PREVIEW / futures_30min / 2020-12-27

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-12-27.parquet
  size:    27 KB
  rows:    733

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
2020-12-27 18:00:00	ES	Futures	4133.65	4162.84	4126.92	4158.07	16073.0
2020-12-27 18:30:00	ES	Futures	4157.79	4159.2	4154.42	4156.67	4084.0
2020-12-27 19:00:00	ES	Futures	4156.95	4159.48	4150.78	4158.63	6753.0
2020-12-27 19:30:00	ES	Futures	4158.63	4161.72	4156.67	4160.32	5138.0
2020-12-27 20:00:00	ES	Futures	4160.32	4165.09	4158.91	4164.25	8465.0
2020-12-27 20:30:00	ES	Futures	4163.97	4167.33	4163.12	4167.05	5899.0
2020-12-27 21:00:00	ES	Futures	4166.77	4170.7	4165.65	4168.18	5958.0
2020-12-27 21:30:00	ES	Futures	4168.46	4172.95	4168.18	4170.98	4826.0
2020-12-27 22:00:00	ES	Futures	4170.98	4176.04	4170.7	4174.35	6286.0
2020-12-27 22:30:00	ES	Futures	4174.35	4175.47	4172.95	4173.79	2365.0
2020-12-27 23:00:00	ES	Futures	4174.07	4174.07	4170.98	4172.11	2033.0
2020-12-27 23:30:00	ES	Futures	4172.11	4174.07	4171.83	4172.11	1654.0
2020-12-27 18:00:00	NQ	Futures	14675.74	14762.28	14651.43	14748.1	6453.0
2020-12-27 18:30:00	NQ	Futures	14747.81	14753.88	14741.73	14743.75	2210.0
2020-12-27 19:00:00	NQ	Futures	14744.04	14750.41	14732.76	14745.49	2603.0
2020-12-27 19:30:00	NQ	Futures	14746.36	14752.73	14740.86	14746.36	1699.0
2020-12-27 20:00:00	NQ	Futures	14746.94	14766.62	14743.75	14765.17	4457.0
2020-12-27 20:30:00	NQ	Futures	14765.17	14779.07	14762.28	14772.12	3065.0
2020-12-27 21:00:00	NQ	Futures	14772.41	14783.99	14769.8	14779.64	1927.0
2020-12-27 21:30:00	NQ	Futures	14779.64	14789.2	14779.35	14784.56	1897.0
2020-12-27 22:00:00	NQ	Futures	14784.85	14802.8	14783.12	14796.72	2491.0
2020-12-27 22:30:00	NQ	Futures	14796.43	14801.06	14790.35	14794.98	1304.0
2020-12-27 23:00:00	NQ	Futures	14794.98	14795.85	14786.59	14790.35	1092.0
2020-12-27 23:30:00	NQ	Futures	14790.64	14794.69	14785.72	14786.59	1016.0
2020-12-27 18:00:00	YM	Futures	33306.9	33484.4	33227.0	33458.9	2489.0
2020-12-27 18:30:00	YM	Futures	33455.5	33465.5	33423.4	33444.5	1176.0
2020-12-27 19:00:00	YM	Futures	33445.6	33471.1	33404.5	33458.9	1863.0
2020-12-27 19:30:00	YM	Futures	33458.9	33482.2	33438.9	33461.1	1467.0
2020-12-27 20:00:00	YM	Futures	33462.2	33508.8	33452.2	33492.1	2107.0
2020-12-27 20:30:00	YM	Futures	33491.0	33515.4	33484.4	33509.9	1421.0
2020-12-27 21:00:00	YM	Futures	33509.9	33536.5	33499.9	33521.0	1605.0
2020-12-27 21:30:00	YM	Futures	33521.0	33555.4	33517.7	33543.2	1325.0
2020-12-27 22:00:00	YM	Futures	33544.3	33574.2	33543.2	33557.6	1361.0
2020-12-27 22:30:00	YM	Futures	33557.6	33567.6	33546.5	33555.4	657.0
2020-12-27 23:00:00	YM	Futures	33557.6	33558.7	33531.0	33536.5	569.0
2020-12-27 23:30:00	YM	Futures	33537.6	33549.8	33532.1	33538.7	517.0
2020-12-27 18:00:00	CL	Futures	32.67	32.67	32.17	32.44	6508.0
2020-12-27 18:30:00	CL	Futures	32.45	32.48	32.37	32.44	1552.0
2020-12-27 19:00:00	CL	Futures	32.44	32.47	32.34	32.41	1763.0
2020-12-27 19:30:00	CL	Futures	32.42	32.63	32.42	32.61	2476.0
2020-12-27 20:00:00	CL	Futures	32.61	32.67	32.48	32.6	3698.0
2020-12-27 20:30:00	CL	Futures	32.6	32.7	32.6	32.65	2522.0
2020-12-27 21:00:00	CL	Futures	32.65	32.69	32.59	32.6	1561.0
2020-12-27 21:30:00	CL	Futures	32.6	32.65	32.55	32.61	1366.0
2020-12-27 22:00:00	CL	Futures	32.61	32.63	32.55	32.6	1073.0
2020-12-27 22:30:00	CL	Futures	32.59	32.61	32.57	32.59	385.0
2020-12-27 23:00:00	CL	Futures	32.59	32.63	32.55	32.61	616.0
2020-12-27 23:30:00	CL	Futures	32.61	32.63	32.6	32.62	354.0
2020-12-27 18:00:00	GC	Futures	2287.0	2296.4	2285.3	2293.8	3482.0
2020-12-27 18:30:00	GC	Futures	2293.9	2295.2	2293.1	2293.8	958.0

> showing 50 of 733 rows — these rows as CSV

> unlock the full archive -- $79 one-time