PREVIEW / futures_30min / 2020-11-22

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-11-22.parquet
  size:    24 KB
  rows:    659

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
2020-11-22 18:00:00	ES	Futures	3973.42	3984.34	3972.3	3979.86	12495.0
2020-11-22 18:30:00	ES	Futures	3979.86	3986.02	3977.06	3985.74	4170.0
2020-11-22 19:00:00	ES	Futures	3985.46	3991.91	3983.5	3990.51	6523.0
2020-11-22 19:30:00	ES	Futures	3990.79	3994.71	3990.23	3994.71	3747.0
2020-11-22 20:00:00	ES	Futures	3994.43	3995.83	3993.03	3994.15	4893.0
2020-11-22 20:30:00	ES	Futures	3994.15	3995.27	3990.23	3991.91	5656.0
2020-11-22 21:00:00	ES	Futures	3991.91	3994.71	3991.07	3993.59	2479.0
2020-11-22 21:30:00	ES	Futures	3993.59	3993.87	3991.91	3993.59	1607.0
2020-11-22 22:00:00	ES	Futures	3993.31	3996.11	3992.47	3993.87	2039.0
2020-11-22 22:30:00	ES	Futures	3993.87	3995.55	3993.03	3994.71	1096.0
2020-11-22 23:00:00	ES	Futures	3994.43	3995.27	3992.19	3992.47	1241.0
2020-11-22 23:30:00	ES	Futures	3992.47	3994.43	3991.63	3992.75	1740.0
2020-11-22 18:00:00	NQ	Futures	13771.76	13818.08	13768.87	13807.37	3515.0
2020-11-22 18:30:00	NQ	Futures	13807.37	13820.39	13797.24	13816.05	1615.0
2020-11-22 19:00:00	NQ	Futures	13815.47	13829.08	13809.39	13827.05	1723.0
2020-11-22 19:30:00	NQ	Futures	13827.34	13835.16	13826.76	13833.71	1123.0
2020-11-22 20:00:00	NQ	Futures	13833.71	13839.21	13827.05	13831.39	1527.0
2020-11-22 20:30:00	NQ	Futures	13831.39	13832.55	13818.37	13825.31	2015.0
2020-11-22 21:00:00	NQ	Futures	13823.87	13835.74	13821.26	13832.55	1061.0
2020-11-22 21:30:00	NQ	Futures	13832.84	13833.42	13824.74	13827.34	913.0
2020-11-22 22:00:00	NQ	Futures	13827.92	13838.92	13824.45	13833.71	1317.0
2020-11-22 22:30:00	NQ	Futures	13833.71	13842.68	13832.26	13838.34	860.0
2020-11-22 23:00:00	NQ	Futures	13838.34	13840.95	13833.42	13834.0	732.0
2020-11-22 23:30:00	NQ	Futures	13834.29	13841.81	13827.92	13834.87	1108.0
2020-11-22 18:00:00	YM	Futures	32210.0	32300.7	32191.2	32269.7	1848.0
2020-11-22 18:30:00	YM	Futures	32270.8	32320.6	32252.0	32318.4	1060.0
2020-11-22 19:00:00	YM	Futures	32317.3	32374.7	32304.0	32361.5	1386.0
2020-11-22 19:30:00	YM	Futures	32361.5	32394.6	32361.5	32393.5	917.0
2020-11-22 20:00:00	YM	Futures	32392.4	32407.9	32378.1	32393.5	1021.0
2020-11-22 20:30:00	YM	Futures	32393.5	32425.6	32365.9	32381.4	1859.0
2020-11-22 21:00:00	YM	Futures	32379.2	32395.8	32369.2	32389.1	531.0
2020-11-22 21:30:00	YM	Futures	32388.0	32400.2	32377.0	32393.5	407.0
2020-11-22 22:00:00	YM	Futures	32391.3	32420.1	32385.8	32404.6	615.0
2020-11-22 22:30:00	YM	Futures	32402.4	32415.7	32398.0	32410.1	385.0
2020-11-22 23:00:00	YM	Futures	32409.0	32414.6	32384.7	32388.0	420.0
2020-11-22 23:30:00	YM	Futures	32386.9	32407.9	32385.8	32395.8	445.0
2020-11-22 18:00:00	CL	Futures	28.86	28.93	28.79	28.83	2466.0
2020-11-22 18:30:00	CL	Futures	28.83	28.86	28.78	28.86	876.0
2020-11-22 19:00:00	CL	Futures	28.86	28.87	28.82	28.84	1047.0
2020-11-22 19:30:00	CL	Futures	28.84	28.87	28.83	28.86	621.0
2020-11-22 20:00:00	CL	Futures	28.85	28.89	28.79	28.84	2069.0
2020-11-22 20:30:00	CL	Futures	28.84	28.85	28.74	28.82	1738.0
2020-11-22 21:00:00	CL	Futures	28.82	28.84	28.74	28.8	1346.0
2020-11-22 21:30:00	CL	Futures	28.79	28.83	28.76	28.82	884.0
2020-11-22 22:00:00	CL	Futures	28.82	28.86	28.81	28.85	1058.0
2020-11-22 22:30:00	CL	Futures	28.84	28.9	28.84	28.89	1094.0
2020-11-22 23:00:00	CL	Futures	28.88	28.9	28.88	28.89	635.0
2020-11-22 23:30:00	CL	Futures	28.89	28.92	28.87	28.91	601.0
2020-11-22 18:00:00	GC	Futures	2274.0	2275.8	2270.9	2274.2	1134.0
2020-11-22 18:30:00	GC	Futures	2274.2	2275.4	2273.3	2275.3	449.0

> showing 50 of 659 rows — these rows as CSV

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