PREVIEW / futures_30min / 2019-06-09

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-06-09.parquet
  size:    24 KB
  rows:    655

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
2019-06-09 18:00:00	ES	Futures	3137.47	3142.62	3134.48	3135.84	23061.0
2019-06-09 18:30:00	ES	Futures	3136.11	3136.11	3132.32	3133.94	9136.0
2019-06-09 19:00:00	ES	Futures	3134.21	3135.84	3132.59	3132.86	5461.0
2019-06-09 19:30:00	ES	Futures	3132.86	3134.48	3130.69	3131.23	5391.0
2019-06-09 20:00:00	ES	Futures	3130.96	3133.13	3126.62	3127.44	9293.0
2019-06-09 20:30:00	ES	Futures	3127.16	3128.79	3124.72	3125.54	7756.0
2019-06-09 21:00:00	ES	Futures	3125.27	3126.89	3123.64	3125.81	8443.0
2019-06-09 21:30:00	ES	Futures	3125.54	3127.98	3123.91	3127.98	9683.0
2019-06-09 22:00:00	ES	Futures	3127.98	3129.6	3127.16	3127.44	6503.0
2019-06-09 22:30:00	ES	Futures	3127.71	3127.71	3125.54	3125.81	4563.0
2019-06-09 23:00:00	ES	Futures	3125.81	3127.16	3124.45	3124.72	4403.0
2019-06-09 23:30:00	ES	Futures	3125.0	3126.62	3124.18	3126.35	3659.0
2019-06-09 18:00:00	NQ	Futures	8698.58	8716.92	8698.58	8702.65	5436.0
2019-06-09 18:30:00	NQ	Futures	8702.95	8703.82	8686.93	8695.38	2681.0
2019-06-09 19:00:00	NQ	Futures	8695.08	8698.58	8689.26	8691.3	1429.0
2019-06-09 19:30:00	NQ	Futures	8691.01	8696.54	8682.56	8683.73	1665.0
2019-06-09 20:00:00	NQ	Futures	8683.44	8690.72	8670.04	8671.79	2615.0
2019-06-09 20:30:00	NQ	Futures	8672.08	8675.87	8660.44	8662.77	2998.0
2019-06-09 21:00:00	NQ	Futures	8662.77	8668.59	8654.61	8666.55	3264.0
2019-06-09 21:30:00	NQ	Futures	8666.84	8675.87	8659.85	8675.87	3094.0
2019-06-09 22:00:00	NQ	Futures	8675.87	8680.82	8669.17	8670.63	2290.0
2019-06-09 22:30:00	NQ	Futures	8670.63	8671.79	8661.02	8661.89	1622.0
2019-06-09 23:00:00	NQ	Futures	8662.18	8666.84	8660.44	8662.47	1398.0
2019-06-09 23:30:00	NQ	Futures	8662.47	8666.84	8657.82	8666.84	1151.0
2019-06-09 18:00:00	YM	Futures	28442.5	28593.7	28436.0	28441.4	5125.0
2019-06-09 18:30:00	YM	Futures	28442.5	28442.5	28404.4	28417.5	2254.0
2019-06-09 19:00:00	YM	Futures	28416.4	28436.0	28412.0	28417.5	1035.0
2019-06-09 19:30:00	YM	Futures	28415.3	28428.4	28396.8	28397.9	1354.0
2019-06-09 20:00:00	YM	Futures	28396.8	28417.5	28360.9	28366.4	2254.0
2019-06-09 20:30:00	YM	Futures	28367.4	28377.2	28340.3	28345.7	1952.0
2019-06-09 21:00:00	YM	Futures	28345.7	28359.8	28331.6	28352.2	1948.0
2019-06-09 21:30:00	YM	Futures	28353.3	28377.2	28334.8	28376.1	1995.0
2019-06-09 22:00:00	YM	Futures	28377.2	28384.9	28365.3	28367.4	1276.0
2019-06-09 22:30:00	YM	Futures	28368.5	28370.7	28352.2	28355.5	768.0
2019-06-09 23:00:00	YM	Futures	28356.6	28365.3	28338.1	28341.3	840.0
2019-06-09 23:30:00	YM	Futures	28341.3	28354.4	28333.7	28353.3	783.0
2019-06-09 18:00:00	CL	Futures	48.36	48.9	48.35	48.78	7603.0
2019-06-09 18:30:00	CL	Futures	48.78	48.79	48.63	48.66	1745.0
2019-06-09 19:00:00	CL	Futures	48.65	48.7	48.5	48.54	2235.0
2019-06-09 19:30:00	CL	Futures	48.53	48.63	48.5	48.54	2064.0
2019-06-09 20:00:00	CL	Futures	48.53	48.62	48.45	48.45	2880.0
2019-06-09 20:30:00	CL	Futures	48.45	48.6	48.44	48.45	3893.0
2019-06-09 21:00:00	CL	Futures	48.45	48.45	48.23	48.31	12470.0
2019-06-09 21:30:00	CL	Futures	48.31	48.39	48.14	48.26	8227.0
2019-06-09 22:00:00	CL	Futures	48.26	48.44	48.26	48.36	6573.0
2019-06-09 22:30:00	CL	Futures	48.36	48.42	48.34	48.39	2570.0
2019-06-09 23:00:00	CL	Futures	48.39	48.44	48.38	48.39	2427.0
2019-06-09 23:30:00	CL	Futures	48.39	48.44	48.37	48.41	1442.0
2019-06-09 18:00:00	GC	Futures	1714.6	1714.6	1709.7	1710.0	4840.0
2019-06-09 18:30:00	GC	Futures	1710.0	1711.5	1710.0	1711.5	2226.0

> showing 50 of 655 rows — these rows as CSV

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