PREVIEW / futures_30min / 2018-06-17

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-06-17.parquet
  size:    22 KB
  rows:    572

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
2018-06-17 18:00:00	ES	Futures	3029.83	3036.09	3028.74	3035.55	5178.0
2018-06-17 18:30:00	ES	Futures	3035.82	3037.18	3035.55	3036.36	2898.0
2018-06-17 19:00:00	ES	Futures	3036.36	3036.64	3033.64	3035.0	2644.0
2018-06-17 19:30:00	ES	Futures	3035.0	3035.0	3033.09	3033.37	1224.0
2018-06-17 20:00:00	ES	Futures	3033.37	3033.64	3021.38	3024.1	10484.0
2018-06-17 20:30:00	ES	Futures	3023.83	3024.92	3023.29	3023.29	4043.0
2018-06-17 21:00:00	ES	Futures	3023.56	3023.83	3021.65	3023.29	5216.0
2018-06-17 21:30:00	ES	Futures	3023.29	3023.29	3018.11	3019.2	8121.0
2018-06-17 22:00:00	ES	Futures	3019.2	3021.65	3016.75	3020.02	8095.0
2018-06-17 22:30:00	ES	Futures	3020.02	3021.65	3020.02	3021.11	1940.0
2018-06-17 23:00:00	ES	Futures	3021.38	3021.65	3020.29	3020.56	1122.0
2018-06-17 23:30:00	ES	Futures	3020.29	3020.56	3018.93	3020.02	1956.0
2018-06-17 18:00:00	NQ	Futures	8568.75	8582.88	8566.39	8582.29	1054.0
2018-06-17 18:30:00	NQ	Futures	8581.7	8584.35	8576.99	8577.28	698.0
2018-06-17 19:00:00	NQ	Futures	8577.58	8582.88	8574.63	8581.11	934.0
2018-06-17 19:30:00	NQ	Futures	8580.82	8581.11	8575.81	8576.7	342.0
2018-06-17 20:00:00	NQ	Futures	8576.11	8576.7	8538.42	8543.13	3032.0
2018-06-17 20:30:00	NQ	Futures	8542.84	8548.14	8542.25	8543.13	1216.0
2018-06-17 21:00:00	NQ	Futures	8543.43	8544.01	8533.12	8541.95	2122.0
2018-06-17 21:30:00	NQ	Futures	8541.95	8541.95	8519.28	8521.64	2860.0
2018-06-17 22:00:00	NQ	Futures	8521.34	8524.29	8508.1	8518.69	2402.0
2018-06-17 22:30:00	NQ	Futures	8518.69	8529.59	8518.11	8525.47	1150.0
2018-06-17 23:00:00	NQ	Futures	8526.06	8530.77	8523.99	8525.47	949.0
2018-06-17 23:30:00	NQ	Futures	8525.17	8525.47	8521.64	8524.29	539.0
2018-06-17 18:00:00	YM	Futures	27258.9	27317.6	27242.6	27311.1	796.0
2018-06-17 18:30:00	YM	Futures	27310.0	27339.4	27310.0	27319.8	833.0
2018-06-17 19:00:00	YM	Futures	27318.7	27323.1	27297.0	27310.0	625.0
2018-06-17 19:30:00	YM	Futures	27308.9	27311.1	27290.5	27294.8	410.0
2018-06-17 20:00:00	YM	Futures	27293.7	27294.8	27180.7	27204.6	2459.0
2018-06-17 20:30:00	YM	Futures	27204.6	27214.4	27195.9	27202.4	916.0
2018-06-17 21:00:00	YM	Futures	27202.4	27206.7	27189.4	27203.5	913.0
2018-06-17 21:30:00	YM	Futures	27203.5	27203.5	27148.0	27152.4	1571.0
2018-06-17 22:00:00	YM	Futures	27151.3	27185.0	27129.6	27166.5	1800.0
2018-06-17 22:30:00	YM	Futures	27166.5	27181.7	27165.4	27175.2	485.0
2018-06-17 23:00:00	YM	Futures	27177.4	27181.7	27164.3	27167.6	446.0
2018-06-17 23:30:00	YM	Futures	27166.5	27169.8	27148.0	27155.7	581.0
2018-06-17 18:00:00	CL	Futures	57.49	57.6	57.28	57.39	3389.0
2018-06-17 18:30:00	CL	Futures	57.39	57.42	57.29	57.38	1551.0
2018-06-17 19:00:00	CL	Futures	57.38	57.47	57.36	57.44	1313.0
2018-06-17 19:30:00	CL	Futures	57.44	57.5	57.41	57.48	1042.0
2018-06-17 20:00:00	CL	Futures	57.48	57.48	57.34	57.37	2508.0
2018-06-17 20:30:00	CL	Futures	57.36	57.41	57.31	57.39	1921.0
2018-06-17 21:00:00	CL	Futures	57.39	57.42	57.35	57.39	1312.0
2018-06-17 21:30:00	CL	Futures	57.39	57.39	56.76	56.78	12358.0
2018-06-17 22:00:00	CL	Futures	56.79	56.97	56.78	56.92	5731.0
2018-06-17 22:30:00	CL	Futures	56.92	57.02	56.91	56.99	2200.0
2018-06-17 23:00:00	CL	Futures	56.99	57.01	56.9	56.96	2253.0
2018-06-17 23:30:00	CL	Futures	56.97	57.0	56.93	56.97	1263.0
2018-06-17 18:00:00	GC	Futures	1682.1	1683.8	1680.5	1683.0	1619.0
2018-06-17 18:30:00	GC	Futures	1683.0	1684.2	1682.5	1683.9	715.0

> showing 50 of 572 rows — these rows as CSV

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