PREVIEW / futures_30min / 2020-10-11

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-10-11.parquet
  size:    25 KB
  rows:    681

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
2020-10-11 18:00:00	ES	Futures	3884.91	3891.35	3882.11	3890.51	11454.0
2020-10-11 18:30:00	ES	Futures	3890.79	3891.07	3887.71	3888.55	2025.0
2020-10-11 19:00:00	ES	Futures	3888.55	3889.95	3883.23	3885.47	3217.0
2020-10-11 19:30:00	ES	Futures	3885.19	3892.19	3884.35	3887.99	5133.0
2020-10-11 20:00:00	ES	Futures	3887.99	3888.27	3881.27	3886.31	8222.0
2020-10-11 20:30:00	ES	Futures	3886.59	3889.67	3884.07	3886.31	5925.0
2020-10-11 21:00:00	ES	Futures	3886.31	3888.83	3883.51	3886.31	8465.0
2020-10-11 21:30:00	ES	Futures	3886.31	3896.39	3884.91	3894.99	8102.0
2020-10-11 22:00:00	ES	Futures	3894.99	3895.55	3891.07	3893.31	6192.0
2020-10-11 22:30:00	ES	Futures	3893.03	3894.71	3892.47	3894.15	3045.0
2020-10-11 23:00:00	ES	Futures	3894.43	3895.55	3892.75	3894.43	1685.0
2020-10-11 23:30:00	ES	Futures	3894.71	3897.51	3894.43	3895.55	2717.0
2020-10-11 18:00:00	NQ	Futures	13573.48	13599.24	13532.95	13596.63	7298.0
2020-10-11 18:30:00	NQ	Futures	13596.92	13599.24	13588.24	13592.87	1914.0
2020-10-11 19:00:00	NQ	Futures	13593.16	13597.21	13574.35	13581.29	2627.0
2020-10-11 19:30:00	NQ	Futures	13581.58	13612.27	13577.53	13597.5	3587.0
2020-10-11 20:00:00	NQ	Futures	13598.08	13598.66	13567.69	13582.16	4332.0
2020-10-11 20:30:00	NQ	Futures	13582.16	13599.24	13576.37	13586.21	3520.0
2020-10-11 21:00:00	NQ	Futures	13585.92	13596.92	13574.63	13588.82	4117.0
2020-10-11 21:30:00	NQ	Futures	13588.82	13626.45	13582.16	13625.58	4957.0
2020-10-11 22:00:00	NQ	Futures	13625.87	13627.9	13613.13	13621.82	3225.0
2020-10-11 22:30:00	NQ	Futures	13621.53	13627.32	13619.21	13624.71	2010.0
2020-10-11 23:00:00	NQ	Futures	13625.29	13631.66	13616.9	13626.74	1783.0
2020-10-11 23:30:00	NQ	Futures	13626.74	13634.55	13625.29	13627.32	1744.0
2020-10-11 18:00:00	YM	Futures	31530.1	31530.1	31451.6	31522.3	1968.0
2020-10-11 18:30:00	YM	Futures	31521.2	31524.5	31499.1	31501.3	502.0
2020-10-11 19:00:00	YM	Futures	31503.5	31516.8	31462.6	31474.8	811.0
2020-10-11 19:30:00	YM	Futures	31474.8	31527.8	31464.8	31490.3	951.0
2020-10-11 20:00:00	YM	Futures	31491.4	31494.7	31436.1	31475.9	1718.0
2020-10-11 20:30:00	YM	Futures	31478.1	31500.2	31459.3	31473.7	1264.0
2020-10-11 21:00:00	YM	Futures	31471.5	31493.6	31452.7	31472.6	1602.0
2020-10-11 21:30:00	YM	Futures	31471.5	31552.2	31460.4	31537.8	1690.0
2020-10-11 22:00:00	YM	Futures	31537.8	31542.2	31501.3	31515.7	1217.0
2020-10-11 22:30:00	YM	Futures	31514.6	31527.8	31510.2	31523.4	701.0
2020-10-11 23:00:00	YM	Futures	31524.5	31535.6	31512.4	31525.6	450.0
2020-10-11 23:30:00	YM	Futures	31525.6	31554.4	31524.5	31534.5	670.0
2020-10-11 18:00:00	CL	Futures	27.85	27.88	27.74	27.78	2339.0
2020-10-11 18:30:00	CL	Futures	27.78	27.8	27.74	27.77	664.0
2020-10-11 19:00:00	CL	Futures	27.78	27.79	27.68	27.72	1016.0
2020-10-11 19:30:00	CL	Futures	27.71	27.78	27.71	27.72	823.0
2020-10-11 20:00:00	CL	Futures	27.72	27.73	27.52	27.63	3295.0
2020-10-11 20:30:00	CL	Futures	27.63	27.67	27.61	27.65	1339.0
2020-10-11 21:00:00	CL	Futures	27.66	27.72	27.6	27.69	2562.0
2020-10-11 21:30:00	CL	Futures	27.69	27.85	27.68	27.81	2221.0
2020-10-11 22:00:00	CL	Futures	27.8	27.81	27.73	27.74	1264.0
2020-10-11 22:30:00	CL	Futures	27.74	27.78	27.73	27.78	864.0
2020-10-11 23:00:00	CL	Futures	27.78	27.81	27.74	27.77	769.0
2020-10-11 23:30:00	CL	Futures	27.78	27.79	27.7	27.7	807.0
2020-10-11 18:00:00	GC	Futures	2353.3	2355.7	2350.1	2352.8	2328.0
2020-10-11 18:30:00	GC	Futures	2352.9	2355.1	2351.9	2353.5	1097.0

> showing 50 of 681 rows — these rows as CSV

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