PREVIEW / futures_30min / 2020-10-18

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-10-18.parquet
  size:    25 KB
  rows:    687

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
2020-10-18 18:00:00	ES	Futures	3888.83	3896.39	3887.71	3894.71	9558.0
2020-10-18 18:30:00	ES	Futures	3894.71	3897.8	3894.71	3896.11	3106.0
2020-10-18 19:00:00	ES	Futures	3896.11	3897.51	3894.71	3895.83	2442.0
2020-10-18 19:30:00	ES	Futures	3895.83	3898.64	3893.87	3896.11	2772.0
2020-10-18 20:00:00	ES	Futures	3896.11	3900.32	3895.83	3898.64	4758.0
2020-10-18 20:30:00	ES	Futures	3898.64	3900.6	3898.36	3900.32	2291.0
2020-10-18 21:00:00	ES	Futures	3900.32	3904.24	3898.92	3903.68	5170.0
2020-10-18 21:30:00	ES	Futures	3903.68	3906.2	3897.8	3902.84	6090.0
2020-10-18 22:00:00	ES	Futures	3902.84	3907.32	3902.0	3903.4	4989.0
2020-10-18 22:30:00	ES	Futures	3903.12	3903.96	3900.6	3903.4	2422.0
2020-10-18 23:00:00	ES	Futures	3903.12	3904.24	3899.2	3900.04	3133.0
2020-10-18 23:30:00	ES	Futures	3900.32	3904.52	3899.2	3903.68	2464.0
2020-10-18 18:00:00	NQ	Futures	13682.32	13750.05	13682.32	13742.24	5251.0
2020-10-18 18:30:00	NQ	Futures	13742.24	13765.97	13740.5	13747.45	2405.0
2020-10-18 19:00:00	NQ	Futures	13746.29	13755.55	13741.37	13749.76	1503.0
2020-10-18 19:30:00	NQ	Futures	13750.63	13762.21	13741.37	13748.03	1539.0
2020-10-18 20:00:00	NQ	Futures	13747.45	13763.95	13746.29	13754.11	1803.0
2020-10-18 20:30:00	NQ	Futures	13753.53	13760.18	13748.32	13758.16	1087.0
2020-10-18 21:00:00	NQ	Futures	13757.29	13778.71	13752.66	13774.08	2255.0
2020-10-18 21:30:00	NQ	Futures	13774.08	13790.0	13748.32	13778.71	3359.0
2020-10-18 22:00:00	NQ	Futures	13778.13	13803.03	13778.13	13785.66	3085.0
2020-10-18 22:30:00	NQ	Futures	13785.08	13787.39	13763.66	13779.58	1914.0
2020-10-18 23:00:00	NQ	Futures	13779.87	13782.47	13744.26	13747.16	2666.0
2020-10-18 23:30:00	NQ	Futures	13746.58	13771.76	13736.74	13763.08	2566.0
2020-10-18 18:00:00	YM	Futures	31505.7	31538.9	31472.6	31514.6	1261.0
2020-10-18 18:30:00	YM	Futures	31513.5	31528.9	31513.5	31519.0	368.0
2020-10-18 19:00:00	YM	Futures	31519.0	31530.1	31506.8	31515.7	385.0
2020-10-18 19:30:00	YM	Futures	31516.8	31544.4	31502.4	31522.3	511.0
2020-10-18 20:00:00	YM	Futures	31521.2	31564.3	31521.2	31548.9	673.0
2020-10-18 20:30:00	YM	Futures	31550.0	31567.6	31547.7	31564.3	397.0
2020-10-18 21:00:00	YM	Futures	31563.2	31593.1	31555.5	31590.9	776.0
2020-10-18 21:30:00	YM	Futures	31590.9	31609.7	31540.0	31577.6	1139.0
2020-10-18 22:00:00	YM	Futures	31574.3	31609.7	31559.9	31575.4	817.0
2020-10-18 22:30:00	YM	Futures	31574.3	31584.2	31556.6	31584.2	482.0
2020-10-18 23:00:00	YM	Futures	31582.0	31589.8	31552.2	31565.4	648.0
2020-10-18 23:30:00	YM	Futures	31566.5	31599.7	31563.2	31590.9	557.0
2020-10-18 18:00:00	CL	Futures	28.0	28.3	28.0	28.15	3973.0
2020-10-18 18:30:00	CL	Futures	28.15	28.23	28.15	28.21	789.0
2020-10-18 19:00:00	CL	Futures	28.2	28.23	28.19	28.23	371.0
2020-10-18 19:30:00	CL	Futures	28.22	28.28	28.19	28.19	1199.0
2020-10-18 20:00:00	CL	Futures	28.19	28.26	28.13	28.17	1656.0
2020-10-18 20:30:00	CL	Futures	28.17	28.19	28.14	28.15	545.0
2020-10-18 21:00:00	CL	Futures	28.16	28.22	28.15	28.17	1722.0
2020-10-18 21:30:00	CL	Futures	28.17	28.17	28.08	28.11	1342.0
2020-10-18 22:00:00	CL	Futures	28.11	28.13	28.04	28.05	1254.0
2020-10-18 22:30:00	CL	Futures	28.04	28.08	28.04	28.06	667.0
2020-10-18 23:00:00	CL	Futures	28.06	28.06	27.95	27.98	1846.0
2020-10-18 23:30:00	CL	Futures	27.99	28.03	27.98	28.02	557.0
2020-10-18 18:00:00	GC	Futures	2314.6	2317.5	2313.6	2317.4	1091.0
2020-10-18 18:30:00	GC	Futures	2317.4	2318.7	2315.1	2315.7	1084.0

> showing 50 of 687 rows — these rows as CSV

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