PREVIEW / futures_30min / 2020-09-20

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-09-20.parquet
  size:    26 KB
  rows:    683

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
2020-09-20 18:00:00	ES	Futures	3713.49	3715.17	3692.77	3696.97	15983.0
2020-09-20 18:30:00	ES	Futures	3697.25	3708.45	3697.25	3707.89	13683.0
2020-09-20 19:00:00	ES	Futures	3708.17	3711.25	3705.93	3707.05	3733.0
2020-09-20 19:30:00	ES	Futures	3707.05	3720.22	3705.65	3713.49	7707.0
2020-09-20 20:00:00	ES	Futures	3713.21	3723.02	3711.25	3721.62	5928.0
2020-09-20 20:30:00	ES	Futures	3721.62	3722.74	3718.53	3720.22	3820.0
2020-09-20 21:00:00	ES	Futures	3720.5	3726.66	3713.21	3724.7	9001.0
2020-09-20 21:30:00	ES	Futures	3724.7	3726.66	3708.73	3710.69	8327.0
2020-09-20 22:00:00	ES	Futures	3710.69	3715.73	3709.29	3714.89	6036.0
2020-09-20 22:30:00	ES	Futures	3714.61	3720.22	3714.33	3715.17	5911.0
2020-09-20 23:00:00	ES	Futures	3715.45	3716.29	3703.97	3705.65	7710.0
2020-09-20 23:30:00	ES	Futures	3705.65	3709.01	3704.25	3707.33	3257.0
2020-09-20 18:00:00	NQ	Futures	12643.99	12666.57	12565.55	12588.7	8022.0
2020-09-20 18:30:00	NQ	Futures	12588.99	12641.68	12588.99	12636.18	3136.0
2020-09-20 19:00:00	NQ	Futures	12637.05	12662.52	12630.39	12639.36	2152.0
2020-09-20 19:30:00	NQ	Futures	12639.07	12697.26	12635.89	12657.31	3441.0
2020-09-20 20:00:00	NQ	Futures	12656.73	12696.1	12643.12	12690.31	3137.0
2020-09-20 20:30:00	NQ	Futures	12689.73	12696.97	12674.1	12685.68	1832.0
2020-09-20 21:00:00	NQ	Futures	12687.41	12721.57	12658.47	12714.91	3990.0
2020-09-20 21:30:00	NQ	Futures	12716.36	12725.33	12641.39	12653.26	3523.0
2020-09-20 22:00:00	NQ	Futures	12653.26	12681.04	12650.07	12671.2	2705.0
2020-09-20 22:30:00	NQ	Futures	12668.89	12689.73	12663.39	12664.55	2200.0
2020-09-20 23:00:00	NQ	Futures	12665.7	12668.89	12621.99	12626.91	3505.0
2020-09-20 23:30:00	NQ	Futures	12626.05	12641.1	12614.47	12630.97	2238.0
2020-09-20 18:00:00	YM	Futures	30479.7	30508.5	30338.2	30368.0	2618.0
2020-09-20 18:30:00	YM	Futures	30370.3	30457.6	30370.3	30449.9	2085.0
2020-09-20 19:00:00	YM	Futures	30452.1	30470.9	30425.5	30438.8	951.0
2020-09-20 19:30:00	YM	Futures	30438.8	30536.1	30427.8	30486.3	1295.0
2020-09-20 20:00:00	YM	Futures	30485.2	30558.2	30473.1	30549.4	1145.0
2020-09-20 20:30:00	YM	Futures	30550.5	30557.1	30525.0	30539.4	615.0
2020-09-20 21:00:00	YM	Futures	30541.6	30584.7	30487.5	30567.1	1499.0
2020-09-20 21:30:00	YM	Futures	30567.1	30582.5	30446.5	30458.7	1650.0
2020-09-20 22:00:00	YM	Futures	30459.8	30496.3	30452.1	30490.8	996.0
2020-09-20 22:30:00	YM	Futures	30491.9	30533.9	30490.8	30499.6	922.0
2020-09-20 23:00:00	YM	Futures	30500.7	30505.1	30417.8	30427.8	1475.0
2020-09-20 23:30:00	YM	Futures	30427.8	30455.4	30420.0	30443.2	825.0
2020-09-20 18:00:00	CL	Futures	28.39	28.39	28.11	28.25	2696.0
2020-09-20 18:30:00	CL	Futures	28.26	28.3	28.18	28.21	839.0
2020-09-20 19:00:00	CL	Futures	28.22	28.32	28.22	28.29	888.0
2020-09-20 19:30:00	CL	Futures	28.29	28.38	28.28	28.29	1091.0
2020-09-20 20:00:00	CL	Futures	28.29	28.33	28.23	28.31	1382.0
2020-09-20 20:30:00	CL	Futures	28.31	28.34	28.29	28.3	797.0
2020-09-20 21:00:00	CL	Futures	28.29	28.46	28.24	28.44	2562.0
2020-09-20 21:30:00	CL	Futures	28.44	28.53	28.4	28.41	3066.0
2020-09-20 22:00:00	CL	Futures	28.42	28.57	28.41	28.56	1892.0
2020-09-20 22:30:00	CL	Futures	28.56	28.6	28.51	28.51	1453.0
2020-09-20 23:00:00	CL	Futures	28.51	28.56	28.46	28.54	1687.0
2020-09-20 23:30:00	CL	Futures	28.54	28.55	28.51	28.52	612.0
2020-09-20 18:00:00	GC	Futures	2380.4	2381.6	2366.0	2377.1	3416.0
2020-09-20 18:30:00	GC	Futures	2377.1	2379.9	2376.3	2379.5	981.0

> showing 50 of 683 rows — these rows as CSV

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