PREVIEW / futures_30min / 2018-10-28

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-10-28.parquet
  size:    22 KB
  rows:    599

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
2018-10-28 18:00:00	ES	Futures	2901.68	2917.45	2900.59	2916.36	11837.0
2018-10-28 18:30:00	ES	Futures	2916.36	2918.27	2912.01	2912.83	6163.0
2018-10-28 19:00:00	ES	Futures	2912.83	2916.36	2910.65	2912.56	5726.0
2018-10-28 19:30:00	ES	Futures	2912.83	2914.19	2907.93	2909.29	6051.0
2018-10-28 20:00:00	ES	Futures	2909.29	2913.64	2908.2	2913.64	8755.0
2018-10-28 20:30:00	ES	Futures	2913.64	2914.73	2908.48	2910.65	6173.0
2018-10-28 21:00:00	ES	Futures	2910.38	2910.92	2906.3	2909.84	7474.0
2018-10-28 21:30:00	ES	Futures	2910.11	2910.65	2900.86	2903.85	11058.0
2018-10-28 22:00:00	ES	Futures	2903.85	2905.48	2896.51	2897.6	14902.0
2018-10-28 22:30:00	ES	Futures	2897.6	2903.58	2897.6	2902.22	5844.0
2018-10-28 23:00:00	ES	Futures	2902.22	2903.58	2900.59	2902.76	3929.0
2018-10-28 23:30:00	ES	Futures	2902.76	2906.57	2900.86	2901.13	4441.0
2018-10-28 18:00:00	NQ	Futures	8093.12	8149.15	8072.01	8145.04	4820.0
2018-10-28 18:30:00	NQ	Futures	8145.04	8153.25	8126.56	8131.25	3238.0
2018-10-28 19:00:00	NQ	Futures	8131.25	8143.87	8121.28	8127.44	1920.0
2018-10-28 19:30:00	NQ	Futures	8127.73	8139.47	8112.19	8120.11	2169.0
2018-10-28 20:00:00	NQ	Futures	8119.23	8139.47	8116.59	8138.88	2997.0
2018-10-28 20:30:00	NQ	Futures	8139.17	8142.69	8121.28	8132.13	2375.0
2018-10-28 21:00:00	NQ	Futures	8131.55	8133.01	8114.83	8128.32	2485.0
2018-10-28 21:30:00	NQ	Futures	8129.2	8131.25	8100.46	8107.79	4278.0
2018-10-28 22:00:00	NQ	Futures	8106.91	8112.48	8089.02	8089.9	4543.0
2018-10-28 22:30:00	NQ	Futures	8089.6	8116.59	8088.43	8109.84	3119.0
2018-10-28 23:00:00	NQ	Futures	8109.55	8112.78	8100.16	8108.08	1687.0
2018-10-28 23:30:00	NQ	Futures	8108.67	8124.8	8100.46	8102.22	1924.0
2018-10-28 18:00:00	YM	Futures	26853.2	26995.5	26853.2	26980.3	1624.0
2018-10-28 18:30:00	YM	Futures	26981.4	27002.0	26949.9	26956.4	822.0
2018-10-28 19:00:00	YM	Futures	26955.3	26991.1	26941.2	26962.9	837.0
2018-10-28 19:30:00	YM	Futures	26962.9	26974.8	26920.5	26935.7	896.0
2018-10-28 20:00:00	YM	Futures	26934.6	26979.2	26928.1	26978.1	2763.0
2018-10-28 20:30:00	YM	Futures	26975.9	26992.2	26937.9	26952.0	1767.0
2018-10-28 21:00:00	YM	Futures	26949.9	26958.5	26916.2	26950.9	2373.0
2018-10-28 21:30:00	YM	Futures	26950.9	26958.5	26866.2	26893.4	3945.0
2018-10-28 22:00:00	YM	Futures	26893.4	26903.1	26824.9	26835.8	3999.0
2018-10-28 22:30:00	YM	Futures	26834.7	26884.7	26832.5	26874.9	2245.0
2018-10-28 23:00:00	YM	Futures	26873.8	26882.5	26855.3	26871.6	1715.0
2018-10-28 23:30:00	YM	Futures	26871.6	26907.5	26858.6	26860.8	1636.0
2018-10-28 18:00:00	CL	Futures	62.1	62.15	62.02	62.14	1716.0
2018-10-28 18:30:00	CL	Futures	62.15	62.17	62.08	62.1	763.0
2018-10-28 19:00:00	CL	Futures	62.1	62.28	62.07	62.26	1813.0
2018-10-28 19:30:00	CL	Futures	62.26	62.29	62.21	62.22	897.0
2018-10-28 20:00:00	CL	Futures	62.22	62.33	62.22	62.33	1588.0
2018-10-28 20:30:00	CL	Futures	62.32	62.44	62.3	62.41	2761.0
2018-10-28 21:00:00	CL	Futures	62.42	62.46	62.33	62.34	2452.0
2018-10-28 21:30:00	CL	Futures	62.35	62.36	62.21	62.23	3100.0
2018-10-28 22:00:00	CL	Futures	62.23	62.24	62.09	62.12	4545.0
2018-10-28 22:30:00	CL	Futures	62.12	62.2	62.1	62.15	2558.0
2018-10-28 23:00:00	CL	Futures	62.15	62.18	62.1	62.17	1676.0
2018-10-28 23:30:00	CL	Futures	62.17	62.2	62.12	62.14	880.0
2018-10-28 18:00:00	GC	Futures	1610.8	1611.8	1609.4	1609.4	1197.0
2018-10-28 18:30:00	GC	Futures	1609.5	1610.1	1609.4	1609.7	620.0

> showing 50 of 599 rows — these rows as CSV

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