PREVIEW / futures_30min / 2019-11-10

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-11-10.parquet
  size:    25 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
2019-11-10 18:00:00	ES	Futures	3357.9	3359.8	3356.54	3357.09	5316.0
2019-11-10 18:30:00	ES	Futures	3357.36	3357.9	3356.0	3356.0	2298.0
2019-11-10 19:00:00	ES	Futures	3356.0	3356.54	3354.37	3355.19	5053.0
2019-11-10 19:30:00	ES	Futures	3355.19	3355.73	3353.83	3354.37	3483.0
2019-11-10 20:00:00	ES	Futures	3354.1	3354.1	3351.65	3351.93	6909.0
2019-11-10 20:30:00	ES	Futures	3351.93	3352.47	3350.02	3351.11	8239.0
2019-11-10 21:00:00	ES	Futures	3350.84	3351.65	3348.94	3349.21	5920.0
2019-11-10 21:30:00	ES	Futures	3349.21	3350.02	3348.4	3349.75	4760.0
2019-11-10 22:00:00	ES	Futures	3349.75	3350.84	3349.48	3350.3	3670.0
2019-11-10 22:30:00	ES	Futures	3350.57	3350.84	3348.94	3349.75	2575.0
2019-11-10 23:00:00	ES	Futures	3349.75	3350.02	3349.21	3349.75	1541.0
2019-11-10 23:30:00	ES	Futures	3349.75	3350.02	3349.21	3349.48	1255.0
2019-11-10 18:00:00	NQ	Futures	9594.67	9599.9	9587.99	9590.6	1528.0
2019-11-10 18:30:00	NQ	Futures	9590.6	9592.93	9588.57	9589.15	660.0
2019-11-10 19:00:00	NQ	Futures	9588.57	9590.02	9583.63	9585.96	1590.0
2019-11-10 19:30:00	NQ	Futures	9586.54	9587.41	9579.56	9581.31	1193.0
2019-11-10 20:00:00	NQ	Futures	9581.31	9581.89	9572.01	9573.17	2284.0
2019-11-10 20:30:00	NQ	Futures	9573.17	9574.34	9566.78	9570.56	3184.0
2019-11-10 21:00:00	NQ	Futures	9570.56	9572.3	9564.17	9564.75	1973.0
2019-11-10 21:30:00	NQ	Futures	9565.04	9569.98	9563.3	9569.69	1512.0
2019-11-10 22:00:00	NQ	Futures	9569.69	9573.46	9567.95	9571.43	1084.0
2019-11-10 22:30:00	NQ	Futures	9571.43	9572.88	9566.2	9567.65	784.0
2019-11-10 23:00:00	NQ	Futures	9567.65	9571.72	9567.65	9570.56	565.0
2019-11-10 23:30:00	NQ	Futures	9570.85	9572.59	9569.98	9570.85	563.0
2019-11-10 18:00:00	YM	Futures	30087.5	30088.6	30063.6	30070.1	779.0
2019-11-10 18:30:00	YM	Futures	30071.2	30077.7	30063.6	30064.6	445.0
2019-11-10 19:00:00	YM	Futures	30063.6	30066.8	30048.3	30052.7	851.0
2019-11-10 19:30:00	YM	Futures	30052.7	30057.0	30037.4	30038.5	637.0
2019-11-10 20:00:00	YM	Futures	30038.5	30039.6	30012.4	30014.6	1054.0
2019-11-10 20:30:00	YM	Futures	30014.6	30021.1	29996.1	30008.1	1338.0
2019-11-10 21:00:00	YM	Futures	30008.1	30012.4	29989.5	29989.5	1044.0
2019-11-10 21:30:00	YM	Futures	29991.7	29996.1	29983.0	29993.9	725.0
2019-11-10 22:00:00	YM	Futures	29993.9	30012.4	29991.7	30005.9	887.0
2019-11-10 22:30:00	YM	Futures	30007.0	30008.1	29988.5	29992.8	433.0
2019-11-10 23:00:00	YM	Futures	29993.9	29996.1	29989.5	29992.8	360.0
2019-11-10 23:30:00	YM	Futures	29993.9	29995.0	29987.4	29990.6	276.0
2019-11-10 18:00:00	CL	Futures	50.94	50.94	50.62	50.75	4376.0
2019-11-10 18:30:00	CL	Futures	50.75	50.77	50.69	50.7	1201.0
2019-11-10 19:00:00	CL	Futures	50.7	50.72	50.64	50.69	1334.0
2019-11-10 19:30:00	CL	Futures	50.69	50.71	50.63	50.65	1019.0
2019-11-10 20:00:00	CL	Futures	50.66	50.66	50.46	50.47	4517.0
2019-11-10 20:30:00	CL	Futures	50.48	50.54	50.45	50.5	2335.0
2019-11-10 21:00:00	CL	Futures	50.5	50.5	50.41	50.42	2363.0
2019-11-10 21:30:00	CL	Futures	50.42	50.46	50.42	50.46	1214.0
2019-11-10 22:00:00	CL	Futures	50.46	50.47	50.42	50.45	1037.0
2019-11-10 22:30:00	CL	Futures	50.45	50.47	50.34	50.37	1768.0
2019-11-10 23:00:00	CL	Futures	50.37	50.41	50.34	50.36	1019.0
2019-11-10 23:30:00	CL	Futures	50.36	50.38	50.35	50.37	478.0
2019-11-10 18:00:00	GC	Futures	1849.6	1851.6	1849.0	1851.6	2126.0
2019-11-10 18:30:00	GC	Futures	1851.6	1852.0	1851.3	1852.0	1051.0

> showing 50 of 685 rows — these rows as CSV

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