PREVIEW / futures_30min / 2018-11-18

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-11-18.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
2018-11-18 18:00:00	ES	Futures	2973.48	2974.3	2968.86	2973.48	9736.0
2018-11-18 18:30:00	ES	Futures	2973.48	2975.66	2971.58	2974.03	3457.0
2018-11-18 19:00:00	ES	Futures	2974.03	2978.38	2973.48	2975.39	6175.0
2018-11-18 19:30:00	ES	Futures	2975.39	2976.2	2973.48	2974.03	2866.0
2018-11-18 20:00:00	ES	Futures	2974.3	2976.75	2971.31	2975.66	4541.0
2018-11-18 20:30:00	ES	Futures	2975.66	2977.56	2973.48	2976.2	4386.0
2018-11-18 21:00:00	ES	Futures	2976.2	2976.48	2972.67	2972.94	1965.0
2018-11-18 21:30:00	ES	Futures	2972.94	2973.21	2971.04	2972.4	2844.0
2018-11-18 22:00:00	ES	Futures	2972.67	2974.03	2971.58	2972.94	1740.0
2018-11-18 22:30:00	ES	Futures	2972.67	2975.66	2972.67	2975.12	2393.0
2018-11-18 23:00:00	ES	Futures	2975.12	2975.39	2973.21	2974.84	1066.0
2018-11-18 23:30:00	ES	Futures	2974.57	2975.12	2973.21	2973.48	815.0
2018-11-18 18:00:00	NQ	Futures	8066.14	8068.49	8041.21	8053.53	3203.0
2018-11-18 18:30:00	NQ	Futures	8053.23	8063.21	8049.13	8057.93	1483.0
2018-11-18 19:00:00	NQ	Futures	8058.22	8074.06	8056.46	8063.5	2459.0
2018-11-18 19:30:00	NQ	Futures	8063.5	8065.26	8055.58	8060.86	1350.0
2018-11-18 20:00:00	NQ	Futures	8060.86	8072.3	8050.89	8066.14	2355.0
2018-11-18 20:30:00	NQ	Futures	8065.85	8077.87	8059.39	8072.3	2400.0
2018-11-18 21:00:00	NQ	Futures	8072.3	8074.35	8062.03	8062.33	1368.0
2018-11-18 21:30:00	NQ	Futures	8062.03	8063.79	8054.99	8061.15	1557.0
2018-11-18 22:00:00	NQ	Futures	8060.27	8065.55	8056.75	8060.27	1039.0
2018-11-18 22:30:00	NQ	Futures	8060.57	8069.95	8059.39	8068.49	1043.0
2018-11-18 23:00:00	NQ	Futures	8069.07	8069.37	8063.21	8068.19	534.0
2018-11-18 23:30:00	NQ	Futures	8067.61	8068.78	8061.15	8062.03	450.0
2018-11-18 18:00:00	YM	Futures	27581.1	27587.6	27535.5	27585.5	1967.0
2018-11-18 18:30:00	YM	Futures	27583.3	27606.1	27562.6	27583.3	778.0
2018-11-18 19:00:00	YM	Futures	27583.3	27623.5	27582.2	27596.3	1391.0
2018-11-18 19:30:00	YM	Futures	27597.4	27600.7	27576.8	27583.3	835.0
2018-11-18 20:00:00	YM	Futures	27584.4	27608.3	27558.3	27598.5	1347.0
2018-11-18 20:30:00	YM	Futures	27597.4	27610.5	27572.4	27596.3	1345.0
2018-11-18 21:00:00	YM	Futures	27596.3	27601.8	27565.9	27565.9	656.0
2018-11-18 21:30:00	YM	Futures	27565.9	27569.2	27548.5	27563.7	886.0
2018-11-18 22:00:00	YM	Futures	27562.6	27575.7	27555.0	27564.8	532.0
2018-11-18 22:30:00	YM	Futures	27563.7	27588.7	27560.5	27585.5	765.0
2018-11-18 23:00:00	YM	Futures	27584.4	27587.6	27570.3	27578.9	314.0
2018-11-18 23:30:00	YM	Futures	27577.9	27580.0	27559.4	27560.5	393.0
2018-11-18 18:00:00	CL	Futures	52.28	52.55	52.17	52.53	3853.0
2018-11-18 18:30:00	CL	Futures	52.52	52.6	52.49	52.53	1567.0
2018-11-18 19:00:00	CL	Futures	52.53	52.59	52.49	52.54	1713.0
2018-11-18 19:30:00	CL	Futures	52.54	52.54	52.49	52.52	797.0
2018-11-18 20:00:00	CL	Futures	52.51	52.71	52.41	52.67	4842.0
2018-11-18 20:30:00	CL	Futures	52.68	52.71	52.62	52.65	2983.0
2018-11-18 21:00:00	CL	Futures	52.65	52.76	52.63	52.71	3155.0
2018-11-18 21:30:00	CL	Futures	52.71	52.71	52.51	52.6	4151.0
2018-11-18 22:00:00	CL	Futures	52.6	52.65	52.58	52.62	2237.0
2018-11-18 22:30:00	CL	Futures	52.62	52.64	52.54	52.56	1947.0
2018-11-18 23:00:00	CL	Futures	52.56	52.6	52.53	52.58	1400.0
2018-11-18 23:30:00	CL	Futures	52.58	52.62	52.57	52.58	921.0
2018-11-18 18:00:00	GC	Futures	1592.9	1593.5	1592.2	1593.1	793.0
2018-11-18 18:30:00	GC	Futures	1593.3	1593.8	1592.7	1593.5	926.0

> showing 50 of 587 rows — these rows as CSV

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