PREVIEW / futures_30min / 2018-05-06

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-05-06.parquet
  size:    21 KB
  rows:    570

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
2018-05-06 18:00:00	ES	Futures	2906.74	2911.93	2905.11	2910.29	5302.0
2018-05-06 18:30:00	ES	Futures	2910.02	2910.84	2908.93	2910.29	1506.0
2018-05-06 19:00:00	ES	Futures	2910.29	2917.66	2909.75	2917.66	5458.0
2018-05-06 19:30:00	ES	Futures	2917.39	2917.66	2913.84	2914.11	2590.0
2018-05-06 20:00:00	ES	Futures	2913.84	2914.11	2910.29	2913.29	4777.0
2018-05-06 20:30:00	ES	Futures	2913.29	2914.11	2911.38	2913.02	3230.0
2018-05-06 21:00:00	ES	Futures	2913.29	2913.84	2908.65	2910.29	3907.0
2018-05-06 21:30:00	ES	Futures	2910.56	2913.84	2909.47	2912.75	4714.0
2018-05-06 22:00:00	ES	Futures	2912.75	2915.2	2912.2	2914.11	3151.0
2018-05-06 22:30:00	ES	Futures	2913.84	2917.39	2913.29	2916.3	3689.0
2018-05-06 23:00:00	ES	Futures	2916.02	2917.66	2915.75	2917.11	2486.0
2018-05-06 23:30:00	ES	Futures	2917.11	2917.66	2915.2	2915.75	2214.0
2018-05-06 18:00:00	NQ	Futures	8013.65	8032.56	8005.67	8021.04	1988.0
2018-05-06 18:30:00	NQ	Futures	8020.45	8023.7	8016.9	8019.56	456.0
2018-05-06 19:00:00	NQ	Futures	8020.15	8044.09	8018.38	8043.2	1777.0
2018-05-06 19:30:00	NQ	Futures	8043.5	8044.09	8033.75	8034.93	1218.0
2018-05-06 20:00:00	NQ	Futures	8034.63	8039.66	8029.31	8038.47	2688.0
2018-05-06 20:30:00	NQ	Futures	8038.47	8042.61	8032.86	8037.59	1694.0
2018-05-06 21:00:00	NQ	Futures	8038.47	8039.36	8026.65	8032.86	1932.0
2018-05-06 21:30:00	NQ	Futures	8032.56	8048.23	8029.61	8042.02	2912.0
2018-05-06 22:00:00	NQ	Futures	8042.32	8052.36	8040.25	8048.23	1791.0
2018-05-06 22:30:00	NQ	Futures	8048.23	8062.12	8045.86	8057.09	2467.0
2018-05-06 23:00:00	NQ	Futures	8056.8	8063.59	8055.91	8062.71	1388.0
2018-05-06 23:30:00	NQ	Futures	8063.0	8065.96	8059.75	8062.71	1459.0
2018-05-06 18:00:00	YM	Futures	26310.0	26365.4	26292.6	26355.6	1254.0
2018-05-06 18:30:00	YM	Futures	26351.3	26360.0	26342.6	26355.6	339.0
2018-05-06 19:00:00	YM	Futures	26356.7	26430.5	26340.4	26425.1	1192.0
2018-05-06 19:30:00	YM	Futures	26424.0	26429.5	26390.4	26390.4	765.0
2018-05-06 20:00:00	YM	Futures	26390.4	26392.5	26360.0	26389.3	1460.0
2018-05-06 20:30:00	YM	Futures	26389.3	26396.9	26368.6	26386.0	1309.0
2018-05-06 21:00:00	YM	Futures	26387.1	26391.5	26339.3	26355.6	1443.0
2018-05-06 21:30:00	YM	Futures	26357.8	26382.8	26344.8	26366.5	1576.0
2018-05-06 22:00:00	YM	Futures	26367.6	26391.5	26364.3	26381.7	911.0
2018-05-06 22:30:00	YM	Futures	26381.7	26412.1	26374.1	26398.0	1050.0
2018-05-06 23:00:00	YM	Futures	26396.9	26417.5	26392.5	26412.1	1067.0
2018-05-06 23:30:00	YM	Futures	26413.2	26418.6	26393.6	26396.9	729.0
2018-05-06 18:00:00	CL	Futures	62.43	62.48	62.39	62.43	2649.0
2018-05-06 18:30:00	CL	Futures	62.42	62.43	62.35	62.39	1131.0
2018-05-06 19:00:00	CL	Futures	62.38	62.42	62.35	62.4	1338.0
2018-05-06 19:30:00	CL	Futures	62.4	62.42	62.37	62.38	878.0
2018-05-06 20:00:00	CL	Futures	62.38	62.42	62.36	62.39	2520.0
2018-05-06 20:30:00	CL	Futures	62.4	62.4	62.31	62.33	3800.0
2018-05-06 21:00:00	CL	Futures	62.34	62.4	62.31	62.4	7351.0
2018-05-06 21:30:00	CL	Futures	62.4	62.45	62.39	62.42	4137.0
2018-05-06 22:00:00	CL	Futures	62.43	62.72	62.42	62.68	12111.0
2018-05-06 22:30:00	CL	Futures	62.68	62.78	62.68	62.72	7411.0
2018-05-06 23:00:00	CL	Futures	62.72	63.18	62.71	62.95	19188.0
2018-05-06 23:30:00	CL	Futures	62.95	63.06	62.93	62.96	5347.0
2018-05-06 18:00:00	GC	Futures	1734.3	1734.3	1733.0	1733.9	1316.0
2018-05-06 18:30:00	GC	Futures	1733.8	1733.9	1733.1	1733.4	519.0

> showing 50 of 570 rows — these rows as CSV

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