PREVIEW / futures_30min / 2019-09-15

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-09-15.parquet
  size:    26 KB
  rows:    689

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
2019-09-15 18:00:00	ES	Futures	3256.04	3257.4	3245.45	3255.5	16103.0
2019-09-15 18:30:00	ES	Futures	3255.5	3259.57	3254.68	3255.5	4588.0
2019-09-15 19:00:00	ES	Futures	3256.04	3259.03	3255.5	3256.86	2325.0
2019-09-15 19:30:00	ES	Futures	3257.13	3257.4	3249.52	3250.61	8657.0
2019-09-15 20:00:00	ES	Futures	3250.61	3251.97	3241.64	3243.82	17216.0
2019-09-15 20:30:00	ES	Futures	3243.82	3250.06	3243.0	3249.25	11459.0
2019-09-15 21:00:00	ES	Futures	3248.98	3249.79	3244.36	3245.72	9461.0
2019-09-15 21:30:00	ES	Futures	3245.72	3250.88	3244.36	3249.25	8427.0
2019-09-15 22:00:00	ES	Futures	3248.98	3248.98	3245.45	3247.89	4161.0
2019-09-15 22:30:00	ES	Futures	3247.89	3250.34	3246.53	3249.79	3355.0
2019-09-15 23:00:00	ES	Futures	3250.06	3251.97	3249.52	3250.88	3763.0
2019-09-15 23:30:00	ES	Futures	3250.88	3252.24	3250.88	3251.97	1530.0
2019-09-15 18:00:00	NQ	Futures	9154.57	9154.57	9095.6	9133.08	3442.0
2019-09-15 18:30:00	NQ	Futures	9132.79	9147.02	9124.07	9129.59	1655.0
2019-09-15 19:00:00	NQ	Futures	9129.88	9139.76	9129.01	9131.63	914.0
2019-09-15 19:30:00	NQ	Futures	9131.92	9136.27	9104.03	9109.55	2274.0
2019-09-15 20:00:00	NQ	Futures	9109.26	9113.62	9061.33	9070.91	7032.0
2019-09-15 20:30:00	NQ	Futures	9070.91	9087.76	9063.65	9086.02	5234.0
2019-09-15 21:00:00	NQ	Futures	9085.73	9086.6	9069.17	9078.47	3549.0
2019-09-15 21:30:00	NQ	Futures	9078.18	9094.15	9073.24	9090.67	3908.0
2019-09-15 22:00:00	NQ	Futures	9089.79	9091.83	9077.88	9089.5	1916.0
2019-09-15 22:30:00	NQ	Futures	9089.79	9098.51	9086.89	9096.77	1452.0
2019-09-15 23:00:00	NQ	Futures	9096.77	9107.22	9095.6	9100.83	1811.0
2019-09-15 23:30:00	NQ	Futures	9101.12	9106.93	9101.12	9105.19	599.0
2019-09-15 18:00:00	YM	Futures	29516.1	29518.3	29418.2	29504.1	3206.0
2019-09-15 18:30:00	YM	Futures	29503.1	29541.1	29500.9	29509.6	1143.0
2019-09-15 19:00:00	YM	Futures	29510.7	29533.5	29505.2	29515.0	436.0
2019-09-15 19:30:00	YM	Futures	29518.3	29522.6	29462.8	29471.5	994.0
2019-09-15 20:00:00	YM	Futures	29469.3	29479.1	29395.3	29414.9	2302.0
2019-09-15 20:30:00	YM	Futures	29416.0	29474.8	29411.6	29467.1	2306.0
2019-09-15 21:00:00	YM	Futures	29468.2	29469.3	29426.9	29434.5	1619.0
2019-09-15 21:30:00	YM	Futures	29434.5	29478.0	29423.6	29459.5	1022.0
2019-09-15 22:00:00	YM	Futures	29457.3	29457.3	29434.5	29453.0	688.0
2019-09-15 22:30:00	YM	Futures	29455.2	29470.4	29442.1	29469.3	466.0
2019-09-15 23:00:00	YM	Futures	29469.3	29488.9	29465.0	29474.8	549.0
2019-09-15 23:30:00	YM	Futures	29476.9	29485.6	29476.9	29482.4	167.0
2019-09-15 18:00:00	CL	Futures	53.45	56.76	53.23	53.42	13240.0
2019-09-15 18:30:00	CL	Futures	53.41	54.33	53.41	54.21	6770.0
2019-09-15 19:00:00	CL	Futures	54.2	54.28	53.79	53.95	4319.0
2019-09-15 19:30:00	CL	Futures	53.95	54.5	53.9	54.36	3984.0
2019-09-15 20:00:00	CL	Futures	54.37	54.43	53.95	54.14	3930.0
2019-09-15 20:30:00	CL	Futures	54.14	54.5	53.47	53.84	21102.0
2019-09-15 21:00:00	CL	Futures	53.82	53.87	53.49	53.68	5603.0
2019-09-15 21:30:00	CL	Futures	53.69	53.72	53.26	53.39	3763.0
2019-09-15 22:00:00	CL	Futures	53.38	53.43	53.16	53.21	1841.0
2019-09-15 22:30:00	CL	Futures	53.21	53.26	52.61	52.87	4384.0
2019-09-15 23:00:00	CL	Futures	52.87	52.98	52.79	52.94	1254.0
2019-09-15 23:30:00	CL	Futures	52.93	52.99	52.79	52.83	1053.0
2019-09-15 18:00:00	GC	Futures	1916.9	1918.9	1908.3	1912.7	16729.0
2019-09-15 18:30:00	GC	Futures	1912.6	1916.9	1911.4	1915.2	6297.0

> showing 50 of 689 rows — these rows as CSV

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