PREVIEW / futures_30min / 2018-11-11

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-11-11.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
2018-11-11 18:00:00	ES	Futures	3023.26	3024.08	3017.82	3022.44	7655.0
2018-11-11 18:30:00	ES	Futures	3022.44	3024.08	3020.54	3022.99	2709.0
2018-11-11 19:00:00	ES	Futures	3022.72	3025.44	3022.44	3024.62	3868.0
2018-11-11 19:30:00	ES	Futures	3024.62	3027.88	3024.35	3027.07	4547.0
2018-11-11 20:00:00	ES	Futures	3027.34	3031.42	3027.34	3031.15	5484.0
2018-11-11 20:30:00	ES	Futures	3031.15	3035.23	3030.06	3033.6	8491.0
2018-11-11 21:00:00	ES	Futures	3033.32	3035.23	3032.24	3034.68	4645.0
2018-11-11 21:30:00	ES	Futures	3034.96	3036.32	3032.78	3035.77	3569.0
2018-11-11 22:00:00	ES	Futures	3036.04	3036.04	3033.32	3035.23	2784.0
2018-11-11 22:30:00	ES	Futures	3034.96	3041.21	3034.68	3037.95	7466.0
2018-11-11 23:00:00	ES	Futures	3037.95	3039.04	3037.13	3037.4	2054.0
2018-11-11 23:30:00	ES	Futures	3037.4	3038.76	3036.32	3036.59	2224.0
2018-11-11 18:00:00	NQ	Futures	8243.59	8250.93	8227.46	8249.17	2361.0
2018-11-11 18:30:00	NQ	Futures	8249.46	8256.79	8241.54	8251.81	1525.0
2018-11-11 19:00:00	NQ	Futures	8251.51	8258.26	8250.34	8257.09	1570.0
2018-11-11 19:30:00	NQ	Futures	8256.5	8265.89	8254.74	8262.95	1749.0
2018-11-11 20:00:00	NQ	Futures	8262.95	8281.14	8262.95	8280.26	2749.0
2018-11-11 20:30:00	NQ	Futures	8280.26	8300.5	8277.33	8291.7	4322.0
2018-11-11 21:00:00	NQ	Futures	8291.4	8298.15	8286.71	8296.68	2074.0
2018-11-11 21:30:00	NQ	Futures	8296.98	8300.79	8290.52	8299.32	2266.0
2018-11-11 22:00:00	NQ	Futures	8299.32	8300.2	8289.06	8297.86	1423.0
2018-11-11 22:30:00	NQ	Futures	8297.56	8334.52	8297.27	8320.15	4911.0
2018-11-11 23:00:00	NQ	Futures	8320.15	8325.14	8313.11	8314.87	1880.0
2018-11-11 23:30:00	NQ	Futures	8314.87	8324.26	8310.76	8313.99	1468.0
2018-11-11 18:00:00	YM	Futures	28222.2	28231.9	28162.4	28209.1	1046.0
2018-11-11 18:30:00	YM	Futures	28210.2	28221.1	28191.7	28209.1	383.0
2018-11-11 19:00:00	YM	Futures	28206.9	28230.9	28206.9	28224.3	788.0
2018-11-11 19:30:00	YM	Futures	28225.4	28253.7	28223.2	28243.9	1197.0
2018-11-11 20:00:00	YM	Futures	28245.0	28283.0	28245.0	28278.7	1611.0
2018-11-11 20:30:00	YM	Futures	28278.7	28311.3	28265.6	28290.6	1802.0
2018-11-11 21:00:00	YM	Futures	28289.5	28308.0	28278.7	28305.8	1070.0
2018-11-11 21:30:00	YM	Futures	28305.8	28317.8	28288.4	28314.5	751.0
2018-11-11 22:00:00	YM	Futures	28315.6	28317.8	28287.3	28300.4	688.0
2018-11-11 22:30:00	YM	Futures	28299.3	28353.6	28299.3	28326.5	1825.0
2018-11-11 23:00:00	YM	Futures	28327.6	28334.1	28316.7	28319.9	711.0
2018-11-11 23:30:00	YM	Futures	28319.9	28328.6	28308.0	28310.2	727.0
2018-11-11 18:00:00	CL	Futures	55.8	56.05	55.67	55.75	10856.0
2018-11-11 18:30:00	CL	Futures	55.75	55.93	55.74	55.87	3126.0
2018-11-11 19:00:00	CL	Futures	55.86	55.93	55.8	55.87	3303.0
2018-11-11 19:30:00	CL	Futures	55.88	55.92	55.82	55.84	2231.0
2018-11-11 20:00:00	CL	Futures	55.84	55.86	55.68	55.83	6829.0
2018-11-11 20:30:00	CL	Futures	55.83	55.85	55.74	55.79	2418.0
2018-11-11 21:00:00	CL	Futures	55.8	55.84	55.76	55.84	1824.0
2018-11-11 21:30:00	CL	Futures	55.84	55.87	55.82	55.86	2088.0
2018-11-11 22:00:00	CL	Futures	55.86	55.89	55.82	55.84	2034.0
2018-11-11 22:30:00	CL	Futures	55.84	55.92	55.83	55.91	1832.0
2018-11-11 23:00:00	CL	Futures	55.91	56.15	55.89	56.07	4914.0
2018-11-11 23:30:00	CL	Futures	56.07	56.09	55.97	56.04	3916.0
2018-11-11 18:00:00	GC	Futures	1576.8	1577.4	1576.1	1576.6	1130.0
2018-11-11 18:30:00	GC	Futures	1576.7	1578.0	1576.7	1578.0	1129.0

> showing 50 of 580 rows — these rows as CSV

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