PREVIEW / futures_30min / 2020-11-01

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-11-01.parquet
  size:    28 KB
  rows:    747

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
2020-11-01 18:00:00	ES	Futures	3652.43	3665.32	3650.19	3655.51	14181.0
2020-11-01 18:30:00	ES	Futures	3655.51	3657.19	3633.67	3644.03	14568.0
2020-11-01 19:00:00	ES	Futures	3643.75	3650.75	3636.75	3643.19	14084.0
2020-11-01 19:30:00	ES	Futures	3643.19	3645.99	3638.99	3643.75	7748.0
2020-11-01 20:00:00	ES	Futures	3643.47	3660.27	3640.39	3654.67	15430.0
2020-11-01 20:30:00	ES	Futures	3654.67	3668.4	3654.67	3662.8	10719.0
2020-11-01 21:00:00	ES	Futures	3662.52	3664.76	3657.75	3661.4	6024.0
2020-11-01 21:30:00	ES	Futures	3661.4	3670.92	3661.4	3668.12	6938.0
2020-11-01 22:00:00	ES	Futures	3668.12	3670.36	3664.48	3666.44	2677.0
2020-11-01 22:30:00	ES	Futures	3666.72	3667.28	3660.84	3660.84	3399.0
2020-11-01 23:00:00	ES	Futures	3660.84	3665.32	3659.43	3664.76	4811.0
2020-11-01 23:30:00	ES	Futures	3664.48	3665.6	3658.03	3661.68	3533.0
2020-11-01 18:00:00	NQ	Futures	12776.57	12816.52	12763.25	12790.75	4503.0
2020-11-01 18:30:00	NQ	Futures	12790.75	12798.28	12715.49	12736.04	4525.0
2020-11-01 19:00:00	NQ	Futures	12734.89	12764.7	12718.1	12744.15	4677.0
2020-11-01 19:30:00	NQ	Futures	12743.28	12752.54	12725.04	12742.12	4397.0
2020-11-01 20:00:00	NQ	Futures	12740.96	12787.57	12730.83	12777.15	6850.0
2020-11-01 20:30:00	NQ	Futures	12777.15	12822.88	12776.28	12804.65	4613.0
2020-11-01 21:00:00	NQ	Futures	12804.36	12811.31	12784.39	12795.67	3423.0
2020-11-01 21:30:00	NQ	Futures	12795.38	12825.78	12792.2	12811.6	3293.0
2020-11-01 22:00:00	NQ	Futures	12811.02	12819.41	12795.67	12804.94	1615.0
2020-11-01 22:30:00	NQ	Futures	12805.52	12808.41	12784.1	12784.96	1462.0
2020-11-01 23:00:00	NQ	Futures	12784.96	12809.86	12780.91	12804.36	2675.0
2020-11-01 23:30:00	NQ	Futures	12804.07	12810.44	12784.96	12797.99	1997.0
2020-11-01 18:00:00	YM	Futures	29157.4	29234.8	29104.3	29144.1	1603.0
2020-11-01 18:30:00	YM	Futures	29143.0	29155.2	28936.3	29045.7	2812.0
2020-11-01 19:00:00	YM	Futures	29043.5	29097.7	28990.4	29031.4	2711.0
2020-11-01 19:30:00	YM	Futures	29030.2	29060.1	28998.2	29043.5	2056.0
2020-11-01 20:00:00	YM	Futures	29040.2	29193.9	29013.7	29135.3	3752.0
2020-11-01 20:30:00	YM	Futures	29135.3	29262.4	29126.4	29219.3	2510.0
2020-11-01 21:00:00	YM	Futures	29219.3	29234.8	29161.8	29198.3	1494.0
2020-11-01 21:30:00	YM	Futures	29196.1	29282.3	29193.9	29265.7	1865.0
2020-11-01 22:00:00	YM	Futures	29265.7	29287.9	29232.6	29254.7	1025.0
2020-11-01 22:30:00	YM	Futures	29252.5	29259.1	29206.0	29207.1	839.0
2020-11-01 23:00:00	YM	Futures	29206.0	29243.6	29193.9	29241.4	979.0
2020-11-01 23:30:00	YM	Futures	29239.2	29248.1	29182.8	29213.8	1153.0
2020-11-01 18:00:00	CL	Futures	24.12	24.14	23.02	23.32	18422.0
2020-11-01 18:30:00	CL	Futures	23.32	23.39	23.19	23.26	4748.0
2020-11-01 19:00:00	CL	Futures	23.27	23.44	23.15	23.41	5434.0
2020-11-01 19:30:00	CL	Futures	23.42	23.49	23.32	23.47	3649.0
2020-11-01 20:00:00	CL	Futures	23.47	23.69	23.43	23.55	6684.0
2020-11-01 20:30:00	CL	Futures	23.55	23.72	23.55	23.68	5068.0
2020-11-01 21:00:00	CL	Futures	23.68	23.79	23.63	23.64	4327.0
2020-11-01 21:30:00	CL	Futures	23.64	23.75	23.55	23.55	3385.0
2020-11-01 22:00:00	CL	Futures	23.56	23.6	23.4	23.53	3414.0
2020-11-01 22:30:00	CL	Futures	23.52	23.62	23.52	23.57	1245.0
2020-11-01 23:00:00	CL	Futures	23.58	23.62	23.55	23.6	1001.0
2020-11-01 23:30:00	CL	Futures	23.59	23.63	23.52	23.56	1118.0
2020-11-01 18:00:00	GC	Futures	2282.7	2285.8	2282.1	2283.7	1235.0
2020-11-01 18:30:00	GC	Futures	2283.8	2284.2	2280.6	2283.1	1680.0

> showing 50 of 747 rows — these rows as CSV

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