PREVIEW / futures_30min / 2018-08-26

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-08-26.parquet
  size:    20 KB
  rows:    532

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
2018-08-26 18:00:00	ES	Futures	3136.36	3139.9	3135.27	3139.63	5913.0
2018-08-26 18:30:00	ES	Futures	3139.36	3139.9	3139.08	3139.36	1269.0
2018-08-26 19:00:00	ES	Futures	3139.36	3139.63	3138.81	3139.36	759.0
2018-08-26 19:30:00	ES	Futures	3139.36	3141.54	3139.08	3140.99	3402.0
2018-08-26 20:00:00	ES	Futures	3140.99	3143.72	3140.99	3141.81	6182.0
2018-08-26 20:30:00	ES	Futures	3141.81	3142.08	3140.72	3141.81	1645.0
2018-08-26 21:00:00	ES	Futures	3141.54	3142.63	3140.72	3140.72	3263.0
2018-08-26 21:30:00	ES	Futures	3140.72	3141.81	3140.72	3141.54	3879.0
2018-08-26 22:00:00	ES	Futures	3141.54	3142.08	3141.26	3141.54	2453.0
2018-08-26 22:30:00	ES	Futures	3141.26	3142.63	3140.72	3142.35	2309.0
2018-08-26 23:00:00	ES	Futures	3142.35	3143.44	3142.35	3143.44	2678.0
2018-08-26 23:30:00	ES	Futures	3143.44	3143.44	3142.63	3143.17	1532.0
2018-08-26 18:00:00	NQ	Futures	8831.37	8848.44	8831.07	8848.15	2423.0
2018-08-26 18:30:00	NQ	Futures	8848.15	8853.15	8846.09	8849.62	1066.0
2018-08-26 19:00:00	NQ	Futures	8849.92	8851.09	8847.56	8848.44	469.0
2018-08-26 19:30:00	NQ	Futures	8848.15	8861.69	8847.85	8861.4	2091.0
2018-08-26 20:00:00	NQ	Futures	8861.1	8865.22	8857.28	8857.57	1832.0
2018-08-26 20:30:00	NQ	Futures	8857.28	8858.75	8853.15	8857.28	968.0
2018-08-26 21:00:00	NQ	Futures	8857.28	8861.1	8853.15	8853.74	1226.0
2018-08-26 21:30:00	NQ	Futures	8853.45	8857.86	8852.27	8855.8	1480.0
2018-08-26 22:00:00	NQ	Futures	8856.1	8858.75	8853.74	8856.39	1435.0
2018-08-26 22:30:00	NQ	Futures	8856.39	8859.93	8851.98	8858.75	1068.0
2018-08-26 23:00:00	NQ	Futures	8859.04	8864.05	8857.28	8863.16	1101.0
2018-08-26 23:30:00	NQ	Futures	8863.16	8866.11	8863.16	8863.75	993.0
2018-08-26 18:00:00	YM	Futures	28058.0	28105.8	28053.6	28097.1	1202.0
2018-08-26 18:30:00	YM	Futures	28098.2	28100.4	28091.7	28098.2	248.0
2018-08-26 19:00:00	YM	Futures	28097.1	28102.6	28094.9	28102.6	214.0
2018-08-26 19:30:00	YM	Futures	28101.5	28123.2	28100.4	28119.9	705.0
2018-08-26 20:00:00	YM	Futures	28117.8	28133.0	28116.7	28124.3	887.0
2018-08-26 20:30:00	YM	Futures	28124.3	28126.5	28116.7	28125.4	440.0
2018-08-26 21:00:00	YM	Futures	28125.4	28134.1	28115.6	28117.8	586.0
2018-08-26 21:30:00	YM	Futures	28117.8	28127.6	28113.4	28121.0	486.0
2018-08-26 22:00:00	YM	Futures	28122.1	28130.8	28119.9	28124.3	365.0
2018-08-26 22:30:00	YM	Futures	28123.2	28136.3	28116.7	28135.2	288.0
2018-08-26 23:00:00	YM	Futures	28135.2	28149.3	28133.0	28147.1	766.0
2018-08-26 23:30:00	YM	Futures	28147.1	28148.2	28140.6	28142.8	486.0
2018-08-26 18:00:00	CL	Futures	62.96	63.03	62.92	63.0	1215.0
2018-08-26 18:30:00	CL	Futures	63.0	63.03	62.99	63.0	633.0
2018-08-26 19:00:00	CL	Futures	63.0	63.06	63.0	63.02	552.0
2018-08-26 19:30:00	CL	Futures	63.02	63.06	63.0	63.04	689.0
2018-08-26 20:00:00	CL	Futures	63.04	63.06	62.92	62.93	1878.0
2018-08-26 20:30:00	CL	Futures	62.93	62.98	62.89	62.97	1440.0
2018-08-26 21:00:00	CL	Futures	62.98	63.07	62.97	63.01	2014.0
2018-08-26 21:30:00	CL	Futures	63.01	63.03	62.97	63.02	1397.0
2018-08-26 22:00:00	CL	Futures	63.02	63.06	62.99	62.99	1204.0
2018-08-26 22:30:00	CL	Futures	62.99	62.99	62.95	62.99	1263.0
2018-08-26 23:00:00	CL	Futures	62.98	63.06	62.97	63.05	1373.0
2018-08-26 23:30:00	CL	Futures	63.05	63.1	63.04	63.07	1650.0
2018-08-26 18:00:00	GC	Futures	1582.3	1582.6	1580.8	1581.0	1406.0
2018-08-26 18:30:00	GC	Futures	1581.0	1581.3	1579.8	1580.4	837.0

> showing 50 of 532 rows — these rows as CSV

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