PREVIEW / futures_30min / 2019-05-12

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-05-12.parquet
  size:    25 KB
  rows:    690

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
2019-05-12 18:00:00	ES	Futures	3099.78	3111.44	3097.34	3106.29	23074.0
2019-05-12 18:30:00	ES	Futures	3106.02	3108.46	3104.66	3104.66	4326.0
2019-05-12 19:00:00	ES	Futures	3104.66	3107.37	3104.66	3105.48	4160.0
2019-05-12 19:30:00	ES	Futures	3105.21	3106.29	3097.89	3098.16	13250.0
2019-05-12 20:00:00	ES	Futures	3098.43	3100.87	3093.28	3100.05	24264.0
2019-05-12 20:30:00	ES	Futures	3100.05	3101.14	3098.43	3099.51	5710.0
2019-05-12 21:00:00	ES	Futures	3099.51	3102.49	3097.89	3101.41	5830.0
2019-05-12 21:30:00	ES	Futures	3101.14	3102.77	3099.51	3101.68	5472.0
2019-05-12 22:00:00	ES	Futures	3101.41	3101.95	3097.34	3098.16	5482.0
2019-05-12 22:30:00	ES	Futures	3098.16	3100.33	3096.53	3099.51	4006.0
2019-05-12 23:00:00	ES	Futures	3099.78	3100.05	3098.16	3099.24	1715.0
2019-05-12 23:30:00	ES	Futures	3099.24	3100.33	3098.16	3098.7	2671.0
2019-05-12 18:00:00	NQ	Futures	8774.57	8794.66	8759.72	8776.32	7948.0
2019-05-12 18:30:00	NQ	Futures	8777.19	8788.25	8776.61	8777.19	2173.0
2019-05-12 19:00:00	NQ	Futures	8777.77	8790.0	8777.19	8780.98	2565.0
2019-05-12 19:30:00	NQ	Futures	8780.39	8781.27	8755.64	8755.94	4945.0
2019-05-12 20:00:00	NQ	Futures	8755.94	8763.51	8742.25	8760.89	8758.0
2019-05-12 20:30:00	NQ	Futures	8760.59	8764.38	8754.48	8758.85	2527.0
2019-05-12 21:00:00	NQ	Futures	8759.43	8771.37	8753.9	8767.87	3886.0
2019-05-12 21:30:00	NQ	Futures	8767.29	8773.41	8762.34	8768.75	3411.0
2019-05-12 22:00:00	NQ	Futures	8768.75	8771.37	8753.61	8757.97	3457.0
2019-05-12 22:30:00	NQ	Futures	8757.68	8763.21	8752.15	8762.05	2153.0
2019-05-12 23:00:00	NQ	Futures	8762.34	8763.21	8757.39	8759.43	1016.0
2019-05-12 23:30:00	NQ	Futures	8759.14	8764.67	8755.64	8758.85	1196.0
2019-05-12 18:00:00	YM	Futures	28022.7	28081.4	27941.1	28036.8	5967.0
2019-05-12 18:30:00	YM	Futures	28035.7	28054.2	28020.5	28028.1	1110.0
2019-05-12 19:00:00	YM	Futures	28027.0	28046.6	28022.7	28034.6	684.0
2019-05-12 19:30:00	YM	Futures	28031.4	28039.0	27966.1	27972.6	2243.0
2019-05-12 20:00:00	YM	Futures	27973.7	27983.5	27925.9	27973.7	5390.0
2019-05-12 20:30:00	YM	Futures	27974.8	27990.0	27962.8	27974.8	1779.0
2019-05-12 21:00:00	YM	Futures	27974.8	28002.0	27961.7	27990.0	2202.0
2019-05-12 21:30:00	YM	Futures	27987.9	28007.4	27977.0	27997.6	1902.0
2019-05-12 22:00:00	YM	Futures	27995.5	28002.0	27959.6	27970.4	1707.0
2019-05-12 22:30:00	YM	Futures	27968.3	27986.8	27956.3	27981.3	1444.0
2019-05-12 23:00:00	YM	Futures	27982.4	27985.7	27965.0	27980.2	920.0
2019-05-12 23:30:00	YM	Futures	27979.2	27986.8	27968.3	27972.6	736.0
2019-05-12 18:00:00	CL	Futures	55.12	55.27	54.77	54.91	8418.0
2019-05-12 18:30:00	CL	Futures	54.9	54.95	54.83	54.86	1819.0
2019-05-12 19:00:00	CL	Futures	54.86	54.9	54.83	54.83	1259.0
2019-05-12 19:30:00	CL	Futures	54.84	54.89	54.78	54.82	2037.0
2019-05-12 20:00:00	CL	Futures	54.82	54.92	54.72	54.87	5839.0
2019-05-12 20:30:00	CL	Futures	54.87	54.92	54.85	54.85	1743.0
2019-05-12 21:00:00	CL	Futures	54.86	55.08	54.8	55.03	6169.0
2019-05-12 21:30:00	CL	Futures	55.02	55.14	54.98	55.04	5096.0
2019-05-12 22:00:00	CL	Futures	55.03	55.12	55.01	55.03	3449.0
2019-05-12 22:30:00	CL	Futures	55.03	55.12	54.99	55.08	3505.0
2019-05-12 23:00:00	CL	Futures	55.09	55.17	55.04	55.12	3735.0
2019-05-12 23:30:00	CL	Futures	55.12	55.14	55.07	55.09	1474.0
2019-05-12 18:00:00	GC	Futures	1653.2	1653.8	1652.0	1653.6	2006.0
2019-05-12 18:30:00	GC	Futures	1653.8	1653.9	1653.0	1653.2	577.0

> showing 50 of 690 rows — these rows as CSV

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