PREVIEW / futures_30min / 2019-03-24

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-03-24.parquet
  size:    23 KB
  rows:    646

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
2019-03-24 18:00:00	ES	Futures	3050.44	3056.41	3046.92	3048.27	14506.0
2019-03-24 18:30:00	ES	Futures	3048.27	3049.36	3046.11	3048.27	4258.0
2019-03-24 19:00:00	ES	Futures	3048.55	3050.44	3046.65	3049.36	4032.0
2019-03-24 19:30:00	ES	Futures	3049.36	3050.44	3047.73	3048.27	3988.0
2019-03-24 20:00:00	ES	Futures	3048.27	3049.36	3037.97	3039.33	20140.0
2019-03-24 20:30:00	ES	Futures	3039.06	3040.14	3029.3	3030.38	24222.0
2019-03-24 21:00:00	ES	Futures	3030.65	3034.99	3027.13	3032.82	16766.0
2019-03-24 21:30:00	ES	Futures	3033.09	3036.35	3032.55	3035.53	12859.0
2019-03-24 22:00:00	ES	Futures	3035.8	3037.43	3030.38	3034.18	9879.0
2019-03-24 22:30:00	ES	Futures	3034.18	3037.43	3033.36	3035.26	5992.0
2019-03-24 23:00:00	ES	Futures	3034.99	3035.26	3032.01	3033.09	3780.0
2019-03-24 23:30:00	ES	Futures	3033.36	3034.99	3033.09	3034.45	4802.0
2019-03-24 18:00:00	NQ	Futures	8585.9	8607.16	8574.84	8579.2	4981.0
2019-03-24 18:30:00	NQ	Futures	8579.2	8583.28	8572.22	8578.33	2077.0
2019-03-24 19:00:00	NQ	Futures	8578.33	8583.28	8571.63	8579.79	1856.0
2019-03-24 19:30:00	NQ	Futures	8579.5	8582.41	8574.55	8576.87	1495.0
2019-03-24 20:00:00	NQ	Futures	8576.0	8579.2	8539.9	8541.65	7729.0
2019-03-24 20:30:00	NQ	Futures	8541.94	8545.14	8505.83	8509.04	11206.0
2019-03-24 21:00:00	NQ	Futures	8509.04	8522.14	8495.64	8516.61	8346.0
2019-03-24 21:30:00	NQ	Futures	8516.9	8527.38	8515.44	8525.05	4440.0
2019-03-24 22:00:00	NQ	Futures	8525.34	8531.45	8506.71	8516.61	4907.0
2019-03-24 22:30:00	NQ	Futures	8516.02	8529.42	8514.57	8523.59	2808.0
2019-03-24 23:00:00	NQ	Futures	8523.59	8524.76	8513.69	8516.31	1896.0
2019-03-24 23:30:00	NQ	Futures	8516.61	8524.47	8516.31	8523.01	1682.0
2019-03-24 18:00:00	YM	Futures	27814.9	27895.4	27811.6	27829.1	2402.0
2019-03-24 18:30:00	YM	Futures	27829.1	27839.9	27798.6	27830.1	1109.0
2019-03-24 19:00:00	YM	Futures	27831.2	27846.5	27811.6	27836.7	830.0
2019-03-24 19:30:00	YM	Futures	27834.5	27842.1	27820.4	27830.1	719.0
2019-03-24 20:00:00	YM	Futures	27830.1	27837.8	27729.0	27739.9	3507.0
2019-03-24 20:30:00	YM	Futures	27739.9	27749.7	27639.8	27652.9	4889.0
2019-03-24 21:00:00	YM	Futures	27653.9	27690.9	27626.7	27676.8	3644.0
2019-03-24 21:30:00	YM	Futures	27679.0	27719.2	27670.3	27708.3	2515.0
2019-03-24 22:00:00	YM	Futures	27708.3	27726.8	27664.8	27699.6	1900.0
2019-03-24 22:30:00	YM	Futures	27698.5	27724.6	27692.0	27699.6	1319.0
2019-03-24 23:00:00	YM	Futures	27698.5	27698.5	27673.5	27684.4	922.0
2019-03-24 23:30:00	YM	Futures	27684.4	27702.9	27683.3	27698.5	1335.0
2019-03-24 18:00:00	CL	Futures	52.84	53.01	52.65	52.78	2936.0
2019-03-24 18:30:00	CL	Futures	52.78	52.81	52.71	52.75	831.0
2019-03-24 19:00:00	CL	Futures	52.74	52.75	52.66	52.68	907.0
2019-03-24 19:30:00	CL	Futures	52.68	52.72	52.64	52.69	894.0
2019-03-24 20:00:00	CL	Futures	52.7	52.71	52.48	52.48	3686.0
2019-03-24 20:30:00	CL	Futures	52.48	52.52	52.36	52.37	5396.0
2019-03-24 21:00:00	CL	Futures	52.38	52.41	52.26	52.39	7510.0
2019-03-24 21:30:00	CL	Futures	52.4	52.43	52.35	52.38	4477.0
2019-03-24 22:00:00	CL	Futures	52.38	52.38	52.28	52.35	3950.0
2019-03-24 22:30:00	CL	Futures	52.35	52.41	52.33	52.36	3466.0
2019-03-24 23:00:00	CL	Futures	52.36	52.39	52.33	52.38	2022.0
2019-03-24 23:30:00	CL	Futures	52.39	52.46	52.38	52.43	2587.0
2019-03-24 18:00:00	GC	Futures	1693.5	1694.3	1692.9	1693.0	1625.0
2019-03-24 18:30:00	GC	Futures	1693.0	1693.1	1692.0	1692.0	591.0

> showing 50 of 646 rows — these rows as CSV

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