PREVIEW / futures_30min / 2019-01-01

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-01-01.parquet
  size:    23 KB
  rows:    598

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
2019-01-01 18:00:00	ES	Futures	2724.54	2737.84	2722.64	2736.49	10723.0
2019-01-01 18:30:00	ES	Futures	2736.49	2738.66	2734.04	2734.31	4211.0
2019-01-01 19:00:00	ES	Futures	2734.58	2736.49	2732.68	2735.4	3661.0
2019-01-01 19:30:00	ES	Futures	2735.4	2738.93	2734.86	2734.86	3057.0
2019-01-01 20:00:00	ES	Futures	2735.4	2737.3	2734.04	2735.94	3166.0
2019-01-01 20:30:00	ES	Futures	2735.94	2736.49	2721.55	2721.82	9490.0
2019-01-01 21:00:00	ES	Futures	2722.09	2722.64	2711.5	2714.22	12287.0
2019-01-01 21:30:00	ES	Futures	2714.22	2714.22	2702.81	2708.51	12449.0
2019-01-01 22:00:00	ES	Futures	2708.24	2709.6	2704.71	2708.24	4318.0
2019-01-01 22:30:00	ES	Futures	2707.97	2710.14	2706.88	2708.24	2792.0
2019-01-01 23:00:00	ES	Futures	2708.51	2708.78	2693.03	2699.55	9741.0
2019-01-01 23:30:00	ES	Futures	2699.28	2701.45	2698.19	2700.09	2405.0
2019-01-01 18:00:00	NQ	Futures	7421.02	7451.41	7414.6	7448.78	3510.0
2019-01-01 18:30:00	NQ	Futures	7449.07	7456.38	7447.61	7448.49	2028.0
2019-01-01 19:00:00	NQ	Futures	7447.91	7457.55	7444.4	7453.75	1967.0
2019-01-01 19:30:00	NQ	Futures	7453.46	7463.98	7452.58	7454.33	1524.0
2019-01-01 20:00:00	NQ	Futures	7454.63	7462.22	7448.78	7456.67	1893.0
2019-01-01 20:30:00	NQ	Futures	7456.38	7457.84	7414.01	7415.77	4313.0
2019-01-01 21:00:00	NQ	Futures	7416.64	7418.4	7383.04	7390.64	5987.0
2019-01-01 21:30:00	NQ	Futures	7390.05	7390.05	7354.11	7371.06	5682.0
2019-01-01 22:00:00	NQ	Futures	7370.48	7373.11	7356.45	7364.63	2619.0
2019-01-01 22:30:00	NQ	Futures	7364.63	7372.52	7361.13	7367.55	1618.0
2019-01-01 23:00:00	NQ	Futures	7367.85	7369.31	7314.96	7339.8	4553.0
2019-01-01 23:30:00	NQ	Futures	7340.67	7344.76	7330.74	7336.58	2076.0
2019-01-01 18:00:00	YM	Futures	25318.7	25414.2	25285.0	25405.5	2019.0
2019-01-01 18:30:00	YM	Futures	25403.4	25424.0	25374.1	25377.3	1060.0
2019-01-01 19:00:00	YM	Futures	25377.3	25404.5	25357.8	25394.7	881.0
2019-01-01 19:30:00	YM	Futures	25392.5	25420.7	25382.7	25388.2	1098.0
2019-01-01 20:00:00	YM	Futures	25390.3	25407.7	25374.1	25389.3	1028.0
2019-01-01 20:30:00	YM	Futures	25391.4	25395.8	25264.4	25274.2	3241.0
2019-01-01 21:00:00	YM	Futures	25272.0	25279.6	25174.3	25200.3	3934.0
2019-01-01 21:30:00	YM	Futures	25200.3	25200.3	25107.0	25158.0	4098.0
2019-01-01 22:00:00	YM	Futures	25158.0	25171.0	25126.5	25156.9	1634.0
2019-01-01 22:30:00	YM	Futures	25155.8	25173.2	25139.5	25151.5	1123.0
2019-01-01 23:00:00	YM	Futures	25154.7	25156.9	25006.0	25059.2	3713.0
2019-01-01 23:30:00	YM	Futures	25060.3	25086.3	25052.7	25077.7	1120.0
2019-01-01 18:00:00	CL	Futures	41.8	41.87	41.73	41.85	1682.0
2019-01-01 18:30:00	CL	Futures	41.85	41.94	41.85	41.89	1233.0
2019-01-01 19:00:00	CL	Futures	41.88	41.91	41.78	41.86	1407.0
2019-01-01 19:30:00	CL	Futures	41.85	41.9	41.76	41.87	2552.0
2019-01-01 20:00:00	CL	Futures	41.87	41.99	41.64	41.87	7674.0
2019-01-01 20:30:00	CL	Futures	41.87	41.87	41.45	41.52	8135.0
2019-01-01 21:00:00	CL	Futures	41.51	41.62	41.31	41.42	7016.0
2019-01-01 21:30:00	CL	Futures	41.42	41.43	41.24	41.36	6469.0
2019-01-01 22:00:00	CL	Futures	41.35	41.4	41.26	41.35	3088.0
2019-01-01 22:30:00	CL	Futures	41.35	41.38	41.17	41.2	4323.0
2019-01-01 23:00:00	CL	Futures	41.19	41.21	40.96	41.03	7229.0
2019-01-01 23:30:00	CL	Futures	41.03	41.09	40.95	41.06	3944.0
2019-01-01 18:00:00	GC	Futures	1664.6	1664.6	1661.9	1662.1	1167.0
2019-01-01 18:30:00	GC	Futures	1662.2	1662.8	1661.8	1662.4	611.0

> showing 50 of 598 rows — these rows as CSV

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