PREVIEW / futures_30min / 2020-09-06

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-09-06.parquet
  size:    22 KB
  rows:    574

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
2020-09-06 18:00:00	ES	Futures	3820.61	3823.12	3775.65	3790.17	16185.0
2020-09-06 18:30:00	ES	Futures	3790.17	3806.65	3788.78	3801.62	7306.0
2020-09-06 19:00:00	ES	Futures	3801.62	3810.56	3797.99	3805.25	4354.0
2020-09-06 19:30:00	ES	Futures	3805.25	3815.58	3801.06	3803.02	6556.0
2020-09-06 20:00:00	ES	Futures	3803.02	3808.04	3793.52	3801.62	9244.0
2020-09-06 20:30:00	ES	Futures	3801.62	3820.89	3801.62	3813.07	8003.0
2020-09-06 21:00:00	ES	Futures	3813.35	3819.77	3807.21	3813.91	5321.0
2020-09-06 21:30:00	ES	Futures	3814.19	3819.49	3812.51	3814.19	5458.0
2020-09-06 22:00:00	ES	Futures	3814.47	3816.14	3800.23	3807.49	5573.0
2020-09-06 22:30:00	ES	Futures	3807.21	3812.23	3804.69	3811.12	3294.0
2020-09-06 23:00:00	ES	Futures	3811.39	3814.75	3809.16	3811.67	2690.0
2020-09-06 23:30:00	ES	Futures	3811.95	3815.02	3810.0	3813.63	1612.0
2020-09-06 18:00:00	NQ	Futures	13338.07	13358.02	13079.26	13177.58	9705.0
2020-09-06 18:30:00	NQ	Futures	13179.6	13227.6	13174.4	13205.63	4512.0
2020-09-06 19:00:00	NQ	Futures	13208.23	13267.51	13192.32	13220.38	3346.0
2020-09-06 19:30:00	NQ	Futures	13221.82	13275.61	13190.88	13205.63	4095.0
2020-09-06 20:00:00	NQ	Futures	13207.65	13225.58	13154.73	13192.61	3991.0
2020-09-06 20:30:00	NQ	Futures	13196.08	13279.08	13193.19	13244.67	3562.0
2020-09-06 21:00:00	NQ	Futures	13245.53	13277.34	13213.15	13251.9	3217.0
2020-09-06 21:30:00	NQ	Futures	13253.05	13274.45	13233.97	13243.22	2580.0
2020-09-06 22:00:00	NQ	Futures	13245.53	13255.08	13192.9	13229.92	3026.0
2020-09-06 22:30:00	NQ	Futures	13228.76	13264.91	13222.11	13257.97	2616.0
2020-09-06 23:00:00	NQ	Futures	13259.13	13263.17	13239.46	13248.43	1886.0
2020-09-06 23:30:00	NQ	Futures	13249.29	13262.88	13237.73	13256.23	1379.0
2020-09-06 18:00:00	YM	Futures	30981.7	30986.1	30706.4	30790.1	2521.0
2020-09-06 18:30:00	YM	Futures	30791.2	30918.9	30781.3	30887.0	1354.0
2020-09-06 19:00:00	YM	Futures	30890.3	30938.7	30865.0	30904.6	719.0
2020-09-06 19:30:00	YM	Futures	30909.0	30988.3	30883.7	30899.1	1505.0
2020-09-06 20:00:00	YM	Futures	30899.1	30929.9	30822.0	30884.8	1804.0
2020-09-06 20:30:00	YM	Futures	30879.3	31037.8	30876.0	30988.3	2314.0
2020-09-06 21:00:00	YM	Futures	30992.7	31033.4	30953.0	30994.9	1362.0
2020-09-06 21:30:00	YM	Futures	30996.0	31044.4	30991.6	31000.4	1090.0
2020-09-06 22:00:00	YM	Futures	31004.8	31020.2	30878.2	30927.7	1306.0
2020-09-06 22:30:00	YM	Futures	30927.7	30954.1	30906.8	30951.9	671.0
2020-09-06 23:00:00	YM	Futures	30951.9	30983.9	30938.7	30961.9	580.0
2020-09-06 23:30:00	YM	Futures	30966.3	30982.8	30948.6	30974.0	233.0
2020-09-06 18:00:00	CL	Futures	27.37	27.37	26.72	26.82	7766.0
2020-09-06 18:30:00	CL	Futures	26.82	26.98	26.8	26.97	2328.0
2020-09-06 19:00:00	CL	Futures	26.96	26.99	26.83	26.87	1790.0
2020-09-06 19:30:00	CL	Futures	26.87	26.91	26.83	26.86	1493.0
2020-09-06 20:00:00	CL	Futures	26.87	27.1	26.87	27.05	3424.0
2020-09-06 20:30:00	CL	Futures	27.05	27.16	27.05	27.11	1804.0
2020-09-06 21:00:00	CL	Futures	27.12	27.23	27.1	27.21	2406.0
2020-09-06 21:30:00	CL	Futures	27.21	27.44	27.21	27.25	3540.0
2020-09-06 22:00:00	CL	Futures	27.25	27.26	27.15	27.25	2193.0
2020-09-06 22:30:00	CL	Futures	27.25	27.28	27.19	27.24	1303.0
2020-09-06 23:00:00	CL	Futures	27.23	27.31	27.21	27.28	907.0
2020-09-06 23:30:00	CL	Futures	27.29	27.29	27.24	27.27	581.0
2020-09-06 18:00:00	GC	Futures	2356.9	2362.0	2356.4	2361.2	1782.0
2020-09-06 18:30:00	GC	Futures	2361.4	2364.8	2360.8	2363.5	1001.0

> showing 50 of 574 rows — these rows as CSV

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