PREVIEW / futures_30min / 2019-08-04

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-08-04.parquet
  size:    28 KB
  rows:    713

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
2019-08-04 18:00:00	ES	Futures	3171.85	3174.02	3168.06	3172.66	8164.0
2019-08-04 18:30:00	ES	Futures	3172.66	3174.56	3170.23	3172.12	2737.0
2019-08-04 19:00:00	ES	Futures	3172.12	3173.2	3170.5	3171.58	1871.0
2019-08-04 19:30:00	ES	Futures	3171.58	3172.39	3167.52	3169.69	5280.0
2019-08-04 20:00:00	ES	Futures	3169.41	3171.58	3168.6	3170.77	9495.0
2019-08-04 20:30:00	ES	Futures	3170.77	3174.83	3169.96	3173.75	7936.0
2019-08-04 21:00:00	ES	Futures	3173.75	3176.45	3155.88	3159.67	31075.0
2019-08-04 21:30:00	ES	Futures	3159.94	3160.21	3145.59	3153.44	37067.0
2019-08-04 22:00:00	ES	Futures	3153.17	3153.98	3142.34	3142.34	34727.0
2019-08-04 22:30:00	ES	Futures	3142.34	3147.22	3138.83	3140.99	28607.0
2019-08-04 23:00:00	ES	Futures	3141.26	3143.43	3134.76	3135.04	19507.0
2019-08-04 23:30:00	ES	Futures	3135.04	3139.37	3133.68	3138.83	9615.0
2019-08-04 18:00:00	NQ	Futures	8938.42	8938.42	8911.14	8923.33	4476.0
2019-08-04 18:30:00	NQ	Futures	8923.91	8931.16	8918.11	8924.78	1673.0
2019-08-04 19:00:00	NQ	Futures	8924.2	8930.0	8919.85	8921.3	1334.0
2019-08-04 19:30:00	NQ	Futures	8921.3	8925.07	8906.79	8915.21	2739.0
2019-08-04 20:00:00	NQ	Futures	8915.21	8922.75	8910.85	8919.85	3556.0
2019-08-04 20:30:00	NQ	Futures	8919.85	8933.78	8916.95	8930.29	3544.0
2019-08-04 21:00:00	NQ	Futures	8930.0	8942.77	8874.88	8887.64	10491.0
2019-08-04 21:30:00	NQ	Futures	8887.35	8888.8	8829.61	8856.02	13958.0
2019-08-04 22:00:00	NQ	Futures	8855.44	8861.82	8822.07	8822.94	12857.0
2019-08-04 22:30:00	NQ	Futures	8822.94	8840.93	8806.98	8819.75	11075.0
2019-08-04 23:00:00	NQ	Futures	8820.33	8823.23	8791.03	8792.19	8049.0
2019-08-04 23:30:00	NQ	Futures	8791.61	8807.56	8788.41	8805.53	4742.0
2019-08-04 18:00:00	YM	Futures	28743.7	28751.3	28695.9	28732.8	2292.0
2019-08-04 18:30:00	YM	Futures	28733.9	28752.4	28722.0	28733.9	880.0
2019-08-04 19:00:00	YM	Futures	28732.8	28744.8	28724.1	28736.1	701.0
2019-08-04 19:30:00	YM	Futures	28732.8	28741.5	28701.3	28715.4	1049.0
2019-08-04 20:00:00	YM	Futures	28714.4	28735.0	28708.9	28723.1	1497.0
2019-08-04 20:30:00	YM	Futures	28722.0	28753.5	28715.4	28745.9	1335.0
2019-08-04 21:00:00	YM	Futures	28745.9	28775.3	28602.3	28631.7	5344.0
2019-08-04 21:30:00	YM	Futures	28631.7	28633.9	28529.5	28591.5	6290.0
2019-08-04 22:00:00	YM	Futures	28588.2	28596.9	28501.2	28502.3	6534.0
2019-08-04 22:30:00	YM	Futures	28502.3	28538.2	28476.2	28490.3	5971.0
2019-08-04 23:00:00	YM	Futures	28491.4	28511.0	28419.6	28430.5	5054.0
2019-08-04 23:30:00	YM	Futures	28428.3	28462.1	28416.4	28456.6	2435.0
2019-08-04 18:00:00	CL	Futures	49.17	49.17	48.92	49.1	3681.0
2019-08-04 18:30:00	CL	Futures	49.09	49.16	49.07	49.11	1051.0
2019-08-04 19:00:00	CL	Futures	49.12	49.16	49.04	49.07	1160.0
2019-08-04 19:30:00	CL	Futures	49.06	49.14	49.05	49.12	1170.0
2019-08-04 20:00:00	CL	Futures	49.12	49.22	49.11	49.21	2398.0
2019-08-04 20:30:00	CL	Futures	49.2	49.22	49.16	49.16	1645.0
2019-08-04 21:00:00	CL	Futures	49.17	49.3	48.94	49.0	11063.0
2019-08-04 21:30:00	CL	Futures	49.01	49.27	48.9	49.2	13599.0
2019-08-04 22:00:00	CL	Futures	49.2	49.27	48.98	49.0	11690.0
2019-08-04 22:30:00	CL	Futures	49.0	49.14	48.96	48.98	7554.0
2019-08-04 23:00:00	CL	Futures	48.98	49.05	48.86	48.91	5462.0
2019-08-04 23:30:00	CL	Futures	48.9	48.9	48.8	48.81	3212.0
2019-08-04 18:00:00	GC	Futures	1838.5	1842.8	1838.3	1840.1	2325.0
2019-08-04 18:30:00	GC	Futures	1840.1	1840.1	1835.4	1837.0	2370.0

> showing 50 of 713 rows — these rows as CSV

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