PREVIEW / futures_30min / 2018-06-03

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-06-03.parquet
  size:    21 KB
  rows:    569

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
2018-06-03 18:00:00	ES	Futures	2981.25	2983.43	2979.61	2980.97	4919.0
2018-06-03 18:30:00	ES	Futures	2980.97	2981.52	2979.06	2979.34	1955.0
2018-06-03 19:00:00	ES	Futures	2979.61	2980.16	2979.06	2979.88	1044.0
2018-06-03 19:30:00	ES	Futures	2979.61	2984.52	2979.61	2984.52	2657.0
2018-06-03 20:00:00	ES	Futures	2984.52	2986.71	2983.7	2985.34	6470.0
2018-06-03 20:30:00	ES	Futures	2985.34	2987.52	2984.52	2986.98	3158.0
2018-06-03 21:00:00	ES	Futures	2986.98	2988.89	2986.16	2986.43	3163.0
2018-06-03 21:30:00	ES	Futures	2986.43	2989.16	2986.16	2988.89	3246.0
2018-06-03 22:00:00	ES	Futures	2988.89	2990.8	2988.62	2990.25	3620.0
2018-06-03 22:30:00	ES	Futures	2989.98	2990.8	2988.34	2988.62	1535.0
2018-06-03 23:00:00	ES	Futures	2988.62	2989.71	2988.07	2988.62	1711.0
2018-06-03 23:30:00	ES	Futures	2988.89	2989.43	2987.25	2987.8	1605.0
2018-06-03 18:00:00	NQ	Futures	8369.17	8371.83	8359.72	8365.04	1236.0
2018-06-03 18:30:00	NQ	Futures	8365.04	8367.11	8361.49	8363.26	616.0
2018-06-03 19:00:00	NQ	Futures	8363.56	8366.51	8360.9	8366.22	377.0
2018-06-03 19:30:00	NQ	Futures	8366.51	8379.22	8364.74	8378.34	892.0
2018-06-03 20:00:00	NQ	Futures	8378.63	8384.54	8375.97	8380.4	1472.0
2018-06-03 20:30:00	NQ	Futures	8380.11	8386.61	8379.22	8386.02	1036.0
2018-06-03 21:00:00	NQ	Futures	8385.72	8392.82	8383.66	8387.79	1568.0
2018-06-03 21:30:00	NQ	Futures	8387.5	8399.02	8385.72	8398.14	2142.0
2018-06-03 22:00:00	NQ	Futures	8398.14	8403.16	8397.84	8401.68	1159.0
2018-06-03 22:30:00	NQ	Futures	8401.98	8404.93	8395.77	8395.77	822.0
2018-06-03 23:00:00	NQ	Futures	8396.66	8401.09	8394.59	8398.43	634.0
2018-06-03 23:30:00	NQ	Futures	8398.73	8401.98	8394.59	8395.18	719.0
2018-06-03 18:00:00	YM	Futures	26736.8	26744.4	26684.7	26720.5	856.0
2018-06-03 18:30:00	YM	Futures	26718.3	26724.9	26702.1	26706.4	344.0
2018-06-03 19:00:00	YM	Futures	26706.4	26715.1	26702.1	26710.7	198.0
2018-06-03 19:30:00	YM	Futures	26711.8	26753.1	26708.6	26750.9	460.0
2018-06-03 20:00:00	YM	Futures	26752.0	26779.2	26744.4	26762.9	1360.0
2018-06-03 20:30:00	YM	Futures	26764.0	26785.7	26759.6	26785.7	712.0
2018-06-03 21:00:00	YM	Futures	26783.5	26800.9	26775.9	26784.6	1027.0
2018-06-03 21:30:00	YM	Futures	26782.4	26810.7	26779.2	26808.5	1080.0
2018-06-03 22:00:00	YM	Futures	26808.5	26823.7	26807.4	26820.4	1072.0
2018-06-03 22:30:00	YM	Futures	26820.4	26828.0	26804.1	26804.1	649.0
2018-06-03 23:00:00	YM	Futures	26806.3	26819.3	26799.8	26810.7	482.0
2018-06-03 23:30:00	YM	Futures	26810.7	26818.3	26799.8	26803.1	415.0
2018-06-03 18:00:00	CL	Futures	58.76	58.82	58.66	58.75	2979.0
2018-06-03 18:30:00	CL	Futures	58.75	58.75	58.63	58.69	1763.0
2018-06-03 19:00:00	CL	Futures	58.69	58.72	58.68	58.68	640.0
2018-06-03 19:30:00	CL	Futures	58.68	58.82	58.68	58.8	1252.0
2018-06-03 20:00:00	CL	Futures	58.81	58.93	58.79	58.9	3878.0
2018-06-03 20:30:00	CL	Futures	58.91	58.91	58.79	58.85	2386.0
2018-06-03 21:00:00	CL	Futures	58.85	58.93	58.82	58.85	2771.0
2018-06-03 21:30:00	CL	Futures	58.85	58.96	58.85	58.9	2851.0
2018-06-03 22:00:00	CL	Futures	58.9	58.93	58.85	58.9	1850.0
2018-06-03 22:30:00	CL	Futures	58.9	58.91	58.74	58.79	4466.0
2018-06-03 23:00:00	CL	Futures	58.79	58.86	58.76	58.84	2578.0
2018-06-03 23:30:00	CL	Futures	58.84	58.85	58.78	58.79	1189.0
2018-06-03 18:00:00	GC	Futures	1702.6	1704.3	1702.1	1703.6	1030.0
2018-06-03 18:30:00	GC	Futures	1703.8	1704.3	1703.2	1703.5	366.0

> showing 50 of 569 rows — these rows as CSV

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