PREVIEW / futures_30min / 2018-05-20

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-05-20.parquet
  size:    22 KB
  rows:    571

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
2018-05-20 18:00:00	ES	Futures	2978.79	2986.98	2978.25	2982.34	17280.0
2018-05-20 18:30:00	ES	Futures	2982.07	2982.61	2978.25	2978.79	3555.0
2018-05-20 19:00:00	ES	Futures	2978.52	2981.52	2978.52	2980.97	3241.0
2018-05-20 19:30:00	ES	Futures	2980.7	2981.25	2978.79	2980.16	2236.0
2018-05-20 20:00:00	ES	Futures	2980.16	2981.79	2979.34	2979.34	3099.0
2018-05-20 20:30:00	ES	Futures	2979.34	2980.97	2979.34	2980.43	1308.0
2018-05-20 21:00:00	ES	Futures	2980.16	2980.97	2979.61	2980.16	3867.0
2018-05-20 21:30:00	ES	Futures	2980.43	2980.7	2978.79	2979.61	3219.0
2018-05-20 22:00:00	ES	Futures	2979.61	2980.7	2979.61	2980.7	1796.0
2018-05-20 22:30:00	ES	Futures	2980.43	2980.97	2979.34	2980.16	1244.0
2018-05-20 23:00:00	ES	Futures	2979.88	2980.43	2979.88	2980.43	610.0
2018-05-20 23:30:00	ES	Futures	2980.43	2980.7	2979.61	2979.88	1243.0
2018-05-20 18:00:00	NQ	Futures	8179.15	8213.13	8179.15	8195.11	5064.0
2018-05-20 18:30:00	NQ	Futures	8195.11	8195.11	8181.22	8182.1	1129.0
2018-05-20 19:00:00	NQ	Futures	8182.1	8193.33	8181.81	8193.04	905.0
2018-05-20 19:30:00	NQ	Futures	8193.04	8195.11	8187.42	8193.92	651.0
2018-05-20 20:00:00	NQ	Futures	8193.33	8198.06	8185.65	8186.83	1189.0
2018-05-20 20:30:00	NQ	Futures	8187.13	8193.04	8186.83	8191.56	492.0
2018-05-20 21:00:00	NQ	Futures	8191.86	8196.58	8190.38	8192.15	887.0
2018-05-20 21:30:00	NQ	Futures	8192.15	8195.7	8189.2	8193.33	741.0
2018-05-20 22:00:00	NQ	Futures	8193.63	8195.99	8193.33	8195.7	580.0
2018-05-20 22:30:00	NQ	Futures	8195.7	8196.58	8192.45	8193.63	320.0
2018-05-20 23:00:00	NQ	Futures	8193.63	8194.81	8192.74	8194.22	184.0
2018-05-20 23:30:00	NQ	Futures	8194.22	8194.81	8192.15	8192.45	239.0
2018-05-20 18:00:00	YM	Futures	26992.0	27113.7	26992.0	27067.0	2748.0
2018-05-20 18:30:00	YM	Futures	27068.0	27069.1	27034.4	27039.8	847.0
2018-05-20 19:00:00	YM	Futures	27038.7	27068.0	27036.5	27065.9	714.0
2018-05-20 19:30:00	YM	Futures	27063.7	27068.0	27035.5	27052.8	664.0
2018-05-20 20:00:00	YM	Futures	27053.9	27067.0	27047.4	27050.7	685.0
2018-05-20 20:30:00	YM	Futures	27049.6	27065.9	27049.6	27060.4	460.0
2018-05-20 21:00:00	YM	Futures	27061.5	27071.3	27058.3	27064.8	1038.0
2018-05-20 21:30:00	YM	Futures	27065.9	27070.2	27043.1	27062.6	1215.0
2018-05-20 22:00:00	YM	Futures	27063.7	27077.8	27063.7	27076.7	816.0
2018-05-20 22:30:00	YM	Futures	27076.7	27080.0	27069.1	27074.6	490.0
2018-05-20 23:00:00	YM	Futures	27073.5	27076.7	27070.2	27073.5	241.0
2018-05-20 23:30:00	YM	Futures	27073.5	27077.8	27069.1	27072.4	445.0
2018-05-20 18:00:00	CL	Futures	63.93	64.39	63.85	64.13	4703.0
2018-05-20 18:30:00	CL	Futures	64.14	64.22	64.13	64.18	1458.0
2018-05-20 19:00:00	CL	Futures	64.17	64.19	64.13	64.19	1288.0
2018-05-20 19:30:00	CL	Futures	64.19	64.21	64.1	64.17	1544.0
2018-05-20 20:00:00	CL	Futures	64.17	64.2	64.15	64.15	1686.0
2018-05-20 20:30:00	CL	Futures	64.15	64.2	64.13	64.18	1252.0
2018-05-20 21:00:00	CL	Futures	64.19	64.34	64.19	64.34	5756.0
2018-05-20 21:30:00	CL	Futures	64.34	64.34	64.29	64.34	2123.0
2018-05-20 22:00:00	CL	Futures	64.33	64.34	64.25	64.26	1965.0
2018-05-20 22:30:00	CL	Futures	64.26	64.29	64.25	64.29	1486.0
2018-05-20 23:00:00	CL	Futures	64.28	64.31	64.26	64.29	1820.0
2018-05-20 23:30:00	CL	Futures	64.29	64.3	64.25	64.25	1122.0
2018-05-20 18:00:00	GC	Futures	1700.0	1701.5	1698.9	1701.4	1670.0
2018-05-20 18:30:00	GC	Futures	1701.2	1701.2	1699.6	1699.6	950.0

> showing 50 of 571 rows — these rows as CSV

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