PREVIEW / futures_30min / 2020-11-15

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-11-15.parquet
  size:    27 KB
  rows:    740

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
2020-11-15 18:00:00	ES	Futures	4018.8	4044.28	4018.24	4038.68	16932.0
2020-11-15 18:30:00	ES	Futures	4038.96	4045.4	4036.44	4042.32	5329.0
2020-11-15 19:00:00	ES	Futures	4042.32	4043.16	4035.04	4040.92	7450.0
2020-11-15 19:30:00	ES	Futures	4040.64	4040.92	4037.0	4040.08	3601.0
2020-11-15 20:00:00	ES	Futures	4039.8	4045.12	4038.12	4042.6	5229.0
2020-11-15 20:30:00	ES	Futures	4042.6	4045.68	4035.88	4038.96	8021.0
2020-11-15 21:00:00	ES	Futures	4039.24	4045.68	4039.24	4040.36	7126.0
2020-11-15 21:30:00	ES	Futures	4040.08	4044.84	4039.24	4042.04	3473.0
2020-11-15 22:00:00	ES	Futures	4041.76	4044.56	4040.92	4044.0	2126.0
2020-11-15 22:30:00	ES	Futures	4044.0	4045.68	4042.6	4044.0	3288.0
2020-11-15 23:00:00	ES	Futures	4044.0	4045.12	4042.32	4044.28	1902.0
2020-11-15 23:30:00	ES	Futures	4044.28	4045.4	4043.44	4045.12	1721.0
2020-11-15 18:00:00	NQ	Futures	13845.0	13960.5	13845.0	13942.26	8084.0
2020-11-15 18:30:00	NQ	Futures	13942.55	13969.76	13941.1	13948.63	2320.0
2020-11-15 19:00:00	NQ	Futures	13948.92	13952.39	13930.1	13944.58	2478.0
2020-11-15 19:30:00	NQ	Futures	13944.0	13946.31	13932.71	13939.65	1473.0
2020-11-15 20:00:00	NQ	Futures	13938.79	13950.94	13933.58	13943.13	1534.0
2020-11-15 20:30:00	NQ	Futures	13942.55	13946.89	13908.97	13921.42	2991.0
2020-11-15 21:00:00	NQ	Futures	13921.42	13954.71	13919.68	13938.79	3445.0
2020-11-15 21:30:00	NQ	Futures	13938.79	13964.26	13937.05	13943.71	2435.0
2020-11-15 22:00:00	NQ	Futures	13944.29	13953.55	13935.6	13947.18	1556.0
2020-11-15 22:30:00	NQ	Futures	13946.89	13951.52	13926.34	13938.5	2201.0
2020-11-15 23:00:00	NQ	Futures	13938.79	13947.76	13932.13	13943.71	1037.0
2020-11-15 23:30:00	NQ	Futures	13944.29	13949.21	13941.68	13947.18	823.0
2020-11-15 18:00:00	YM	Futures	32543.9	32770.6	32543.9	32717.5	3092.0
2020-11-15 18:30:00	YM	Futures	32721.9	32758.4	32688.7	32734.1	1330.0
2020-11-15 19:00:00	YM	Futures	32731.9	32738.5	32677.7	32723.0	1494.0
2020-11-15 19:30:00	YM	Futures	32721.9	32742.9	32699.8	32734.1	786.0
2020-11-15 20:00:00	YM	Futures	32733.0	32775.0	32714.2	32759.5	1178.0
2020-11-15 20:30:00	YM	Futures	32759.5	32779.4	32706.4	32727.4	1716.0
2020-11-15 21:00:00	YM	Futures	32728.5	32783.8	32728.5	32734.1	1711.0
2020-11-15 21:30:00	YM	Futures	32734.1	32770.6	32731.9	32751.8	907.0
2020-11-15 22:00:00	YM	Futures	32750.7	32766.1	32745.1	32754.0	650.0
2020-11-15 22:30:00	YM	Futures	32755.1	32770.6	32746.2	32760.6	883.0
2020-11-15 23:00:00	YM	Futures	32761.7	32780.5	32749.6	32773.9	498.0
2020-11-15 23:30:00	YM	Futures	32773.9	32783.8	32767.2	32781.6	520.0
2020-11-15 18:00:00	CL	Futures	27.48	27.68	27.46	27.61	921.0
2020-11-15 18:30:00	CL	Futures	27.61	27.72	27.61	27.68	393.0
2020-11-15 19:00:00	CL	Futures	27.68	27.72	27.67	27.69	600.0
2020-11-15 19:30:00	CL	Futures	27.69	27.74	27.64	27.73	470.0
2020-11-15 20:00:00	CL	Futures	27.73	27.79	27.63	27.78	1021.0
2020-11-15 20:30:00	CL	Futures	27.78	27.79	27.67	27.71	573.0
2020-11-15 21:00:00	CL	Futures	27.73	27.78	27.72	27.75	580.0
2020-11-15 21:30:00	CL	Futures	27.75	27.82	27.75	27.78	690.0
2020-11-15 22:00:00	CL	Futures	27.79	27.86	27.78	27.8	637.0
2020-11-15 22:30:00	CL	Futures	27.81	27.84	27.77	27.81	226.0
2020-11-15 23:00:00	CL	Futures	27.81	27.82	27.76	27.79	216.0
2020-11-15 23:30:00	CL	Futures	27.78	27.85	27.78	27.84	265.0
2020-11-15 18:00:00	GC	Futures	2294.4	2298.8	2293.1	2297.8	1565.0
2020-11-15 18:30:00	GC	Futures	2297.7	2298.3	2296.7	2297.1	816.0

> showing 50 of 740 rows — these rows as CSV

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