30:00	ES	Futures	3926.16	3930.63	3925.05	3930.35	4147.0
2020-08-30 20:00:00	ES	Futures	3930.35	3933.98	3930.07	3932.59	9665.0
2020-08-30 20:30:00	ES	Futures	3932.59	3936.5	3932.59	3934.82	5665.0
2020-08-30 21:00:00	ES	Futures	3934.54	3935.94	3932.03	3934.26	4574.0
2020-08-30 21:30:00	ES	Futures	3933.98	3935.38	3932.59	3934.26	4122.0
2020-08-30 22:00:00	ES	Futures	3934.26	3936.78	3933.98	3934.26	3912.0
2020-08-30 22:30:00	ES	Futures	3934.26	3936.5	3933.42	3935.66	2620.0
2020-08-30 23:00:00	ES	Futures	3935.66	3935.94	3933.7	3934.26	2130.0
2020-08-30 23:30:00	ES	Futures	3934.26	3935.94	3933.42	3935.66	2737.0
2020-08-30 18:00:00	NQ	Futures	13883.75	13899.08	13878.26	13892.14	2106.0
2020-08-30 18:30:00	NQ	Futures	13892.43	13920.48	13891.56	13910.93	1835.0
2020-08-30 19:00:00	NQ	Futures	13910.93	13923.95	13908.91	13921.63	890.0
2020-08-30 19:30:00	NQ	Futures	13921.34	13937.25	13917.3	13936.09	1830.0
2020-08-30 20:00:00	NQ	Futures	13936.67	13968.77	13933.49	13963.27	4646.0
2020-08-30 20:30:00	NQ	Futures	13963.56	13986.7	13962.12	13971.08	3768.0
2020-08-30 21:00:00	NQ	Futures	13970.79	13979.76	13964.43	13973.97	2500.0
2020-08-30 21:30:00	NQ	Futures	13973.69	13980.63	13965.59	13976.58	2144.0
2020-08-30 22:00:00	NQ	Futures	13976.58	13986.7	13971.37	13975.42	3180.0
2020-08-30 22:30:00	NQ	Futures	13976.0	13982.65	13974.26	13980.63	1397.0
2020-08-30 23:00:00	NQ	Futures	13980.91	13982.07	13975.42	13976.87	1240.0
2020-08-30 23:30:00	NQ	Futures	13976.58	13986.7	13975.71	13982.36	1414.0
2020-08-30 18:00:00	YM	Futures	31579.6	31626.9	31553.2	31602.7	1280.0
2020-08-30 18:30:00	YM	Futures	31602.7	31609.3	31582.9	31584.0	463.0
2020-08-30 19:00:00	YM	Futures	31585.1	31615.9	31584.0	31614.8	327.0
2020-08-30 19:30:00	YM	Futures	31614.8	31656.7	31599.4	31654.5	1083.0
2020-08-30 20:00:00	YM	Futures	31654.5	31679.8	31649.0	31662.2	1787.0
2020-08-30 20:30:00	YM	Futures	31661.1	31694.1	31661.1	31680.9	999.0
2020-08-30 21:00:00	YM	Futures	31679.8	31690.8	31644.6	31669.9	1382.0
2020-08-30 21:30:00	YM	Futures	31669.9	31682.0	31654.5	31668.8	694.0
2020-08-30 22:00:00	YM	Futures	31668.8	31688.6	31663.3	31667.7	761.0
2020-08-30 22:30:00	YM	Futures	31666.6	31684.2	31658.9	31677.6	490.0
2020-08-30 23:00:00	YM	Futures	31678.7	31679.8	31664.4	31669.9	745.0
2020-08-30 23:30:00	YM	Futures	31671.0	31683.1	31658.9	31679.8	620.0
2020-08-30 18:00:00	CL	Futures	29.74	29.83	29.74	29.81	872.0
2020-08-30 18:30:00	CL	Futures	29.81	29.83	29.78	29.82	273.0
2020-08-30 19:00:00	CL	Futures	29.82	29.85	29.81	29.83	296.0
2020-08-30 19:30:00	CL	Futures	29.83	29.84	29.81	29.83	344.0
2020-08-30 20:00:00	CL	Futures	29.83	29.9	29.83	29.88	1216.0
2020-08-30 20:30:00	CL	Futures	29.89	29.92	29.88	29.9	992.0
2020-08-30 21:00:00	CL	Futures	29.9	29.9	29.85	29.87	887.0
2020-08-30 21:30:00	CL	Futures	29.87	29.9	29.86	29.9	651.0
2020-08-30 22:00:00	CL	Futures	29.9	29.91	29.87	29.89	541.0
2020-08-30 22:30:00	CL	Futures	29.89	29.91	29.88	29.9	497.0
2020-08-30 23:00:00	CL	Futures	29.9	29.94	29.9	29.9	1080.0
2020-08-30 23:30:00	CL	Futures	29.9	29.91	29.9	29.9	361.0
2020-08-30 18:00:00	GC	Futures	2400.6	2412.5	2400.0	2406.3	4413.0
2020-08-30 18:30:00	GC	Futures	2406.4	2413.6	2406.2	2410.6	2686.0

> showing 50 of 663 rows — these rows as CSV

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