PREVIEW / futures_30min / 2019-12-29

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-12-29.parquet
  size:    25 KB
  rows:    682

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
2019-12-29 18:00:00	ES	Futures	3510.1	3513.4	3509.9	3512.6	5609.0
2019-12-29 18:30:00	ES	Futures	3512.8	3513.7	3512.3	3512.8	2162.0
2019-12-29 19:00:00	ES	Futures	3513.1	3514.5	3511.5	3514.2	6922.0
2019-12-29 19:30:00	ES	Futures	3514.2	3514.5	3512.0	3513.4	4427.0
2019-12-29 20:00:00	ES	Futures	3513.4	3514.5	3512.8	3513.9	2227.0
2019-12-29 20:30:00	ES	Futures	3513.9	3515.8	3513.7	3515.6	2849.0
2019-12-29 21:00:00	ES	Futures	3515.6	3515.8	3514.7	3515.6	1938.0
2019-12-29 21:30:00	ES	Futures	3515.6	3515.6	3514.7	3515.3	1867.0
2019-12-29 22:00:00	ES	Futures	3515.6	3516.6	3515.3	3516.4	1823.0
2019-12-29 22:30:00	ES	Futures	3516.6	3516.6	3515.8	3516.1	1519.0
2019-12-29 23:00:00	ES	Futures	3515.8	3516.1	3515.3	3515.8	1399.0
2019-12-29 23:30:00	ES	Futures	3515.8	3516.4	3515.8	3516.1	1030.0
2019-12-29 18:00:00	NQ	Futures	10159.81	10175.43	10159.24	10173.4	2852.0
2019-12-29 18:30:00	NQ	Futures	10173.4	10178.32	10172.54	10176.3	1973.0
2019-12-29 19:00:00	NQ	Futures	10176.3	10180.92	10171.38	10180.35	3229.0
2019-12-29 19:30:00	NQ	Futures	10180.35	10180.63	10172.54	10175.72	2130.0
2019-12-29 20:00:00	NQ	Futures	10175.72	10179.77	10174.56	10178.03	1116.0
2019-12-29 20:30:00	NQ	Futures	10178.03	10184.1	10176.87	10183.24	1557.0
2019-12-29 21:00:00	NQ	Futures	10183.24	10184.1	10181.5	10183.53	897.0
2019-12-29 21:30:00	NQ	Futures	10183.53	10184.39	10182.08	10184.39	717.0
2019-12-29 22:00:00	NQ	Futures	10184.1	10189.31	10183.82	10189.02	1240.0
2019-12-29 22:30:00	NQ	Futures	10188.73	10190.18	10187.0	10187.57	1095.0
2019-12-29 23:00:00	NQ	Futures	10187.57	10187.57	10184.68	10186.71	712.0
2019-12-29 23:30:00	NQ	Futures	10186.71	10189.89	10186.71	10189.31	660.0
2019-12-29 18:00:00	YM	Futures	31157.6	31182.7	31157.6	31179.4	892.0
2019-12-29 18:30:00	YM	Futures	31179.4	31188.1	31175.1	31183.8	571.0
2019-12-29 19:00:00	YM	Futures	31183.8	31190.3	31164.2	31187.0	1290.0
2019-12-29 19:30:00	YM	Futures	31185.9	31187.0	31169.6	31177.2	907.0
2019-12-29 20:00:00	YM	Futures	31177.2	31184.8	31174.0	31179.4	613.0
2019-12-29 20:30:00	YM	Futures	31179.4	31196.8	31176.1	31194.6	787.0
2019-12-29 21:00:00	YM	Futures	31195.7	31195.7	31188.1	31193.6	651.0
2019-12-29 21:30:00	YM	Futures	31194.6	31194.6	31188.1	31192.5	330.0
2019-12-29 22:00:00	YM	Futures	31192.5	31201.2	31192.5	31200.1	399.0
2019-12-29 22:30:00	YM	Futures	31200.1	31200.1	31194.6	31195.7	341.0
2019-12-29 23:00:00	YM	Futures	31194.6	31194.6	31187.0	31191.4	341.0
2019-12-29 23:30:00	YM	Futures	31191.4	31195.7	31191.4	31193.6	181.0
2019-12-29 18:00:00	CL	Futures	54.68	54.71	54.62	54.69	1412.0
2019-12-29 18:30:00	CL	Futures	54.7	54.71	54.66	54.69	547.0
2019-12-29 19:00:00	CL	Futures	54.69	54.7	54.66	54.68	938.0
2019-12-29 19:30:00	CL	Futures	54.67	54.68	54.63	54.64	670.0
2019-12-29 20:00:00	CL	Futures	54.64	54.67	54.63	54.65	1530.0
2019-12-29 20:30:00	CL	Futures	54.65	54.69	54.65	54.68	931.0
2019-12-29 21:00:00	CL	Futures	54.68	54.71	54.68	54.69	757.0
2019-12-29 21:30:00	CL	Futures	54.69	54.72	54.69	54.72	726.0
2019-12-29 22:00:00	CL	Futures	54.71	54.74	54.7	54.74	1206.0
2019-12-29 22:30:00	CL	Futures	54.74	54.75	54.72	54.73	983.0
2019-12-29 23:00:00	CL	Futures	54.74	54.75	54.72	54.73	580.0
2019-12-29 23:30:00	CL	Futures	54.73	54.75	54.72	54.74	449.0
2019-12-29 18:00:00	GC	Futures	1911.3	1912.2	1910.5	1912.0	1938.0
2019-12-29 18:30:00	GC	Futures	1911.9	1913.3	1911.5	1912.7	2294.0

> showing 50 of 682 rows — these rows as CSV

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