PREVIEW / futures_30min / 2019-01-13

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-01-13.parquet
  size:    24 KB
  rows:    658

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
2019-01-13 18:00:00	ES	Futures	2811.99	2815.79	2808.73	2809.0	10969.0
2019-01-13 18:30:00	ES	Futures	2809.27	2810.9	2806.01	2806.28	5181.0
2019-01-13 19:00:00	ES	Futures	2806.55	2808.18	2805.2	2807.37	5479.0
2019-01-13 19:30:00	ES	Futures	2807.64	2808.73	2806.01	2807.37	2413.0
2019-01-13 20:00:00	ES	Futures	2807.1	2808.18	2805.47	2806.55	2526.0
2019-01-13 20:30:00	ES	Futures	2806.55	2806.83	2795.69	2798.14	12798.0
2019-01-13 21:00:00	ES	Futures	2798.14	2798.68	2795.42	2796.51	5873.0
2019-01-13 21:30:00	ES	Futures	2796.51	2798.68	2794.61	2797.05	3863.0
2019-01-13 22:00:00	ES	Futures	2797.32	2797.32	2793.79	2795.69	4003.0
2019-01-13 22:30:00	ES	Futures	2795.96	2797.59	2795.69	2797.32	1972.0
2019-01-13 23:00:00	ES	Futures	2797.32	2798.95	2796.78	2798.41	1733.0
2019-01-13 23:30:00	ES	Futures	2798.41	2799.22	2797.59	2797.86	1593.0
2019-01-13 18:00:00	NQ	Futures	7712.63	7716.72	7695.68	7696.56	2651.0
2019-01-13 18:30:00	NQ	Futures	7696.27	7702.7	7688.09	7688.96	1439.0
2019-01-13 19:00:00	NQ	Futures	7688.96	7694.22	7685.75	7691.3	1610.0
2019-01-13 19:30:00	NQ	Futures	7691.3	7694.51	7686.92	7692.18	980.0
2019-01-13 20:00:00	NQ	Futures	7691.59	7695.68	7686.92	7689.55	1136.0
2019-01-13 20:30:00	NQ	Futures	7689.84	7690.42	7651.56	7658.28	5100.0
2019-01-13 21:00:00	NQ	Futures	7658.57	7659.74	7650.39	7654.48	2916.0
2019-01-13 21:30:00	NQ	Futures	7654.78	7659.16	7648.64	7655.65	1846.0
2019-01-13 22:00:00	NQ	Futures	7655.65	7656.24	7645.72	7650.1	2139.0
2019-01-13 22:30:00	NQ	Futures	7650.39	7653.9	7650.1	7653.61	1230.0
2019-01-13 23:00:00	NQ	Futures	7653.61	7657.7	7652.44	7656.24	1038.0
2019-01-13 23:30:00	NQ	Futures	7656.24	7658.28	7653.61	7655.36	705.0
2019-01-13 18:00:00	YM	Futures	25969.0	25969.0	25911.5	25914.7	1820.0
2019-01-13 18:30:00	YM	Futures	25918.0	25934.3	25891.9	25894.1	765.0
2019-01-13 19:00:00	YM	Futures	25891.9	25914.7	25884.3	25905.0	1439.0
2019-01-13 19:30:00	YM	Futures	25903.9	25918.0	25890.8	25903.9	603.0
2019-01-13 20:00:00	YM	Futures	25901.7	25912.6	25884.3	25895.2	619.0
2019-01-13 20:30:00	YM	Futures	25897.4	25899.5	25802.9	25822.4	2673.0
2019-01-13 21:00:00	YM	Futures	25822.4	25824.6	25791.0	25804.0	1581.0
2019-01-13 21:30:00	YM	Futures	25804.0	25823.5	25787.7	25810.5	1090.0
2019-01-13 22:00:00	YM	Futures	25810.5	25810.5	25774.7	25791.0	1255.0
2019-01-13 22:30:00	YM	Futures	25792.1	25807.2	25791.0	25806.2	706.0
2019-01-13 23:00:00	YM	Futures	25805.1	25814.8	25797.5	25811.6	573.0
2019-01-13 23:30:00	YM	Futures	25811.6	25819.2	25801.8	25806.2	581.0
2019-01-13 18:00:00	CL	Futures	47.22	47.56	47.21	47.36	4122.0
2019-01-13 18:30:00	CL	Futures	47.35	47.47	47.26	47.32	1756.0
2019-01-13 19:00:00	CL	Futures	47.31	47.41	47.21	47.27	3058.0
2019-01-13 19:30:00	CL	Futures	47.27	47.42	47.27	47.34	1898.0
2019-01-13 20:00:00	CL	Futures	47.33	47.33	47.09	47.15	6266.0
2019-01-13 20:30:00	CL	Futures	47.16	47.22	47.0	47.03	5000.0
2019-01-13 21:00:00	CL	Futures	47.03	47.03	46.87	46.9	6382.0
2019-01-13 21:30:00	CL	Futures	46.91	46.96	46.8	46.82	4481.0
2019-01-13 22:00:00	CL	Futures	46.82	46.82	46.41	46.55	11878.0
2019-01-13 22:30:00	CL	Futures	46.54	46.71	46.54	46.65	4979.0
2019-01-13 23:00:00	CL	Futures	46.66	46.69	46.59	46.61	2478.0
2019-01-13 23:30:00	CL	Futures	46.61	46.66	46.56	46.61	2660.0
2019-01-13 18:00:00	GC	Futures	1668.5	1669.8	1668.1	1669.4	1366.0
2019-01-13 18:30:00	GC	Futures	1669.3	1669.4	1668.9	1669.2	628.0

> showing 50 of 658 rows — these rows as CSV

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