PREVIEW / futures_30min / 2019-03-03

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-03-03.parquet
  size:    22 KB
  rows:    637

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
2019-03-03 18:00:00	ES	Futures	3056.96	3063.2	3054.51	3060.49	19228.0
2019-03-03 18:30:00	ES	Futures	3060.76	3061.03	3059.94	3060.76	3587.0
2019-03-03 19:00:00	ES	Futures	3060.76	3060.76	3058.31	3059.67	4495.0
2019-03-03 19:30:00	ES	Futures	3059.4	3059.94	3058.04	3059.67	2694.0
2019-03-03 20:00:00	ES	Futures	3059.67	3059.67	3057.23	3059.13	3968.0
2019-03-03 20:30:00	ES	Futures	3059.13	3059.67	3057.5	3059.13	4083.0
2019-03-03 21:00:00	ES	Futures	3059.4	3060.49	3058.31	3059.94	3411.0
2019-03-03 21:30:00	ES	Futures	3059.94	3060.49	3058.86	3060.21	1967.0
2019-03-03 22:00:00	ES	Futures	3060.49	3061.03	3059.94	3061.03	1646.0
2019-03-03 22:30:00	ES	Futures	3061.03	3061.84	3060.49	3061.3	3533.0
2019-03-03 23:00:00	ES	Futures	3061.3	3061.3	3060.49	3060.76	1453.0
2019-03-03 23:30:00	ES	Futures	3060.76	3060.76	3060.21	3060.49	659.0
2019-03-03 18:00:00	NQ	Futures	8388.17	8422.36	8384.96	8415.64	7378.0
2019-03-03 18:30:00	NQ	Futures	8415.93	8418.85	8413.3	8417.68	1266.0
2019-03-03 19:00:00	NQ	Futures	8417.97	8418.27	8411.25	8415.64	1837.0
2019-03-03 19:30:00	NQ	Futures	8415.35	8415.64	8410.67	8413.88	1160.0
2019-03-03 20:00:00	NQ	Futures	8413.88	8413.88	8404.53	8409.21	1905.0
2019-03-03 20:30:00	NQ	Futures	8409.21	8414.47	8403.66	8413.01	2009.0
2019-03-03 21:00:00	NQ	Futures	8413.01	8415.93	8410.67	8415.05	1048.0
2019-03-03 21:30:00	NQ	Futures	8415.35	8415.64	8410.09	8414.18	839.0
2019-03-03 22:00:00	NQ	Futures	8414.76	8417.39	8413.3	8417.1	891.0
2019-03-03 22:30:00	NQ	Futures	8417.1	8422.07	8416.51	8421.19	1395.0
2019-03-03 23:00:00	NQ	Futures	8420.9	8421.19	8417.68	8418.56	463.0
2019-03-03 23:30:00	NQ	Futures	8418.56	8418.56	8416.81	8417.97	220.0
2019-03-03 18:00:00	YM	Futures	28344.5	28414.0	28329.3	28383.6	2814.0
2019-03-03 18:30:00	YM	Futures	28385.8	28395.6	28379.3	28391.2	750.0
2019-03-03 19:00:00	YM	Futures	28390.1	28390.1	28359.7	28378.2	1175.0
2019-03-03 19:30:00	YM	Futures	28379.3	28382.5	28367.3	28377.1	644.0
2019-03-03 20:00:00	YM	Futures	28377.1	28379.3	28353.2	28372.8	955.0
2019-03-03 20:30:00	YM	Futures	28374.9	28380.4	28360.8	28376.0	1080.0
2019-03-03 21:00:00	YM	Futures	28377.1	28391.2	28368.4	28388.0	788.0
2019-03-03 21:30:00	YM	Futures	28388.0	28390.1	28371.7	28385.8	496.0
2019-03-03 22:00:00	YM	Futures	28386.9	28397.7	28382.5	28392.3	548.0
2019-03-03 22:30:00	YM	Futures	28392.3	28408.6	28389.1	28405.3	968.0
2019-03-03 23:00:00	YM	Futures	28405.3	28407.5	28394.5	28399.9	469.0
2019-03-03 23:30:00	YM	Futures	28399.9	28401.0	28394.5	28396.7	174.0
2019-03-03 18:00:00	CL	Futures	50.3	50.73	50.3	50.66	5780.0
2019-03-03 18:30:00	CL	Futures	50.66	50.66	50.39	50.47	3291.0
2019-03-03 19:00:00	CL	Futures	50.47	50.52	50.39	50.51	2622.0
2019-03-03 19:30:00	CL	Futures	50.52	50.52	50.44	50.5	2255.0
2019-03-03 20:00:00	CL	Futures	50.51	50.6	50.46	50.58	4033.0
2019-03-03 20:30:00	CL	Futures	50.59	50.6	50.47	50.51	2939.0
2019-03-03 21:00:00	CL	Futures	50.52	50.57	50.51	50.56	1674.0
2019-03-03 21:30:00	CL	Futures	50.57	50.58	50.49	50.5	2038.0
2019-03-03 22:00:00	CL	Futures	50.5	50.54	50.48	50.48	1906.0
2019-03-03 22:30:00	CL	Futures	50.48	50.53	50.46	50.51	1882.0
2019-03-03 23:00:00	CL	Futures	50.52	50.55	50.51	50.55	895.0
2019-03-03 23:30:00	CL	Futures	50.55	50.55	50.5	50.53	676.0
2019-03-03 18:00:00	GC	Futures	1669.1	1673.0	1669.1	1672.1	2713.0
2019-03-03 18:30:00	GC	Futures	1672.1	1672.7	1671.3	1671.6	1687.0

> showing 50 of 637 rows — these rows as CSV

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