PREVIEW / futures_30min / 2020-10-25

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-10-25.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
2020-10-25 18:00:00	ES	Futures	3860.54	3861.1	3837.29	3844.3	18805.0
2020-10-25 18:30:00	ES	Futures	3844.58	3847.94	3843.74	3844.58	4657.0
2020-10-25 19:00:00	ES	Futures	3844.86	3852.98	3844.58	3852.7	4092.0
2020-10-25 19:30:00	ES	Futures	3852.42	3854.94	3851.02	3853.26	5115.0
2020-10-25 20:00:00	ES	Futures	3853.26	3856.34	3849.34	3851.3	7334.0
2020-10-25 20:30:00	ES	Futures	3851.02	3855.22	3850.74	3852.98	8577.0
2020-10-25 21:00:00	ES	Futures	3853.26	3856.34	3852.42	3852.7	8132.0
2020-10-25 21:30:00	ES	Futures	3852.7	3852.98	3844.3	3846.54	6736.0
2020-10-25 22:00:00	ES	Futures	3846.82	3849.34	3844.86	3848.22	3035.0
2020-10-25 22:30:00	ES	Futures	3847.94	3849.62	3845.42	3846.26	1778.0
2020-10-25 23:00:00	ES	Futures	3845.98	3849.06	3842.34	3845.14	6092.0
2020-10-25 23:30:00	ES	Futures	3845.42	3846.82	3844.02	3846.26	3946.0
2020-10-25 18:00:00	NQ	Futures	13470.72	13477.66	13399.51	13437.72	7276.0
2020-10-25 18:30:00	NQ	Futures	13438.29	13451.03	13423.24	13429.61	2377.0
2020-10-25 19:00:00	NQ	Futures	13429.32	13462.32	13429.03	13456.53	1898.0
2020-10-25 19:30:00	NQ	Futures	13457.4	13471.0	13450.16	13462.9	2605.0
2020-10-25 20:00:00	NQ	Futures	13462.03	13476.22	13451.9	13457.69	2756.0
2020-10-25 20:30:00	NQ	Futures	13458.56	13470.72	13456.53	13461.74	3646.0
2020-10-25 21:00:00	NQ	Futures	13462.61	13473.9	13457.98	13462.03	3638.0
2020-10-25 21:30:00	NQ	Futures	13461.16	13461.45	13437.14	13450.16	3688.0
2020-10-25 22:00:00	NQ	Futures	13449.58	13459.43	13442.93	13455.37	1727.0
2020-10-25 22:30:00	NQ	Futures	13454.79	13463.48	13446.69	13451.32	1343.0
2020-10-25 23:00:00	NQ	Futures	13451.9	13464.64	13441.19	13451.9	2792.0
2020-10-25 23:30:00	NQ	Futures	13451.32	13457.4	13446.4	13454.22	1916.0
2020-10-25 18:00:00	YM	Futures	31123.2	31123.2	30939.7	30988.3	2947.0
2020-10-25 18:30:00	YM	Futures	30989.4	31015.9	30979.5	30990.5	878.0
2020-10-25 19:00:00	YM	Futures	30991.6	31061.3	30988.3	31052.4	672.0
2020-10-25 19:30:00	YM	Futures	31052.4	31080.1	31046.9	31064.6	902.0
2020-10-25 20:00:00	YM	Futures	31063.5	31084.5	31030.3	31046.9	1225.0
2020-10-25 20:30:00	YM	Futures	31045.8	31082.3	31044.7	31065.7	1043.0
2020-10-25 21:00:00	YM	Futures	31066.8	31093.3	31059.1	31061.3	1741.0
2020-10-25 21:30:00	YM	Futures	31059.1	31063.5	30986.1	31008.2	1618.0
2020-10-25 22:00:00	YM	Futures	31007.1	31027.0	30990.5	31018.2	844.0
2020-10-25 22:30:00	YM	Futures	31019.3	31031.4	30993.8	30998.3	439.0
2020-10-25 23:00:00	YM	Futures	30998.3	31017.0	30966.2	30989.4	1260.0
2020-10-25 23:30:00	YM	Futures	30988.3	31001.6	30977.2	30999.4	699.0
2020-10-25 18:00:00	CL	Futures	27.16	27.2	26.57	26.72	8174.0
2020-10-25 18:30:00	CL	Futures	26.72	26.81	26.65	26.67	1840.0
2020-10-25 19:00:00	CL	Futures	26.67	26.81	26.64	26.81	1462.0
2020-10-25 19:30:00	CL	Futures	26.81	26.86	26.76	26.83	1275.0
2020-10-25 20:00:00	CL	Futures	26.84	26.92	26.82	26.85	2208.0
2020-10-25 20:30:00	CL	Futures	26.85	26.94	26.84	26.89	1826.0
2020-10-25 21:00:00	CL	Futures	26.89	26.94	26.89	26.91	1944.0
2020-10-25 21:30:00	CL	Futures	26.9	26.9	26.78	26.81	3113.0
2020-10-25 22:00:00	CL	Futures	26.81	26.87	26.79	26.87	1195.0
2020-10-25 22:30:00	CL	Futures	26.87	26.89	26.82	26.83	1296.0
2020-10-25 23:00:00	CL	Futures	26.83	26.84	26.76	26.79	1212.0
2020-10-25 23:30:00	CL	Futures	26.79	26.81	26.78	26.79	616.0
2020-10-25 18:00:00	GC	Futures	2318.0	2318.4	2307.5	2309.6	2725.0
2020-10-25 18:30:00	GC	Futures	2309.5	2311.3	2301.6	2304.3	2861.0

> showing 50 of 683 rows — these rows as CSV

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