PREVIEW / futures_30min / 2019-12-01

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-12-01.parquet
  size:    24 KB
  rows:    693

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
2019-12-01 18:00:00	ES	Futures	3418.48	3420.38	3416.3	3417.12	7884.0
2019-12-01 18:30:00	ES	Futures	3417.12	3420.38	3416.85	3419.83	7041.0
2019-12-01 19:00:00	ES	Futures	3420.11	3426.62	3419.56	3426.08	21244.0
2019-12-01 19:30:00	ES	Futures	3426.08	3426.62	3424.45	3425.27	5329.0
2019-12-01 20:00:00	ES	Futures	3425.54	3425.81	3423.91	3425.54	4158.0
2019-12-01 20:30:00	ES	Futures	3425.54	3425.81	3423.91	3425.27	4668.0
2019-12-01 21:00:00	ES	Futures	3425.27	3426.62	3424.99	3426.35	3694.0
2019-12-01 21:30:00	ES	Futures	3426.62	3427.17	3425.54	3425.81	4085.0
2019-12-01 22:00:00	ES	Futures	3425.81	3426.35	3425.81	3426.35	2005.0
2019-12-01 22:30:00	ES	Futures	3426.08	3427.71	3425.81	3427.44	3670.0
2019-12-01 23:00:00	ES	Futures	3427.44	3427.44	3426.9	3427.17	1219.0
2019-12-01 23:30:00	ES	Futures	3427.17	3427.44	3425.81	3425.81	2626.0
2019-12-01 18:00:00	NQ	Futures	9789.01	9801.5	9786.69	9788.14	2509.0
2019-12-01 18:30:00	NQ	Futures	9788.72	9797.43	9788.14	9796.56	1452.0
2019-12-01 19:00:00	NQ	Futures	9796.27	9818.64	9795.69	9815.44	5045.0
2019-12-01 19:30:00	NQ	Futures	9815.15	9818.06	9811.67	9814.28	1399.0
2019-12-01 20:00:00	NQ	Futures	9814.57	9815.74	9809.63	9814.28	1714.0
2019-12-01 20:30:00	NQ	Futures	9814.28	9815.44	9809.34	9814.28	1959.0
2019-12-01 21:00:00	NQ	Futures	9814.28	9816.9	9812.54	9816.32	1057.0
2019-12-01 21:30:00	NQ	Futures	9816.32	9821.84	9814.28	9816.9	2242.0
2019-12-01 22:00:00	NQ	Futures	9816.9	9819.22	9816.61	9818.93	679.0
2019-12-01 22:30:00	NQ	Futures	9818.93	9819.22	9815.15	9818.35	1134.0
2019-12-01 23:00:00	NQ	Futures	9818.64	9821.54	9816.9	9819.8	1140.0
2019-12-01 23:30:00	NQ	Futures	9819.8	9820.67	9816.9	9817.19	2116.0
2019-12-01 18:00:00	YM	Futures	30563.1	30590.3	30559.8	30566.4	1299.0
2019-12-01 18:30:00	YM	Futures	30566.4	30594.7	30565.3	30591.4	886.0
2019-12-01 19:00:00	YM	Futures	30592.5	30649.1	30590.3	30645.8	3177.0
2019-12-01 19:30:00	YM	Futures	30644.7	30651.3	30633.9	30640.4	941.0
2019-12-01 20:00:00	YM	Futures	30641.5	30644.7	30628.4	30640.4	875.0
2019-12-01 20:30:00	YM	Futures	30639.3	30650.2	30627.3	30636.0	976.0
2019-12-01 21:00:00	YM	Futures	30637.1	30649.1	30633.9	30646.9	517.0
2019-12-01 21:30:00	YM	Futures	30648.0	30654.5	30639.3	30641.5	787.0
2019-12-01 22:00:00	YM	Futures	30640.4	30649.1	30640.4	30648.0	301.0
2019-12-01 22:30:00	YM	Futures	30648.0	30657.8	30645.8	30656.7	676.0
2019-12-01 23:00:00	YM	Futures	30655.6	30657.8	30651.3	30653.4	297.0
2019-12-01 23:30:00	YM	Futures	30652.4	30654.5	30642.6	30644.7	557.0
2019-12-01 18:00:00	CL	Futures	49.19	49.52	49.15	49.43	7704.0
2019-12-01 18:30:00	CL	Futures	49.43	49.51	49.4	49.49	1886.0
2019-12-01 19:00:00	CL	Futures	49.5	49.66	49.5	49.64	5572.0
2019-12-01 19:30:00	CL	Futures	49.64	49.81	49.63	49.81	4867.0
2019-12-01 20:00:00	CL	Futures	49.81	49.87	49.76	49.81	8644.0
2019-12-01 20:30:00	CL	Futures	49.8	49.82	49.62	49.68	6466.0
2019-12-01 21:00:00	CL	Futures	49.69	49.81	49.68	49.78	3002.0
2019-12-01 21:30:00	CL	Futures	49.78	49.79	49.72	49.72	1427.0
2019-12-01 22:00:00	CL	Futures	49.72	49.76	49.72	49.73	1452.0
2019-12-01 22:30:00	CL	Futures	49.72	49.74	49.71	49.74	920.0
2019-12-01 23:00:00	CL	Futures	49.74	49.76	49.71	49.72	1031.0
2019-12-01 23:30:00	CL	Futures	49.72	49.73	49.7	49.72	1015.0
2019-12-01 18:00:00	GC	Futures	1853.8	1854.2	1850.6	1851.4	2038.0
2019-12-01 18:30:00	GC	Futures	1851.5	1851.6	1850.8	1850.9	965.0

> showing 50 of 693 rows — these rows as CSV

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