PREVIEW / futures_30min / 2019-10-20

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-10-20.parquet
  size:    26 KB
  rows:    685

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
2019-10-20 18:00:00	ES	Futures	3243.0	3249.52	3241.92	3248.98	8860.0
2019-10-20 18:30:00	ES	Futures	3248.98	3249.79	3246.81	3247.08	1802.0
2019-10-20 19:00:00	ES	Futures	3247.08	3248.71	3245.99	3248.43	1578.0
2019-10-20 19:30:00	ES	Futures	3248.43	3250.61	3248.16	3250.34	2271.0
2019-10-20 20:00:00	ES	Futures	3250.34	3253.32	3250.34	3252.51	5714.0
2019-10-20 20:30:00	ES	Futures	3252.51	3254.68	3251.42	3253.87	4106.0
2019-10-20 21:00:00	ES	Futures	3253.87	3255.5	3252.78	3253.32	3999.0
2019-10-20 21:30:00	ES	Futures	3253.32	3255.23	3252.51	3253.87	4580.0
2019-10-20 22:00:00	ES	Futures	3253.87	3256.58	3253.05	3254.95	4533.0
2019-10-20 22:30:00	ES	Futures	3254.95	3255.77	3254.41	3254.68	2080.0
2019-10-20 23:00:00	ES	Futures	3254.68	3254.95	3254.14	3254.68	1180.0
2019-10-20 23:30:00	ES	Futures	3254.41	3254.95	3253.87	3254.68	1740.0
2019-10-20 18:00:00	NQ	Futures	9149.64	9170.84	9139.76	9168.81	3384.0
2019-10-20 18:30:00	NQ	Futures	9169.68	9170.26	9160.67	9161.84	849.0
2019-10-20 19:00:00	NQ	Futures	9162.13	9167.94	9160.67	9167.07	735.0
2019-10-20 19:30:00	NQ	Futures	9167.36	9173.17	9164.16	9172.88	1083.0
2019-10-20 20:00:00	NQ	Futures	9172.88	9182.46	9172.0	9177.23	2280.0
2019-10-20 20:30:00	NQ	Futures	9177.23	9186.24	9174.91	9184.2	1651.0
2019-10-20 21:00:00	NQ	Futures	9183.91	9189.72	9182.17	9183.62	2089.0
2019-10-20 21:30:00	NQ	Futures	9183.91	9188.85	9180.43	9183.33	2151.0
2019-10-20 22:00:00	NQ	Futures	9183.33	9191.18	9180.14	9185.37	2149.0
2019-10-20 22:30:00	NQ	Futures	9185.66	9189.43	9183.62	9184.79	1235.0
2019-10-20 23:00:00	NQ	Futures	9185.08	9187.4	9183.33	9185.08	638.0
2019-10-20 23:30:00	NQ	Futures	9185.08	9186.82	9182.75	9185.37	751.0
2019-10-20 18:00:00	YM	Futures	29086.2	29141.7	29075.3	29137.4	1300.0
2019-10-20 18:30:00	YM	Futures	29138.5	29139.5	29114.5	29115.6	456.0
2019-10-20 19:00:00	YM	Futures	29115.6	29134.1	29108.0	29133.0	213.0
2019-10-20 19:30:00	YM	Futures	29133.0	29151.5	29128.7	29150.4	492.0
2019-10-20 20:00:00	YM	Futures	29149.3	29173.3	29146.1	29163.5	1059.0
2019-10-20 20:30:00	YM	Futures	29162.4	29184.2	29153.7	29177.6	755.0
2019-10-20 21:00:00	YM	Futures	29177.6	29189.6	29166.8	29172.2	870.0
2019-10-20 21:30:00	YM	Futures	29173.3	29187.4	29165.7	29178.7	687.0
2019-10-20 22:00:00	YM	Futures	29177.6	29199.4	29172.2	29186.3	646.0
2019-10-20 22:30:00	YM	Futures	29186.3	29192.9	29177.6	29182.0	382.0
2019-10-20 23:00:00	YM	Futures	29182.0	29186.3	29178.7	29180.9	197.0
2019-10-20 23:30:00	YM	Futures	29180.9	29185.3	29175.5	29182.0	228.0
2019-10-20 18:00:00	CL	Futures	47.77	47.77	47.43	47.66	2482.0
2019-10-20 18:30:00	CL	Futures	47.66	47.69	47.61	47.66	625.0
2019-10-20 19:00:00	CL	Futures	47.66	47.68	47.63	47.66	384.0
2019-10-20 19:30:00	CL	Futures	47.65	47.68	47.62	47.63	848.0
2019-10-20 20:00:00	CL	Futures	47.63	47.71	47.62	47.7	1564.0
2019-10-20 20:30:00	CL	Futures	47.71	47.74	47.68	47.74	932.0
2019-10-20 21:00:00	CL	Futures	47.74	47.79	47.65	47.66	2689.0
2019-10-20 21:30:00	CL	Futures	47.66	47.75	47.66	47.73	1529.0
2019-10-20 22:00:00	CL	Futures	47.74	47.75	47.69	47.74	1284.0
2019-10-20 22:30:00	CL	Futures	47.75	47.78	47.73	47.74	1324.0
2019-10-20 23:00:00	CL	Futures	47.74	47.75	47.72	47.74	801.0
2019-10-20 23:30:00	CL	Futures	47.74	47.74	47.71	47.72	430.0
2019-10-20 18:00:00	GC	Futures	1894.7	1895.2	1892.7	1893.2	2154.0
2019-10-20 18:30:00	GC	Futures	1893.2	1894.1	1893.1	1893.8	568.0

> showing 50 of 685 rows — these rows as CSV

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