PREVIEW / futures_30min / 2019-07-21

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-07-21.parquet
  size:    23 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
2019-07-21 18:00:00	ES	Futures	3220.85	3223.29	3218.68	3222.2	7934.0
2019-07-21 18:30:00	ES	Futures	3222.47	3224.37	3222.47	3223.83	2957.0
2019-07-21 19:00:00	ES	Futures	3223.83	3225.18	3223.83	3224.64	2387.0
2019-07-21 19:30:00	ES	Futures	3224.37	3227.35	3224.1	3225.99	4307.0
2019-07-21 20:00:00	ES	Futures	3225.99	3226.8	3223.29	3225.18	7360.0
2019-07-21 20:30:00	ES	Futures	3224.91	3225.18	3221.66	3222.47	6183.0
2019-07-21 21:00:00	ES	Futures	3222.74	3224.64	3222.2	3223.83	6122.0
2019-07-21 21:30:00	ES	Futures	3224.1	3225.18	3220.85	3222.2	9992.0
2019-07-21 22:00:00	ES	Futures	3222.2	3224.37	3221.66	3221.93	5321.0
2019-07-21 22:30:00	ES	Futures	3221.93	3224.1	3221.39	3222.74	2919.0
2019-07-21 23:00:00	ES	Futures	3222.74	3223.56	3222.2	3222.74	2698.0
2019-07-21 23:30:00	ES	Futures	3222.74	3223.56	3222.2	3222.74	1248.0
2019-07-21 18:00:00	NQ	Futures	9087.26	9100.61	9082.91	9097.13	3475.0
2019-07-21 18:30:00	NQ	Futures	9097.42	9107.57	9097.13	9105.54	1749.0
2019-07-21 19:00:00	NQ	Futures	9105.83	9111.34	9104.67	9107.86	1226.0
2019-07-21 19:30:00	NQ	Futures	9107.57	9115.4	9104.96	9111.34	1378.0
2019-07-21 20:00:00	NQ	Futures	9111.63	9114.24	9099.74	9109.89	2705.0
2019-07-21 20:30:00	NQ	Futures	9109.89	9110.76	9095.68	9098.87	2287.0
2019-07-21 21:00:00	NQ	Futures	9099.16	9106.41	9096.55	9102.06	2522.0
2019-07-21 21:30:00	NQ	Futures	9102.06	9104.67	9090.45	9095.39	3644.0
2019-07-21 22:00:00	NQ	Futures	9095.68	9102.35	9092.77	9095.97	1782.0
2019-07-21 22:30:00	NQ	Futures	9095.97	9101.48	9093.93	9097.71	1090.0
2019-07-21 23:00:00	NQ	Futures	9097.42	9100.61	9095.68	9097.42	934.0
2019-07-21 23:30:00	NQ	Futures	9097.71	9100.32	9096.26	9097.42	382.0
2019-07-21 18:00:00	YM	Futures	29477.8	29500.6	29463.6	29490.8	2014.0
2019-07-21 18:30:00	YM	Futures	29491.9	29521.3	29491.9	29519.1	945.0
2019-07-21 19:00:00	YM	Futures	29516.9	29522.4	29508.2	29515.8	453.0
2019-07-21 19:30:00	YM	Futures	29514.8	29538.7	29509.3	29527.8	662.0
2019-07-21 20:00:00	YM	Futures	29528.9	29536.5	29502.8	29520.2	1192.0
2019-07-21 20:30:00	YM	Futures	29519.1	29522.4	29490.8	29500.6	1147.0
2019-07-21 21:00:00	YM	Futures	29503.9	29522.4	29500.6	29515.8	1006.0
2019-07-21 21:30:00	YM	Futures	29516.9	29528.9	29490.8	29506.1	1400.0
2019-07-21 22:00:00	YM	Futures	29505.0	29521.3	29499.5	29501.7	809.0
2019-07-21 22:30:00	YM	Futures	29501.7	29523.5	29498.4	29512.6	837.0
2019-07-21 23:00:00	YM	Futures	29512.6	29518.0	29506.1	29511.5	466.0
2019-07-21 23:30:00	YM	Futures	29512.6	29515.8	29506.1	29509.3	186.0
2019-07-21 18:00:00	CL	Futures	49.89	50.25	49.8	49.97	5534.0
2019-07-21 18:30:00	CL	Futures	49.97	49.99	49.9	49.96	1152.0
2019-07-21 19:00:00	CL	Futures	49.96	49.98	49.9	49.92	793.0
2019-07-21 19:30:00	CL	Futures	49.91	49.98	49.88	49.93	1032.0
2019-07-21 20:00:00	CL	Futures	49.93	49.95	49.81	49.83	2715.0
2019-07-21 20:30:00	CL	Futures	49.83	49.87	49.61	49.7	6370.0
2019-07-21 21:00:00	CL	Futures	49.71	49.88	49.6	49.82	9804.0
2019-07-21 21:30:00	CL	Futures	49.82	50.08	49.78	50.02	8306.0
2019-07-21 22:00:00	CL	Futures	50.02	50.04	49.92	49.96	3813.0
2019-07-21 22:30:00	CL	Futures	49.96	50.03	49.88	50.01	3428.0
2019-07-21 23:00:00	CL	Futures	50.02	50.04	49.94	49.96	2080.0
2019-07-21 23:30:00	CL	Futures	49.96	49.96	49.9	49.95	1511.0
2019-07-21 18:00:00	GC	Futures	1826.2	1827.3	1822.1	1822.4	2816.0
2019-07-21 18:30:00	GC	Futures	1822.5	1822.7	1821.2	1822.5	1523.0

> showing 50 of 671 rows — these rows as CSV

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