PREVIEW / futures_30min / 2019-09-08

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-09-08.parquet
  size:    23 KB
  rows:    661

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
2019-09-08 18:00:00	ES	Futures	3227.08	3232.76	3226.8	3231.41	4637.0
2019-09-08 18:30:00	ES	Futures	3231.41	3231.68	3229.78	3230.32	1387.0
2019-09-08 19:00:00	ES	Futures	3230.32	3230.86	3228.97	3229.78	1307.0
2019-09-08 19:30:00	ES	Futures	3229.78	3230.32	3228.43	3228.7	2525.0
2019-09-08 20:00:00	ES	Futures	3228.7	3232.22	3227.62	3230.32	6589.0
2019-09-08 20:30:00	ES	Futures	3230.59	3235.47	3230.32	3234.38	6825.0
2019-09-08 21:00:00	ES	Futures	3234.11	3236.01	3232.76	3235.2	6496.0
2019-09-08 21:30:00	ES	Futures	3235.2	3236.55	3229.78	3230.59	11643.0
2019-09-08 22:00:00	ES	Futures	3230.59	3234.93	3230.05	3234.93	5415.0
2019-09-08 22:30:00	ES	Futures	3234.93	3235.2	3232.49	3233.57	3232.0
2019-09-08 23:00:00	ES	Futures	3233.57	3233.84	3232.76	3233.57	1795.0
2019-09-08 23:30:00	ES	Futures	3233.84	3234.11	3232.49	3233.3	956.0
2019-09-08 18:00:00	NQ	Futures	9118.6	9139.2	9114.53	9134.84	2256.0
2019-09-08 18:30:00	NQ	Futures	9134.55	9134.84	9129.33	9131.07	828.0
2019-09-08 19:00:00	NQ	Futures	9130.49	9132.52	9124.69	9129.62	904.0
2019-09-08 19:30:00	NQ	Futures	9129.04	9132.52	9125.56	9126.72	1211.0
2019-09-08 20:00:00	NQ	Futures	9126.72	9139.2	9122.95	9132.52	3625.0
2019-09-08 20:30:00	NQ	Futures	9132.81	9147.32	9131.36	9143.84	2782.0
2019-09-08 21:00:00	NQ	Futures	9144.13	9150.22	9137.17	9148.19	2450.0
2019-09-08 21:30:00	NQ	Futures	9147.9	9153.41	9126.14	9128.46	4723.0
2019-09-08 22:00:00	NQ	Futures	9128.17	9142.68	9126.43	9141.23	3384.0
2019-09-08 22:30:00	NQ	Futures	9141.81	9143.26	9134.26	9136.88	1582.0
2019-09-08 23:00:00	NQ	Futures	9136.88	9139.2	9132.52	9137.75	1190.0
2019-09-08 23:30:00	NQ	Futures	9137.75	9138.62	9131.07	9135.13	863.0
2019-09-08 18:00:00	YM	Futures	29152.6	29203.7	29148.3	29192.9	1069.0
2019-09-08 18:30:00	YM	Futures	29193.9	29195.0	29175.5	29175.5	383.0
2019-09-08 19:00:00	YM	Futures	29175.5	29182.0	29164.6	29173.3	290.0
2019-09-08 19:30:00	YM	Futures	29172.2	29175.5	29160.2	29160.2	438.0
2019-09-08 20:00:00	YM	Futures	29160.2	29192.9	29150.4	29177.6	1655.0
2019-09-08 20:30:00	YM	Futures	29178.7	29217.9	29175.5	29205.9	1582.0
2019-09-08 21:00:00	YM	Futures	29205.9	29225.5	29192.9	29215.7	1434.0
2019-09-08 21:30:00	YM	Futures	29214.6	29232.0	29165.7	29175.5	2277.0
2019-09-08 22:00:00	YM	Futures	29174.4	29211.3	29170.0	29211.3	1377.0
2019-09-08 22:30:00	YM	Futures	29211.3	29214.6	29193.9	29200.5	681.0
2019-09-08 23:00:00	YM	Futures	29201.6	29208.1	29191.8	29205.9	397.0
2019-09-08 23:30:00	YM	Futures	29205.9	29207.0	29193.9	29200.5	219.0
2019-09-08 18:00:00	CL	Futures	50.43	50.7	50.32	50.64	3668.0
2019-09-08 18:30:00	CL	Futures	50.64	50.64	50.46	50.51	1689.0
2019-09-08 19:00:00	CL	Futures	50.5	50.52	50.46	50.47	782.0
2019-09-08 19:30:00	CL	Futures	50.48	50.56	50.43	50.47	814.0
2019-09-08 20:00:00	CL	Futures	50.47	50.62	50.47	50.51	1804.0
2019-09-08 20:30:00	CL	Futures	50.51	50.59	50.45	50.48	1891.0
2019-09-08 21:00:00	CL	Futures	50.48	50.51	50.33	50.45	5529.0
2019-09-08 21:30:00	CL	Futures	50.45	50.57	50.42	50.46	4486.0
2019-09-08 22:00:00	CL	Futures	50.46	50.7	50.45	50.67	4332.0
2019-09-08 22:30:00	CL	Futures	50.66	50.77	50.65	50.72	3983.0
2019-09-08 23:00:00	CL	Futures	50.72	50.85	50.68	50.8	3398.0
2019-09-08 23:30:00	CL	Futures	50.81	50.81	50.71	50.75	1532.0
2019-09-08 18:00:00	GC	Futures	1921.1	1921.1	1914.9	1916.4	3004.0
2019-09-08 18:30:00	GC	Futures	1916.5	1919.3	1916.3	1919.3	1711.0

> showing 50 of 661 rows — these rows as CSV

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