PREVIEW / futures_30min / 2020-09-27

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-09-27.parquet
  size:    24 KB
  rows:    673

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
2020-09-27 18:00:00	ES	Futures	3687.16	3694.17	3683.24	3693.33	10438.0
2020-09-27 18:30:00	ES	Futures	3693.61	3695.57	3691.65	3694.17	4157.0
2020-09-27 19:00:00	ES	Futures	3694.17	3695.01	3690.81	3692.21	2403.0
2020-09-27 19:30:00	ES	Futures	3692.21	3694.73	3691.09	3691.93	3036.0
2020-09-27 20:00:00	ES	Futures	3692.21	3694.17	3688.28	3691.37	6080.0
2020-09-27 20:30:00	ES	Futures	3691.37	3694.73	3689.12	3689.12	9489.0
2020-09-27 21:00:00	ES	Futures	3689.4	3695.85	3688.28	3695.01	6224.0
2020-09-27 21:30:00	ES	Futures	3695.29	3698.93	3691.93	3698.09	8219.0
2020-09-27 22:00:00	ES	Futures	3698.09	3698.93	3696.41	3696.97	4462.0
2020-09-27 22:30:00	ES	Futures	3696.97	3697.25	3693.89	3694.45	3863.0
2020-09-27 23:00:00	ES	Futures	3694.45	3695.57	3692.77	3693.61	2739.0
2020-09-27 23:30:00	ES	Futures	3693.61	3698.65	3693.61	3696.97	3414.0
2020-09-27 18:00:00	NQ	Futures	12904.51	12946.2	12904.51	12936.94	3641.0
2020-09-27 18:30:00	NQ	Futures	12937.22	12944.46	12921.88	12932.88	2209.0
2020-09-27 19:00:00	NQ	Futures	12932.01	12936.65	12909.44	12918.12	1427.0
2020-09-27 19:30:00	NQ	Futures	12917.25	12935.2	12911.46	12920.72	1430.0
2020-09-27 20:00:00	NQ	Futures	12920.72	12927.67	12899.01	12913.78	2525.0
2020-09-27 20:30:00	NQ	Futures	12913.2	12929.12	12899.59	12907.99	4200.0
2020-09-27 21:00:00	NQ	Futures	12908.57	12936.36	12904.51	12933.75	2472.0
2020-09-27 21:30:00	NQ	Futures	12934.91	12956.62	12918.41	12954.88	4685.0
2020-09-27 22:00:00	NQ	Futures	12954.3	12958.07	12946.2	12950.25	2459.0
2020-09-27 22:30:00	NQ	Futures	12949.09	12950.54	12933.46	12937.22	2548.0
2020-09-27 23:00:00	NQ	Futures	12937.22	12940.7	12928.25	12932.88	1599.0
2020-09-27 23:30:00	NQ	Futures	12932.88	12952.57	12931.72	12942.72	1446.0
2020-09-27 18:00:00	YM	Futures	29918.1	29993.2	29918.1	29985.5	1049.0
2020-09-27 18:30:00	YM	Futures	29985.5	30016.5	29977.8	30006.5	828.0
2020-09-27 19:00:00	YM	Futures	30006.5	30014.3	29981.1	29988.8	671.0
2020-09-27 19:30:00	YM	Futures	29991.0	30012.0	29980.0	29986.6	894.0
2020-09-27 20:00:00	YM	Futures	29988.8	30006.5	29955.7	29984.4	1225.0
2020-09-27 20:30:00	YM	Futures	29983.3	30014.3	29961.2	29962.3	1210.0
2020-09-27 21:00:00	YM	Futures	29963.4	30023.1	29955.7	30016.5	1295.0
2020-09-27 21:30:00	YM	Futures	30017.6	30044.1	29991.0	30037.5	1489.0
2020-09-27 22:00:00	YM	Futures	30036.4	30048.5	30026.4	30031.9	1161.0
2020-09-27 22:30:00	YM	Futures	30031.9	30035.3	30009.8	30014.3	760.0
2020-09-27 23:00:00	YM	Futures	30014.3	30030.8	30001.0	30012.0	803.0
2020-09-27 23:30:00	YM	Futures	30012.0	30051.8	30009.8	30041.9	851.0
2020-09-27 18:00:00	CL	Futures	27.62	27.72	27.56	27.67	1449.0
2020-09-27 18:30:00	CL	Futures	27.67	27.74	27.67	27.74	714.0
2020-09-27 19:00:00	CL	Futures	27.74	27.75	27.69	27.7	507.0
2020-09-27 19:30:00	CL	Futures	27.7	27.71	27.65	27.65	407.0
2020-09-27 20:00:00	CL	Futures	27.65	27.67	27.53	27.61	2090.0
2020-09-27 20:30:00	CL	Futures	27.61	27.64	27.55	27.55	1069.0
2020-09-27 21:00:00	CL	Futures	27.56	27.63	27.54	27.6	1122.0
2020-09-27 21:30:00	CL	Futures	27.61	27.66	27.56	27.65	1300.0
2020-09-27 22:00:00	CL	Futures	27.65	27.67	27.61	27.64	894.0
2020-09-27 22:30:00	CL	Futures	27.64	27.65	27.59	27.61	960.0
2020-09-27 23:00:00	CL	Futures	27.61	27.61	27.55	27.56	802.0
2020-09-27 23:30:00	CL	Futures	27.55	27.59	27.55	27.56	601.0
2020-09-27 18:00:00	GC	Futures	2265.3	2272.8	2264.9	2271.2	1967.0
2020-09-27 18:30:00	GC	Futures	2271.2	2273.1	2269.8	2271.6	802.0

> showing 50 of 673 rows — these rows as CSV

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