PREVIEW / futures_30min / 2018-10-14

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-10-14.parquet
  size:    21 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
2018-10-14 18:00:00	ES	Futures	3013.74	3015.1	2999.05	3003.95	13599.0
2018-10-14 18:30:00	ES	Futures	3003.95	3006.4	3000.41	3005.04	5675.0
2018-10-14 19:00:00	ES	Futures	3005.04	3008.84	3004.49	3008.3	4902.0
2018-10-14 19:30:00	ES	Futures	3008.57	3011.56	3005.85	3011.29	5434.0
2018-10-14 20:00:00	ES	Futures	3011.29	3012.92	3005.85	3006.4	9892.0
2018-10-14 20:30:00	ES	Futures	3006.4	3006.67	3000.14	3002.04	8953.0
2018-10-14 21:00:00	ES	Futures	3002.32	3005.58	2997.69	3003.68	12240.0
2018-10-14 21:30:00	ES	Futures	3003.68	3009.66	3000.96	3008.84	10857.0
2018-10-14 22:00:00	ES	Futures	3009.12	3010.2	3003.95	3005.85	5740.0
2018-10-14 22:30:00	ES	Futures	3005.58	3007.21	3001.77	3005.31	5031.0
2018-10-14 23:00:00	ES	Futures	3005.31	3006.94	3003.4	3005.04	2377.0
2018-10-14 23:30:00	ES	Futures	3004.76	3005.58	3001.23	3005.31	4519.0
2018-10-14 18:00:00	NQ	Futures	8420.17	8422.81	8371.77	8391.42	5102.0
2018-10-14 18:30:00	NQ	Futures	8391.72	8399.64	8378.23	8393.77	1875.0
2018-10-14 19:00:00	NQ	Futures	8394.65	8406.09	8393.18	8401.4	1268.0
2018-10-14 19:30:00	NQ	Futures	8401.4	8411.08	8388.2	8408.14	2030.0
2018-10-14 20:00:00	NQ	Futures	8407.85	8414.01	8392.01	8394.06	3162.0
2018-10-14 20:30:00	NQ	Futures	8393.77	8395.82	8374.41	8382.62	3814.0
2018-10-14 21:00:00	NQ	Futures	8382.33	8387.32	8364.44	8382.62	5343.0
2018-10-14 21:30:00	NQ	Futures	8382.62	8399.34	8367.96	8397.0	4093.0
2018-10-14 22:00:00	NQ	Futures	8396.41	8405.5	8376.47	8384.38	3131.0
2018-10-14 22:30:00	NQ	Futures	8383.5	8390.54	8369.72	8384.09	2151.0
2018-10-14 23:00:00	NQ	Futures	8383.8	8390.54	8377.64	8386.14	1053.0
2018-10-14 23:30:00	NQ	Futures	8386.14	8386.14	8371.48	8383.5	1692.0
2018-10-14 18:00:00	YM	Futures	27536.6	27536.6	27389.9	27439.9	2215.0
2018-10-14 18:30:00	YM	Futures	27442.0	27472.5	27412.7	27462.7	1225.0
2018-10-14 19:00:00	YM	Futures	27465.9	27490.9	27461.6	27486.6	659.0
2018-10-14 19:30:00	YM	Futures	27484.4	27515.9	27459.4	27510.5	896.0
2018-10-14 20:00:00	YM	Futures	27508.3	27530.1	27455.1	27459.4	2122.0
2018-10-14 20:30:00	YM	Futures	27458.3	27463.8	27393.1	27413.8	1739.0
2018-10-14 21:00:00	YM	Futures	27412.7	27451.8	27370.3	27433.4	1832.0
2018-10-14 21:30:00	YM	Futures	27437.7	27498.5	27417.1	27490.9	2070.0
2018-10-14 22:00:00	YM	Futures	27489.8	27498.5	27439.9	27452.9	1201.0
2018-10-14 22:30:00	YM	Futures	27451.8	27470.3	27420.3	27452.9	1080.0
2018-10-14 23:00:00	YM	Futures	27451.8	27469.2	27429.0	27443.1	754.0
2018-10-14 23:30:00	YM	Futures	27443.1	27455.1	27413.8	27449.6	1192.0
2018-10-14 18:00:00	CL	Futures	65.87	66.67	65.83	66.51	2327.0
2018-10-14 18:30:00	CL	Futures	66.5	66.51	66.22	66.23	1008.0
2018-10-14 19:00:00	CL	Futures	66.22	66.28	66.16	66.21	442.0
2018-10-14 19:30:00	CL	Futures	66.21	66.35	66.17	66.32	323.0
2018-10-14 20:00:00	CL	Futures	66.32	66.39	66.2	66.25	449.0
2018-10-14 20:30:00	CL	Futures	66.24	66.24	66.11	66.18	652.0
2018-10-14 21:00:00	CL	Futures	66.17	66.2	66.09	66.18	625.0
2018-10-14 21:30:00	CL	Futures	66.18	66.26	66.1	66.26	628.0
2018-10-14 22:00:00	CL	Futures	66.26	66.27	66.1	66.14	483.0
2018-10-14 22:30:00	CL	Futures	66.14	66.18	66.09	66.12	208.0
2018-10-14 23:00:00	CL	Futures	66.11	66.16	66.1	66.14	182.0
2018-10-14 23:30:00	CL	Futures	66.13	66.15	66.09	66.14	228.0
2018-10-14 18:00:00	GC	Futures	1591.0	1593.1	1590.0	1592.5	1505.0
2018-10-14 18:30:00	GC	Futures	1592.6	1592.7	1591.8	1592.5	506.0

> showing 50 of 580 rows — these rows as CSV

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