PREVIEW / futures_30min / 2019-06-02

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-06-02.parquet
  size:    25 KB
  rows:    692

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
2019-06-02 18:00:00	ES	Futures	2972.37	2976.16	2962.88	2966.67	26331.0
2019-06-02 18:30:00	ES	Futures	2966.67	2968.84	2963.42	2966.13	7828.0
2019-06-02 19:00:00	ES	Futures	2966.13	2969.38	2965.32	2969.11	6307.0
2019-06-02 19:30:00	ES	Futures	2969.11	2969.11	2965.86	2966.94	6795.0
2019-06-02 20:00:00	ES	Futures	2966.94	2970.47	2965.05	2969.11	12897.0
2019-06-02 20:30:00	ES	Futures	2969.38	2971.82	2968.84	2971.55	8102.0
2019-06-02 21:00:00	ES	Futures	2971.55	2972.09	2968.03	2970.47	9425.0
2019-06-02 21:30:00	ES	Futures	2970.47	2972.37	2968.03	2969.93	13741.0
2019-06-02 22:00:00	ES	Futures	2969.93	2970.74	2966.94	2967.49	8481.0
2019-06-02 22:30:00	ES	Futures	2967.49	2970.47	2967.49	2969.11	5482.0
2019-06-02 23:00:00	ES	Futures	2969.11	2969.65	2967.76	2969.38	5810.0
2019-06-02 23:30:00	ES	Futures	2969.38	2970.74	2969.11	2969.38	4186.0
2019-06-02 18:00:00	NQ	Futures	8280.48	8281.06	8241.17	8254.57	9579.0
2019-06-02 18:30:00	NQ	Futures	8254.86	8259.51	8245.54	8250.78	3135.0
2019-06-02 19:00:00	NQ	Futures	8250.78	8259.51	8249.32	8257.77	2621.0
2019-06-02 19:30:00	NQ	Futures	8257.77	8258.06	8244.96	8247.87	2623.0
2019-06-02 20:00:00	NQ	Futures	8247.58	8257.77	8241.46	8253.4	5267.0
2019-06-02 20:30:00	NQ	Futures	8253.11	8261.55	8251.07	8258.93	2637.0
2019-06-02 21:00:00	NQ	Futures	8258.93	8261.26	8249.03	8259.81	3719.0
2019-06-02 21:30:00	NQ	Futures	8259.81	8267.08	8251.94	8257.19	5272.0
2019-06-02 22:00:00	NQ	Futures	8256.89	8259.22	8247.87	8249.62	3720.0
2019-06-02 22:30:00	NQ	Futures	8249.91	8256.02	8248.45	8250.2	3666.0
2019-06-02 23:00:00	NQ	Futures	8250.2	8252.82	8242.34	8247.87	3137.0
2019-06-02 23:30:00	NQ	Futures	8247.58	8251.36	8245.83	8247.0	2155.0
2019-06-02 18:00:00	YM	Futures	26912.1	26916.5	26775.1	26807.7	5322.0
2019-06-02 18:30:00	YM	Futures	26806.6	26823.0	26778.4	26796.9	2054.0
2019-06-02 19:00:00	YM	Futures	26800.1	26825.1	26789.2	26821.9	2489.0
2019-06-02 19:30:00	YM	Futures	26819.7	26826.2	26795.8	26807.7	2371.0
2019-06-02 20:00:00	YM	Futures	26807.7	26842.5	26792.5	26829.5	3379.0
2019-06-02 20:30:00	YM	Futures	26829.5	26863.2	26826.2	26861.0	2039.0
2019-06-02 21:00:00	YM	Futures	26861.0	26865.4	26829.5	26853.4	2164.0
2019-06-02 21:30:00	YM	Futures	26852.3	26873.0	26826.2	26848.0	2767.0
2019-06-02 22:00:00	YM	Futures	26846.9	26854.5	26824.0	26827.3	1885.0
2019-06-02 22:30:00	YM	Futures	26827.3	26853.4	26826.2	26840.4	988.0
2019-06-02 23:00:00	YM	Futures	26839.3	26845.8	26826.2	26844.7	995.0
2019-06-02 23:30:00	YM	Futures	26844.7	26852.3	26839.3	26842.5	788.0
2019-06-02 18:00:00	CL	Futures	47.63	47.64	46.47	46.75	16259.0
2019-06-02 18:30:00	CL	Futures	46.74	46.8	46.61	46.71	4632.0
2019-06-02 19:00:00	CL	Futures	46.71	47.12	46.71	47.08	6729.0
2019-06-02 19:30:00	CL	Futures	47.07	47.12	46.99	47.11	4223.0
2019-06-02 20:00:00	CL	Futures	47.11	47.29	46.97	47.02	9325.0
2019-06-02 20:30:00	CL	Futures	47.01	47.08	46.91	47.02	5672.0
2019-06-02 21:00:00	CL	Futures	47.02	47.29	47.0	47.04	10678.0
2019-06-02 21:30:00	CL	Futures	47.04	47.24	46.92	47.15	9432.0
2019-06-02 22:00:00	CL	Futures	47.15	47.2	47.09	47.16	5379.0
2019-06-02 22:30:00	CL	Futures	47.17	47.37	47.15	47.35	5123.0
2019-06-02 23:00:00	CL	Futures	47.35	47.4	47.28	47.39	5277.0
2019-06-02 23:30:00	CL	Futures	47.39	47.47	47.27	47.28	5918.0
2019-06-02 18:00:00	GC	Futures	1677.9	1678.5	1675.9	1678.3	3236.0
2019-06-02 18:30:00	GC	Futures	1678.3	1679.3	1677.9	1678.9	2054.0

> showing 50 of 692 rows — these rows as CSV

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