PREVIEW / futures_30min / 2019-09-22

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-09-22.parquet
  size:    23 KB
  rows:    660

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
2019-09-22 18:00:00	ES	Futures	3254.95	3268.54	3254.95	3265.0	17150.0
2019-09-22 18:30:00	ES	Futures	3265.0	3266.63	3262.83	3264.73	3860.0
2019-09-22 19:00:00	ES	Futures	3264.73	3265.28	3263.92	3264.19	1815.0
2019-09-22 19:30:00	ES	Futures	3264.46	3265.55	3262.29	3262.83	2963.0
2019-09-22 20:00:00	ES	Futures	3262.83	3264.73	3261.47	3263.92	2801.0
2019-09-22 20:30:00	ES	Futures	3263.92	3265.0	3263.1	3263.65	2182.0
2019-09-22 21:00:00	ES	Futures	3263.65	3266.36	3263.37	3265.28	4209.0
2019-09-22 21:30:00	ES	Futures	3265.0	3265.0	3260.66	3260.66	3355.0
2019-09-22 22:00:00	ES	Futures	3260.66	3263.1	3258.76	3261.47	4176.0
2019-09-22 22:30:00	ES	Futures	3261.74	3262.29	3259.57	3260.39	2947.0
2019-09-22 23:00:00	ES	Futures	3260.39	3261.74	3259.84	3260.66	1453.0
2019-09-22 23:30:00	ES	Futures	3260.66	3261.74	3260.66	3260.93	1268.0
2019-09-22 18:00:00	NQ	Futures	9108.97	9176.65	9108.97	9164.16	6773.0
2019-09-22 18:30:00	NQ	Futures	9164.74	9169.97	9156.9	9160.38	2734.0
2019-09-22 19:00:00	NQ	Futures	9160.67	9164.45	9158.35	9162.13	870.0
2019-09-22 19:30:00	NQ	Futures	9161.84	9166.78	9150.22	9152.54	1769.0
2019-09-22 20:00:00	NQ	Futures	9152.25	9158.35	9149.35	9157.48	1462.0
2019-09-22 20:30:00	NQ	Futures	9157.48	9160.97	9152.25	9153.7	940.0
2019-09-22 21:00:00	NQ	Futures	9153.99	9166.78	9153.7	9161.26	2072.0
2019-09-22 21:30:00	NQ	Futures	9161.26	9162.42	9141.5	9142.08	2212.0
2019-09-22 22:00:00	NQ	Futures	9142.08	9148.18	9134.82	9142.95	2499.0
2019-09-22 22:30:00	NQ	Futures	9142.37	9146.73	9135.98	9140.05	1640.0
2019-09-22 23:00:00	NQ	Futures	9140.05	9142.95	9135.98	9139.47	1121.0
2019-09-22 23:30:00	NQ	Futures	9139.47	9144.41	9139.47	9141.79	570.0
2019-09-22 18:00:00	YM	Futures	29301.7	29434.5	29301.7	29404.0	3165.0
2019-09-22 18:30:00	YM	Futures	29405.1	29419.3	29392.0	29400.7	1181.0
2019-09-22 19:00:00	YM	Futures	29400.7	29406.2	29395.3	29396.4	433.0
2019-09-22 19:30:00	YM	Futures	29398.6	29409.5	29381.2	29389.9	608.0
2019-09-22 20:00:00	YM	Futures	29388.8	29407.3	29380.1	29402.9	613.0
2019-09-22 20:30:00	YM	Futures	29404.0	29412.7	29393.1	29396.4	503.0
2019-09-22 21:00:00	YM	Futures	29395.3	29425.8	29395.3	29414.9	904.0
2019-09-22 21:30:00	YM	Futures	29414.9	29416.0	29375.7	29377.9	664.0
2019-09-22 22:00:00	YM	Futures	29375.7	29395.3	29361.6	29384.4	948.0
2019-09-22 22:30:00	YM	Futures	29383.3	29392.0	29365.9	29373.5	562.0
2019-09-22 23:00:00	YM	Futures	29372.5	29385.5	29368.1	29375.7	344.0
2019-09-22 23:30:00	YM	Futures	29375.7	29385.5	29375.7	29377.9	266.0
2019-09-22 18:00:00	CL	Futures	52.64	52.76	52.23	52.29	7916.0
2019-09-22 18:30:00	CL	Futures	52.29	52.31	52.15	52.19	2354.0
2019-09-22 19:00:00	CL	Futures	52.19	52.25	52.19	52.21	723.0
2019-09-22 19:30:00	CL	Futures	52.22	52.22	52.11	52.13	1341.0
2019-09-22 20:00:00	CL	Futures	52.13	52.21	52.11	52.19	1635.0
2019-09-22 20:30:00	CL	Futures	52.19	52.22	52.15	52.21	1060.0
2019-09-22 21:00:00	CL	Futures	52.21	52.3	52.15	52.27	2951.0
2019-09-22 21:30:00	CL	Futures	52.26	52.27	52.13	52.14	2135.0
2019-09-22 22:00:00	CL	Futures	52.13	52.14	52.02	52.11	4096.0
2019-09-22 22:30:00	CL	Futures	52.11	52.12	52.05	52.11	2015.0
2019-09-22 23:00:00	CL	Futures	52.11	52.15	52.05	52.13	1989.0
2019-09-22 23:30:00	CL	Futures	52.13	52.17	52.11	52.14	1287.0
2019-09-22 18:00:00	GC	Futures	1927.5	1928.4	1923.0	1926.1	6068.0
2019-09-22 18:30:00	GC	Futures	1926.1	1927.0	1924.7	1926.8	2223.0

> showing 50 of 660 rows — these rows as CSV

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