PREVIEW / futures_30min / 2019-08-11

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-08-11.parquet
  size:    25 KB
  rows:    680

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
2019-08-11 18:00:00	ES	Futures	3160.48	3168.87	3160.48	3162.92	6543.0
2019-08-11 18:30:00	ES	Futures	3163.19	3165.63	3162.11	3162.65	2122.0
2019-08-11 19:00:00	ES	Futures	3162.65	3164.0	3161.29	3161.84	1646.0
2019-08-11 19:30:00	ES	Futures	3162.11	3162.38	3154.26	3155.34	6706.0
2019-08-11 20:00:00	ES	Futures	3155.61	3159.94	3154.53	3158.32	11007.0
2019-08-11 20:30:00	ES	Futures	3158.32	3162.38	3157.77	3161.29	5603.0
2019-08-11 21:00:00	ES	Futures	3161.29	3166.44	3159.4	3166.17	8160.0
2019-08-11 21:30:00	ES	Futures	3165.9	3169.41	3164.81	3165.9	6565.0
2019-08-11 22:00:00	ES	Futures	3166.17	3170.23	3165.35	3169.14	5184.0
2019-08-11 22:30:00	ES	Futures	3169.69	3170.23	3166.44	3168.87	2938.0
2019-08-11 23:00:00	ES	Futures	3168.87	3170.5	3168.06	3168.87	2240.0
2019-08-11 23:30:00	ES	Futures	3168.87	3168.87	3166.71	3166.98	1651.0
2019-08-11 18:00:00	NQ	Futures	8883.58	8912.89	8883.29	8894.32	3963.0
2019-08-11 18:30:00	NQ	Futures	8894.32	8903.89	8890.25	8894.61	1260.0
2019-08-11 19:00:00	NQ	Futures	8894.32	8898.09	8887.93	8889.09	1027.0
2019-08-11 19:30:00	NQ	Futures	8889.09	8892.29	8865.01	8869.07	4337.0
2019-08-11 20:00:00	NQ	Futures	8869.36	8882.42	8865.59	8877.49	4453.0
2019-08-11 20:30:00	NQ	Futures	8877.49	8892.87	8875.46	8889.67	2603.0
2019-08-11 21:00:00	NQ	Futures	8889.96	8910.27	8882.71	8907.08	5038.0
2019-08-11 21:30:00	NQ	Futures	8907.37	8918.4	8902.73	8908.24	4526.0
2019-08-11 22:00:00	NQ	Futures	8908.82	8926.23	8905.92	8923.62	3737.0
2019-08-11 22:30:00	NQ	Futures	8923.91	8926.23	8914.34	8923.04	2335.0
2019-08-11 23:00:00	NQ	Futures	8923.62	8931.16	8921.59	8923.91	2102.0
2019-08-11 23:30:00	NQ	Futures	8923.91	8923.91	8917.24	8918.4	1231.0
2019-08-11 18:00:00	YM	Futures	28561.0	28626.3	28559.9	28569.7	1676.0
2019-08-11 18:30:00	YM	Futures	28570.8	28595.8	28559.9	28570.8	617.0
2019-08-11 19:00:00	YM	Futures	28567.5	28582.8	28556.7	28562.1	420.0
2019-08-11 19:30:00	YM	Futures	28564.3	28568.6	28489.2	28506.6	2004.0
2019-08-11 20:00:00	YM	Futures	28506.6	28538.2	28495.8	28530.6	2195.0
2019-08-11 20:30:00	YM	Futures	28529.5	28562.1	28525.1	28554.5	1308.0
2019-08-11 21:00:00	YM	Futures	28555.6	28598.0	28542.5	28592.6	2109.0
2019-08-11 21:30:00	YM	Futures	28593.6	28624.1	28587.1	28596.9	1659.0
2019-08-11 22:00:00	YM	Futures	28596.9	28629.5	28587.1	28624.1	1283.0
2019-08-11 22:30:00	YM	Futures	28625.2	28631.7	28599.1	28612.1	809.0
2019-08-11 23:00:00	YM	Futures	28614.3	28630.6	28608.9	28616.5	581.0
2019-08-11 23:30:00	YM	Futures	28615.4	28616.5	28593.6	28600.2	480.0
2019-08-11 18:00:00	CL	Futures	48.22	48.33	48.14	48.22	2344.0
2019-08-11 18:30:00	CL	Futures	48.21	48.27	48.17	48.22	627.0
2019-08-11 19:00:00	CL	Futures	48.23	48.26	48.17	48.18	1110.0
2019-08-11 19:30:00	CL	Futures	48.17	48.19	48.13	48.15	1246.0
2019-08-11 20:00:00	CL	Futures	48.16	48.21	48.11	48.16	2806.0
2019-08-11 20:30:00	CL	Futures	48.16	48.24	48.16	48.2	1663.0
2019-08-11 21:00:00	CL	Futures	48.2	48.23	48.04	48.12	6249.0
2019-08-11 21:30:00	CL	Futures	48.13	48.16	48.09	48.14	3507.0
2019-08-11 22:00:00	CL	Futures	48.14	48.31	48.14	48.2	5081.0
2019-08-11 22:30:00	CL	Futures	48.2	48.27	48.17	48.27	1870.0
2019-08-11 23:00:00	CL	Futures	48.27	48.28	48.2	48.23	1739.0
2019-08-11 23:30:00	CL	Futures	48.23	48.26	48.22	48.22	751.0
2019-08-11 18:00:00	GC	Futures	1911.9	1912.6	1906.9	1911.6	2401.0
2019-08-11 18:30:00	GC	Futures	1911.6	1911.8	1909.9	1910.3	999.0

> showing 50 of 680 rows — these rows as CSV

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