PREVIEW / futures_30min / 2019-04-28

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-04-28.parquet
  size:    21 KB
  rows:    621

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
2019-04-28 18:00:00	ES	Futures	3187.35	3190.6	3187.35	3189.79	4695.0
2019-04-28 18:30:00	ES	Futures	3189.79	3189.79	3188.7	3189.52	1324.0
2019-04-28 19:00:00	ES	Futures	3189.52	3189.79	3188.7	3189.25	737.0
2019-04-28 19:30:00	ES	Futures	3189.25	3189.52	3188.16	3188.7	2346.0
2019-04-28 20:00:00	ES	Futures	3188.7	3190.87	3188.43	3190.33	3551.0
2019-04-28 20:30:00	ES	Futures	3190.33	3190.87	3188.7	3189.52	1960.0
2019-04-28 21:00:00	ES	Futures	3189.52	3191.42	3189.25	3190.06	2400.0
2019-04-28 21:30:00	ES	Futures	3190.06	3190.6	3188.7	3189.25	2892.0
2019-04-28 22:00:00	ES	Futures	3189.52	3191.14	3189.25	3190.33	2321.0
2019-04-28 22:30:00	ES	Futures	3190.33	3190.6	3189.52	3190.6	1248.0
2019-04-28 23:00:00	ES	Futures	3190.87	3191.14	3190.06	3190.87	1912.0
2019-04-28 23:30:00	ES	Futures	3190.87	3190.87	3190.33	3190.33	1177.0
2019-04-28 18:00:00	NQ	Futures	9127.45	9136.19	9127.45	9130.07	1534.0
2019-04-28 18:30:00	NQ	Futures	9129.78	9130.07	9124.83	9127.16	908.0
2019-04-28 19:00:00	NQ	Futures	9126.87	9129.78	9126.0	9127.45	439.0
2019-04-28 19:30:00	NQ	Futures	9127.45	9128.32	9125.12	9126.0	848.0
2019-04-28 20:00:00	NQ	Futures	9126.0	9134.73	9125.7	9132.98	1494.0
2019-04-28 20:30:00	NQ	Futures	9133.27	9133.86	9126.58	9128.91	996.0
2019-04-28 21:00:00	NQ	Futures	9128.91	9134.73	9127.74	9131.24	1452.0
2019-04-28 21:30:00	NQ	Futures	9131.53	9133.57	9127.16	9128.91	1586.0
2019-04-28 22:00:00	NQ	Futures	9128.91	9134.15	9128.32	9131.82	1383.0
2019-04-28 22:30:00	NQ	Futures	9131.53	9133.57	9128.62	9132.98	785.0
2019-04-28 23:00:00	NQ	Futures	9133.27	9136.48	9130.65	9135.31	1447.0
2019-04-28 23:30:00	NQ	Futures	9135.6	9137.64	9134.15	9135.02	886.0
2019-04-28 18:00:00	YM	Futures	28823.2	28853.6	28822.1	28847.1	1011.0
2019-04-28 18:30:00	YM	Futures	28844.9	28846.0	28831.9	28842.8	390.0
2019-04-28 19:00:00	YM	Futures	28842.8	28844.9	28831.9	28836.2	289.0
2019-04-28 19:30:00	YM	Futures	28835.1	28839.5	28827.5	28834.1	394.0
2019-04-28 20:00:00	YM	Futures	28834.1	28859.1	28833.0	28854.7	808.0
2019-04-28 20:30:00	YM	Futures	28855.8	28861.2	28841.7	28847.1	570.0
2019-04-28 21:00:00	YM	Futures	28847.1	28863.4	28844.9	28848.2	599.0
2019-04-28 21:30:00	YM	Futures	28848.2	28852.5	28836.2	28841.7	665.0
2019-04-28 22:00:00	YM	Futures	28843.8	28858.0	28841.7	28851.5	586.0
2019-04-28 22:30:00	YM	Futures	28851.5	28856.9	28844.9	28855.8	315.0
2019-04-28 23:00:00	YM	Futures	28856.9	28862.3	28850.4	28856.9	368.0
2019-04-28 23:30:00	YM	Futures	28856.9	28859.1	28853.6	28856.9	246.0
2019-04-28 18:00:00	CL	Futures	56.28	56.34	56.16	56.3	4112.0
2019-04-28 18:30:00	CL	Futures	56.29	56.3	56.17	56.22	1965.0
2019-04-28 19:00:00	CL	Futures	56.23	56.3	56.13	56.22	1849.0
2019-04-28 19:30:00	CL	Futures	56.22	56.22	56.13	56.18	1440.0
2019-04-28 20:00:00	CL	Futures	56.17	56.28	56.17	56.25	1950.0
2019-04-28 20:30:00	CL	Futures	56.25	56.29	56.22	56.26	1305.0
2019-04-28 21:00:00	CL	Futures	56.27	56.42	56.27	56.38	5996.0
2019-04-28 21:30:00	CL	Futures	56.39	56.39	56.23	56.25	3986.0
2019-04-28 22:00:00	CL	Futures	56.24	56.28	56.21	56.28	2580.0
2019-04-28 22:30:00	CL	Futures	56.27	56.33	56.25	56.3	2298.0
2019-04-28 23:00:00	CL	Futures	56.3	56.34	56.29	56.32	1688.0
2019-04-28 23:30:00	CL	Futures	56.32	56.33	56.27	56.28	1254.0
2019-04-28 18:00:00	GC	Futures	1654.1	1654.3	1652.9	1652.9	1010.0
2019-04-28 18:30:00	GC	Futures	1652.9	1653.5	1652.9	1653.1	479.0

> showing 50 of 621 rows — these rows as CSV

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