PREVIEW / futures_30min / 2020-12-06

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-12-06.parquet
  size:    25 KB
  rows:    696

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
2020-12-06 18:00:00	ES	Futures	4139.52	4151.0	4137.56	4145.68	11568.0
2020-12-06 18:30:00	ES	Futures	4145.68	4148.2	4143.44	4144.56	3608.0
2020-12-06 19:00:00	ES	Futures	4144.28	4144.56	4137.0	4140.36	8729.0
2020-12-06 19:30:00	ES	Futures	4140.36	4145.4	4139.52	4143.16	4065.0
2020-12-06 20:00:00	ES	Futures	4143.16	4145.4	4139.8	4142.6	6407.0
2020-12-06 20:30:00	ES	Futures	4142.6	4143.44	4138.12	4139.24	5473.0
2020-12-06 21:00:00	ES	Futures	4139.24	4139.52	4135.04	4135.32	3280.0
2020-12-06 21:30:00	ES	Futures	4135.32	4136.44	4131.95	4134.76	5699.0
2020-12-06 22:00:00	ES	Futures	4134.76	4136.16	4132.23	4133.63	2991.0
2020-12-06 22:30:00	ES	Futures	4133.63	4134.76	4129.99	4130.55	3460.0
2020-12-06 23:00:00	ES	Futures	4130.55	4133.07	4129.43	4132.51	2488.0
2020-12-06 23:30:00	ES	Futures	4132.51	4133.91	4131.67	4133.63	1612.0
2020-12-06 18:00:00	NQ	Futures	14502.38	14557.38	14500.65	14534.8	4337.0
2020-12-06 18:30:00	NQ	Futures	14535.09	14537.41	14523.8	14525.54	1133.0
2020-12-06 19:00:00	NQ	Futures	14525.25	14525.83	14503.83	14520.62	2798.0
2020-12-06 19:30:00	NQ	Futures	14520.91	14535.96	14517.72	14528.43	1637.0
2020-12-06 20:00:00	NQ	Futures	14527.86	14535.38	14508.75	14520.62	2074.0
2020-12-06 20:30:00	NQ	Futures	14522.36	14522.64	14505.86	14513.38	1978.0
2020-12-06 21:00:00	NQ	Futures	14513.67	14516.57	14497.17	14500.65	1248.0
2020-12-06 21:30:00	NQ	Futures	14500.36	14504.12	14492.54	14498.33	1823.0
2020-12-06 22:00:00	NQ	Futures	14500.07	14503.54	14488.78	14497.46	1039.0
2020-12-06 22:30:00	NQ	Futures	14497.75	14501.8	14486.46	14487.91	1393.0
2020-12-06 23:00:00	NQ	Futures	14487.33	14496.59	14484.72	14493.12	1010.0
2020-12-06 23:30:00	NQ	Futures	14492.83	14497.75	14489.07	14494.86	531.0
2020-12-06 18:00:00	YM	Futures	33361.0	33461.6	33357.6	33441.7	2114.0
2020-12-06 18:30:00	YM	Futures	33442.8	33459.4	33410.7	33417.3	1075.0
2020-12-06 19:00:00	YM	Futures	33417.3	33420.7	33344.4	33382.0	2601.0
2020-12-06 19:30:00	YM	Futures	33384.2	33420.7	33377.5	33401.9	928.0
2020-12-06 20:00:00	YM	Futures	33397.4	33417.3	33374.2	33391.9	1364.0
2020-12-06 20:30:00	YM	Futures	33390.8	33396.3	33351.0	33361.0	1119.0
2020-12-06 21:00:00	YM	Futures	33363.2	33365.4	33331.1	33334.4	735.0
2020-12-06 21:30:00	YM	Futures	33333.3	33335.5	33294.6	33323.4	1719.0
2020-12-06 22:00:00	YM	Futures	33324.5	33337.7	33299.0	33311.2	1027.0
2020-12-06 22:30:00	YM	Futures	33311.2	33321.2	33280.3	33289.1	894.0
2020-12-06 23:00:00	YM	Futures	33289.1	33309.0	33282.5	33303.5	574.0
2020-12-06 23:30:00	YM	Futures	33304.6	33324.5	33295.7	33323.4	496.0
2020-12-06 18:00:00	CL	Futures	31.36	31.43	31.36	31.41	1702.0
2020-12-06 18:30:00	CL	Futures	31.42	31.42	31.31	31.31	731.0
2020-12-06 19:00:00	CL	Futures	31.31	31.32	31.25	31.3	1448.0
2020-12-06 19:30:00	CL	Futures	31.3	31.31	31.25	31.29	730.0
2020-12-06 20:00:00	CL	Futures	31.28	31.39	31.28	31.33	2123.0
2020-12-06 20:30:00	CL	Futures	31.33	31.34	31.26	31.31	1576.0
2020-12-06 21:00:00	CL	Futures	31.31	31.32	31.28	31.28	603.0
2020-12-06 21:30:00	CL	Futures	31.28	31.35	31.21	31.31	1791.0
2020-12-06 22:00:00	CL	Futures	31.3	31.32	31.26	31.28	989.0
2020-12-06 22:30:00	CL	Futures	31.28	31.33	31.28	31.3	533.0
2020-12-06 23:00:00	CL	Futures	31.3	31.32	31.28	31.29	628.0
2020-12-06 23:30:00	CL	Futures	31.29	31.31	31.26	31.28	539.0
2020-12-06 18:00:00	GC	Futures	2231.4	2233.7	2226.6	2228.0	1712.0
2020-12-06 18:30:00	GC	Futures	2227.9	2229.1	2225.6	2228.2	1343.0

> showing 50 of 696 rows — these rows as CSV

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