PREVIEW / futures_30min / 2019-03-31

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-03-31.parquet
  size:    24 KB
  rows:    648

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
2019-03-31 18:00:00	ES	Futures	3084.6	3094.63	3084.6	3092.73	13314.0
2019-03-31 18:30:00	ES	Futures	3092.73	3093.28	3091.38	3091.38	3202.0
2019-03-31 19:00:00	ES	Futures	3091.38	3092.73	3090.02	3091.92	4184.0
2019-03-31 19:30:00	ES	Futures	3091.65	3094.36	3090.57	3093.28	5263.0
2019-03-31 20:00:00	ES	Futures	3093.28	3098.7	3093.01	3096.26	16107.0
2019-03-31 20:30:00	ES	Futures	3096.26	3097.07	3094.9	3095.99	5619.0
2019-03-31 21:00:00	ES	Futures	3095.72	3097.89	3094.9	3095.72	5154.0
2019-03-31 21:30:00	ES	Futures	3095.45	3098.97	3095.17	3097.34	6654.0
2019-03-31 22:00:00	ES	Futures	3097.34	3100.87	3096.26	3100.05	6045.0
2019-03-31 22:30:00	ES	Futures	3100.05	3101.41	3099.24	3099.51	5993.0
2019-03-31 23:00:00	ES	Futures	3099.51	3099.78	3098.7	3098.7	2220.0
2019-03-31 23:30:00	ES	Futures	3098.7	3098.97	3097.89	3098.7	1833.0
2019-03-31 18:00:00	NQ	Futures	8653.16	8681.69	8651.41	8679.65	5395.0
2019-03-31 18:30:00	NQ	Futures	8679.94	8680.53	8674.41	8675.29	1759.0
2019-03-31 19:00:00	NQ	Futures	8675.29	8684.89	8674.7	8682.27	2442.0
2019-03-31 19:30:00	NQ	Futures	8681.69	8684.89	8677.03	8683.15	2145.0
2019-03-31 20:00:00	NQ	Futures	8682.86	8702.65	8682.27	8692.46	6383.0
2019-03-31 20:30:00	NQ	Futures	8692.76	8696.54	8690.72	8693.92	2192.0
2019-03-31 21:00:00	NQ	Futures	8693.92	8698.87	8691.88	8695.67	2202.0
2019-03-31 21:30:00	NQ	Futures	8695.38	8706.44	8693.92	8701.2	3602.0
2019-03-31 22:00:00	NQ	Futures	8700.91	8715.76	8697.12	8713.43	4658.0
2019-03-31 22:30:00	NQ	Futures	8713.14	8720.12	8712.55	8714.88	3460.0
2019-03-31 23:00:00	NQ	Futures	8715.47	8716.63	8712.84	8712.84	1310.0
2019-03-31 23:30:00	NQ	Futures	8712.84	8713.72	8710.22	8712.55	1061.0
2019-03-31 18:00:00	YM	Futures	28253.2	28371.8	28253.2	28343.5	2005.0
2019-03-31 18:30:00	YM	Futures	28346.8	28356.6	28338.1	28343.5	722.0
2019-03-31 19:00:00	YM	Futures	28341.3	28351.1	28326.1	28342.4	662.0
2019-03-31 19:30:00	YM	Futures	28340.3	28365.3	28318.5	28358.7	1601.0
2019-03-31 20:00:00	YM	Futures	28357.7	28400.1	28353.3	28382.7	2438.0
2019-03-31 20:30:00	YM	Futures	28381.6	28388.1	28368.5	28376.1	1004.0
2019-03-31 21:00:00	YM	Futures	28376.1	28394.6	28369.6	28378.3	996.0
2019-03-31 21:30:00	YM	Futures	28377.2	28408.8	28372.9	28389.2	1518.0
2019-03-31 22:00:00	YM	Futures	28391.4	28419.7	28381.6	28414.2	1203.0
2019-03-31 22:30:00	YM	Futures	28414.2	28426.2	28403.3	28403.3	1078.0
2019-03-31 23:00:00	YM	Futures	28404.4	28409.9	28397.9	28397.9	489.0
2019-03-31 23:30:00	YM	Futures	28397.9	28402.3	28387.0	28393.6	582.0
2019-03-31 18:00:00	CL	Futures	53.97	54.13	53.87	54.1	2490.0
2019-03-31 18:30:00	CL	Futures	54.1	54.15	54.07	54.09	1295.0
2019-03-31 19:00:00	CL	Futures	54.09	54.12	54.04	54.04	1306.0
2019-03-31 19:30:00	CL	Futures	54.04	54.13	54.04	54.08	951.0
2019-03-31 20:00:00	CL	Futures	54.08	54.19	54.07	54.14	2657.0
2019-03-31 20:30:00	CL	Futures	54.14	54.18	54.13	54.15	1510.0
2019-03-31 21:00:00	CL	Futures	54.15	54.22	54.11	54.2	3630.0
2019-03-31 21:30:00	CL	Futures	54.19	54.22	54.14	54.16	2652.0
2019-03-31 22:00:00	CL	Futures	54.17	54.21	54.14	54.2	1922.0
2019-03-31 22:30:00	CL	Futures	54.21	54.22	54.18	54.19	1715.0
2019-03-31 23:00:00	CL	Futures	54.2	54.22	54.17	54.22	1590.0
2019-03-31 23:30:00	CL	Futures	54.21	54.22	54.19	54.22	961.0
2019-03-31 18:00:00	GC	Futures	1664.7	1665.4	1663.8	1665.2	1412.0
2019-03-31 18:30:00	GC	Futures	1665.3	1665.6	1664.3	1664.3	1052.0

> showing 50 of 648 rows — these rows as CSV

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