PREVIEW / futures_30min / 2020-12-13

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-12-13.parquet
  size:    24 KB
  rows:    688

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
2020-12-13 18:00:00	ES	Futures	4120.47	4129.15	4119.63	4124.11	7844.0
2020-12-13 18:30:00	ES	Futures	4123.83	4124.39	4118.23	4121.59	2575.0
2020-12-13 19:00:00	ES	Futures	4121.87	4124.11	4120.47	4121.87	2782.0
2020-12-13 19:30:00	ES	Futures	4122.15	4123.55	4120.47	4122.15	1355.0
2020-12-13 20:00:00	ES	Futures	4122.15	4125.51	4121.87	4124.11	2025.0
2020-12-13 20:30:00	ES	Futures	4123.83	4125.23	4122.71	4123.55	1407.0
2020-12-13 21:00:00	ES	Futures	4123.27	4124.39	4122.99	4123.27	931.0
2020-12-13 21:30:00	ES	Futures	4123.27	4123.55	4121.87	4122.71	899.0
2020-12-13 22:00:00	ES	Futures	4122.71	4124.95	4121.59	4124.11	1126.0
2020-12-13 22:30:00	ES	Futures	4123.83	4125.23	4123.83	4124.39	771.0
2020-12-13 23:00:00	ES	Futures	4124.39	4125.23	4123.55	4124.11	540.0
2020-12-13 23:30:00	ES	Futures	4124.11	4124.11	4122.15	4123.83	644.0
2020-12-13 18:00:00	NQ	Futures	14364.02	14404.54	14362.86	14379.07	2818.0
2020-12-13 18:30:00	NQ	Futures	14377.91	14381.96	14360.25	14376.75	1209.0
2020-12-13 19:00:00	NQ	Futures	14377.62	14381.96	14367.49	14368.07	1389.0
2020-12-13 19:30:00	NQ	Futures	14369.23	14378.78	14365.46	14372.7	1210.0
2020-12-13 20:00:00	NQ	Futures	14372.12	14386.02	14371.25	14378.49	1633.0
2020-12-13 20:30:00	NQ	Futures	14379.07	14381.67	14372.41	14375.31	1044.0
2020-12-13 21:00:00	NQ	Futures	14375.31	14379.36	14372.99	14373.57	787.0
2020-12-13 21:30:00	NQ	Futures	14373.57	14377.04	14372.12	14376.17	579.0
2020-12-13 22:00:00	NQ	Futures	14376.75	14380.81	14371.83	14379.94	655.0
2020-12-13 22:30:00	NQ	Futures	14379.94	14381.09	14377.91	14379.65	350.0
2020-12-13 23:00:00	NQ	Futures	14379.07	14381.38	14378.78	14379.94	386.0
2020-12-13 23:30:00	NQ	Futures	14379.65	14380.81	14376.75	14379.94	386.0
2020-12-13 18:00:00	YM	Futures	33333.5	33438.9	33326.9	33397.9	1654.0
2020-12-13 18:30:00	YM	Futures	33400.1	33401.2	33341.3	33377.9	661.0
2020-12-13 19:00:00	YM	Futures	33380.1	33410.1	33372.4	33386.8	900.0
2020-12-13 19:30:00	YM	Futures	33389.0	33402.3	33371.2	33386.8	510.0
2020-12-13 20:00:00	YM	Futures	33385.7	33416.7	33384.6	33406.7	877.0
2020-12-13 20:30:00	YM	Futures	33405.6	33421.2	33395.6	33404.5	614.0
2020-12-13 21:00:00	YM	Futures	33404.5	33413.4	33401.2	33406.7	391.0
2020-12-13 21:30:00	YM	Futures	33407.8	33412.3	33396.8	33404.5	350.0
2020-12-13 22:00:00	YM	Futures	33404.5	33421.2	33394.5	33417.8	426.0
2020-12-13 22:30:00	YM	Futures	33416.7	33424.5	33413.4	33417.8	258.0
2020-12-13 23:00:00	YM	Futures	33417.8	33424.5	33411.2	33412.3	230.0
2020-12-13 23:30:00	YM	Futures	33412.3	33414.5	33396.8	33411.2	238.0
2020-12-13 18:00:00	CL	Futures	31.76	31.82	31.64	31.74	1992.0
2020-12-13 18:30:00	CL	Futures	31.74	31.75	31.71	31.72	866.0
2020-12-13 19:00:00	CL	Futures	31.72	31.75	31.67	31.69	819.0
2020-12-13 19:30:00	CL	Futures	31.69	31.71	31.62	31.66	695.0
2020-12-13 20:00:00	CL	Futures	31.66	31.74	31.58	31.69	1828.0
2020-12-13 20:30:00	CL	Futures	31.69	31.7	31.64	31.67	916.0
2020-12-13 21:00:00	CL	Futures	31.67	31.68	31.64	31.66	673.0
2020-12-13 21:30:00	CL	Futures	31.66	31.72	31.65	31.7	815.0
2020-12-13 22:00:00	CL	Futures	31.71	31.75	31.67	31.75	883.0
2020-12-13 22:30:00	CL	Futures	31.74	31.82	31.74	31.81	1503.0
2020-12-13 23:00:00	CL	Futures	31.8	31.89	31.78	31.85	1995.0
2020-12-13 23:30:00	CL	Futures	31.85	31.89	31.84	31.88	960.0
2020-12-13 18:00:00	GC	Futures	2236.1	2236.9	2228.9	2231.5	2091.0
2020-12-13 18:30:00	GC	Futures	2231.4	2232.5	2231.4	2232.4	769.0

> showing 50 of 688 rows — these rows as CSV

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