PREVIEW / futures_30min / 2020-09-13

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-09-13.parquet
  size:    25 KB
  rows:    665

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
2020-09-13 18:00:00	ES	Futures	3741.86	3749.12	3736.84	3746.89	3438.0
2020-09-13 18:30:00	ES	Futures	3746.89	3752.2	3746.61	3749.4	1814.0
2020-09-13 19:00:00	ES	Futures	3749.4	3749.96	3743.82	3748.56	1707.0
2020-09-13 19:30:00	ES	Futures	3748.56	3755.27	3747.73	3754.71	2240.0
2020-09-13 20:00:00	ES	Futures	3754.71	3755.27	3750.24	3750.8	1508.0
2020-09-13 20:30:00	ES	Futures	3751.08	3755.27	3748.84	3753.59	1309.0
2020-09-13 21:00:00	ES	Futures	3753.03	3758.62	3752.2	3756.38	1511.0
2020-09-13 21:30:00	ES	Futures	3756.66	3760.85	3756.38	3760.57	1960.0
2020-09-13 22:00:00	ES	Futures	3760.57	3768.11	3760.29	3767.27	2474.0
2020-09-13 22:30:00	ES	Futures	3767.0	3767.83	3764.76	3766.44	1628.0
2020-09-13 23:00:00	ES	Futures	3766.72	3772.3	3766.16	3769.79	1989.0
2020-09-13 23:30:00	ES	Futures	3770.07	3770.35	3767.27	3768.39	967.0
2020-09-13 18:00:00	NQ	Futures	12844.15	12922.81	12844.15	12909.22	2002.0
2020-09-13 18:30:00	NQ	Futures	12911.53	12953.46	12911.53	12929.46	1567.0
2020-09-13 19:00:00	NQ	Futures	12931.2	12936.98	12903.15	12924.83	1273.0
2020-09-13 19:30:00	NQ	Futures	12925.41	12947.68	12915.29	12940.16	1023.0
2020-09-13 20:00:00	NQ	Futures	12938.72	12941.32	12913.27	12920.5	924.0
2020-09-13 20:30:00	NQ	Futures	12920.21	12934.09	12912.4	12923.68	1574.0
2020-09-13 21:00:00	NQ	Futures	12923.39	12944.21	12915.58	12933.8	1077.0
2020-09-13 21:30:00	NQ	Futures	12934.96	12945.94	12932.35	12945.94	1113.0
2020-09-13 22:00:00	NQ	Futures	12945.94	12978.04	12943.34	12972.84	1410.0
2020-09-13 22:30:00	NQ	Futures	12973.71	12987.3	12961.56	12982.96	1641.0
2020-09-13 23:00:00	NQ	Futures	12982.38	13004.94	12981.51	12993.37	1267.0
2020-09-13 23:30:00	NQ	Futures	12994.53	12995.39	12976.6	12981.8	827.0
2020-09-13 18:00:00	YM	Futures	30488.6	30616.8	30488.6	30574.8	1172.0
2020-09-13 18:30:00	YM	Futures	30573.7	30608.0	30572.6	30594.7	410.0
2020-09-13 19:00:00	YM	Futures	30593.6	30593.6	30547.2	30569.3	288.0
2020-09-13 19:30:00	YM	Futures	30569.3	30627.9	30561.5	30620.1	610.0
2020-09-13 20:00:00	YM	Futures	30622.3	30627.9	30587.0	30596.9	481.0
2020-09-13 20:30:00	YM	Futures	30593.6	30633.4	30580.3	30617.9	532.0
2020-09-13 21:00:00	YM	Futures	30616.8	30666.6	30611.3	30650.0	562.0
2020-09-13 21:30:00	YM	Futures	30650.0	30680.9	30644.5	30679.8	501.0
2020-09-13 22:00:00	YM	Futures	30680.9	30734.0	30676.5	30725.2	765.0
2020-09-13 22:30:00	YM	Futures	30724.1	30729.6	30700.8	30707.5	604.0
2020-09-13 23:00:00	YM	Futures	30707.5	30753.9	30706.4	30736.2	690.0
2020-09-13 23:30:00	YM	Futures	30737.3	30739.5	30707.5	30719.6	356.0
2020-09-13 18:00:00	CL	Futures	25.92	26.1	25.74	25.92	724.0
2020-09-13 18:30:00	CL	Futures	25.92	25.99	25.89	25.92	174.0
2020-09-13 19:00:00	CL	Futures	25.92	25.97	25.9	25.97	53.0
2020-09-13 19:30:00	CL	Futures	25.99	26.01	25.97	26.0	122.0
2020-09-13 20:00:00	CL	Futures	26.0	26.1	25.98	25.99	278.0
2020-09-13 20:30:00	CL	Futures	25.98	26.01	25.96	25.97	83.0
2020-09-13 21:00:00	CL	Futures	25.96	26.03	25.93	26.01	230.0
2020-09-13 21:30:00	CL	Futures	26.01	26.04	25.99	26.04	143.0
2020-09-13 22:00:00	CL	Futures	26.04	26.14	26.03	26.12	431.0
2020-09-13 22:30:00	CL	Futures	26.12	26.12	26.09	26.12	131.0
2020-09-13 23:00:00	CL	Futures	26.12	26.17	26.12	26.13	180.0
2020-09-13 23:30:00	CL	Futures	26.13	26.13	26.09	26.11	41.0
2020-09-13 18:00:00	GC	Futures	2370.2	2373.7	2365.7	2368.8	1896.0
2020-09-13 18:30:00	GC	Futures	2368.8	2372.1	2368.7	2370.7	748.0

> showing 50 of 665 rows — these rows as CSV

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