PREVIEW / futures_30min / 2018-11-04

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-11-04.parquet
  size:    22 KB
  rows:    592

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
2018-11-04 18:00:00	ES	Futures	2962.06	2962.6	2953.36	2954.72	7689.0
2018-11-04 18:30:00	ES	Futures	2954.72	2956.89	2954.17	2954.44	2901.0
2018-11-04 19:00:00	ES	Futures	2954.72	2957.71	2952.27	2956.08	5316.0
2018-11-04 19:30:00	ES	Futures	2956.08	2958.52	2954.99	2956.08	3234.0
2018-11-04 20:00:00	ES	Futures	2956.08	2958.8	2955.26	2956.08	3563.0
2018-11-04 20:30:00	ES	Futures	2956.08	2957.44	2951.45	2953.08	8376.0
2018-11-04 21:00:00	ES	Futures	2953.08	2958.52	2952.54	2956.08	6513.0
2018-11-04 21:30:00	ES	Futures	2956.08	2956.89	2953.08	2955.26	3959.0
2018-11-04 22:00:00	ES	Futures	2955.26	2955.8	2954.17	2954.72	1695.0
2018-11-04 22:30:00	ES	Futures	2954.99	2956.62	2954.17	2955.53	1696.0
2018-11-04 23:00:00	ES	Futures	2955.53	2955.8	2954.44	2954.72	1066.0
2018-11-04 23:30:00	ES	Futures	2954.72	2955.53	2954.44	2954.44	820.0
2018-11-04 18:00:00	NQ	Futures	8180.82	8184.34	8157.07	8161.76	3353.0
2018-11-04 18:30:00	NQ	Futures	8161.17	8175.25	8160.29	8162.93	1441.0
2018-11-04 19:00:00	NQ	Futures	8163.52	8172.91	8154.13	8166.45	2311.0
2018-11-04 19:30:00	NQ	Futures	8167.33	8174.37	8161.47	8164.99	1552.0
2018-11-04 20:00:00	NQ	Futures	8165.28	8174.08	8161.47	8165.87	1408.0
2018-11-04 20:30:00	NQ	Futures	8165.87	8169.39	8147.97	8161.47	4763.0
2018-11-04 21:00:00	NQ	Futures	8160.88	8179.94	8157.65	8179.06	2942.0
2018-11-04 21:30:00	NQ	Futures	8179.06	8183.46	8170.27	8176.43	2645.0
2018-11-04 22:00:00	NQ	Futures	8175.84	8177.31	8170.56	8175.25	811.0
2018-11-04 22:30:00	NQ	Futures	8175.25	8182.58	8173.49	8178.19	964.0
2018-11-04 23:00:00	NQ	Futures	8178.19	8179.94	8174.37	8175.55	531.0
2018-11-04 23:30:00	NQ	Futures	8175.84	8178.77	8173.49	8174.67	449.0
2018-11-04 18:00:00	YM	Futures	27401.8	27407.3	27326.9	27338.8	1339.0
2018-11-04 18:30:00	YM	Futures	27341.0	27359.5	27331.2	27334.5	564.0
2018-11-04 19:00:00	YM	Futures	27336.7	27356.2	27310.6	27343.2	1349.0
2018-11-04 19:30:00	YM	Futures	27344.3	27364.9	27336.7	27346.4	827.0
2018-11-04 20:00:00	YM	Futures	27346.4	27375.8	27341.0	27351.9	1072.0
2018-11-04 20:30:00	YM	Futures	27354.0	27363.8	27305.1	27324.7	2177.0
2018-11-04 21:00:00	YM	Futures	27323.6	27375.8	27318.2	27356.2	1757.0
2018-11-04 21:30:00	YM	Futures	27357.3	27361.6	27321.4	27341.0	1162.0
2018-11-04 22:00:00	YM	Futures	27342.1	27345.3	27328.0	27333.4	565.0
2018-11-04 22:30:00	YM	Futures	27335.6	27355.1	27329.0	27341.0	669.0
2018-11-04 23:00:00	YM	Futures	27342.1	27347.5	27332.3	27336.7	459.0
2018-11-04 23:30:00	YM	Futures	27336.7	27342.1	27331.2	27338.8	280.0
2018-11-04 18:00:00	CL	Futures	57.9	57.98	57.8	57.89	2707.0
2018-11-04 18:30:00	CL	Futures	57.9	57.95	57.88	57.89	939.0
2018-11-04 19:00:00	CL	Futures	57.89	57.89	57.77	57.77	2567.0
2018-11-04 19:30:00	CL	Futures	57.78	57.79	57.71	57.78	2003.0
2018-11-04 20:00:00	CL	Futures	57.79	57.83	57.47	57.6	8278.0
2018-11-04 20:30:00	CL	Futures	57.6	57.64	57.49	57.6	4460.0
2018-11-04 21:00:00	CL	Futures	57.59	57.66	57.55	57.62	3215.0
2018-11-04 21:30:00	CL	Futures	57.62	57.66	57.59	57.61	1664.0
2018-11-04 22:00:00	CL	Futures	57.61	57.63	57.55	57.6	2009.0
2018-11-04 22:30:00	CL	Futures	57.6	57.69	57.6	57.63	2251.0
2018-11-04 23:00:00	CL	Futures	57.63	57.64	57.59	57.64	1046.0
2018-11-04 23:30:00	CL	Futures	57.64	57.66	57.61	57.62	880.0
2018-11-04 18:00:00	GC	Futures	1608.4	1610.1	1608.0	1609.4	1168.0
2018-11-04 18:30:00	GC	Futures	1609.4	1610.2	1609.4	1609.9	687.0

> showing 50 of 592 rows — these rows as CSV

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