PREVIEW / futures_30min / 2019-01-06

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-01-06.parquet
  size:    24 KB
  rows:    671

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
2019-01-06 18:00:00	ES	Futures	2756.31	2757.13	2751.15	2754.41	8722.0
2019-01-06 18:30:00	ES	Futures	2754.68	2757.94	2753.32	2757.4	6774.0
2019-01-06 19:00:00	ES	Futures	2757.4	2772.06	2755.77	2770.98	24693.0
2019-01-06 19:30:00	ES	Futures	2770.98	2772.06	2763.64	2763.64	10583.0
2019-01-06 20:00:00	ES	Futures	2763.64	2766.63	2762.02	2763.37	7674.0
2019-01-06 20:30:00	ES	Futures	2763.1	2764.19	2759.03	2760.39	9909.0
2019-01-06 21:00:00	ES	Futures	2760.66	2763.37	2758.21	2760.93	8413.0
2019-01-06 21:30:00	ES	Futures	2760.93	2762.02	2757.67	2757.67	4883.0
2019-01-06 22:00:00	ES	Futures	2757.67	2758.76	2756.04	2757.94	5720.0
2019-01-06 22:30:00	ES	Futures	2757.94	2759.57	2756.58	2759.03	4347.0
2019-01-06 23:00:00	ES	Futures	2759.03	2759.84	2756.58	2757.13	3934.0
2019-01-06 23:30:00	ES	Futures	2757.13	2759.84	2756.58	2757.94	1968.0
2019-01-06 18:00:00	NQ	Futures	7539.95	7544.33	7526.51	7534.98	3160.0
2019-01-06 18:30:00	NQ	Futures	7534.98	7542.87	7527.97	7539.95	2581.0
2019-01-06 19:00:00	NQ	Futures	7540.24	7591.66	7534.98	7586.99	7221.0
2019-01-06 19:30:00	NQ	Futures	7588.16	7591.37	7564.78	7564.78	3468.0
2019-01-06 20:00:00	NQ	Futures	7565.07	7576.18	7560.4	7563.61	2992.0
2019-01-06 20:30:00	NQ	Futures	7562.74	7565.66	7546.08	7552.22	3769.0
2019-01-06 21:00:00	NQ	Futures	7552.22	7560.4	7543.16	7551.63	2888.0
2019-01-06 21:30:00	NQ	Futures	7551.63	7556.02	7542.28	7543.74	2698.0
2019-01-06 22:00:00	NQ	Futures	7544.04	7546.96	7539.07	7545.5	2016.0
2019-01-06 22:30:00	NQ	Futures	7545.79	7550.76	7541.99	7549.0	1365.0
2019-01-06 23:00:00	NQ	Futures	7549.3	7550.76	7540.82	7542.58	1342.0
2019-01-06 23:30:00	NQ	Futures	7543.16	7548.71	7539.07	7543.74	990.0
2019-01-06 18:00:00	YM	Futures	25481.5	25481.5	25421.8	25458.7	1602.0
2019-01-06 18:30:00	YM	Futures	25462.0	25502.2	25446.8	25495.7	1239.0
2019-01-06 19:00:00	YM	Futures	25496.7	25648.7	25482.6	25636.8	5199.0
2019-01-06 19:30:00	YM	Futures	25637.9	25646.6	25560.8	25560.8	3220.0
2019-01-06 20:00:00	YM	Futures	25561.9	25589.0	25544.5	25561.9	1866.0
2019-01-06 20:30:00	YM	Futures	25557.5	25571.7	25513.0	25531.5	2132.0
2019-01-06 21:00:00	YM	Futures	25530.4	25557.5	25507.6	25532.6	1803.0
2019-01-06 21:30:00	YM	Futures	25533.7	25548.9	25504.3	25508.7	1324.0
2019-01-06 22:00:00	YM	Futures	25506.5	25516.3	25481.5	25507.6	1538.0
2019-01-06 22:30:00	YM	Futures	25507.6	25526.1	25500.0	25523.9	1335.0
2019-01-06 23:00:00	YM	Futures	25523.9	25532.6	25496.7	25504.3	1130.0
2019-01-06 23:30:00	YM	Futures	25503.3	25527.1	25494.6	25507.6	798.0
2019-01-06 18:00:00	CL	Futures	44.09	44.42	43.91	44.35	4485.0
2019-01-06 18:30:00	CL	Futures	44.36	44.4	44.23	44.36	2099.0
2019-01-06 19:00:00	CL	Futures	44.37	44.62	44.33	44.34	4695.0
2019-01-06 19:30:00	CL	Futures	44.35	44.45	44.31	44.36	2096.0
2019-01-06 20:00:00	CL	Futures	44.36	44.36	44.19	44.27	4724.0
2019-01-06 20:30:00	CL	Futures	44.26	44.29	44.12	44.25	4442.0
2019-01-06 21:00:00	CL	Futures	44.24	44.44	44.23	44.42	5459.0
2019-01-06 21:30:00	CL	Futures	44.42	44.44	44.33	44.4	2928.0
2019-01-06 22:00:00	CL	Futures	44.4	44.54	44.35	44.4	4276.0
2019-01-06 22:30:00	CL	Futures	44.4	44.44	44.24	44.43	4522.0
2019-01-06 23:00:00	CL	Futures	44.42	44.55	44.4	44.44	3581.0
2019-01-06 23:30:00	CL	Futures	44.44	44.46	44.39	44.42	1471.0
2019-01-06 18:00:00	GC	Futures	1667.2	1668.9	1665.9	1666.1	1636.0
2019-01-06 18:30:00	GC	Futures	1666.1	1666.7	1665.4	1665.7	1116.0

> showing 50 of 671 rows — these rows as CSV

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