PREVIEW / futures_30min / 2019-11-24

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-11-24.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
2019-11-24 18:00:00	ES	Futures	3388.87	3391.04	3386.15	3387.24	8299.0
2019-11-24 18:30:00	ES	Futures	3387.51	3389.14	3387.24	3388.87	3135.0
2019-11-24 19:00:00	ES	Futures	3389.14	3389.68	3388.05	3388.87	5457.0
2019-11-24 19:30:00	ES	Futures	3388.87	3389.68	3388.32	3389.41	2225.0
2019-11-24 20:00:00	ES	Futures	3389.14	3391.31	3388.87	3390.5	6030.0
2019-11-24 20:30:00	ES	Futures	3390.23	3390.77	3389.41	3390.23	5168.0
2019-11-24 21:00:00	ES	Futures	3390.23	3390.77	3389.68	3390.5	2777.0
2019-11-24 21:30:00	ES	Futures	3390.5	3390.77	3389.14	3389.68	2913.0
2019-11-24 22:00:00	ES	Futures	3389.41	3389.95	3389.41	3389.95	1800.0
2019-11-24 22:30:00	ES	Futures	3389.95	3389.95	3389.14	3389.14	1547.0
2019-11-24 23:00:00	ES	Futures	3389.14	3390.23	3388.32	3388.6	1837.0
2019-11-24 23:30:00	ES	Futures	3388.6	3388.87	3387.78	3388.05	1315.0
2019-11-24 18:00:00	NQ	Futures	9648.12	9658.0	9640.28	9644.34	3778.0
2019-11-24 18:30:00	NQ	Futures	9644.34	9654.22	9643.47	9652.19	1566.0
2019-11-24 19:00:00	NQ	Futures	9651.9	9654.22	9648.12	9651.61	1677.0
2019-11-24 19:30:00	NQ	Futures	9651.61	9654.22	9649.28	9653.93	949.0
2019-11-24 20:00:00	NQ	Futures	9653.93	9663.23	9652.77	9660.03	3033.0
2019-11-24 20:30:00	NQ	Futures	9659.74	9660.9	9656.84	9659.74	1790.0
2019-11-24 21:00:00	NQ	Futures	9660.03	9661.48	9657.42	9660.32	934.0
2019-11-24 21:30:00	NQ	Futures	9660.61	9661.19	9654.8	9656.25	1060.0
2019-11-24 22:00:00	NQ	Futures	9656.25	9657.71	9654.8	9656.55	744.0
2019-11-24 22:30:00	NQ	Futures	9656.25	9656.55	9653.64	9654.22	555.0
2019-11-24 23:00:00	NQ	Futures	9654.22	9657.42	9651.32	9652.77	674.0
2019-11-24 23:30:00	NQ	Futures	9652.77	9653.06	9650.15	9651.03	473.0
2019-11-24 18:00:00	YM	Futures	30394.4	30408.6	30369.4	30377.0	1635.0
2019-11-24 18:30:00	YM	Futures	30378.1	30397.7	30378.1	30394.4	628.0
2019-11-24 19:00:00	YM	Futures	30393.3	30406.4	30392.2	30397.7	851.0
2019-11-24 19:30:00	YM	Futures	30399.9	30403.1	30393.3	30402.0	370.0
2019-11-24 20:00:00	YM	Futures	30402.0	30424.9	30397.7	30412.9	1201.0
2019-11-24 20:30:00	YM	Futures	30412.9	30421.6	30406.4	30419.4	1296.0
2019-11-24 21:00:00	YM	Futures	30419.4	30422.7	30408.6	30420.5	469.0
2019-11-24 21:30:00	YM	Futures	30421.6	30421.6	30405.3	30412.9	503.0
2019-11-24 22:00:00	YM	Futures	30410.7	30414.0	30408.6	30411.8	340.0
2019-11-24 22:30:00	YM	Futures	30411.8	30411.8	30404.2	30407.5	292.0
2019-11-24 23:00:00	YM	Futures	30406.4	30414.0	30396.6	30399.9	464.0
2019-11-24 23:30:00	YM	Futures	30399.9	30399.9	30393.3	30396.6	247.0
2019-11-24 18:00:00	CL	Futures	51.36	51.48	51.28	51.44	2991.0
2019-11-24 18:30:00	CL	Futures	51.46	51.46	51.41	51.44	769.0
2019-11-24 19:00:00	CL	Futures	51.44	51.44	51.36	51.36	1060.0
2019-11-24 19:30:00	CL	Futures	51.36	51.37	51.33	51.35	1241.0
2019-11-24 20:00:00	CL	Futures	51.35	51.36	51.22	51.3	2912.0
2019-11-24 20:30:00	CL	Futures	51.29	51.36	51.29	51.35	1245.0
2019-11-24 21:00:00	CL	Futures	51.35	51.36	51.28	51.31	1198.0
2019-11-24 21:30:00	CL	Futures	51.32	51.35	51.28	51.34	844.0
2019-11-24 22:00:00	CL	Futures	51.34	51.4	51.31	51.39	1409.0
2019-11-24 22:30:00	CL	Futures	51.4	51.4	51.33	51.34	642.0
2019-11-24 23:00:00	CL	Futures	51.34	51.36	51.32	51.33	580.0
2019-11-24 23:30:00	CL	Futures	51.33	51.33	51.3	51.3	327.0
2019-11-24 18:00:00	GC	Futures	1850.9	1851.1	1848.9	1849.4	2539.0
2019-11-24 18:30:00	GC	Futures	1849.4	1850.8	1849.4	1850.0	1209.0

> showing 50 of 675 rows — these rows as CSV

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