PREVIEW / futures_30min / 2018-10-21

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-10-21.parquet
  size:    22 KB
  rows:    587

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
2018-10-21 18:00:00	ES	Futures	3000.68	3005.58	2998.24	2998.78	12649.0
2018-10-21 18:30:00	ES	Futures	2999.05	3000.68	2995.24	2999.87	7114.0
2018-10-21 19:00:00	ES	Futures	2999.87	3001.23	2997.69	2999.32	5477.0
2018-10-21 19:30:00	ES	Futures	2999.05	3002.32	2997.15	3000.96	6079.0
2018-10-21 20:00:00	ES	Futures	3000.96	3001.77	2991.71	2996.33	15215.0
2018-10-21 20:30:00	ES	Futures	2996.33	2998.24	2991.98	2996.88	8384.0
2018-10-21 21:00:00	ES	Futures	2996.88	3002.32	2996.6	3001.23	8853.0
2018-10-21 21:30:00	ES	Futures	3001.5	3007.76	3001.5	3003.4	12739.0
2018-10-21 22:00:00	ES	Futures	3003.4	3006.94	3002.32	3002.86	7686.0
2018-10-21 22:30:00	ES	Futures	3002.86	3011.02	3002.32	3010.48	8354.0
2018-10-21 23:00:00	ES	Futures	3010.75	3012.11	3008.57	3009.12	5324.0
2018-10-21 23:30:00	ES	Futures	3008.84	3017.28	3008.84	3014.83	9681.0
2018-10-21 18:00:00	NQ	Futures	8313.4	8319.56	8293.75	8295.22	4030.0
2018-10-21 18:30:00	NQ	Futures	8295.51	8308.71	8285.83	8305.48	2964.0
2018-10-21 19:00:00	NQ	Futures	8306.07	8310.76	8301.67	8305.19	2334.0
2018-10-21 19:30:00	NQ	Futures	8304.6	8314.87	8297.27	8309.59	1892.0
2018-10-21 20:00:00	NQ	Futures	8309.59	8313.7	8279.67	8296.98	5903.0
2018-10-21 20:30:00	NQ	Futures	8296.68	8302.84	8282.9	8297.56	3489.0
2018-10-21 21:00:00	NQ	Futures	8297.56	8318.39	8295.51	8314.87	4187.0
2018-10-21 21:30:00	NQ	Futures	8315.16	8343.32	8315.16	8328.95	6068.0
2018-10-21 22:00:00	NQ	Futures	8328.95	8340.97	8326.6	8328.66	4194.0
2018-10-21 22:30:00	NQ	Futures	8328.66	8356.81	8327.48	8354.17	5105.0
2018-10-21 23:00:00	NQ	Futures	8354.47	8359.45	8346.55	8349.19	3376.0
2018-10-21 23:30:00	NQ	Futures	8348.89	8374.12	8348.31	8369.13	4779.0
2018-10-21 18:00:00	YM	Futures	27563.7	27586.5	27510.5	27529.0	1960.0
2018-10-21 18:30:00	YM	Futures	27529.0	27544.2	27497.5	27540.9	1352.0
2018-10-21 19:00:00	YM	Futures	27540.9	27544.2	27513.8	27524.6	1139.0
2018-10-21 19:30:00	YM	Futures	27523.5	27560.5	27515.9	27542.0	956.0
2018-10-21 20:00:00	YM	Futures	27544.2	27554.0	27463.8	27510.5	2881.0
2018-10-21 20:30:00	YM	Futures	27509.4	27523.5	27470.3	27511.6	1608.0
2018-10-21 21:00:00	YM	Futures	27511.6	27552.9	27507.2	27543.1	1871.0
2018-10-21 21:30:00	YM	Futures	27544.2	27597.4	27544.2	27559.4	2728.0
2018-10-21 22:00:00	YM	Futures	27559.4	27594.2	27550.7	27552.9	1184.0
2018-10-21 22:30:00	YM	Futures	27554.0	27628.9	27551.8	27624.6	1879.0
2018-10-21 23:00:00	YM	Futures	27625.7	27639.8	27603.9	27612.6	1139.0
2018-10-21 23:30:00	YM	Futures	27609.4	27687.6	27607.2	27663.7	2015.0
2018-10-21 18:00:00	CL	Futures	63.98	64.06	63.75	63.76	2538.0
2018-10-21 18:30:00	CL	Futures	63.76	63.81	63.7	63.72	1419.0
2018-10-21 19:00:00	CL	Futures	63.72	63.84	63.71	63.77	1017.0
2018-10-21 19:30:00	CL	Futures	63.77	63.92	63.76	63.84	984.0
2018-10-21 20:00:00	CL	Futures	63.85	63.85	63.65	63.72	2996.0
2018-10-21 20:30:00	CL	Futures	63.72	63.72	63.6	63.65	2308.0
2018-10-21 21:00:00	CL	Futures	63.66	63.75	63.59	63.71	3388.0
2018-10-21 21:30:00	CL	Futures	63.72	63.8	63.72	63.79	2679.0
2018-10-21 22:00:00	CL	Futures	63.79	63.85	63.77	63.81	2267.0
2018-10-21 22:30:00	CL	Futures	63.81	63.88	63.81	63.87	1596.0
2018-10-21 23:00:00	CL	Futures	63.88	63.89	63.81	63.84	1564.0
2018-10-21 23:30:00	CL	Futures	63.83	63.94	63.82	63.9	1843.0
2018-10-21 18:00:00	GC	Futures	1603.2	1604.2	1602.1	1603.2	1355.0
2018-10-21 18:30:00	GC	Futures	1603.3	1603.8	1602.6	1602.8	551.0

> showing 50 of 587 rows — these rows as CSV

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