PREVIEW / futures_30min / 2019-01-27

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-01-27.parquet
  size:    23 KB
  rows:    649

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
2019-01-27 18:00:00	ES	Futures	2889.66	2893.46	2888.57	2890.47	5176.0
2019-01-27 18:30:00	ES	Futures	2890.75	2891.83	2887.22	2888.3	3451.0
2019-01-27 19:00:00	ES	Futures	2888.3	2890.75	2886.4	2886.94	6811.0
2019-01-27 19:30:00	ES	Futures	2886.94	2889.12	2885.59	2887.49	4139.0
2019-01-27 20:00:00	ES	Futures	2887.22	2888.03	2883.14	2886.94	7555.0
2019-01-27 20:30:00	ES	Futures	2886.94	2890.2	2886.13	2888.57	6745.0
2019-01-27 21:00:00	ES	Futures	2888.85	2889.12	2885.59	2886.4	3248.0
2019-01-27 21:30:00	ES	Futures	2886.4	2886.94	2884.5	2885.31	2791.0
2019-01-27 22:00:00	ES	Futures	2885.04	2886.13	2883.68	2885.31	2810.0
2019-01-27 22:30:00	ES	Futures	2885.31	2886.94	2885.31	2886.67	2945.0
2019-01-27 23:00:00	ES	Futures	2886.67	2888.57	2885.59	2887.76	2204.0
2019-01-27 23:30:00	ES	Futures	2887.49	2888.85	2887.22	2888.57	1253.0
2019-01-27 18:00:00	NQ	Futures	7929.14	7937.03	7922.13	7927.97	2326.0
2019-01-27 18:30:00	NQ	Futures	7928.27	7929.43	7916.29	7917.75	1883.0
2019-01-27 19:00:00	NQ	Futures	7917.75	7930.31	7912.49	7916.87	4007.0
2019-01-27 19:30:00	NQ	Futures	7916.87	7923.88	7910.73	7918.04	2418.0
2019-01-27 20:00:00	NQ	Futures	7918.04	7922.13	7905.47	7918.04	3351.0
2019-01-27 20:30:00	NQ	Futures	7917.75	7927.1	7915.7	7922.13	3018.0
2019-01-27 21:00:00	NQ	Futures	7922.13	7923.3	7910.73	7914.53	1854.0
2019-01-27 21:30:00	NQ	Futures	7914.82	7917.16	7908.4	7910.44	1425.0
2019-01-27 22:00:00	NQ	Futures	7910.15	7912.19	7903.72	7910.15	1527.0
2019-01-27 22:30:00	NQ	Futures	7910.15	7914.82	7908.4	7913.07	1148.0
2019-01-27 23:00:00	NQ	Futures	7912.78	7917.45	7910.15	7914.82	888.0
2019-01-27 23:30:00	NQ	Futures	7914.82	7919.5	7913.95	7918.92	721.0
2019-01-27 18:00:00	YM	Futures	26779.0	26830.0	26779.0	26802.8	1113.0
2019-01-27 18:30:00	YM	Futures	26802.8	26808.3	26765.9	26775.7	890.0
2019-01-27 19:00:00	YM	Futures	26773.5	26801.8	26755.1	26764.8	1610.0
2019-01-27 19:30:00	YM	Futures	26767.0	26789.8	26751.8	26771.4	1054.0
2019-01-27 20:00:00	YM	Futures	26771.4	26779.0	26732.3	26769.2	2023.0
2019-01-27 20:30:00	YM	Futures	26771.4	26801.8	26763.8	26787.6	1761.0
2019-01-27 21:00:00	YM	Futures	26788.7	26795.2	26759.4	26770.3	1431.0
2019-01-27 21:30:00	YM	Futures	26770.3	26774.6	26749.6	26755.1	1310.0
2019-01-27 22:00:00	YM	Futures	26754.0	26763.8	26739.9	26760.5	764.0
2019-01-27 22:30:00	YM	Futures	26760.5	26777.9	26758.3	26774.6	787.0
2019-01-27 23:00:00	YM	Futures	26773.5	26785.5	26764.8	26779.0	924.0
2019-01-27 23:30:00	YM	Futures	26776.8	26786.6	26773.5	26784.4	343.0
2019-01-27 18:00:00	CL	Futures	48.61	48.68	48.41	48.43	2777.0
2019-01-27 18:30:00	CL	Futures	48.43	48.47	48.33	48.34	1851.0
2019-01-27 19:00:00	CL	Futures	48.35	48.49	48.28	48.41	2485.0
2019-01-27 19:30:00	CL	Futures	48.41	48.48	48.39	48.44	1401.0
2019-01-27 20:00:00	CL	Futures	48.44	48.54	48.34	48.42	4830.0
2019-01-27 20:30:00	CL	Futures	48.43	48.67	48.43	48.61	5370.0
2019-01-27 21:00:00	CL	Futures	48.62	48.65	48.51	48.54	3252.0
2019-01-27 21:30:00	CL	Futures	48.54	48.56	48.47	48.48	1922.0
2019-01-27 22:00:00	CL	Futures	48.47	48.48	48.37	48.42	2820.0
2019-01-27 22:30:00	CL	Futures	48.42	48.46	48.39	48.4	1308.0
2019-01-27 23:00:00	CL	Futures	48.4	48.44	48.39	48.42	944.0
2019-01-27 23:30:00	CL	Futures	48.42	48.46	48.42	48.42	702.0
2019-01-27 18:00:00	GC	Futures	1687.3	1687.4	1684.6	1684.9	622.0
2019-01-27 18:30:00	GC	Futures	1685.0	1685.4	1683.2	1683.6	800.0

> showing 50 of 649 rows — these rows as CSV

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