PREVIEW / futures_30min / 2019-02-24

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-02-24.parquet
  size:    22 KB
  rows:    630

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
2019-02-24 18:00:00	ES	Futures	3041.2	3045.55	3039.3	3040.66	16896.0
2019-02-24 18:30:00	ES	Futures	3040.66	3042.83	3040.39	3042.56	4297.0
2019-02-24 19:00:00	ES	Futures	3042.56	3043.38	3040.12	3041.48	4777.0
2019-02-24 19:30:00	ES	Futures	3041.75	3043.11	3041.2	3042.29	3109.0
2019-02-24 20:00:00	ES	Futures	3042.29	3043.11	3041.2	3043.11	3741.0
2019-02-24 20:30:00	ES	Futures	3043.11	3044.46	3040.66	3041.2	7904.0
2019-02-24 21:00:00	ES	Futures	3041.48	3043.11	3040.93	3043.11	4463.0
2019-02-24 21:30:00	ES	Futures	3043.11	3043.11	3035.77	3038.22	9555.0
2019-02-24 22:00:00	ES	Futures	3038.49	3039.3	3037.67	3038.76	3778.0
2019-02-24 22:30:00	ES	Futures	3039.03	3039.85	3037.94	3039.03	2793.0
2019-02-24 23:00:00	ES	Futures	3039.03	3039.57	3038.76	3039.03	1286.0
2019-02-24 23:30:00	ES	Futures	3039.03	3040.12	3037.4	3040.12	2079.0
2019-02-24 18:00:00	NQ	Futures	8308.11	8330.61	8308.11	8313.66	4403.0
2019-02-24 18:30:00	NQ	Futures	8313.66	8320.97	8313.66	8320.97	1549.0
2019-02-24 19:00:00	NQ	Futures	8320.68	8322.72	8309.86	8315.71	2495.0
2019-02-24 19:30:00	NQ	Futures	8315.42	8320.97	8314.25	8318.34	1298.0
2019-02-24 20:00:00	NQ	Futures	8318.34	8320.97	8315.42	8320.68	1500.0
2019-02-24 20:30:00	NQ	Futures	8320.97	8326.81	8314.83	8316.0	3166.0
2019-02-24 21:00:00	NQ	Futures	8316.59	8321.26	8313.66	8319.51	1829.0
2019-02-24 21:30:00	NQ	Futures	8319.51	8319.8	8300.51	8307.53	3268.0
2019-02-24 22:00:00	NQ	Futures	8307.23	8310.74	8304.31	8310.74	1507.0
2019-02-24 22:30:00	NQ	Futures	8310.74	8311.03	8305.19	8308.11	1226.0
2019-02-24 23:00:00	NQ	Futures	8308.4	8310.16	8307.82	8308.7	452.0
2019-02-24 23:30:00	NQ	Futures	8308.7	8313.37	8303.73	8312.49	962.0
2019-02-24 18:00:00	YM	Futures	28308.7	28356.5	28300.0	28316.3	2727.0
2019-02-24 18:30:00	YM	Futures	28316.3	28335.9	28312.0	28334.8	813.0
2019-02-24 19:00:00	YM	Futures	28334.8	28344.5	28314.1	28332.6	1345.0
2019-02-24 19:30:00	YM	Futures	28331.5	28343.5	28327.2	28332.6	1002.0
2019-02-24 20:00:00	YM	Futures	28333.7	28336.9	28323.9	28336.9	986.0
2019-02-24 20:30:00	YM	Futures	28339.1	28352.1	28314.1	28322.8	1972.0
2019-02-24 21:00:00	YM	Futures	28323.9	28335.9	28319.6	28335.9	941.0
2019-02-24 21:30:00	YM	Futures	28335.9	28336.9	28271.8	28293.5	2286.0
2019-02-24 22:00:00	YM	Futures	28293.5	28308.7	28289.2	28302.2	1102.0
2019-02-24 22:30:00	YM	Futures	28303.3	28310.9	28294.6	28305.5	813.0
2019-02-24 23:00:00	YM	Futures	28304.4	28312.0	28302.2	28303.3	409.0
2019-02-24 23:30:00	YM	Futures	28304.4	28314.1	28279.4	28312.0	1160.0
2019-02-24 18:00:00	CL	Futures	51.51	51.67	51.47	51.65	3288.0
2019-02-24 18:30:00	CL	Futures	51.64	51.67	51.63	51.67	1147.0
2019-02-24 19:00:00	CL	Futures	51.67	51.76	51.65	51.76	2500.0
2019-02-24 19:30:00	CL	Futures	51.76	51.8	51.73	51.76	2299.0
2019-02-24 20:00:00	CL	Futures	51.77	51.84	51.67	51.73	4585.0
2019-02-24 20:30:00	CL	Futures	51.73	51.76	51.49	51.55	7208.0
2019-02-24 21:00:00	CL	Futures	51.56	51.6	51.52	51.6	3386.0
2019-02-24 21:30:00	CL	Futures	51.59	51.6	51.46	51.53	4251.0
2019-02-24 22:00:00	CL	Futures	51.53	51.54	51.4	51.41	3127.0
2019-02-24 22:30:00	CL	Futures	51.41	51.48	51.41	51.44	1892.0
2019-02-24 23:00:00	CL	Futures	51.44	51.45	51.39	51.41	1658.0
2019-02-24 23:30:00	CL	Futures	51.41	51.48	51.4	51.48	1821.0
2019-02-24 18:00:00	GC	Futures	1717.5	1717.6	1714.1	1716.2	1785.0
2019-02-24 18:30:00	GC	Futures	1716.2	1716.2	1714.8	1715.0	1013.0

> showing 50 of 630 rows — these rows as CSV

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