PREVIEW / futures_30min / 2018-08-12

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-08-12.parquet
  size:    24 KB
  rows:    619

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
2018-08-12 18:00:00	ES	Futures	3090.59	3090.59	3082.41	3083.5	11069.0
2018-08-12 18:30:00	ES	Futures	3083.5	3087.59	3083.23	3086.77	3935.0
2018-08-12 19:00:00	ES	Futures	3086.77	3088.41	3085.95	3087.04	2769.0
2018-08-12 19:30:00	ES	Futures	3087.04	3088.13	3085.95	3085.95	2997.0
2018-08-12 20:00:00	ES	Futures	3086.23	3087.04	3084.59	3085.68	5738.0
2018-08-12 20:30:00	ES	Futures	3085.68	3085.68	3081.87	3082.14	4920.0
2018-08-12 21:00:00	ES	Futures	3082.41	3082.96	3080.78	3080.78	7235.0
2018-08-12 21:30:00	ES	Futures	3081.05	3082.68	3078.87	3078.87	10071.0
2018-08-12 22:00:00	ES	Futures	3078.87	3081.87	3078.32	3080.78	7874.0
2018-08-12 22:30:00	ES	Futures	3081.05	3081.05	3076.96	3077.78	4771.0
2018-08-12 23:00:00	ES	Futures	3077.78	3079.14	3077.23	3078.6	3372.0
2018-08-12 23:30:00	ES	Futures	3078.6	3079.41	3076.69	3077.23	4225.0
2018-08-12 18:00:00	NQ	Futures	8744.81	8747.16	8715.07	8720.37	2254.0
2018-08-12 18:30:00	NQ	Futures	8720.37	8732.44	8719.78	8729.79	894.0
2018-08-12 19:00:00	NQ	Futures	8729.79	8737.74	8727.44	8733.91	763.0
2018-08-12 19:30:00	NQ	Futures	8733.91	8737.74	8728.32	8728.32	759.0
2018-08-12 20:00:00	NQ	Futures	8729.2	8734.8	8725.97	8729.79	1180.0
2018-08-12 20:30:00	NQ	Futures	8729.2	8729.2	8717.43	8718.6	1329.0
2018-08-12 21:00:00	NQ	Futures	8718.6	8720.96	8713.01	8713.89	1978.0
2018-08-12 21:30:00	NQ	Futures	8714.19	8720.37	8708.3	8708.89	2130.0
2018-08-12 22:00:00	NQ	Futures	8709.48	8719.19	8706.53	8715.37	1348.0
2018-08-12 22:30:00	NQ	Futures	8715.37	8715.37	8701.23	8706.53	1469.0
2018-08-12 23:00:00	NQ	Futures	8706.53	8711.54	8703.88	8707.42	934.0
2018-08-12 23:30:00	NQ	Futures	8707.42	8710.07	8698.88	8701.53	1228.0
2018-08-12 18:00:00	YM	Futures	27540.5	27540.5	27436.1	27449.2	1364.0
2018-08-12 18:30:00	YM	Futures	27452.4	27489.4	27449.2	27481.8	523.0
2018-08-12 19:00:00	YM	Futures	27481.8	27503.5	27476.4	27491.6	371.0
2018-08-12 19:30:00	YM	Futures	27491.6	27502.4	27477.4	27479.6	435.0
2018-08-12 20:00:00	YM	Futures	27480.7	27486.1	27462.2	27473.1	852.0
2018-08-12 20:30:00	YM	Futures	27472.0	27472.0	27435.0	27436.1	813.0
2018-08-12 21:00:00	YM	Futures	27437.2	27451.4	27427.4	27428.5	1467.0
2018-08-12 21:30:00	YM	Futures	27427.4	27448.1	27405.7	27405.7	1783.0
2018-08-12 22:00:00	YM	Futures	27405.7	27420.9	27385.0	27416.6	1804.0
2018-08-12 22:30:00	YM	Futures	27415.5	27416.6	27378.5	27385.0	783.0
2018-08-12 23:00:00	YM	Futures	27388.3	27401.3	27385.0	27394.8	595.0
2018-08-12 23:30:00	YM	Futures	27397.0	27410.0	27377.4	27385.0	672.0
2018-08-12 18:00:00	CL	Futures	61.61	61.64	61.44	61.54	1816.0
2018-08-12 18:30:00	CL	Futures	61.54	61.75	61.53	61.71	1786.0
2018-08-12 19:00:00	CL	Futures	61.71	61.76	61.67	61.71	1196.0
2018-08-12 19:30:00	CL	Futures	61.71	61.71	61.62	61.63	745.0
2018-08-12 20:00:00	CL	Futures	61.62	61.64	61.54	61.57	2332.0
2018-08-12 20:30:00	CL	Futures	61.57	61.65	61.54	61.55	2400.0
2018-08-12 21:00:00	CL	Futures	61.56	61.58	61.5	61.51	2902.0
2018-08-12 21:30:00	CL	Futures	61.52	61.56	61.5	61.51	2128.0
2018-08-12 22:00:00	CL	Futures	61.51	61.56	61.47	61.52	2052.0
2018-08-12 22:30:00	CL	Futures	61.53	61.53	61.44	61.46	1702.0
2018-08-12 23:00:00	CL	Futures	61.46	61.46	61.4	61.41	2155.0
2018-08-12 23:30:00	CL	Futures	61.42	61.45	61.41	61.41	1118.0
2018-08-12 18:00:00	GC	Futures	1587.4	1590.7	1587.4	1589.7	2342.0
2018-08-12 18:30:00	GC	Futures	1589.7	1590.5	1589.6	1589.6	1045.0

> showing 50 of 619 rows — these rows as CSV

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