PREVIEW / futures_30min / 2019-10-06

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-10-06.parquet
  size:    23 KB
  rows:    663

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
2019-10-06 18:00:00	ES	Futures	3183.24	3193.84	3181.34	3191.66	15715.0
2019-10-06 18:30:00	ES	Futures	3191.66	3195.47	3191.39	3195.2	3364.0
2019-10-06 19:00:00	ES	Futures	3195.2	3196.82	3194.11	3196.82	2665.0
2019-10-06 19:30:00	ES	Futures	3196.82	3197.37	3193.84	3193.84	3939.0
2019-10-06 20:00:00	ES	Futures	3193.84	3196.82	3190.03	3190.58	8561.0
2019-10-06 20:30:00	ES	Futures	3190.31	3192.75	3190.31	3190.58	3463.0
2019-10-06 21:00:00	ES	Futures	3190.85	3191.39	3188.95	3190.85	5676.0
2019-10-06 21:30:00	ES	Futures	3190.85	3193.02	3190.58	3192.48	3605.0
2019-10-06 22:00:00	ES	Futures	3192.75	3192.75	3189.76	3190.58	2415.0
2019-10-06 22:30:00	ES	Futures	3190.31	3191.94	3190.31	3190.85	1574.0
2019-10-06 23:00:00	ES	Futures	3191.12	3191.94	3190.31	3191.94	939.0
2019-10-06 23:30:00	ES	Futures	3191.94	3192.48	3190.85	3191.66	1988.0
2019-10-06 18:00:00	NQ	Futures	8961.69	8987.25	8926.83	8981.44	4551.0
2019-10-06 18:30:00	NQ	Futures	8981.15	8994.8	8980.57	8994.51	1150.0
2019-10-06 19:00:00	NQ	Futures	8994.51	8998.87	8988.99	8998.29	845.0
2019-10-06 19:30:00	NQ	Futures	8998.0	9002.07	8990.16	8991.03	1454.0
2019-10-06 20:00:00	NQ	Futures	8991.03	9001.78	8976.5	8979.12	3531.0
2019-10-06 20:30:00	NQ	Futures	8979.12	8985.8	8977.66	8978.54	1484.0
2019-10-06 21:00:00	NQ	Futures	8978.83	8980.86	8971.56	8977.37	1991.0
2019-10-06 21:30:00	NQ	Futures	8977.96	8986.09	8976.21	8983.77	1632.0
2019-10-06 22:00:00	NQ	Futures	8984.06	8984.64	8973.31	8977.37	1698.0
2019-10-06 22:30:00	NQ	Futures	8976.79	8981.44	8976.21	8978.83	750.0
2019-10-06 23:00:00	NQ	Futures	8979.41	8982.02	8976.21	8981.44	702.0
2019-10-06 23:30:00	NQ	Futures	8981.44	8983.47	8979.12	8980.86	607.0
2019-10-06 18:00:00	YM	Futures	28702.0	28767.3	28666.1	28746.6	2072.0
2019-10-06 18:30:00	YM	Futures	28746.6	28783.7	28743.4	28781.5	407.0
2019-10-06 19:00:00	YM	Futures	28777.1	28800.0	28770.6	28794.5	446.0
2019-10-06 19:30:00	YM	Futures	28795.6	28802.2	28760.8	28764.1	556.0
2019-10-06 20:00:00	YM	Futures	28765.2	28786.9	28733.6	28740.1	1339.0
2019-10-06 20:30:00	YM	Futures	28737.9	28757.5	28735.8	28740.1	822.0
2019-10-06 21:00:00	YM	Futures	28740.1	28746.6	28723.8	28741.2	1097.0
2019-10-06 21:30:00	YM	Futures	28741.2	28760.8	28736.9	28756.4	757.0
2019-10-06 22:00:00	YM	Futures	28757.5	28757.5	28729.2	28739.0	787.0
2019-10-06 22:30:00	YM	Futures	28736.9	28751.0	28736.9	28743.4	440.0
2019-10-06 23:00:00	YM	Futures	28745.6	28752.1	28736.9	28752.1	253.0
2019-10-06 23:30:00	YM	Futures	28752.1	28757.5	28744.5	28752.1	463.0
2019-10-06 18:00:00	CL	Futures	46.81	46.92	46.74	46.8	3624.0
2019-10-06 18:30:00	CL	Futures	46.8	46.86	46.79	46.86	714.0
2019-10-06 19:00:00	CL	Futures	46.85	46.86	46.8	46.84	729.0
2019-10-06 19:30:00	CL	Futures	46.84	46.86	46.76	46.77	928.0
2019-10-06 20:00:00	CL	Futures	46.77	46.87	46.75	46.83	2232.0
2019-10-06 20:30:00	CL	Futures	46.84	46.87	46.79	46.83	1697.0
2019-10-06 21:00:00	CL	Futures	46.83	46.84	46.76	46.78	1699.0
2019-10-06 21:30:00	CL	Futures	46.77	46.81	46.77	46.81	1043.0
2019-10-06 22:00:00	CL	Futures	46.81	46.85	46.75	46.76	2175.0
2019-10-06 22:30:00	CL	Futures	46.75	46.79	46.72	46.78	1667.0
2019-10-06 23:00:00	CL	Futures	46.77	46.79	46.76	46.79	940.0
2019-10-06 23:30:00	CL	Futures	46.79	46.81	46.78	46.8	810.0
2019-10-06 18:00:00	GC	Futures	1923.9	1924.1	1916.8	1918.0	3518.0
2019-10-06 18:30:00	GC	Futures	1918.0	1918.2	1915.0	1915.1	1408.0

> showing 50 of 663 rows — these rows as CSV

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