PREVIEW / futures_30min / 2019-10-27

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-10-27.parquet
  size:    23 KB
  rows:    679

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
2019-10-27 18:00:00	ES	Futures	3284.56	3287.82	3284.29	3287.01	6105.0
2019-10-27 18:30:00	ES	Futures	3287.01	3287.01	3285.65	3285.65	1443.0
2019-10-27 19:00:00	ES	Futures	3285.92	3287.01	3285.38	3286.73	1226.0
2019-10-27 19:30:00	ES	Futures	3286.73	3287.01	3285.65	3285.92	1767.0
2019-10-27 20:00:00	ES	Futures	3286.19	3288.09	3284.83	3285.65	3996.0
2019-10-27 20:30:00	ES	Futures	3285.38	3286.46	3284.83	3286.46	1478.0
2019-10-27 21:00:00	ES	Futures	3286.46	3286.46	3284.56	3285.65	2221.0
2019-10-27 21:30:00	ES	Futures	3285.65	3287.01	3284.29	3286.19	4741.0
2019-10-27 22:00:00	ES	Futures	3286.46	3287.55	3285.65	3287.28	2397.0
2019-10-27 22:30:00	ES	Futures	3287.28	3287.82	3286.46	3286.46	2623.0
2019-10-27 23:00:00	ES	Futures	3286.46	3287.55	3286.19	3286.73	1781.0
2019-10-27 23:30:00	ES	Futures	3286.73	3287.28	3286.19	3287.01	929.0
2019-10-27 18:00:00	NQ	Futures	9351.53	9368.67	9351.53	9365.76	3680.0
2019-10-27 18:30:00	NQ	Futures	9365.76	9366.34	9357.92	9358.79	1395.0
2019-10-27 19:00:00	NQ	Futures	9358.79	9366.05	9358.21	9363.73	813.0
2019-10-27 19:30:00	NQ	Futures	9364.02	9365.76	9360.53	9361.99	700.0
2019-10-27 20:00:00	NQ	Futures	9362.28	9370.99	9358.79	9360.53	1871.0
2019-10-27 20:30:00	NQ	Futures	9360.53	9361.99	9357.63	9361.7	1097.0
2019-10-27 21:00:00	NQ	Futures	9361.7	9362.28	9355.6	9358.79	1395.0
2019-10-27 21:30:00	NQ	Futures	9358.79	9364.31	9355.6	9361.7	2197.0
2019-10-27 22:00:00	NQ	Futures	9361.99	9365.18	9359.66	9364.6	1046.0
2019-10-27 22:30:00	NQ	Futures	9365.18	9367.51	9361.41	9361.7	1159.0
2019-10-27 23:00:00	NQ	Futures	9361.99	9365.18	9360.24	9362.28	814.0
2019-10-27 23:30:00	NQ	Futures	9362.28	9364.02	9360.53	9363.44	531.0
2019-10-27 18:00:00	YM	Futures	29310.4	29335.4	29305.0	29332.2	1197.0
2019-10-27 18:30:00	YM	Futures	29331.1	29333.3	29323.5	29326.7	303.0
2019-10-27 19:00:00	YM	Futures	29324.6	29333.3	29318.0	29330.0	220.0
2019-10-27 19:30:00	YM	Futures	29332.2	29336.5	29320.2	29324.6	305.0
2019-10-27 20:00:00	YM	Futures	29325.7	29340.9	29313.7	29321.3	662.0
2019-10-27 20:30:00	YM	Futures	29322.4	29330.0	29316.9	29328.9	345.0
2019-10-27 21:00:00	YM	Futures	29330.0	29330.0	29316.9	29325.7	475.0
2019-10-27 21:30:00	YM	Futures	29324.6	29335.4	29314.8	29331.1	1001.0
2019-10-27 22:00:00	YM	Futures	29330.0	29343.1	29328.9	29342.0	445.0
2019-10-27 22:30:00	YM	Futures	29343.1	29347.4	29335.4	29336.5	471.0
2019-10-27 23:00:00	YM	Futures	29337.6	29347.4	29334.4	29337.6	463.0
2019-10-27 23:30:00	YM	Futures	29337.6	29340.9	29331.1	29337.6	312.0
2019-10-27 18:00:00	CL	Futures	50.27	50.34	50.16	50.3	2661.0
2019-10-27 18:30:00	CL	Futures	50.3	50.45	50.3	50.36	1723.0
2019-10-27 19:00:00	CL	Futures	50.36	50.37	50.31	50.34	775.0
2019-10-27 19:30:00	CL	Futures	50.34	50.35	50.31	50.32	637.0
2019-10-27 20:00:00	CL	Futures	50.32	50.38	50.29	50.35	1226.0
2019-10-27 20:30:00	CL	Futures	50.35	50.36	50.22	50.22	1414.0
2019-10-27 21:00:00	CL	Futures	50.22	50.23	50.19	50.19	2510.0
2019-10-27 21:30:00	CL	Futures	50.19	50.22	50.18	50.2	1531.0
2019-10-27 22:00:00	CL	Futures	50.2	50.24	50.19	50.2	1346.0
2019-10-27 22:30:00	CL	Futures	50.2	50.23	50.17	50.18	1023.0
2019-10-27 23:00:00	CL	Futures	50.18	50.2	50.13	50.17	1122.0
2019-10-27 23:30:00	CL	Futures	50.17	50.18	50.15	50.15	651.0
2019-10-27 18:00:00	GC	Futures	1909.7	1909.7	1906.2	1907.4	1681.0
2019-10-27 18:30:00	GC	Futures	1907.4	1908.0	1907.3	1907.6	367.0

> showing 50 of 679 rows — these rows as CSV

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