PREVIEW / futures_30min / 2019-12-22

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-12-22.parquet
  size:    22 KB
  rows:    664

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
2019-12-22 18:00:00	ES	Futures	3497.9	3499.3	3495.5	3499.3	4731.0
2019-12-22 18:30:00	ES	Futures	3499.3	3500.1	3498.5	3499.3	4251.0
2019-12-22 19:00:00	ES	Futures	3499.3	3499.6	3497.9	3498.5	3410.0
2019-12-22 19:30:00	ES	Futures	3498.5	3498.8	3497.4	3498.5	1986.0
2019-12-22 20:00:00	ES	Futures	3498.5	3499.8	3498.2	3499.0	2560.0
2019-12-22 20:30:00	ES	Futures	3499.0	3499.6	3498.2	3499.6	2735.0
2019-12-22 21:00:00	ES	Futures	3499.3	3499.8	3499.0	3499.3	1681.0
2019-12-22 21:30:00	ES	Futures	3499.3	3499.6	3498.5	3498.5	1749.0
2019-12-22 22:00:00	ES	Futures	3498.5	3499.0	3498.2	3498.8	1394.0
2019-12-22 22:30:00	ES	Futures	3499.0	3499.6	3498.5	3499.3	1216.0
2019-12-22 23:00:00	ES	Futures	3499.3	3499.6	3498.8	3499.6	671.0
2019-12-22 23:30:00	ES	Futures	3499.3	3499.6	3499.0	3499.0	740.0
2019-12-22 18:00:00	NQ	Futures	10075.66	10086.07	10071.91	10085.79	2386.0
2019-12-22 18:30:00	NQ	Futures	10085.79	10090.41	10084.34	10088.97	1116.0
2019-12-22 19:00:00	NQ	Futures	10088.97	10090.7	10085.79	10086.94	1249.0
2019-12-22 19:30:00	NQ	Futures	10086.94	10087.52	10084.05	10086.36	828.0
2019-12-22 20:00:00	NQ	Futures	10086.36	10089.54	10085.21	10086.36	1050.0
2019-12-22 20:30:00	NQ	Futures	10086.07	10088.97	10084.92	10087.81	1074.0
2019-12-22 21:00:00	NQ	Futures	10087.81	10089.26	10086.65	10087.23	957.0
2019-12-22 21:30:00	NQ	Futures	10086.94	10088.39	10084.34	10084.63	689.0
2019-12-22 22:00:00	NQ	Futures	10084.63	10085.79	10084.05	10085.21	601.0
2019-12-22 22:30:00	NQ	Futures	10085.21	10087.52	10084.05	10086.07	503.0
2019-12-22 23:00:00	NQ	Futures	10086.07	10086.65	10084.63	10086.36	295.0
2019-12-22 23:30:00	NQ	Futures	10086.36	10086.94	10085.5	10085.79	158.0
2019-12-22 18:00:00	YM	Futures	31019.4	31032.4	31001.9	31030.2	858.0
2019-12-22 18:30:00	YM	Futures	31031.3	31039.0	31025.9	31031.3	611.0
2019-12-22 19:00:00	YM	Futures	31031.3	31032.4	31018.3	31020.4	541.0
2019-12-22 19:30:00	YM	Futures	31020.4	31023.7	31011.7	31021.5	470.0
2019-12-22 20:00:00	YM	Futures	31021.5	31031.3	31019.4	31022.6	601.0
2019-12-22 20:30:00	YM	Futures	31021.5	31028.1	31016.1	31025.9	710.0
2019-12-22 21:00:00	YM	Futures	31025.9	31028.1	31022.6	31025.9	464.0
2019-12-22 21:30:00	YM	Futures	31024.8	31027.0	31016.1	31017.2	390.0
2019-12-22 22:00:00	YM	Futures	31017.2	31020.4	31015.0	31019.4	380.0
2019-12-22 22:30:00	YM	Futures	31019.4	31024.8	31017.2	31022.6	321.0
2019-12-22 23:00:00	YM	Futures	31022.6	31023.7	31019.4	31023.7	190.0
2019-12-22 23:30:00	YM	Futures	31023.7	31025.9	31021.5	31021.5	159.0
2019-12-22 18:00:00	CL	Futures	53.53	53.55	53.46	53.47	1326.0
2019-12-22 18:30:00	CL	Futures	53.48	53.57	53.47	53.56	1030.0
2019-12-22 19:00:00	CL	Futures	53.56	53.57	53.5	53.51	1163.0
2019-12-22 19:30:00	CL	Futures	53.5	53.54	53.5	53.52	711.0
2019-12-22 20:00:00	CL	Futures	53.52	53.53	53.44	53.47	1690.0
2019-12-22 20:30:00	CL	Futures	53.47	53.47	53.4	53.43	1375.0
2019-12-22 21:00:00	CL	Futures	53.43	53.45	53.42	53.43	582.0
2019-12-22 21:30:00	CL	Futures	53.42	53.44	53.4	53.4	785.0
2019-12-22 22:00:00	CL	Futures	53.4	53.43	53.4	53.42	716.0
2019-12-22 22:30:00	CL	Futures	53.41	53.42	53.37	53.38	1097.0
2019-12-22 23:00:00	CL	Futures	53.37	53.4	53.36	53.36	1260.0
2019-12-22 23:30:00	CL	Futures	53.36	53.36	53.32	53.34	1195.0
2019-12-22 18:00:00	GC	Futures	1869.0	1869.2	1867.5	1867.8	1125.0
2019-12-22 18:30:00	GC	Futures	1867.8	1868.9	1867.7	1868.7	896.0

> showing 50 of 664 rows — these rows as CSV

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