PREVIEW / futures_30min / 2018-06-24

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-06-24.parquet
  size:    22 KB
  rows:    580

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
2018-06-24 18:00:00	ES	Futures	3004.76	3005.85	3001.49	3004.76	5678.0
2018-06-24 18:30:00	ES	Futures	3004.76	3005.58	3003.94	3004.76	954.0
2018-06-24 19:00:00	ES	Futures	3004.49	3005.03	2999.58	3002.85	3431.0
2018-06-24 19:30:00	ES	Futures	3003.12	3005.58	3002.03	3005.58	1907.0
2018-06-24 20:00:00	ES	Futures	3005.58	3005.85	2994.95	2996.31	9732.0
2018-06-24 20:30:00	ES	Futures	2996.58	2996.58	2988.96	2994.95	13182.0
2018-06-24 21:00:00	ES	Futures	2994.95	2996.58	2990.32	2993.31	8559.0
2018-06-24 21:30:00	ES	Futures	2993.31	2996.04	2991.95	2994.4	5784.0
2018-06-24 22:00:00	ES	Futures	2994.68	2995.49	2991.68	2994.68	3659.0
2018-06-24 22:30:00	ES	Futures	2994.68	2994.95	2992.77	2993.04	2104.0
2018-06-24 23:00:00	ES	Futures	2993.04	2994.68	2992.77	2993.86	1761.0
2018-06-24 23:30:00	ES	Futures	2993.86	2996.86	2993.86	2995.22	2143.0
2018-06-24 18:00:00	NQ	Futures	8506.03	8506.03	8498.67	8506.03	1825.0
2018-06-24 18:30:00	NQ	Futures	8504.86	8506.03	8501.03	8503.68	399.0
2018-06-24 19:00:00	NQ	Futures	8504.27	8504.27	8485.43	8496.61	1277.0
2018-06-24 19:30:00	NQ	Futures	8496.61	8505.15	8496.32	8503.68	634.0
2018-06-24 20:00:00	NQ	Futures	8503.97	8506.03	8477.77	8481.3	3907.0
2018-06-24 20:30:00	NQ	Futures	8481.01	8481.01	8454.22	8470.41	4331.0
2018-06-24 21:00:00	NQ	Futures	8469.23	8474.24	8457.16	8467.17	2489.0
2018-06-24 21:30:00	NQ	Futures	8468.64	8476.0	8463.34	8471.59	1981.0
2018-06-24 22:00:00	NQ	Futures	8472.18	8473.06	8461.58	8469.82	1301.0
2018-06-24 22:30:00	NQ	Futures	8469.23	8471.29	8463.93	8467.47	616.0
2018-06-24 23:00:00	NQ	Futures	8466.29	8471.59	8464.52	8468.64	461.0
2018-06-24 23:30:00	NQ	Futures	8468.05	8476.59	8467.76	8468.05	916.0
2018-06-24 18:00:00	YM	Futures	26742.5	26742.5	26702.3	26732.8	1142.0
2018-06-24 18:30:00	YM	Futures	26734.9	26739.3	26727.3	26729.5	222.0
2018-06-24 19:00:00	YM	Futures	26727.3	26741.5	26696.9	26726.2	1313.0
2018-06-24 19:30:00	YM	Futures	26727.3	26759.9	26719.7	26756.7	815.0
2018-06-24 20:00:00	YM	Futures	26755.6	26756.7	26654.5	26664.3	2789.0
2018-06-24 20:30:00	YM	Futures	26663.2	26663.2	26593.6	26641.4	3779.0
2018-06-24 21:00:00	YM	Futures	26642.5	26659.9	26603.4	26634.9	2812.0
2018-06-24 21:30:00	YM	Futures	26636.0	26652.3	26594.7	26618.6	3263.0
2018-06-24 22:00:00	YM	Futures	26619.7	26627.3	26592.5	26623.0	1145.0
2018-06-24 22:30:00	YM	Futures	26623.0	26625.1	26602.3	26611.0	567.0
2018-06-24 23:00:00	YM	Futures	26609.9	26625.1	26604.5	26617.5	401.0
2018-06-24 23:30:00	YM	Futures	26617.5	26644.7	26616.4	26629.5	747.0
2018-06-24 18:00:00	CL	Futures	61.55	61.64	61.18	61.37	11962.0
2018-06-24 18:30:00	CL	Futures	61.35	61.57	61.28	61.48	4961.0
2018-06-24 19:00:00	CL	Futures	61.46	61.65	61.43	61.49	4241.0
2018-06-24 19:30:00	CL	Futures	61.49	61.58	61.47	61.57	1329.0
2018-06-24 20:00:00	CL	Futures	61.57	61.58	61.24	61.25	6351.0
2018-06-24 20:30:00	CL	Futures	61.26	61.32	61.02	61.18	14120.0
2018-06-24 21:00:00	CL	Futures	61.18	61.33	61.16	61.24	5769.0
2018-06-24 21:30:00	CL	Futures	61.24	61.31	61.12	61.15	5956.0
2018-06-24 22:00:00	CL	Futures	61.15	61.24	61.13	61.22	3179.0
2018-06-24 22:30:00	CL	Futures	61.22	61.22	61.15	61.15	1616.0
2018-06-24 23:00:00	CL	Futures	61.15	61.3	61.15	61.26	2054.0
2018-06-24 23:30:00	CL	Futures	61.26	61.3	61.21	61.24	2099.0
2018-06-24 18:00:00	GC	Futures	1670.4	1673.3	1669.0	1671.9	3126.0
2018-06-24 18:30:00	GC	Futures	1671.9	1672.6	1671.2	1671.6	792.0

> showing 50 of 580 rows — these rows as CSV

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