PREVIEW / futures_30min / 2019-08-25

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-08-25.parquet
  size:    27 KB
  rows:    686

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
2019-08-25 18:00:00	ES	Futures	3065.46	3065.73	3043.0	3047.06	45357.0
2019-08-25 18:30:00	ES	Futures	3047.06	3056.26	3046.79	3055.18	13679.0
2019-08-25 19:00:00	ES	Futures	3055.45	3061.13	3052.2	3058.97	14021.0
2019-08-25 19:30:00	ES	Futures	3058.7	3061.67	3054.91	3058.16	11323.0
2019-08-25 20:00:00	ES	Futures	3058.43	3068.71	3057.07	3067.9	20982.0
2019-08-25 20:30:00	ES	Futures	3067.9	3068.44	3055.18	3058.7	16743.0
2019-08-25 21:00:00	ES	Futures	3058.7	3067.63	3057.34	3064.11	24100.0
2019-08-25 21:30:00	ES	Futures	3064.38	3069.8	3063.57	3067.09	14842.0
2019-08-25 22:00:00	ES	Futures	3066.82	3068.71	3064.38	3067.9	5509.0
2019-08-25 22:30:00	ES	Futures	3067.63	3078.46	3066.55	3076.56	18882.0
2019-08-25 23:00:00	ES	Futures	3076.56	3078.19	3072.5	3075.48	8728.0
2019-08-25 23:30:00	ES	Futures	3075.48	3076.83	3073.59	3075.75	4433.0
2019-08-25 18:00:00	NQ	Futures	8628.84	8628.84	8533.96	8558.04	11637.0
2019-08-25 18:30:00	NQ	Futures	8558.04	8588.8	8557.17	8587.93	4277.0
2019-08-25 19:00:00	NQ	Futures	8588.22	8610.27	8576.9	8601.27	3705.0
2019-08-25 19:30:00	NQ	Futures	8599.82	8606.79	8585.9	8600.69	3274.0
2019-08-25 20:00:00	NQ	Futures	8601.27	8639.86	8596.34	8638.12	9078.0
2019-08-25 20:30:00	NQ	Futures	8638.12	8641.6	8591.99	8604.46	8825.0
2019-08-25 21:00:00	NQ	Futures	8605.04	8637.54	8601.27	8621.0	10256.0
2019-08-25 21:30:00	NQ	Futures	8620.71	8640.44	8618.68	8629.13	4942.0
2019-08-25 22:00:00	NQ	Futures	8628.55	8636.38	8622.16	8631.45	2607.0
2019-08-25 22:30:00	NQ	Futures	8631.45	8671.78	8627.1	8665.39	6464.0
2019-08-25 23:00:00	NQ	Futures	8665.39	8674.97	8650.31	8662.78	3629.0
2019-08-25 23:30:00	NQ	Futures	8663.07	8668.88	8655.82	8664.81	1990.0
2019-08-25 18:00:00	YM	Futures	27689.9	27689.9	27476.8	27519.2	6233.0
2019-08-25 18:30:00	YM	Futures	27519.2	27601.8	27519.2	27592.1	2779.0
2019-08-25 19:00:00	YM	Futures	27593.1	27641.0	27560.5	27618.2	2243.0
2019-08-25 19:30:00	YM	Futures	27621.4	27643.2	27584.4	27612.7	1935.0
2019-08-25 20:00:00	YM	Futures	27613.8	27718.2	27602.9	27708.4	3585.0
2019-08-25 20:30:00	YM	Futures	27707.3	27712.8	27600.8	27630.1	3353.0
2019-08-25 21:00:00	YM	Futures	27631.2	27712.8	27618.2	27685.6	4139.0
2019-08-25 21:30:00	YM	Futures	27686.7	27737.8	27681.2	27711.7	3354.0
2019-08-25 22:00:00	YM	Futures	27709.5	27729.1	27686.7	27720.4	1430.0
2019-08-25 22:30:00	YM	Futures	27718.2	27830.2	27708.4	27803.0	4348.0
2019-08-25 23:00:00	YM	Futures	27803.0	27820.4	27774.8	27795.4	1538.0
2019-08-25 23:30:00	YM	Futures	27795.4	27811.7	27778.0	27799.8	819.0
2019-08-25 18:00:00	CL	Futures	47.27	47.43	47.08	47.1	8805.0
2019-08-25 18:30:00	CL	Futures	47.09	47.2	47.02	47.11	4512.0
2019-08-25 19:00:00	CL	Futures	47.11	47.24	47.11	47.19	3140.0
2019-08-25 19:30:00	CL	Futures	47.19	47.25	47.12	47.15	2320.0
2019-08-25 20:00:00	CL	Futures	47.16	47.35	47.14	47.3	4368.0
2019-08-25 20:30:00	CL	Futures	47.31	47.31	47.13	47.2	4181.0
2019-08-25 21:00:00	CL	Futures	47.2	47.43	47.19	47.35	10500.0
2019-08-25 21:30:00	CL	Futures	47.35	47.51	47.34	47.45	5504.0
2019-08-25 22:00:00	CL	Futures	47.44	47.51	47.4	47.46	4145.0
2019-08-25 22:30:00	CL	Futures	47.44	47.66	47.43	47.6	5964.0
2019-08-25 23:00:00	CL	Futures	47.6	47.71	47.53	47.59	4098.0
2019-08-25 23:30:00	CL	Futures	47.6	47.62	47.52	47.58	2442.0
2019-08-25 18:00:00	GC	Futures	1957.8	1982.6	1957.8	1981.2	20088.0
2019-08-25 18:30:00	GC	Futures	1981.2	1981.5	1971.6	1973.0	7392.0

> showing 50 of 686 rows — these rows as CSV

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