PREVIEW / futures_30min / 2019-09-29

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-09-29.parquet
  size:    23 KB
  rows:    659

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
2019-09-29 18:00:00	ES	Futures	3233.5	3238.11	3227.79	3228.06	9555.0
2019-09-29 18:30:00	ES	Futures	3228.33	3228.61	3222.09	3223.99	5340.0
2019-09-29 19:00:00	ES	Futures	3224.26	3225.89	3224.26	3225.62	2059.0
2019-09-29 19:30:00	ES	Futures	3225.62	3228.61	3225.07	3228.06	3337.0
2019-09-29 20:00:00	ES	Futures	3227.79	3229.69	3226.43	3228.61	5046.0
2019-09-29 20:30:00	ES	Futures	3228.61	3229.42	3227.25	3228.06	3098.0
2019-09-29 21:00:00	ES	Futures	3228.06	3230.24	3227.79	3229.42	4971.0
2019-09-29 21:30:00	ES	Futures	3229.42	3234.58	3228.61	3232.41	8472.0
2019-09-29 22:00:00	ES	Futures	3232.41	3234.31	3231.59	3233.5	4123.0
2019-09-29 22:30:00	ES	Futures	3233.77	3235.94	3233.5	3234.04	4344.0
2019-09-29 23:00:00	ES	Futures	3234.31	3235.12	3233.5	3234.31	1719.0
2019-09-29 23:30:00	ES	Futures	3234.04	3234.85	3232.95	3234.31	1913.0
2019-09-29 18:00:00	NQ	Futures	8988.41	9015.72	8973.31	8973.89	4763.0
2019-09-29 18:30:00	NQ	Futures	8973.89	8975.63	8953.84	8962.27	3248.0
2019-09-29 19:00:00	NQ	Futures	8962.27	8969.82	8962.27	8967.79	1003.0
2019-09-29 19:30:00	NQ	Futures	8968.08	8977.08	8965.46	8975.05	1911.0
2019-09-29 20:00:00	NQ	Futures	8975.34	8978.54	8968.37	8973.89	2308.0
2019-09-29 20:30:00	NQ	Futures	8973.89	8977.66	8969.24	8970.69	1448.0
2019-09-29 21:00:00	NQ	Futures	8970.4	8981.44	8970.4	8976.79	2449.0
2019-09-29 21:30:00	NQ	Futures	8977.08	8998.87	8974.47	8990.74	4020.0
2019-09-29 22:00:00	NQ	Futures	8991.03	8997.13	8988.7	8995.09	1605.0
2019-09-29 22:30:00	NQ	Futures	8995.09	9004.1	8995.09	8998.58	2020.0
2019-09-29 23:00:00	NQ	Futures	8998.58	9000.9	8996.26	8998.0	1042.0
2019-09-29 23:30:00	NQ	Futures	8998.0	9000.03	8993.35	8998.29	1026.0
2019-09-29 18:00:00	YM	Futures	29274.5	29320.2	29236.4	29238.6	1913.0
2019-09-29 18:30:00	YM	Futures	29239.7	29242.9	29190.7	29209.2	1277.0
2019-09-29 19:00:00	YM	Futures	29209.2	29222.3	29208.1	29215.7	326.0
2019-09-29 19:30:00	YM	Futures	29217.9	29236.4	29212.5	29233.1	695.0
2019-09-29 20:00:00	YM	Futures	29231.0	29242.9	29215.7	29235.3	1204.0
2019-09-29 20:30:00	YM	Futures	29237.5	29247.3	29223.3	29232.1	695.0
2019-09-29 21:00:00	YM	Futures	29229.9	29249.5	29229.9	29240.8	1309.0
2019-09-29 21:30:00	YM	Futures	29240.8	29287.6	29234.2	29268.0	1817.0
2019-09-29 22:00:00	YM	Futures	29268.0	29283.2	29262.5	29276.7	843.0
2019-09-29 22:30:00	YM	Futures	29277.8	29296.3	29272.3	29279.9	1078.0
2019-09-29 23:00:00	YM	Futures	29281.0	29286.5	29275.6	29277.8	434.0
2019-09-29 23:30:00	YM	Futures	29278.9	29282.1	29268.0	29281.0	570.0
2019-09-29 18:00:00	CL	Futures	50.23	50.26	49.85	49.92	3156.0
2019-09-29 18:30:00	CL	Futures	49.92	49.95	49.8	49.86	1640.0
2019-09-29 19:00:00	CL	Futures	49.86	49.89	49.84	49.88	626.0
2019-09-29 19:30:00	CL	Futures	49.88	49.91	49.74	49.8	1563.0
2019-09-29 20:00:00	CL	Futures	49.8	49.86	49.78	49.81	867.0
2019-09-29 20:30:00	CL	Futures	49.81	49.83	49.77	49.79	898.0
2019-09-29 21:00:00	CL	Futures	49.78	49.79	49.72	49.74	2476.0
2019-09-29 21:30:00	CL	Futures	49.74	49.83	49.7	49.8	3235.0
2019-09-29 22:00:00	CL	Futures	49.8	49.87	49.79	49.86	1871.0
2019-09-29 22:30:00	CL	Futures	49.87	49.88	49.78	49.78	1410.0
2019-09-29 23:00:00	CL	Futures	49.79	49.85	49.76	49.8	1550.0
2019-09-29 23:30:00	CL	Futures	49.81	49.81	49.76	49.79	793.0
2019-09-29 18:00:00	GC	Futures	1902.4	1905.9	1901.7	1905.9	2318.0
2019-09-29 18:30:00	GC	Futures	1905.9	1909.4	1905.5	1906.2	2624.0

> showing 50 of 659 rows — these rows as CSV

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