PREVIEW / futures_30min / 2020-10-04

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-10-04.parquet
  size:    25 KB
  rows:    690

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
2020-10-04 18:00:00	ES	Futures	3764.47	3765.87	3752.71	3758.87	17891.0
2020-10-04 18:30:00	ES	Futures	3759.15	3763.35	3755.23	3760.55	4905.0
2020-10-04 19:00:00	ES	Futures	3760.83	3762.79	3758.87	3760.55	2936.0
2020-10-04 19:30:00	ES	Futures	3760.83	3768.67	3758.31	3766.71	5503.0
2020-10-04 20:00:00	ES	Futures	3766.43	3771.75	3763.63	3768.95	9085.0
2020-10-04 20:30:00	ES	Futures	3768.95	3772.59	3767.55	3772.59	4141.0
2020-10-04 21:00:00	ES	Futures	3772.31	3773.15	3769.23	3770.07	3870.0
2020-10-04 21:30:00	ES	Futures	3770.07	3770.35	3763.91	3765.87	5601.0
2020-10-04 22:00:00	ES	Futures	3765.87	3769.51	3765.03	3768.39	2952.0
2020-10-04 22:30:00	ES	Futures	3768.39	3769.79	3767.55	3768.95	1628.0
2020-10-04 23:00:00	ES	Futures	3768.95	3772.31	3768.95	3769.79	2724.0
2020-10-04 23:30:00	ES	Futures	3769.79	3770.35	3761.39	3761.67	3614.0
2020-10-04 18:00:00	NQ	Futures	13093.83	13112.93	13061.12	13086.88	8224.0
2020-10-04 18:30:00	NQ	Futures	13086.88	13104.83	13069.22	13092.96	2963.0
2020-10-04 19:00:00	NQ	Futures	13091.8	13107.14	13086.3	13095.56	1766.0
2020-10-04 19:30:00	NQ	Futures	13095.56	13126.83	13086.01	13120.17	2696.0
2020-10-04 20:00:00	NQ	Futures	13121.62	13146.51	13110.62	13134.35	5212.0
2020-10-04 20:30:00	NQ	Futures	13134.06	13156.06	13131.17	13154.91	2741.0
2020-10-04 21:00:00	NQ	Futures	13154.33	13157.8	13138.41	13143.62	2702.0
2020-10-04 21:30:00	NQ	Futures	13143.33	13145.35	13120.75	13129.43	3100.0
2020-10-04 22:00:00	NQ	Futures	13130.01	13140.72	13125.09	13139.27	1659.0
2020-10-04 22:30:00	NQ	Futures	13139.56	13148.54	13136.38	13142.46	1107.0
2020-10-04 23:00:00	NQ	Futures	13142.75	13160.12	13142.75	13145.93	2221.0
2020-10-04 23:30:00	NQ	Futures	13145.35	13148.54	13110.62	13112.06	2361.0
2020-10-04 18:00:00	YM	Futures	30669.9	30669.9	30566.0	30622.3	2379.0
2020-10-04 18:30:00	YM	Futures	30623.4	30658.8	30598.0	30637.8	1170.0
2020-10-04 19:00:00	YM	Futures	30638.9	30654.4	30627.9	30638.9	907.0
2020-10-04 19:30:00	YM	Futures	30640.0	30705.3	30614.6	30684.3	1470.0
2020-10-04 20:00:00	YM	Futures	30685.4	30731.8	30662.1	30703.1	2418.0
2020-10-04 20:30:00	YM	Futures	30703.1	30732.9	30692.0	30730.7	1481.0
2020-10-04 21:00:00	YM	Futures	30729.6	30738.4	30701.9	30710.8	1524.0
2020-10-04 21:30:00	YM	Futures	30709.7	30713.0	30656.6	30674.3	2325.0
2020-10-04 22:00:00	YM	Futures	30674.3	30703.1	30667.7	30697.5	1386.0
2020-10-04 22:30:00	YM	Futures	30697.5	30710.8	30690.9	30703.1	748.0
2020-10-04 23:00:00	YM	Futures	30707.5	30758.3	30707.5	30717.4	1321.0
2020-10-04 23:30:00	YM	Futures	30716.3	30720.7	30654.4	30657.7	1295.0
2020-10-04 18:00:00	CL	Futures	25.5	25.68	25.5	25.64	3554.0
2020-10-04 18:30:00	CL	Futures	25.64	25.64	25.59	25.62	760.0
2020-10-04 19:00:00	CL	Futures	25.62	25.67	25.62	25.64	613.0
2020-10-04 19:30:00	CL	Futures	25.64	25.74	25.61	25.72	1246.0
2020-10-04 20:00:00	CL	Futures	25.71	25.94	25.69	25.89	3958.0
2020-10-04 20:30:00	CL	Futures	25.89	26.03	25.88	26.03	2359.0
2020-10-04 21:00:00	CL	Futures	26.03	26.06	25.92	25.94	2213.0
2020-10-04 21:30:00	CL	Futures	25.94	25.99	25.92	25.98	1154.0
2020-10-04 22:00:00	CL	Futures	25.98	26.08	25.97	26.05	2298.0
2020-10-04 22:30:00	CL	Futures	26.05	26.12	26.03	26.04	2175.0
2020-10-04 23:00:00	CL	Futures	26.04	26.23	26.04	26.18	2776.0
2020-10-04 23:30:00	CL	Futures	26.18	26.23	26.16	26.19	1960.0
2020-10-04 18:00:00	GC	Futures	2324.0	2324.0	2314.2	2318.3	3299.0
2020-10-04 18:30:00	GC	Futures	2318.4	2318.7	2313.9	2316.9	703.0

> showing 50 of 690 rows — these rows as CSV

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