PREVIEW / futures_30min / 2019-12-08
file: by_date/futures_30min/2019/2019-12-08.parquet size: 22 KB rows: 656
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 |
|---|---|---|---|---|---|---|---|
| 2019-12-08 18:00:00 | ES | Futures | 3418.75 | 3420.92 | 3418.2 | 3419.29 | 4792.0 |
| 2019-12-08 18:30:00 | ES | Futures | 3419.56 | 3419.56 | 3418.2 | 3418.48 | 2560.0 |
| 2019-12-08 19:00:00 | ES | Futures | 3418.2 | 3418.48 | 3412.23 | 3413.31 | 12375.0 |
| 2019-12-08 19:30:00 | ES | Futures | 3413.31 | 3414.4 | 3411.69 | 3412.77 | 5515.0 |
| 2019-12-08 20:00:00 | ES | Futures | 3412.5 | 3413.86 | 3411.14 | 3412.77 | 6602.0 |
| 2019-12-08 20:30:00 | ES | Futures | 3413.04 | 3414.4 | 3411.41 | 3411.96 | 5920.0 |
| 2019-12-08 21:00:00 | ES | Futures | 3411.96 | 3413.86 | 3411.69 | 3413.59 | 4728.0 |
| 2019-12-08 21:30:00 | ES | Futures | 3413.59 | 3415.22 | 3413.59 | 3414.4 | 6398.0 |
| 2019-12-08 22:00:00 | ES | Futures | 3414.4 | 3414.4 | 3413.31 | 3413.31 | 2150.0 |
| 2019-12-08 22:30:00 | ES | Futures | 3413.59 | 3413.59 | 3412.23 | 3413.04 | 1976.0 |
| 2019-12-08 23:00:00 | ES | Futures | 3413.04 | 3413.31 | 3412.23 | 3413.31 | 1107.0 |
| 2019-12-08 23:30:00 | ES | Futures | 3413.04 | 3413.86 | 3412.77 | 3412.77 | 1153.0 |
| 2019-12-08 18:00:00 | NQ | Futures | 9762.28 | 9777.97 | 9761.7 | 9768.97 | 1667.0 |
| 2019-12-08 18:30:00 | NQ | Futures | 9769.26 | 9769.55 | 9765.19 | 9765.48 | 658.0 |
| 2019-12-08 19:00:00 | NQ | Futures | 9764.9 | 9764.9 | 9743.4 | 9747.76 | 4212.0 |
| 2019-12-08 19:30:00 | NQ | Futures | 9748.05 | 9751.25 | 9741.08 | 9745.73 | 1980.0 |
| 2019-12-08 20:00:00 | NQ | Futures | 9745.44 | 9750.08 | 9740.79 | 9745.15 | 2808.0 |
| 2019-12-08 20:30:00 | NQ | Futures | 9745.44 | 9749.79 | 9737.88 | 9740.5 | 3310.0 |
| 2019-12-08 21:00:00 | NQ | Futures | 9740.5 | 9748.05 | 9739.92 | 9746.89 | 2517.0 |
| 2019-12-08 21:30:00 | NQ | Futures | 9747.18 | 9752.99 | 9746.89 | 9749.79 | 2087.0 |
| 2019-12-08 22:00:00 | NQ | Futures | 9749.79 | 9750.37 | 9746.6 | 9747.18 | 1099.0 |
| 2019-12-08 22:30:00 | NQ | Futures | 9747.18 | 9748.05 | 9742.24 | 9745.15 | 719.0 |
| 2019-12-08 23:00:00 | NQ | Futures | 9745.15 | 9746.02 | 9742.53 | 9745.44 | 511.0 |
| 2019-12-08 23:30:00 | NQ | Futures | 9745.73 | 9747.76 | 9744.56 | 9744.56 | 543.0 |
| 2019-12-08 18:00:00 | YM | Futures | 30495.6 | 30525.0 | 30495.6 | 30509.8 | 937.0 |
| 2019-12-08 18:30:00 | YM | Futures | 30508.7 | 30510.9 | 30496.7 | 30498.9 | 434.0 |
| 2019-12-08 19:00:00 | YM | Futures | 30496.7 | 30496.7 | 30448.8 | 30454.3 | 2938.0 |
| 2019-12-08 19:30:00 | YM | Futures | 30455.4 | 30463.0 | 30440.1 | 30451.0 | 1108.0 |
| 2019-12-08 20:00:00 | YM | Futures | 30451.0 | 30458.6 | 30432.5 | 30449.9 | 1385.0 |
| 2019-12-08 20:30:00 | YM | Futures | 30449.9 | 30463.0 | 30441.2 | 30444.5 | 1172.0 |
| 2019-12-08 21:00:00 | YM | Futures | 30442.3 | 30459.7 | 30442.3 | 30458.6 | 617.0 |
| 2019-12-08 21:30:00 | YM | Futures | 30458.6 | 30473.9 | 30458.6 | 30466.2 | 1168.0 |
| 2019-12-08 22:00:00 | YM | Futures | 30465.2 | 30467.3 | 30456.5 | 30457.5 | 427.0 |
| 2019-12-08 22:30:00 | YM | Futures | 30457.5 | 30459.7 | 30447.7 | 30454.3 | 382.0 |
| 2019-12-08 23:00:00 | YM | Futures | 30453.2 | 30454.3 | 30447.7 | 30453.2 | 250.0 |
| 2019-12-08 23:30:00 | YM | Futures | 30454.3 | 30463.0 | 30453.2 | 30455.4 | 299.0 |
| 2019-12-08 18:00:00 | CL | Futures | 52.42 | 52.53 | 52.32 | 52.35 | 2793.0 |
| 2019-12-08 18:30:00 | CL | Futures | 52.35 | 52.38 | 52.3 | 52.3 | 1013.0 |
| 2019-12-08 19:00:00 | CL | Futures | 52.3 | 52.3 | 52.18 | 52.2 | 2590.0 |
| 2019-12-08 19:30:00 | CL | Futures | 52.21 | 52.25 | 52.17 | 52.2 | 1247.0 |
| 2019-12-08 20:00:00 | CL | Futures | 52.2 | 52.27 | 52.17 | 52.26 | 2827.0 |
| 2019-12-08 20:30:00 | CL | Futures | 52.26 | 52.3 | 52.23 | 52.27 | 1719.0 |
| 2019-12-08 21:00:00 | CL | Futures | 52.26 | 52.3 | 52.23 | 52.3 | 1231.0 |
| 2019-12-08 21:30:00 | CL | Futures | 52.3 | 52.32 | 52.27 | 52.28 | 1536.0 |
| 2019-12-08 22:00:00 | CL | Futures | 52.27 | 52.28 | 52.22 | 52.25 | 1298.0 |
| 2019-12-08 22:30:00 | CL | Futures | 52.25 | 52.25 | 52.22 | 52.22 | 645.0 |
| 2019-12-08 23:00:00 | CL | Futures | 52.22 | 52.27 | 52.22 | 52.25 | 718.0 |
| 2019-12-08 23:30:00 | CL | Futures | 52.25 | 52.27 | 52.22 | 52.24 | 530.0 |
| 2019-12-08 18:00:00 | GC | Futures | 1846.0 | 1846.2 | 1844.6 | 1845.6 | 2280.0 |
| 2019-12-08 18:30:00 | GC | Futures | 1845.6 | 1846.6 | 1845.2 | 1846.5 | 1316.0 |
> showing 50 of 656 rows — these rows as CSV