PREVIEW / futures_30min / 2019-12-25

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-12-25.parquet
  size:    19 KB
  rows:    525

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
2019-12-25 18:00:00	ES	Futures	3498.5	3499.3	3497.9	3499.0	2345.0
2019-12-25 18:30:00	ES	Futures	3499.3	3499.3	3498.2	3498.5	1410.0
2019-12-25 19:00:00	ES	Futures	3498.2	3501.7	3498.2	3500.7	4427.0
2019-12-25 19:30:00	ES	Futures	3500.7	3502.3	3500.4	3501.5	2177.0
2019-12-25 20:00:00	ES	Futures	3501.2	3501.7	3500.9	3501.2	1472.0
2019-12-25 20:30:00	ES	Futures	3501.2	3501.2	3500.4	3500.7	606.0
2019-12-25 21:00:00	ES	Futures	3500.7	3501.5	3500.7	3500.9	835.0
2019-12-25 21:30:00	ES	Futures	3501.2	3501.7	3500.7	3501.7	662.0
2019-12-25 22:00:00	ES	Futures	3501.7	3501.7	3500.9	3501.5	1016.0
2019-12-25 22:30:00	ES	Futures	3501.2	3501.7	3501.2	3501.5	546.0
2019-12-25 23:00:00	ES	Futures	3501.5	3501.5	3500.9	3501.2	450.0
2019-12-25 23:30:00	ES	Futures	3500.9	3501.2	3500.7	3500.7	566.0
2019-12-25 18:00:00	NQ	Futures	10098.22	10101.4	10096.77	10100.53	843.0
2019-12-25 18:30:00	NQ	Futures	10100.53	10100.82	10097.64	10098.51	467.0
2019-12-25 19:00:00	NQ	Futures	10098.22	10108.05	10097.06	10105.16	2018.0
2019-12-25 19:30:00	NQ	Futures	10105.45	10109.21	10104.58	10106.9	934.0
2019-12-25 20:00:00	NQ	Futures	10106.61	10108.05	10105.74	10106.32	595.0
2019-12-25 20:30:00	NQ	Futures	10106.03	10106.9	10104.58	10105.16	444.0
2019-12-25 21:00:00	NQ	Futures	10105.16	10107.47	10104.58	10105.74	610.0
2019-12-25 21:30:00	NQ	Futures	10105.74	10108.63	10104.87	10107.47	351.0
2019-12-25 22:00:00	NQ	Futures	10107.47	10107.76	10101.98	10104.87	1029.0
2019-12-25 22:30:00	NQ	Futures	10105.16	10106.61	10104.58	10106.03	319.0
2019-12-25 23:00:00	NQ	Futures	10106.32	10106.32	10104.58	10104.58	217.0
2019-12-25 23:30:00	NQ	Futures	10104.58	10105.45	10103.71	10105.16	327.0
2019-12-25 18:00:00	YM	Futures	31048.8	31060.7	31040.0	31056.4	456.0
2019-12-25 18:30:00	YM	Futures	31055.3	31056.4	31044.4	31047.7	384.0
2019-12-25 19:00:00	YM	Futures	31047.7	31074.9	31042.2	31064.0	1207.0
2019-12-25 19:30:00	YM	Futures	31065.1	31076.0	31064.0	31069.4	466.0
2019-12-25 20:00:00	YM	Futures	31068.4	31071.6	31062.9	31066.2	409.0
2019-12-25 20:30:00	YM	Futures	31065.1	31067.3	31062.9	31062.9	171.0
2019-12-25 21:00:00	YM	Futures	31064.0	31070.5	31062.9	31067.3	227.0
2019-12-25 21:30:00	YM	Futures	31066.2	31076.0	31065.1	31072.7	285.0
2019-12-25 22:00:00	YM	Futures	31071.6	31072.7	31068.4	31071.6	313.0
2019-12-25 22:30:00	YM	Futures	31071.6	31077.1	31071.6	31073.8	290.0
2019-12-25 23:00:00	YM	Futures	31073.8	31074.9	31071.6	31071.6	201.0
2019-12-25 23:30:00	YM	Futures	31071.6	31073.8	31069.4	31071.6	151.0
2019-12-25 18:00:00	CL	Futures	54.23	54.53	54.21	54.26	3487.0
2019-12-25 18:30:00	CL	Futures	54.26	54.27	54.2	54.22	955.0
2019-12-25 19:00:00	CL	Futures	54.21	54.26	54.21	54.25	827.0
2019-12-25 19:30:00	CL	Futures	54.25	54.31	54.25	54.27	802.0
2019-12-25 20:00:00	CL	Futures	54.27	54.32	54.25	54.29	2698.0
2019-12-25 20:30:00	CL	Futures	54.29	54.34	54.28	54.34	1725.0
2019-12-25 21:00:00	CL	Futures	54.34	54.37	54.33	54.33	2009.0
2019-12-25 21:30:00	CL	Futures	54.33	54.39	54.33	54.37	1399.0
2019-12-25 22:00:00	CL	Futures	54.38	54.39	54.36	54.38	597.0
2019-12-25 22:30:00	CL	Futures	54.37	54.38	54.36	54.37	704.0
2019-12-25 23:00:00	CL	Futures	54.37	54.39	54.37	54.37	672.0
2019-12-25 23:30:00	CL	Futures	54.37	54.38	54.36	54.36	409.0
2019-12-25 18:00:00	GC	Futures	1896.2	1897.3	1893.9	1895.1	2199.0
2019-12-25 18:30:00	GC	Futures	1895.1	1896.7	1895.0	1896.3	1149.0

> showing 50 of 525 rows — these rows as CSV

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