PREVIEW / futures_30min / 2018-07-01

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-07-01.parquet
  size:    22 KB
  rows:    576

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
2018-07-01 18:00:00	ES	Futures	2965.52	2970.16	2956.26	2959.8	9762.0
2018-07-01 18:30:00	ES	Futures	2959.8	2967.7	2958.71	2967.16	4227.0
2018-07-01 19:00:00	ES	Futures	2967.16	2967.7	2965.8	2966.07	1463.0
2018-07-01 19:30:00	ES	Futures	2965.8	2969.61	2964.16	2967.43	3700.0
2018-07-01 20:00:00	ES	Futures	2967.43	2969.34	2963.07	2965.8	6055.0
2018-07-01 20:30:00	ES	Futures	2965.8	2968.25	2963.34	2966.07	3622.0
2018-07-01 21:00:00	ES	Futures	2966.07	2973.15	2965.52	2971.24	6122.0
2018-07-01 21:30:00	ES	Futures	2971.24	2972.06	2970.16	2971.52	2788.0
2018-07-01 22:00:00	ES	Futures	2971.52	2972.61	2970.16	2970.43	2249.0
2018-07-01 22:30:00	ES	Futures	2970.43	2970.97	2966.89	2967.43	3174.0
2018-07-01 23:00:00	ES	Futures	2967.7	2967.98	2965.52	2966.07	2262.0
2018-07-01 23:30:00	ES	Futures	2966.07	2966.07	2960.35	2961.98	6866.0
2018-07-01 18:00:00	NQ	Futures	8324.08	8338.81	8296.7	8307.6	2369.0
2018-07-01 18:30:00	NQ	Futures	8307.01	8329.38	8301.41	8327.03	1076.0
2018-07-01 19:00:00	NQ	Futures	8326.73	8329.68	8322.32	8322.91	630.0
2018-07-01 19:30:00	NQ	Futures	8323.5	8333.51	8317.61	8327.62	1308.0
2018-07-01 20:00:00	NQ	Futures	8327.62	8332.03	8314.96	8322.32	1961.0
2018-07-01 20:30:00	NQ	Futures	8322.02	8328.8	8315.25	8322.61	1003.0
2018-07-01 21:00:00	NQ	Futures	8322.91	8347.34	8320.55	8340.28	2262.0
2018-07-01 21:30:00	NQ	Futures	8339.98	8344.4	8335.27	8340.57	1001.0
2018-07-01 22:00:00	NQ	Futures	8340.57	8345.28	8335.57	8337.92	805.0
2018-07-01 22:30:00	NQ	Futures	8337.33	8339.39	8327.32	8329.68	972.0
2018-07-01 23:00:00	NQ	Futures	8329.38	8332.03	8324.67	8326.44	904.0
2018-07-01 23:30:00	NQ	Futures	8326.73	8326.73	8312.31	8316.72	1723.0
2018-07-01 18:00:00	YM	Futures	26389.2	26432.7	26291.4	26319.6	2250.0
2018-07-01 18:30:00	YM	Futures	26312.0	26389.2	26299.0	26376.2	828.0
2018-07-01 19:00:00	YM	Futures	26376.2	26388.1	26362.0	26362.0	361.0
2018-07-01 19:30:00	YM	Futures	26364.2	26409.9	26356.6	26382.7	719.0
2018-07-01 20:00:00	YM	Futures	26384.9	26399.0	26347.9	26369.7	1877.0
2018-07-01 20:30:00	YM	Futures	26369.7	26390.3	26345.7	26366.4	1100.0
2018-07-01 21:00:00	YM	Futures	26366.4	26443.6	26361.0	26429.4	2933.0
2018-07-01 21:30:00	YM	Futures	26429.4	26440.3	26416.4	26427.3	1223.0
2018-07-01 22:00:00	YM	Futures	26428.4	26437.1	26412.0	26416.4	753.0
2018-07-01 22:30:00	YM	Futures	26415.3	26421.8	26361.0	26362.0	2142.0
2018-07-01 23:00:00	YM	Futures	26362.0	26362.0	26326.2	26330.5	1801.0
2018-07-01 23:30:00	YM	Futures	26330.5	26330.5	26263.1	26277.2	2546.0
2018-07-01 18:00:00	CL	Futures	65.91	65.95	64.91	65.52	14125.0
2018-07-01 18:30:00	CL	Futures	65.52	65.85	65.5	65.82	4029.0
2018-07-01 19:00:00	CL	Futures	65.82	66.19	65.74	65.9	4506.0
2018-07-01 19:30:00	CL	Futures	65.9	65.9	65.76	65.79	1953.0
2018-07-01 20:00:00	CL	Futures	65.8	65.92	65.66	65.87	4973.0
2018-07-01 20:30:00	CL	Futures	65.86	65.88	65.72	65.76	2630.0
2018-07-01 21:00:00	CL	Futures	65.76	65.88	65.68	65.84	4448.0
2018-07-01 21:30:00	CL	Futures	65.83	65.85	65.68	65.73	3925.0
2018-07-01 22:00:00	CL	Futures	65.74	65.77	65.6	65.6	6250.0
2018-07-01 22:30:00	CL	Futures	65.61	65.64	65.45	65.53	7515.0
2018-07-01 23:00:00	CL	Futures	65.53	65.63	65.51	65.53	4312.0
2018-07-01 23:30:00	CL	Futures	65.53	65.57	65.47	65.55	2305.0
2018-07-01 18:00:00	GC	Futures	1645.7	1648.2	1645.1	1647.6	1518.0
2018-07-01 18:30:00	GC	Futures	1647.6	1648.1	1646.9	1646.9	632.0

> showing 50 of 576 rows — these rows as CSV

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