PREVIEW / futures_30min / 2019-05-19

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-05-19.parquet
  size:    24 KB
  rows:    667

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
2019-05-19 18:00:00	ES	Futures	3103.04	3109.27	3102.77	3108.19	6947.0
2019-05-19 18:30:00	ES	Futures	3108.46	3108.46	3105.21	3107.1	1426.0
2019-05-19 19:00:00	ES	Futures	3106.83	3111.98	3106.56	3111.71	3602.0
2019-05-19 19:30:00	ES	Futures	3111.44	3115.51	3110.36	3113.07	6485.0
2019-05-19 20:00:00	ES	Futures	3113.07	3116.86	3111.71	3112.53	9876.0
2019-05-19 20:30:00	ES	Futures	3112.53	3115.51	3111.44	3114.97	5434.0
2019-05-19 21:00:00	ES	Futures	3114.69	3119.3	3113.88	3117.41	8104.0
2019-05-19 21:30:00	ES	Futures	3117.41	3117.68	3112.25	3112.53	7190.0
2019-05-19 22:00:00	ES	Futures	3112.53	3113.34	3109.27	3112.53	7845.0
2019-05-19 22:30:00	ES	Futures	3112.53	3117.68	3112.53	3114.97	7106.0
2019-05-19 23:00:00	ES	Futures	3114.97	3115.24	3111.98	3114.15	3949.0
2019-05-19 23:30:00	ES	Futures	3114.15	3114.42	3112.25	3112.8	1995.0
2019-05-19 18:00:00	NQ	Futures	8751.86	8770.2	8748.66	8764.96	3180.0
2019-05-19 18:30:00	NQ	Futures	8765.84	8765.84	8756.23	8760.3	774.0
2019-05-19 19:00:00	NQ	Futures	8759.72	8777.19	8759.43	8774.86	1713.0
2019-05-19 19:30:00	NQ	Futures	8775.44	8789.71	8771.37	8783.01	2499.0
2019-05-19 20:00:00	NQ	Futures	8783.01	8795.24	8779.23	8781.85	4056.0
2019-05-19 20:30:00	NQ	Futures	8781.85	8791.46	8779.23	8789.13	2304.0
2019-05-19 21:00:00	NQ	Futures	8788.84	8803.69	8785.05	8796.7	4937.0
2019-05-19 21:30:00	NQ	Futures	8797.28	8799.03	8776.9	8778.06	4556.0
2019-05-19 22:00:00	NQ	Futures	8778.35	8780.1	8763.8	8776.32	4332.0
2019-05-19 22:30:00	NQ	Futures	8776.32	8792.62	8775.44	8785.34	3950.0
2019-05-19 23:00:00	NQ	Futures	8785.63	8787.09	8776.32	8780.98	2493.0
2019-05-19 23:30:00	NQ	Futures	8781.56	8782.14	8776.61	8780.1	1045.0
2019-05-19 18:00:00	YM	Futures	28035.7	28080.3	28018.3	28073.8	1520.0
2019-05-19 18:30:00	YM	Futures	28074.9	28074.9	28052.0	28061.8	419.0
2019-05-19 19:00:00	YM	Futures	28060.7	28122.7	28057.5	28114.0	2174.0
2019-05-19 19:30:00	YM	Futures	28115.1	28146.7	28107.5	28128.2	2037.0
2019-05-19 20:00:00	YM	Futures	28130.3	28160.8	28104.2	28109.7	1947.0
2019-05-19 20:30:00	YM	Futures	28109.7	28132.5	28097.7	28127.1	1177.0
2019-05-19 21:00:00	YM	Futures	28127.1	28171.7	28123.8	28154.3	2033.0
2019-05-19 21:30:00	YM	Futures	28152.1	28159.7	28114.0	28117.3	1682.0
2019-05-19 22:00:00	YM	Futures	28118.4	28122.7	28089.0	28116.2	1823.0
2019-05-19 22:30:00	YM	Futures	28116.2	28161.9	28116.2	28139.0	1963.0
2019-05-19 23:00:00	YM	Futures	28140.1	28144.5	28117.3	28131.4	928.0
2019-05-19 23:30:00	YM	Futures	28133.6	28134.7	28118.4	28122.7	674.0
2019-05-19 18:00:00	CL	Futures	56.26	56.84	56.23	56.69	7611.0
2019-05-19 18:30:00	CL	Futures	56.69	56.69	56.59	56.65	1965.0
2019-05-19 19:00:00	CL	Futures	56.65	56.73	56.6	56.62	1762.0
2019-05-19 19:30:00	CL	Futures	56.62	56.68	56.59	56.67	1740.0
2019-05-19 20:00:00	CL	Futures	56.67	56.74	56.59	56.62	2952.0
2019-05-19 20:30:00	CL	Futures	56.62	56.82	56.62	56.8	3008.0
2019-05-19 21:00:00	CL	Futures	56.79	57.03	56.77	56.88	11852.0
2019-05-19 21:30:00	CL	Futures	56.88	56.94	56.82	56.83	5523.0
2019-05-19 22:00:00	CL	Futures	56.84	56.85	56.77	56.84	3752.0
2019-05-19 22:30:00	CL	Futures	56.84	56.88	56.82	56.84	3255.0
2019-05-19 23:00:00	CL	Futures	56.84	56.92	56.81	56.9	3814.0
2019-05-19 23:30:00	CL	Futures	56.91	56.93	56.86	56.86	1659.0
2019-05-19 18:00:00	GC	Futures	1639.5	1640.9	1638.6	1640.4	1355.0
2019-05-19 18:30:00	GC	Futures	1640.4	1640.5	1639.6	1640.0	488.0

> showing 50 of 667 rows — these rows as CSV

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