PREVIEW / futures_30min / 2019-11-17

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-11-17.parquet
  size:    23 KB
  rows:    675

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
2019-11-17 18:00:00	ES	Futures	3388.87	3389.14	3384.79	3385.61	7316.0
2019-11-17 18:30:00	ES	Futures	3385.61	3385.88	3383.16	3383.71	3943.0
2019-11-17 19:00:00	ES	Futures	3384.25	3385.61	3383.16	3383.44	5728.0
2019-11-17 19:30:00	ES	Futures	3383.71	3385.07	3383.44	3384.79	3161.0
2019-11-17 20:00:00	ES	Futures	3385.07	3385.88	3383.98	3384.25	4539.0
2019-11-17 20:30:00	ES	Futures	3384.52	3387.51	3383.71	3386.97	7259.0
2019-11-17 21:00:00	ES	Futures	3387.24	3388.05	3385.61	3386.42	4145.0
2019-11-17 21:30:00	ES	Futures	3386.42	3387.51	3385.88	3387.51	2233.0
2019-11-17 22:00:00	ES	Futures	3387.24	3388.32	3386.97	3387.78	3239.0
2019-11-17 22:30:00	ES	Futures	3387.78	3388.32	3386.97	3387.24	2360.0
2019-11-17 23:00:00	ES	Futures	3386.97	3387.24	3386.15	3386.42	1588.0
2019-11-17 23:30:00	ES	Futures	3386.42	3386.97	3385.88	3386.42	1375.0
2019-11-17 18:00:00	NQ	Futures	9666.13	9671.07	9654.51	9659.45	2587.0
2019-11-17 18:30:00	NQ	Futures	9660.03	9661.48	9652.77	9656.55	1370.0
2019-11-17 19:00:00	NQ	Futures	9656.55	9660.61	9651.9	9653.06	1668.0
2019-11-17 19:30:00	NQ	Futures	9653.06	9658.0	9652.48	9657.71	1004.0
2019-11-17 20:00:00	NQ	Futures	9657.71	9662.36	9655.67	9657.42	1813.0
2019-11-17 20:30:00	NQ	Futures	9658.0	9667.29	9653.35	9666.13	2292.0
2019-11-17 21:00:00	NQ	Futures	9666.13	9669.62	9661.77	9662.65	1974.0
2019-11-17 21:30:00	NQ	Futures	9662.36	9666.42	9660.32	9666.13	892.0
2019-11-17 22:00:00	NQ	Futures	9666.42	9668.75	9664.1	9667.58	5217.0
2019-11-17 22:30:00	NQ	Futures	9667.58	9669.04	9664.39	9664.97	8597.0
2019-11-17 23:00:00	NQ	Futures	9664.68	9664.97	9660.32	9662.65	2839.0
2019-11-17 23:30:00	NQ	Futures	9662.65	9663.52	9660.03	9661.19	384.0
2019-11-17 18:00:00	YM	Futures	30430.3	30432.5	30405.3	30411.8	1255.0
2019-11-17 18:30:00	YM	Futures	30411.8	30411.8	30394.4	30403.1	733.0
2019-11-17 19:00:00	YM	Futures	30402.0	30412.9	30393.3	30398.8	829.0
2019-11-17 19:30:00	YM	Futures	30397.7	30406.4	30394.4	30405.3	516.0
2019-11-17 20:00:00	YM	Futures	30405.3	30412.9	30399.9	30404.2	946.0
2019-11-17 20:30:00	YM	Futures	30404.2	30432.5	30398.8	30426.0	1123.0
2019-11-17 21:00:00	YM	Futures	30427.1	30433.6	30416.2	30417.3	761.0
2019-11-17 21:30:00	YM	Futures	30417.3	30428.2	30411.8	30426.0	360.0
2019-11-17 22:00:00	YM	Futures	30429.2	30434.7	30422.7	30430.3	530.0
2019-11-17 22:30:00	YM	Futures	30430.3	30435.8	30423.8	30423.8	408.0
2019-11-17 23:00:00	YM	Futures	30423.8	30424.9	30416.2	30419.4	217.0
2019-11-17 23:30:00	YM	Futures	30419.4	30420.5	30414.0	30418.4	187.0
2019-11-17 18:00:00	CL	Futures	51.41	51.44	51.21	51.33	2658.0
2019-11-17 18:30:00	CL	Futures	51.33	51.36	51.28	51.29	1035.0
2019-11-17 19:00:00	CL	Futures	51.29	51.31	51.26	51.28	799.0
2019-11-17 19:30:00	CL	Futures	51.28	51.34	51.28	51.31	775.0
2019-11-17 20:00:00	CL	Futures	51.3	51.3	51.24	51.25	2027.0
2019-11-17 20:30:00	CL	Futures	51.26	51.34	51.23	51.3	1952.0
2019-11-17 21:00:00	CL	Futures	51.31	51.37	51.3	51.3	2362.0
2019-11-17 21:30:00	CL	Futures	51.3	51.35	51.3	51.33	1257.0
2019-11-17 22:00:00	CL	Futures	51.34	51.37	51.3	51.32	1387.0
2019-11-17 22:30:00	CL	Futures	51.31	51.32	51.26	51.27	880.0
2019-11-17 23:00:00	CL	Futures	51.28	51.3	51.26	51.28	476.0
2019-11-17 23:30:00	CL	Futures	51.29	51.29	51.27	51.28	407.0
2019-11-17 18:00:00	GC	Futures	1859.5	1861.0	1859.5	1861.0	1275.0
2019-11-17 18:30:00	GC	Futures	1861.0	1862.5	1860.9	1861.8	1423.0

> showing 50 of 675 rows — these rows as CSV

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