PREVIEW / futures_30min / 2019-05-05

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-05-05.parquet
  size:    27 KB
  rows:    712

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
2019-05-05 18:00:00	ES	Futures	3164.03	3164.03	3137.74	3146.14	69919.0
2019-05-05 18:30:00	ES	Futures	3146.41	3154.55	3143.16	3154.55	22070.0
2019-05-05 19:00:00	ES	Futures	3154.55	3154.55	3149.67	3152.92	14016.0
2019-05-05 19:30:00	ES	Futures	3152.65	3154.55	3136.92	3139.64	31572.0
2019-05-05 20:00:00	ES	Futures	3139.64	3145.33	3135.03	3140.99	27166.0
2019-05-05 20:30:00	ES	Futures	3140.99	3142.62	3130.96	3131.77	32571.0
2019-05-05 21:00:00	ES	Futures	3131.77	3135.03	3126.89	3134.76	31782.0
2019-05-05 21:30:00	ES	Futures	3134.48	3138.82	3133.13	3138.28	14916.0
2019-05-05 22:00:00	ES	Futures	3138.01	3140.45	3135.03	3136.11	12719.0
2019-05-05 22:30:00	ES	Futures	3136.11	3137.47	3133.67	3134.76	8816.0
2019-05-05 23:00:00	ES	Futures	3135.03	3138.01	3134.21	3134.48	7049.0
2019-05-05 23:30:00	ES	Futures	3134.48	3135.03	3128.79	3130.15	9854.0
2019-05-05 18:00:00	NQ	Futures	9095.72	9095.72	8966.44	8996.14	15330.0
2019-05-05 18:30:00	NQ	Futures	8996.14	9024.96	8976.63	9024.38	6146.0
2019-05-05 19:00:00	NQ	Futures	9024.67	9027.0	9008.08	9012.15	3590.0
2019-05-05 19:30:00	NQ	Futures	9012.15	9019.14	8967.02	8975.18	7636.0
2019-05-05 20:00:00	NQ	Futures	8974.89	8989.73	8957.12	8973.43	9905.0
2019-05-05 20:30:00	NQ	Futures	8973.14	8977.51	8941.98	8945.77	10452.0
2019-05-05 21:00:00	NQ	Futures	8946.35	8954.5	8929.76	8953.92	9777.0
2019-05-05 21:30:00	NQ	Futures	8954.21	8961.49	8945.48	8960.04	4798.0
2019-05-05 22:00:00	NQ	Futures	8959.75	8970.81	8951.3	8955.09	4078.0
2019-05-05 22:30:00	NQ	Futures	8955.09	8960.04	8948.97	8954.21	3131.0
2019-05-05 23:00:00	NQ	Futures	8955.09	8966.44	8953.05	8954.8	3338.0
2019-05-05 23:30:00	NQ	Futures	8954.5	8956.25	8939.07	8945.19	3424.0
2019-05-05 18:00:00	YM	Futures	28588.2	28588.2	28282.6	28372.9	10795.0
2019-05-05 18:30:00	YM	Futures	28371.8	28454.5	28352.2	28444.7	3235.0
2019-05-05 19:00:00	YM	Futures	28444.7	28446.8	28411.0	28429.4	1349.0
2019-05-05 19:30:00	YM	Futures	28429.4	28452.3	28290.2	28315.2	4281.0
2019-05-05 20:00:00	YM	Futures	28316.3	28366.4	28271.7	28325.0	5281.0
2019-05-05 20:30:00	YM	Futures	28323.9	28335.9	28244.5	28251.1	5777.0
2019-05-05 21:00:00	YM	Futures	28250.0	28271.7	28205.4	28268.5	5821.0
2019-05-05 21:30:00	YM	Futures	28269.6	28307.6	28257.6	28294.6	2558.0
2019-05-05 22:00:00	YM	Futures	28293.5	28309.8	28263.0	28273.9	2324.0
2019-05-05 22:30:00	YM	Futures	28272.8	28282.6	28252.2	28261.9	1584.0
2019-05-05 23:00:00	YM	Futures	28263.0	28291.3	28258.7	28261.9	1204.0
2019-05-05 23:30:00	YM	Futures	28260.9	28267.4	28214.1	28227.1	1853.0
2019-05-05 18:00:00	CL	Futures	54.92	54.94	53.94	54.32	12371.0
2019-05-05 18:30:00	CL	Futures	54.31	54.34	54.19	54.3	3699.0
2019-05-05 19:00:00	CL	Futures	54.3	54.34	54.11	54.25	3885.0
2019-05-05 19:30:00	CL	Futures	54.24	54.29	54.06	54.09	5066.0
2019-05-05 20:00:00	CL	Futures	54.09	54.21	53.98	54.04	8554.0
2019-05-05 20:30:00	CL	Futures	54.04	54.08	53.79	53.84	11478.0
2019-05-05 21:00:00	CL	Futures	53.84	53.85	53.68	53.81	13454.0
2019-05-05 21:30:00	CL	Futures	53.82	54.16	53.73	54.15	11472.0
2019-05-05 22:00:00	CL	Futures	54.14	54.15	53.96	53.96	6640.0
2019-05-05 22:30:00	CL	Futures	53.96	54.14	53.96	54.13	5118.0
2019-05-05 23:00:00	CL	Futures	54.12	54.21	54.06	54.07	4157.0
2019-05-05 23:30:00	CL	Futures	54.08	54.09	54.0	54.02	2371.0
2019-05-05 18:00:00	GC	Futures	1644.9	1651.7	1644.9	1650.9	7619.0
2019-05-05 18:30:00	GC	Futures	1650.9	1652.1	1648.6	1648.6	3086.0

> showing 50 of 712 rows — these rows as CSV

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