PREVIEW / futures_30min / 2018-12-02

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-12-02.parquet
  size:    24 KB
  rows:    621

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
2018-12-02 18:00:00	ES	Futures	3039.31	3056.99	3038.76	3052.36	44305.0
2018-12-02 18:30:00	ES	Futures	3052.36	3052.64	3048.56	3049.92	8625.0
2018-12-02 19:00:00	ES	Futures	3049.92	3051.0	3046.11	3046.38	11206.0
2018-12-02 19:30:00	ES	Futures	3046.38	3048.28	3044.48	3045.29	7686.0
2018-12-02 20:00:00	ES	Futures	3045.29	3049.92	3045.29	3048.28	7964.0
2018-12-02 20:30:00	ES	Futures	3048.01	3048.28	3044.2	3046.92	8234.0
2018-12-02 21:00:00	ES	Futures	3046.92	3049.37	3046.38	3048.83	3884.0
2018-12-02 21:30:00	ES	Futures	3049.1	3053.18	3048.83	3053.18	6067.0
2018-12-02 22:00:00	ES	Futures	3053.18	3056.44	3053.18	3055.63	6939.0
2018-12-02 22:30:00	ES	Futures	3055.63	3055.63	3053.45	3054.0	3879.0
2018-12-02 23:00:00	ES	Futures	3054.0	3055.9	3053.72	3054.0	4084.0
2018-12-02 23:30:00	ES	Futures	3054.0	3055.08	3051.82	3053.18	3422.0
2018-12-02 18:00:00	NQ	Futures	8260.9	8333.93	8260.9	8315.16	12855.0
2018-12-02 18:30:00	NQ	Futures	8316.04	8318.39	8309.59	8311.35	3015.0
2018-12-02 19:00:00	NQ	Futures	8311.64	8323.96	8297.27	8301.67	4502.0
2018-12-02 19:30:00	NQ	Futures	8301.08	8310.76	8297.56	8300.79	2343.0
2018-12-02 20:00:00	NQ	Futures	8300.5	8316.04	8300.2	8311.06	3287.0
2018-12-02 20:30:00	NQ	Futures	8311.06	8311.06	8295.22	8304.31	3336.0
2018-12-02 21:00:00	NQ	Futures	8304.6	8316.63	8302.84	8314.58	2294.0
2018-12-02 21:30:00	NQ	Futures	8314.58	8325.43	8313.99	8323.38	2440.0
2018-12-02 22:00:00	NQ	Futures	8323.96	8347.72	8323.96	8343.61	5527.0
2018-12-02 22:30:00	NQ	Futures	8343.91	8343.91	8333.93	8335.11	2067.0
2018-12-02 23:00:00	NQ	Futures	8334.81	8343.32	8332.47	8333.93	1678.0
2018-12-02 23:30:00	NQ	Futures	8333.35	8342.44	8330.71	8333.05	1571.0
2018-12-02 18:00:00	YM	Futures	28046.1	28288.4	28042.9	28255.8	5567.0
2018-12-02 18:30:00	YM	Futures	28254.8	28267.8	28224.3	28239.5	1603.0
2018-12-02 19:00:00	YM	Futures	28238.5	28253.7	28208.0	28215.6	2220.0
2018-12-02 19:30:00	YM	Futures	28216.7	28226.5	28189.6	28196.1	1681.0
2018-12-02 20:00:00	YM	Futures	28196.1	28255.8	28196.1	28238.5	2563.0
2018-12-02 20:30:00	YM	Futures	28237.4	28238.5	28197.2	28220.0	1677.0
2018-12-02 21:00:00	YM	Futures	28221.1	28245.0	28215.6	28237.4	1018.0
2018-12-02 21:30:00	YM	Futures	28238.5	28272.1	28235.2	28270.0	1303.0
2018-12-02 22:00:00	YM	Futures	28271.1	28306.9	28268.9	28293.9	2018.0
2018-12-02 22:30:00	YM	Futures	28296.0	28297.1	28268.9	28273.2	1016.0
2018-12-02 23:00:00	YM	Futures	28272.1	28296.0	28270.0	28275.4	711.0
2018-12-02 23:30:00	YM	Futures	28274.3	28284.1	28252.6	28265.6	931.0
2018-12-02 18:00:00	CL	Futures	48.08	48.18	47.7	47.88	11855.0
2018-12-02 18:30:00	CL	Futures	47.89	48.02	47.86	47.96	2428.0
2018-12-02 19:00:00	CL	Futures	47.96	48.06	47.86	48.03	5721.0
2018-12-02 19:30:00	CL	Futures	48.03	48.45	48.02	48.2	10038.0
2018-12-02 20:00:00	CL	Futures	48.21	48.69	48.19	48.53	14172.0
2018-12-02 20:30:00	CL	Futures	48.53	48.63	48.39	48.61	6536.0
2018-12-02 21:00:00	CL	Futures	48.6	49.22	48.57	49.15	16246.0
2018-12-02 21:30:00	CL	Futures	49.17	49.37	49.11	49.29	12781.0
2018-12-02 22:00:00	CL	Futures	49.29	49.31	49.14	49.19	5502.0
2018-12-02 22:30:00	CL	Futures	49.18	49.22	49.02	49.13	4655.0
2018-12-02 23:00:00	CL	Futures	49.13	49.27	49.1	49.19	4706.0
2018-12-02 23:30:00	CL	Futures	49.19	49.29	49.13	49.29	3097.0
2018-12-02 18:00:00	GC	Futures	1590.5	1597.9	1589.5	1590.8	3284.0
2018-12-02 18:30:00	GC	Futures	1590.8	1591.5	1589.9	1590.0	1612.0

> showing 50 of 621 rows — these rows as CSV

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