PREVIEW / futures_30min / 2019-03-17

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-03-17.parquet
  size:    21 KB
  rows:    614

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
2019-03-17 18:00:00	ES	Futures	3065.62	3067.52	3064.0	3064.54	3413.0
2019-03-17 18:30:00	ES	Futures	3064.54	3066.17	3064.27	3064.54	1409.0
2019-03-17 19:00:00	ES	Futures	3064.81	3066.17	3063.73	3065.35	1755.0
2019-03-17 19:30:00	ES	Futures	3065.08	3066.44	3064.81	3065.35	3141.0
2019-03-17 20:00:00	ES	Futures	3065.35	3066.71	3064.0	3065.08	4319.0
2019-03-17 20:30:00	ES	Futures	3065.08	3065.35	3064.0	3064.0	2120.0
2019-03-17 21:00:00	ES	Futures	3064.0	3064.54	3062.37	3064.0	3550.0
2019-03-17 21:30:00	ES	Futures	3064.0	3064.54	3062.64	3064.0	3040.0
2019-03-17 22:00:00	ES	Futures	3064.27	3066.98	3064.0	3066.71	2947.0
2019-03-17 22:30:00	ES	Futures	3066.44	3070.23	3066.44	3069.96	3898.0
2019-03-17 23:00:00	ES	Futures	3069.69	3070.23	3067.79	3069.42	3140.0
2019-03-17 23:30:00	ES	Futures	3069.15	3069.96	3068.61	3069.69	1461.0
2019-03-17 18:00:00	NQ	Futures	8546.01	8551.25	8540.77	8541.94	1499.0
2019-03-17 18:30:00	NQ	Futures	8541.94	8545.43	8540.19	8541.06	595.0
2019-03-17 19:00:00	NQ	Futures	8541.06	8546.01	8537.86	8544.27	729.0
2019-03-17 19:30:00	NQ	Futures	8544.27	8548.92	8542.81	8545.43	996.0
2019-03-17 20:00:00	NQ	Futures	8545.72	8549.22	8539.9	8543.39	1494.0
2019-03-17 20:30:00	NQ	Futures	8543.39	8546.01	8539.61	8539.9	667.0
2019-03-17 21:00:00	NQ	Futures	8539.9	8541.35	8535.53	8539.02	1630.0
2019-03-17 21:30:00	NQ	Futures	8538.73	8541.94	8534.95	8540.19	1381.0
2019-03-17 22:00:00	NQ	Futures	8540.19	8550.38	8539.9	8548.05	1750.0
2019-03-17 22:30:00	NQ	Futures	8548.34	8559.7	8547.76	8557.66	1888.0
2019-03-17 23:00:00	NQ	Futures	8557.95	8559.11	8550.96	8556.49	1662.0
2019-03-17 23:30:00	NQ	Futures	8556.2	8557.08	8553.58	8556.49	508.0
2019-03-17 18:00:00	YM	Futures	28129.2	28154.3	28116.2	28119.5	729.0
2019-03-17 18:30:00	YM	Futures	28120.5	28138.0	28118.4	28120.5	329.0
2019-03-17 19:00:00	YM	Futures	28123.8	28136.9	28112.9	28130.3	418.0
2019-03-17 19:30:00	YM	Futures	28131.4	28146.7	28127.1	28134.7	643.0
2019-03-17 20:00:00	YM	Futures	28135.8	28148.8	28123.8	28132.5	927.0
2019-03-17 20:30:00	YM	Futures	28131.4	28136.9	28121.6	28122.7	359.0
2019-03-17 21:00:00	YM	Futures	28122.7	28124.9	28103.1	28119.5	1093.0
2019-03-17 21:30:00	YM	Futures	28118.4	28129.2	28106.4	28126.0	723.0
2019-03-17 22:00:00	YM	Futures	28124.9	28153.2	28124.9	28148.8	853.0
2019-03-17 22:30:00	YM	Futures	28149.9	28186.9	28146.7	28180.4	935.0
2019-03-17 23:00:00	YM	Futures	28181.5	28184.7	28160.8	28173.8	836.0
2019-03-17 23:30:00	YM	Futures	28172.8	28183.6	28167.3	28177.1	396.0
2019-03-17 18:00:00	CL	Futures	52.64	52.75	52.6	52.73	1785.0
2019-03-17 18:30:00	CL	Futures	52.72	52.74	52.66	52.69	611.0
2019-03-17 19:00:00	CL	Futures	52.7	52.7	52.63	52.66	570.0
2019-03-17 19:30:00	CL	Futures	52.66	52.68	52.63	52.65	563.0
2019-03-17 20:00:00	CL	Futures	52.64	52.65	52.56	52.56	1557.0
2019-03-17 20:30:00	CL	Futures	52.56	52.62	52.53	52.54	1269.0
2019-03-17 21:00:00	CL	Futures	52.55	52.55	52.4	52.49	3942.0
2019-03-17 21:30:00	CL	Futures	52.49	52.55	52.46	52.52	2214.0
2019-03-17 22:00:00	CL	Futures	52.51	52.57	52.49	52.52	1825.0
2019-03-17 22:30:00	CL	Futures	52.53	52.62	52.49	52.61	1946.0
2019-03-17 23:00:00	CL	Futures	52.61	52.62	52.52	52.53	1417.0
2019-03-17 23:30:00	CL	Futures	52.53	52.58	52.5	52.52	1047.0
2019-03-17 18:00:00	GC	Futures	1678.9	1679.6	1678.5	1678.9	820.0
2019-03-17 18:30:00	GC	Futures	1678.8	1679.3	1678.5	1679.2	449.0

> showing 50 of 614 rows — these rows as CSV

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