PREVIEW / futures_30min / 2018-05-27

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-05-27.parquet
  size:    20 KB
  rows:    503

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
2018-05-27 18:00:00	ES	Futures	2979.06	2981.25	2975.79	2976.06	7012.0
2018-05-27 18:30:00	ES	Futures	2976.34	2977.7	2975.79	2975.79	1114.0
2018-05-27 19:00:00	ES	Futures	2976.06	2978.52	2975.79	2977.7	1236.0
2018-05-27 19:30:00	ES	Futures	2977.7	2980.16	2977.43	2979.61	2018.0
2018-05-27 20:00:00	ES	Futures	2979.61	2981.25	2979.34	2980.16	3353.0
2018-05-27 20:30:00	ES	Futures	2980.16	2980.16	2977.97	2978.52	1232.0
2018-05-27 21:00:00	ES	Futures	2978.52	2981.25	2978.52	2979.34	2420.0
2018-05-27 21:30:00	ES	Futures	2979.61	2979.61	2976.88	2978.25	1723.0
2018-05-27 22:00:00	ES	Futures	2977.97	2980.43	2977.7	2979.61	1786.0
2018-05-27 22:30:00	ES	Futures	2979.34	2979.61	2978.79	2979.34	719.0
2018-05-27 23:00:00	ES	Futures	2979.06	2980.16	2978.52	2979.06	973.0
2018-05-27 23:30:00	ES	Futures	2979.34	2979.34	2978.25	2978.79	920.0
2018-05-27 18:00:00	NQ	Futures	8261.9	8274.9	8250.37	8252.44	1568.0
2018-05-27 18:30:00	NQ	Futures	8251.85	8255.99	8251.55	8252.14	261.0
2018-05-27 19:00:00	NQ	Futures	8253.03	8262.78	8252.74	8257.76	479.0
2018-05-27 19:30:00	NQ	Futures	8257.76	8266.92	8256.28	8264.56	992.0
2018-05-27 20:00:00	NQ	Futures	8264.26	8271.94	8264.26	8269.88	1268.0
2018-05-27 20:30:00	NQ	Futures	8270.47	8270.76	8266.33	8268.4	535.0
2018-05-27 21:00:00	NQ	Futures	8268.1	8274.6	8267.51	8269.58	856.0
2018-05-27 21:30:00	NQ	Futures	8269.28	8269.88	8259.83	8267.51	889.0
2018-05-27 22:00:00	NQ	Futures	8267.22	8273.42	8266.33	8271.35	471.0
2018-05-27 22:30:00	NQ	Futures	8271.65	8274.01	8268.99	8273.42	304.0
2018-05-27 23:00:00	NQ	Futures	8273.42	8274.9	8270.47	8272.83	427.0
2018-05-27 23:30:00	NQ	Futures	8272.83	8272.83	8265.15	8269.28	316.0
2018-05-27 18:00:00	YM	Futures	26960.5	26974.6	26937.7	26946.4	1221.0
2018-05-27 18:30:00	YM	Futures	26947.5	26959.4	26934.5	26935.5	171.0
2018-05-27 19:00:00	YM	Futures	26937.7	26961.6	26937.7	26950.8	126.0
2018-05-27 19:30:00	YM	Futures	26951.8	26969.2	26944.2	26963.8	344.0
2018-05-27 20:00:00	YM	Futures	26962.7	26976.8	26956.2	26960.5	858.0
2018-05-27 20:30:00	YM	Futures	26961.6	26961.6	26937.7	26945.3	484.0
2018-05-27 21:00:00	YM	Futures	26944.2	26967.0	26943.2	26948.6	725.0
2018-05-27 21:30:00	YM	Futures	26949.7	26949.7	26923.6	26938.8	606.0
2018-05-27 22:00:00	YM	Futures	26936.6	26956.2	26935.5	26948.6	436.0
2018-05-27 22:30:00	YM	Futures	26949.7	26951.8	26944.2	26948.6	164.0
2018-05-27 23:00:00	YM	Futures	26949.7	26955.1	26942.1	26948.6	297.0
2018-05-27 23:30:00	YM	Futures	26949.7	26949.7	26941.0	26947.5	199.0
2018-05-27 18:00:00	CL	Futures	60.4	60.4	59.91	60.01	8183.0
2018-05-27 18:30:00	CL	Futures	60.01	60.22	59.97	60.19	2968.0
2018-05-27 19:00:00	CL	Futures	60.18	60.2	60.03	60.16	2976.0
2018-05-27 19:30:00	CL	Futures	60.17	60.24	60.15	60.23	1174.0
2018-05-27 20:00:00	CL	Futures	60.24	60.28	60.2	60.21	1540.0
2018-05-27 20:30:00	CL	Futures	60.22	60.23	59.96	59.97	4347.0
2018-05-27 21:00:00	CL	Futures	59.98	60.05	59.11	59.32	27163.0
2018-05-27 21:30:00	CL	Futures	59.32	59.36	58.84	59.12	22786.0
2018-05-27 22:00:00	CL	Futures	59.11	59.35	59.01	59.24	12829.0
2018-05-27 22:30:00	CL	Futures	59.24	59.25	59.08	59.19	6231.0
2018-05-27 23:00:00	CL	Futures	59.19	59.28	59.14	59.21	2612.0
2018-05-27 23:30:00	CL	Futures	59.21	59.26	59.18	59.22	1885.0
2018-05-27 18:00:00	GC	Futures	1714.4	1714.4	1709.0	1709.4	1678.0
2018-05-27 18:30:00	GC	Futures	1709.3	1710.2	1709.0	1709.9	387.0

> showing 50 of 503 rows — these rows as CSV

> unlock the full archive -- $79 one-time