PREVIEW / futures_30min / 2019-12-15

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-12-15.parquet
  size:    22 KB
  rows:    645

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
2019-12-15 18:00:00	ES	Futures	3446.5	3447.5	3443.7	3445.6	5526.0
2019-12-15 18:30:00	ES	Futures	3445.6	3447.0	3445.1	3445.4	3012.0
2019-12-15 19:00:00	ES	Futures	3445.4	3447.8	3445.1	3446.2	3425.0
2019-12-15 19:30:00	ES	Futures	3446.2	3448.1	3445.6	3447.0	2414.0
2019-12-15 20:00:00	ES	Futures	3447.0	3448.4	3446.7	3447.8	3290.0
2019-12-15 20:30:00	ES	Futures	3447.8	3449.7	3447.3	3449.2	4482.0
2019-12-15 21:00:00	ES	Futures	3449.2	3451.3	3449.2	3451.1	5809.0
2019-12-15 21:30:00	ES	Futures	3451.1	3451.9	3450.2	3450.5	3187.0
2019-12-15 22:00:00	ES	Futures	3450.5	3452.1	3450.2	3452.1	2103.0
2019-12-15 22:30:00	ES	Futures	3451.9	3451.9	3451.1	3451.1	1175.0
2019-12-15 23:00:00	ES	Futures	3451.3	3451.9	3451.1	3451.9	615.0
2019-12-15 23:30:00	ES	Futures	3451.6	3452.4	3451.3	3451.3	1120.0
2019-12-15 18:00:00	NQ	Futures	9871.22	9878.16	9866.59	9872.38	2187.0
2019-12-15 18:30:00	NQ	Futures	9872.09	9876.42	9871.51	9872.95	1088.0
2019-12-15 19:00:00	NQ	Futures	9872.95	9879.6	9872.66	9876.13	1590.0
2019-12-15 19:30:00	NQ	Futures	9876.13	9881.34	9874.4	9878.45	1136.0
2019-12-15 20:00:00	NQ	Futures	9878.74	9881.05	9876.42	9878.74	1417.0
2019-12-15 20:30:00	NQ	Futures	9878.74	9883.94	9877.0	9881.92	1898.0
2019-12-15 21:00:00	NQ	Futures	9882.21	9887.99	9882.21	9886.26	2011.0
2019-12-15 21:30:00	NQ	Futures	9886.26	9889.73	9882.5	9883.36	1553.0
2019-12-15 22:00:00	NQ	Futures	9883.36	9888.86	9882.79	9888.86	945.0
2019-12-15 22:30:00	NQ	Futures	9888.57	9888.86	9886.54	9886.83	415.0
2019-12-15 23:00:00	NQ	Futures	9886.83	9887.99	9886.26	9887.12	303.0
2019-12-15 23:30:00	NQ	Futures	9887.12	9888.86	9885.1	9885.97	491.0
2019-12-15 18:00:00	YM	Futures	30689.5	30702.5	30663.3	30671.0	2033.0
2019-12-15 18:30:00	YM	Futures	30671.0	30681.9	30668.8	30673.1	788.0
2019-12-15 19:00:00	YM	Futures	30673.1	30692.7	30672.1	30680.8	925.0
2019-12-15 19:30:00	YM	Futures	30680.8	30693.8	30676.4	30684.0	655.0
2019-12-15 20:00:00	YM	Futures	30685.1	30691.6	30677.5	30678.6	988.0
2019-12-15 20:30:00	YM	Futures	30678.6	30688.4	30671.0	30678.6	1313.0
2019-12-15 21:00:00	YM	Futures	30679.7	30690.6	30671.0	30680.8	1472.0
2019-12-15 21:30:00	YM	Futures	30680.8	30685.1	30673.1	30677.5	683.0
2019-12-15 22:00:00	YM	Futures	30677.5	30688.4	30674.2	30686.2	532.0
2019-12-15 22:30:00	YM	Futures	30686.2	30687.3	30680.8	30681.9	327.0
2019-12-15 23:00:00	YM	Futures	30682.9	30684.0	30678.6	30682.9	259.0
2019-12-15 23:30:00	YM	Futures	30682.9	30686.2	30675.3	30678.6	430.0
2019-12-15 18:00:00	CL	Futures	53.01	53.02	52.83	52.95	1080.0
2019-12-15 18:30:00	CL	Futures	52.94	52.95	52.88	52.88	382.0
2019-12-15 19:00:00	CL	Futures	52.88	52.92	52.87	52.9	298.0
2019-12-15 19:30:00	CL	Futures	52.89	52.96	52.88	52.96	278.0
2019-12-15 20:00:00	CL	Futures	52.96	53.0	52.91	52.99	1054.0
2019-12-15 20:30:00	CL	Futures	52.99	53.0	52.94	52.95	477.0
2019-12-15 21:00:00	CL	Futures	52.96	52.98	52.94	52.94	397.0
2019-12-15 21:30:00	CL	Futures	52.94	52.96	52.93	52.94	326.0
2019-12-15 22:00:00	CL	Futures	52.93	52.96	52.93	52.95	224.0
2019-12-15 22:30:00	CL	Futures	52.95	52.96	52.93	52.94	226.0
2019-12-15 23:00:00	CL	Futures	52.93	52.95	52.92	52.95	163.0
2019-12-15 23:30:00	CL	Futures	52.95	52.97	52.94	52.95	233.0
2019-12-15 18:00:00	GC	Futures	1866.0	1867.0	1864.0	1864.1	1616.0
2019-12-15 18:30:00	GC	Futures	1864.1	1864.5	1863.6	1864.0	1101.0

> showing 50 of 645 rows — these rows as CSV

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