PREVIEW / futures_30min / 2020-12-20

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-12-20.parquet
  size:    29 KB
  rows:    778

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
2020-12-20 18:00:00	ES	Futures	4174.35	4180.81	4157.23	4161.72	19160.0
2020-12-20 18:30:00	ES	Futures	4161.72	4162.84	4155.27	4161.72	9549.0
2020-12-20 19:00:00	ES	Futures	4161.44	4166.77	4153.02	4153.02	12527.0
2020-12-20 19:30:00	ES	Futures	4153.02	4162.28	4153.02	4160.88	7417.0
2020-12-20 20:00:00	ES	Futures	4160.6	4166.77	4158.07	4158.07	8971.0
2020-12-20 20:30:00	ES	Futures	4158.07	4158.35	4150.49	4154.14	11700.0
2020-12-20 21:00:00	ES	Futures	4153.86	4158.07	4153.58	4155.55	4998.0
2020-12-20 21:30:00	ES	Futures	4155.27	4157.51	4151.9	4156.11	3897.0
2020-12-20 22:00:00	ES	Futures	4156.39	4156.39	4153.3	4154.14	3108.0
2020-12-20 22:30:00	ES	Futures	4154.42	4154.42	4151.06	4151.06	2008.0
2020-12-20 23:00:00	ES	Futures	4151.06	4156.11	4149.93	4154.7	3768.0
2020-12-20 23:30:00	ES	Futures	4154.99	4156.11	4154.14	4155.55	1638.0
2020-12-20 18:00:00	NQ	Futures	14772.7	14798.75	14731.89	14760.54	6083.0
2020-12-20 18:30:00	NQ	Futures	14760.83	14767.2	14741.73	14760.54	2894.0
2020-12-20 19:00:00	NQ	Futures	14760.54	14769.51	14736.23	14736.81	4040.0
2020-12-20 19:30:00	NQ	Futures	14735.94	14757.94	14735.65	14750.41	2214.0
2020-12-20 20:00:00	NQ	Futures	14749.83	14769.51	14746.65	14754.46	2672.0
2020-12-20 20:30:00	NQ	Futures	14753.88	14755.04	14737.68	14750.7	3416.0
2020-12-20 21:00:00	NQ	Futures	14750.99	14763.44	14749.25	14753.88	1815.0
2020-12-20 21:30:00	NQ	Futures	14753.6	14762.57	14745.49	14758.52	1791.0
2020-12-20 22:00:00	NQ	Futures	14758.23	14759.96	14749.54	14755.91	1303.0
2020-12-20 22:30:00	NQ	Futures	14755.33	14756.49	14748.1	14750.7	818.0
2020-12-20 23:00:00	NQ	Futures	14751.28	14767.2	14748.96	14760.54	1381.0
2020-12-20 23:30:00	NQ	Futures	14760.25	14763.15	14753.31	14760.83	817.0
2020-12-20 18:00:00	YM	Futures	33608.6	33645.2	33428.9	33473.3	4095.0
2020-12-20 18:30:00	YM	Futures	33474.4	33484.4	33409.0	33456.7	1651.0
2020-12-20 19:00:00	YM	Futures	33455.5	33507.7	33401.2	33404.5	2374.0
2020-12-20 19:30:00	YM	Futures	33404.5	33477.7	33402.3	33463.3	1376.0
2020-12-20 20:00:00	YM	Futures	33463.3	33506.6	33420.0	33425.6	2330.0
2020-12-20 20:30:00	YM	Futures	33422.3	33426.7	33362.4	33399.0	2033.0
2020-12-20 21:00:00	YM	Futures	33401.2	33427.8	33393.4	33411.2	1201.0
2020-12-20 21:30:00	YM	Futures	33411.2	33430.0	33381.2	33416.7	1085.0
2020-12-20 22:00:00	YM	Futures	33417.8	33417.8	33391.2	33401.2	870.0
2020-12-20 22:30:00	YM	Futures	33401.2	33401.2	33376.8	33377.9	484.0
2020-12-20 23:00:00	YM	Futures	33379.0	33410.1	33365.7	33401.2	787.0
2020-12-20 23:30:00	YM	Futures	33404.5	33417.8	33401.2	33414.5	407.0
2020-12-20 18:00:00	CL	Futures	33.36	33.4	32.86	32.88	6080.0
2020-12-20 18:30:00	CL	Futures	32.88	32.92	32.83	32.9	2125.0
2020-12-20 19:00:00	CL	Futures	32.9	32.91	32.84	32.87	1928.0
2020-12-20 19:30:00	CL	Futures	32.86	32.9	32.75	32.77	2357.0
2020-12-20 20:00:00	CL	Futures	32.78	32.78	32.35	32.46	12527.0
2020-12-20 20:30:00	CL	Futures	32.46	32.46	32.13	32.36	8556.0
2020-12-20 21:00:00	CL	Futures	32.37	32.42	32.23	32.35	3847.0
2020-12-20 21:30:00	CL	Futures	32.36	32.36	32.23	32.23	2608.0
2020-12-20 22:00:00	CL	Futures	32.23	32.32	32.19	32.29	1963.0
2020-12-20 22:30:00	CL	Futures	32.29	32.34	32.29	32.32	876.0
2020-12-20 23:00:00	CL	Futures	32.32	32.42	32.31	32.36	2362.0
2020-12-20 23:30:00	CL	Futures	32.36	32.4	32.36	32.38	641.0
2020-12-20 18:00:00	GC	Futures	2294.2	2294.2	2288.1	2289.9	1655.0
2020-12-20 18:30:00	GC	Futures	2289.9	2290.7	2288.5	2288.7	816.0

> showing 50 of 778 rows — these rows as CSV

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