PREVIEW / futures_30min / 2019-06-23

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-06-23.parquet
  size:    24 KB
  rows:    671

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
2019-06-23 18:00:00	ES	Futures	3192.15	3197.57	3191.34	3197.57	6039.0
2019-06-23 18:30:00	ES	Futures	3197.57	3201.36	3197.03	3200.55	4715.0
2019-06-23 19:00:00	ES	Futures	3200.82	3201.09	3198.65	3199.19	2111.0
2019-06-23 19:30:00	ES	Futures	3198.92	3201.36	3198.11	3200.28	4215.0
2019-06-23 20:00:00	ES	Futures	3200.0	3202.17	3199.19	3201.09	6356.0
2019-06-23 20:30:00	ES	Futures	3201.09	3202.44	3200.55	3200.55	3094.0
2019-06-23 21:00:00	ES	Futures	3200.55	3201.36	3199.19	3199.73	4379.0
2019-06-23 21:30:00	ES	Futures	3199.46	3203.79	3199.46	3201.9	6673.0
2019-06-23 22:00:00	ES	Futures	3202.17	3203.52	3201.9	3203.25	2982.0
2019-06-23 22:30:00	ES	Futures	3203.52	3205.69	3202.71	3204.34	6427.0
2019-06-23 23:00:00	ES	Futures	3204.61	3205.15	3203.52	3203.79	3142.0
2019-06-23 23:30:00	ES	Futures	3204.07	3206.77	3203.79	3205.96	4354.0
2019-06-23 18:00:00	NQ	Futures	8988.03	9006.6	8973.24	9006.31	2894.0
2019-06-23 18:30:00	NQ	Futures	9006.31	9019.37	9005.44	9017.63	1580.0
2019-06-23 19:00:00	NQ	Futures	9017.63	9019.37	9010.66	9012.4	953.0
2019-06-23 19:30:00	NQ	Futures	9012.69	9021.69	9008.05	9017.92	1282.0
2019-06-23 20:00:00	NQ	Futures	9017.92	9023.14	9012.98	9018.79	2378.0
2019-06-23 20:30:00	NQ	Futures	9018.5	9022.85	9015.89	9017.05	1322.0
2019-06-23 21:00:00	NQ	Futures	9017.63	9019.37	9009.79	9012.98	1652.0
2019-06-23 21:30:00	NQ	Futures	9012.69	9029.81	9011.24	9023.72	3268.0
2019-06-23 22:00:00	NQ	Futures	9024.01	9028.94	9021.98	9026.62	1313.0
2019-06-23 22:30:00	NQ	Futures	9026.62	9036.78	9024.3	9034.17	2202.0
2019-06-23 23:00:00	NQ	Futures	9034.17	9034.46	9027.78	9029.52	1097.0
2019-06-23 23:30:00	NQ	Futures	9029.23	9045.77	9029.23	9040.26	2015.0
2019-06-23 18:00:00	YM	Futures	29008.0	29047.1	28994.9	29039.5	1415.0
2019-06-23 18:30:00	YM	Futures	29039.5	29071.1	29035.2	29064.5	830.0
2019-06-23 19:00:00	YM	Futures	29064.5	29066.7	29047.1	29051.5	460.0
2019-06-23 19:30:00	YM	Futures	29051.5	29080.8	29041.7	29070.0	1051.0
2019-06-23 20:00:00	YM	Futures	29068.9	29087.4	29062.4	29081.9	1190.0
2019-06-23 20:30:00	YM	Futures	29081.9	29095.0	29074.3	29075.4	663.0
2019-06-23 21:00:00	YM	Futures	29076.5	29080.8	29060.2	29066.7	1034.0
2019-06-23 21:30:00	YM	Futures	29065.6	29098.2	29062.4	29080.8	1212.0
2019-06-23 22:00:00	YM	Futures	29081.9	29096.1	29080.8	29091.7	601.0
2019-06-23 22:30:00	YM	Futures	29092.8	29115.6	29087.4	29104.8	881.0
2019-06-23 23:00:00	YM	Futures	29106.9	29108.0	29090.6	29093.9	526.0
2019-06-23 23:30:00	YM	Futures	29093.9	29116.7	29092.8	29111.3	622.0
2019-06-23 18:00:00	CL	Futures	51.22	51.42	51.13	51.23	4006.0
2019-06-23 18:30:00	CL	Futures	51.23	51.23	51.13	51.23	1152.0
2019-06-23 19:00:00	CL	Futures	51.22	51.23	51.13	51.18	976.0
2019-06-23 19:30:00	CL	Futures	51.17	51.35	51.15	51.31	2418.0
2019-06-23 20:00:00	CL	Futures	51.31	51.42	51.22	51.35	4243.0
2019-06-23 20:30:00	CL	Futures	51.35	51.39	51.32	51.34	1793.0
2019-06-23 21:00:00	CL	Futures	51.34	51.35	51.15	51.25	7857.0
2019-06-23 21:30:00	CL	Futures	51.25	51.33	51.24	51.3	3524.0
2019-06-23 22:00:00	CL	Futures	51.31	51.34	51.23	51.24	2192.0
2019-06-23 22:30:00	CL	Futures	51.24	51.32	51.22	51.28	2746.0
2019-06-23 23:00:00	CL	Futures	51.28	51.32	51.24	51.27	1599.0
2019-06-23 23:30:00	CL	Futures	51.27	51.32	51.26	51.3	1255.0
2019-06-23 18:00:00	GC	Futures	1794.7	1801.3	1794.4	1801.0	6259.0
2019-06-23 18:30:00	GC	Futures	1801.0	1807.7	1797.2	1801.3	11337.0

> showing 50 of 671 rows — these rows as CSV

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