PREVIEW / futures_30min / 2019-11-03

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-11-03.parquet
  size:    25 KB
  rows:    701

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
2019-11-03 18:00:00	ES	Futures	3329.92	3334.27	3329.92	3333.18	8279.0
2019-11-03 18:30:00	ES	Futures	3333.18	3334.54	3332.91	3332.91	2954.0
2019-11-03 19:00:00	ES	Futures	3332.91	3334.0	3332.37	3333.46	3031.0
2019-11-03 19:30:00	ES	Futures	3333.18	3333.46	3331.83	3332.37	1837.0
2019-11-03 20:00:00	ES	Futures	3332.37	3333.73	3332.1	3333.73	2982.0
2019-11-03 20:30:00	ES	Futures	3333.46	3334.54	3333.18	3333.73	3483.0
2019-11-03 21:00:00	ES	Futures	3333.73	3333.73	3332.91	3333.46	1898.0
2019-11-03 21:30:00	ES	Futures	3333.73	3337.53	3333.46	3336.71	6564.0
2019-11-03 22:00:00	ES	Futures	3336.71	3337.26	3335.9	3336.17	2478.0
2019-11-03 22:30:00	ES	Futures	3336.17	3336.44	3335.63	3335.63	1677.0
2019-11-03 23:00:00	ES	Futures	3335.63	3335.9	3335.09	3335.63	1243.0
2019-11-03 23:30:00	ES	Futures	3335.36	3335.9	3335.36	3335.63	609.0
2019-11-03 18:00:00	NQ	Futures	9487.48	9506.07	9486.32	9502.0	2453.0
2019-11-03 18:30:00	NQ	Futures	9501.71	9506.07	9499.68	9501.13	925.0
2019-11-03 19:00:00	NQ	Futures	9501.13	9504.33	9498.23	9501.71	1153.0
2019-11-03 19:30:00	NQ	Futures	9501.71	9502.0	9497.36	9498.52	539.0
2019-11-03 20:00:00	NQ	Futures	9498.52	9504.91	9497.06	9504.04	1273.0
2019-11-03 20:30:00	NQ	Futures	9503.75	9508.98	9503.17	9505.49	1503.0
2019-11-03 21:00:00	NQ	Futures	9505.2	9507.52	9504.04	9506.07	592.0
2019-11-03 21:30:00	NQ	Futures	9506.07	9521.47	9506.07	9518.27	2217.0
2019-11-03 22:00:00	NQ	Futures	9518.56	9519.72	9515.08	9517.11	959.0
2019-11-03 22:30:00	NQ	Futures	9517.11	9517.4	9513.62	9515.66	725.0
2019-11-03 23:00:00	NQ	Futures	9515.66	9515.95	9513.04	9514.79	563.0
2019-11-03 23:30:00	NQ	Futures	9514.49	9516.24	9513.62	9515.95	301.0
2019-11-03 18:00:00	YM	Futures	29688.1	29731.6	29683.7	29716.4	1748.0
2019-11-03 18:30:00	YM	Futures	29717.5	29728.3	29713.1	29715.3	514.0
2019-11-03 19:00:00	YM	Futures	29714.2	29717.5	29710.9	29715.3	478.0
2019-11-03 19:30:00	YM	Futures	29715.3	29717.5	29701.1	29705.5	422.0
2019-11-03 20:00:00	YM	Futures	29704.4	29725.1	29702.2	29722.9	742.0
2019-11-03 20:30:00	YM	Futures	29721.8	29729.4	29719.6	29724.0	588.0
2019-11-03 21:00:00	YM	Futures	29724.0	29726.2	29720.7	29724.0	343.0
2019-11-03 21:30:00	YM	Futures	29724.0	29755.6	29724.0	29754.5	1188.0
2019-11-03 22:00:00	YM	Futures	29754.5	29755.6	29744.7	29746.8	349.0
2019-11-03 22:30:00	YM	Futures	29746.8	29746.8	29740.3	29741.4	351.0
2019-11-03 23:00:00	YM	Futures	29741.4	29741.4	29732.7	29737.1	333.0
2019-11-03 23:30:00	YM	Futures	29736.0	29738.1	29732.7	29734.9	227.0
2019-11-03 18:00:00	CL	Futures	50.06	50.08	49.91	49.95	2842.0
2019-11-03 18:30:00	CL	Futures	49.95	49.95	49.87	49.87	879.0
2019-11-03 19:00:00	CL	Futures	49.87	49.88	49.77	49.79	1711.0
2019-11-03 19:30:00	CL	Futures	49.8	49.8	49.7	49.7	2446.0
2019-11-03 20:00:00	CL	Futures	49.7	49.7	49.61	49.63	4841.0
2019-11-03 20:30:00	CL	Futures	49.62	49.69	49.57	49.67	3275.0
2019-11-03 21:00:00	CL	Futures	49.66	49.71	49.62	49.62	3217.0
2019-11-03 21:30:00	CL	Futures	49.62	49.69	49.62	49.66	1445.0
2019-11-03 22:00:00	CL	Futures	49.67	49.67	49.61	49.65	1614.0
2019-11-03 22:30:00	CL	Futures	49.65	49.65	49.59	49.59	1338.0
2019-11-03 23:00:00	CL	Futures	49.59	49.63	49.57	49.59	1092.0
2019-11-03 23:30:00	CL	Futures	49.58	49.61	49.55	49.59	1019.0
2019-11-03 18:00:00	GC	Futures	1921.1	1921.2	1918.7	1919.4	2344.0
2019-11-03 18:30:00	GC	Futures	1919.4	1919.8	1919.0	1919.4	613.0

> showing 50 of 701 rows — these rows as CSV

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