PREVIEW / futures_30min / 2020-11-29

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-11-29.parquet
  size:    26 KB
  rows:    721

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
2020-11-29 18:00:00	ES	Futures	4082.38	4091.62	4079.58	4087.42	9215.0
2020-11-29 18:30:00	ES	Futures	4087.7	4088.26	4077.9	4080.14	4878.0
2020-11-29 19:00:00	ES	Futures	4080.42	4080.7	4066.97	4071.45	11495.0
2020-11-29 19:30:00	ES	Futures	4071.45	4073.41	4068.65	4069.49	5485.0
2020-11-29 20:00:00	ES	Futures	4069.49	4070.33	4059.41	4065.85	10704.0
2020-11-29 20:30:00	ES	Futures	4065.57	4066.69	4063.05	4065.85	4030.0
2020-11-29 21:00:00	ES	Futures	4065.85	4065.85	4060.81	4061.37	3227.0
2020-11-29 21:30:00	ES	Futures	4061.09	4067.53	4060.53	4066.69	3975.0
2020-11-29 22:00:00	ES	Futures	4066.69	4071.45	4061.65	4063.05	4598.0
2020-11-29 22:30:00	ES	Futures	4063.05	4063.89	4061.37	4062.21	2211.0
2020-11-29 23:00:00	ES	Futures	4062.21	4063.05	4053.25	4054.65	6602.0
2020-11-29 23:30:00	ES	Futures	4054.93	4057.17	4053.25	4055.21	3195.0
2020-11-29 18:00:00	NQ	Futures	14226.23	14284.99	14225.94	14276.31	4372.0
2020-11-29 18:30:00	NQ	Futures	14277.18	14280.07	14259.81	14261.83	1903.0
2020-11-29 19:00:00	NQ	Futures	14262.7	14265.6	14210.89	14232.6	5311.0
2020-11-29 19:30:00	NQ	Futures	14232.02	14239.83	14220.15	14221.31	2220.0
2020-11-29 20:00:00	NQ	Futures	14221.6	14225.36	14187.73	14212.33	5090.0
2020-11-29 20:30:00	NQ	Futures	14212.04	14219.28	14204.23	14216.68	1822.0
2020-11-29 21:00:00	NQ	Futures	14216.39	14216.68	14198.44	14199.6	1269.0
2020-11-29 21:30:00	NQ	Futures	14200.18	14223.62	14196.7	14219.57	1618.0
2020-11-29 22:00:00	NQ	Futures	14220.44	14234.33	14208.86	14212.04	2227.0
2020-11-29 22:30:00	NQ	Futures	14212.04	14213.49	14201.33	14205.68	1386.0
2020-11-29 23:00:00	NQ	Futures	14205.39	14208.28	14172.39	14176.73	3400.0
2020-11-29 23:30:00	NQ	Futures	14176.44	14184.83	14174.12	14182.81	1589.0
2020-11-29 18:00:00	YM	Futures	33073.5	33137.6	33073.5	33103.4	1265.0
2020-11-29 18:30:00	YM	Futures	33102.2	33105.6	33028.2	33050.3	810.0
2020-11-29 19:00:00	YM	Futures	33051.4	33052.5	32935.3	32965.1	2584.0
2020-11-29 19:30:00	YM	Futures	32965.1	32979.5	32943.0	32949.7	1090.0
2020-11-29 20:00:00	YM	Futures	32951.9	32956.3	32883.3	32919.8	2694.0
2020-11-29 20:30:00	YM	Futures	32919.8	32924.2	32894.4	32918.7	1092.0
2020-11-29 21:00:00	YM	Futures	32917.6	32918.7	32867.9	32872.3	730.0
2020-11-29 21:30:00	YM	Futures	32872.3	32925.3	32865.6	32918.7	1115.0
2020-11-29 22:00:00	YM	Futures	32920.9	32957.4	32874.5	32883.3	1251.0
2020-11-29 22:30:00	YM	Futures	32884.4	32899.9	32880.0	32887.8	451.0
2020-11-29 23:00:00	YM	Futures	32887.8	32894.4	32809.3	32814.8	1862.0
2020-11-29 23:30:00	YM	Futures	32815.9	32830.3	32804.8	32815.9	893.0
2020-11-29 18:00:00	CL	Futures	30.81	30.87	30.37	30.62	5698.0
2020-11-29 18:30:00	CL	Futures	30.62	30.75	30.59	30.69	1398.0
2020-11-29 19:00:00	CL	Futures	30.69	30.81	30.64	30.81	2561.0
2020-11-29 19:30:00	CL	Futures	30.81	30.81	30.65	30.68	1630.0
2020-11-29 20:00:00	CL	Futures	30.68	30.69	30.55	30.67	4486.0
2020-11-29 20:30:00	CL	Futures	30.67	30.75	30.6	30.71	3616.0
2020-11-29 21:00:00	CL	Futures	30.71	30.77	30.6	30.64	3049.0
2020-11-29 21:30:00	CL	Futures	30.64	30.67	30.56	30.62	1732.0
2020-11-29 22:00:00	CL	Futures	30.61	30.65	30.53	30.63	1702.0
2020-11-29 22:30:00	CL	Futures	30.63	30.65	30.6	30.6	505.0
2020-11-29 23:00:00	CL	Futures	30.6	30.62	30.49	30.52	1461.0
2020-11-29 23:30:00	CL	Futures	30.52	30.58	30.52	30.56	637.0
2020-11-29 18:00:00	GC	Futures	2170.4	2173.5	2167.9	2169.7	2198.0
2020-11-29 18:30:00	GC	Futures	2169.7	2170.1	2168.6	2169.0	767.0

> showing 50 of 721 rows — these rows as CSV

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