PREVIEW / futures_30min / 2020-11-08

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-11-08.parquet
  size:    28 KB
  rows:    760

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
2020-11-08 18:00:00	ES	Futures	3946.53	3962.22	3938.97	3956.61	18935.0
2020-11-08 18:30:00	ES	Futures	3956.33	3973.42	3954.37	3963.06	12794.0
2020-11-08 19:00:00	ES	Futures	3963.06	3965.3	3959.14	3964.18	7250.0
2020-11-08 19:30:00	ES	Futures	3964.46	3977.62	3961.94	3974.54	10452.0
2020-11-08 20:00:00	ES	Futures	3974.26	3984.62	3973.98	3982.66	12896.0
2020-11-08 20:30:00	ES	Futures	3982.38	3984.06	3973.42	3978.74	8814.0
2020-11-08 21:00:00	ES	Futures	3978.74	3981.26	3975.66	3978.46	5247.0
2020-11-08 21:30:00	ES	Futures	3978.46	3982.38	3976.78	3980.98	5087.0
2020-11-08 22:00:00	ES	Futures	3980.98	3982.1	3977.9	3979.86	2801.0
2020-11-08 22:30:00	ES	Futures	3979.58	3988.55	3978.18	3986.87	7325.0
2020-11-08 23:00:00	ES	Futures	3986.87	3991.63	3986.59	3987.99	8748.0
2020-11-08 23:30:00	ES	Futures	3988.27	3993.87	3987.15	3989.95	6285.0
2020-11-08 18:00:00	NQ	Futures	14055.73	14185.7	14035.76	14156.18	8984.0
2020-11-08 18:30:00	NQ	Futures	14154.44	14192.94	14152.12	14164.86	4341.0
2020-11-08 19:00:00	NQ	Futures	14164.86	14168.62	14149.52	14163.7	2658.0
2020-11-08 19:30:00	NQ	Futures	14165.44	14255.75	14160.52	14229.7	6207.0
2020-11-08 20:00:00	NQ	Futures	14229.41	14306.7	14229.12	14279.2	7628.0
2020-11-08 20:30:00	NQ	Futures	14278.91	14288.18	14243.02	14267.33	3663.0
2020-11-08 21:00:00	NQ	Futures	14267.33	14285.86	14255.75	14267.62	3287.0
2020-11-08 21:30:00	NQ	Futures	14267.62	14293.96	14258.07	14275.44	2757.0
2020-11-08 22:00:00	NQ	Futures	14274.57	14281.23	14266.18	14271.68	1269.0
2020-11-08 22:30:00	NQ	Futures	14271.39	14328.7	14263.57	14313.07	3438.0
2020-11-08 23:00:00	NQ	Futures	14313.07	14348.1	14309.31	14338.25	5268.0
2020-11-08 23:30:00	NQ	Futures	14337.96	14367.78	14334.49	14350.7	3631.0
2020-11-08 18:00:00	YM	Futures	31384.1	31453.8	31320.0	31414.0	1875.0
2020-11-08 18:30:00	YM	Futures	31412.9	31601.9	31406.2	31511.3	2317.0
2020-11-08 19:00:00	YM	Futures	31510.2	31528.9	31470.4	31510.2	1203.0
2020-11-08 19:30:00	YM	Futures	31511.3	31567.6	31471.5	31548.9	2472.0
2020-11-08 20:00:00	YM	Futures	31547.7	31608.6	31541.1	31593.1	2574.0
2020-11-08 20:30:00	YM	Futures	31589.8	31605.2	31532.3	31568.8	1871.0
2020-11-08 21:00:00	YM	Futures	31566.5	31583.1	31535.6	31554.4	1107.0
2020-11-08 21:30:00	YM	Futures	31556.6	31586.4	31546.6	31582.0	1185.0
2020-11-08 22:00:00	YM	Futures	31583.1	31587.5	31557.7	31571.0	672.0
2020-11-08 22:30:00	YM	Futures	31569.9	31639.5	31557.7	31620.7	1676.0
2020-11-08 23:00:00	YM	Futures	31621.8	31646.1	31596.4	31608.6	1510.0
2020-11-08 23:30:00	YM	Futures	31609.7	31642.8	31600.8	31606.3	1170.0
2020-11-08 18:00:00	CL	Futures	25.55	25.83	25.43	25.8	3268.0
2020-11-08 18:30:00	CL	Futures	25.8	25.95	25.79	25.85	2092.0
2020-11-08 19:00:00	CL	Futures	25.86	25.92	25.79	25.92	2581.0
2020-11-08 19:30:00	CL	Futures	25.92	25.98	25.87	25.95	1989.0
2020-11-08 20:00:00	CL	Futures	25.95	26.26	25.94	26.13	8007.0
2020-11-08 20:30:00	CL	Futures	26.13	26.16	26.04	26.07	3265.0
2020-11-08 21:00:00	CL	Futures	26.07	26.13	26.06	26.1	1489.0
2020-11-08 21:30:00	CL	Futures	26.1	26.18	26.06	26.16	2011.0
2020-11-08 22:00:00	CL	Futures	26.17	26.18	26.09	26.09	1594.0
2020-11-08 22:30:00	CL	Futures	26.1	26.15	26.09	26.13	733.0
2020-11-08 23:00:00	CL	Futures	26.13	26.14	26.1	26.13	831.0
2020-11-08 23:30:00	CL	Futures	26.13	26.18	26.09	26.11	901.0
2020-11-08 18:00:00	GC	Futures	2378.8	2385.0	2377.0	2383.1	3422.0
2020-11-08 18:30:00	GC	Futures	2383.6	2385.0	2381.2	2383.4	1836.0

> showing 50 of 760 rows — these rows as CSV

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