PREVIEW / futures_30min / 2019-04-21

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-04-21.parquet
  size:    21 KB
  rows:    572

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
2019-04-21 18:00:00	ES	Futures	3154.27	3156.99	3152.92	3156.17	3585.0
2019-04-21 18:30:00	ES	Futures	3156.17	3161.87	3155.9	3158.61	4244.0
2019-04-21 19:00:00	ES	Futures	3158.34	3159.7	3158.07	3158.61	1329.0
2019-04-21 19:30:00	ES	Futures	3158.61	3158.61	3156.71	3157.53	2763.0
2019-04-21 20:00:00	ES	Futures	3157.53	3158.88	3156.17	3158.34	8145.0
2019-04-21 20:30:00	ES	Futures	3158.61	3160.24	3158.07	3158.34	6097.0
2019-04-21 21:00:00	ES	Futures	3158.61	3158.88	3146.96	3147.23	7216.0
2019-04-21 21:30:00	ES	Futures	3147.23	3152.65	3145.87	3151.56	11061.0
2019-04-21 22:00:00	ES	Futures	3151.84	3152.38	3148.85	3151.29	5160.0
2019-04-21 22:30:00	ES	Futures	3151.29	3152.92	3150.48	3151.29	2638.0
2019-04-21 23:00:00	ES	Futures	3151.02	3151.84	3149.67	3149.94	2567.0
2019-04-21 23:30:00	ES	Futures	3150.21	3150.48	3149.12	3149.4	2035.0
2019-04-21 18:00:00	NQ	Futures	8985.37	8987.11	8978.09	8985.95	1310.0
2019-04-21 18:30:00	NQ	Futures	8986.24	8999.05	8983.91	8992.35	2385.0
2019-04-21 19:00:00	NQ	Futures	8992.06	8995.27	8989.44	8990.61	714.0
2019-04-21 19:30:00	NQ	Futures	8990.61	8990.61	8985.37	8987.4	1016.0
2019-04-21 20:00:00	NQ	Futures	8987.7	8992.06	8982.46	8989.15	2729.0
2019-04-21 20:30:00	NQ	Futures	8989.44	8995.56	8988.86	8990.61	2078.0
2019-04-21 21:00:00	NQ	Futures	8991.19	8992.35	8956.83	8958.58	3499.0
2019-04-21 21:30:00	NQ	Futures	8958.29	8975.18	8952.76	8971.39	4995.0
2019-04-21 22:00:00	NQ	Futures	8971.68	8974.01	8964.11	8970.52	2655.0
2019-04-21 22:30:00	NQ	Futures	8970.81	8975.76	8965.28	8967.61	1914.0
2019-04-21 23:00:00	NQ	Futures	8967.9	8971.1	8962.66	8964.11	1540.0
2019-04-21 23:30:00	NQ	Futures	8964.69	8966.15	8959.45	8960.91	1004.0
2019-04-21 18:00:00	YM	Futures	28893.9	28910.2	28871.0	28904.8	684.0
2019-04-21 18:30:00	YM	Futures	28904.8	28960.2	28902.6	28940.6	1598.0
2019-04-21 19:00:00	YM	Futures	28938.5	28949.3	28935.2	28939.6	392.0
2019-04-21 19:30:00	YM	Futures	28939.6	28940.6	28927.6	28933.0	866.0
2019-04-21 20:00:00	YM	Futures	28933.0	28948.3	28923.2	28945.0	1618.0
2019-04-21 20:30:00	YM	Futures	28945.0	28963.5	28945.0	28951.5	1739.0
2019-04-21 21:00:00	YM	Futures	28951.5	28955.9	28850.4	28854.7	2363.0
2019-04-21 21:30:00	YM	Futures	28853.6	28897.1	28838.4	28888.4	2862.0
2019-04-21 22:00:00	YM	Futures	28888.4	28889.5	28864.5	28877.6	1551.0
2019-04-21 22:30:00	YM	Futures	28877.6	28893.9	28871.0	28878.7	702.0
2019-04-21 23:00:00	YM	Futures	28877.6	28885.2	28861.2	28866.7	822.0
2019-04-21 23:30:00	YM	Futures	28867.8	28867.8	28853.6	28858.0	1084.0
2019-04-21 18:00:00	CL	Futures	57.28	57.61	57.26	57.45	3685.0
2019-04-21 18:30:00	CL	Futures	57.44	57.54	57.4	57.5	1439.0
2019-04-21 19:00:00	CL	Futures	57.49	57.66	57.49	57.63	2762.0
2019-04-21 19:30:00	CL	Futures	57.63	57.69	57.62	57.65	1964.0
2019-04-21 20:00:00	CL	Futures	57.65	57.82	57.64	57.8	4881.0
2019-04-21 20:30:00	CL	Futures	57.8	57.96	57.78	57.9	7082.0
2019-04-21 21:00:00	CL	Futures	57.9	58.07	57.9	57.99	7897.0
2019-04-21 21:30:00	CL	Futures	57.99	58.33	57.98	58.24	13005.0
2019-04-21 22:00:00	CL	Futures	58.24	58.54	58.24	58.41	14551.0
2019-04-21 22:30:00	CL	Futures	58.41	59.0	58.38	58.94	25307.0
2019-04-21 23:00:00	CL	Futures	58.93	58.98	58.58	58.63	15525.0
2019-04-21 23:30:00	CL	Futures	58.64	58.64	58.57	58.6	4100.0
2019-04-21 18:00:00	GC	Futures	1640.0	1640.5	1639.4	1640.3	1122.0
2019-04-21 18:30:00	GC	Futures	1640.3	1640.8	1640.0	1640.5	625.0

> showing 50 of 572 rows — these rows as CSV

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