PREVIEW / futures_30min / 2018-12-09

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-12-09.parquet
  size:    24 KB
  rows:    637

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
2018-12-09 18:00:00	ES	Futures	2855.98	2861.15	2845.1	2847.82	23463.0
2018-12-09 18:30:00	ES	Futures	2848.09	2854.62	2839.93	2844.83	15467.0
2018-12-09 19:00:00	ES	Futures	2844.83	2851.9	2840.48	2841.84	17573.0
2018-12-09 19:30:00	ES	Futures	2841.84	2848.91	2840.21	2845.1	8934.0
2018-12-09 20:00:00	ES	Futures	2845.1	2851.63	2844.56	2850.0	9554.0
2018-12-09 20:30:00	ES	Futures	2850.0	2852.17	2845.92	2850.0	7325.0
2018-12-09 21:00:00	ES	Futures	2849.73	2851.09	2842.65	2842.93	5682.0
2018-12-09 21:30:00	ES	Futures	2842.93	2846.19	2840.75	2845.92	5700.0
2018-12-09 22:00:00	ES	Futures	2845.92	2845.92	2841.84	2844.83	3332.0
2018-12-09 22:30:00	ES	Futures	2844.83	2848.37	2844.29	2846.19	3622.0
2018-12-09 23:00:00	ES	Futures	2846.19	2846.73	2844.83	2845.65	1658.0
2018-12-09 23:30:00	ES	Futures	2845.65	2848.64	2844.83	2848.37	2517.0
2018-12-09 18:00:00	NQ	Futures	7739.09	7754.93	7712.99	7718.27	6182.0
2018-12-09 18:30:00	NQ	Futures	7718.27	7737.04	7693.92	7709.76	4874.0
2018-12-09 19:00:00	NQ	Futures	7710.35	7729.41	7693.92	7699.5	4926.0
2018-12-09 19:30:00	NQ	Futures	7699.2	7719.15	7694.8	7708.3	3479.0
2018-12-09 20:00:00	NQ	Futures	7708.3	7726.48	7705.36	7720.61	2980.0
2018-12-09 20:30:00	NQ	Futures	7720.91	7728.83	7709.47	7721.49	2869.0
2018-12-09 21:00:00	NQ	Futures	7721.49	7725.01	7696.86	7698.03	3240.0
2018-12-09 21:30:00	NQ	Futures	7697.74	7705.95	7689.52	7705.36	3344.0
2018-12-09 22:00:00	NQ	Futures	7704.48	7705.36	7694.22	7703.31	1656.0
2018-12-09 22:30:00	NQ	Futures	7703.31	7710.35	7702.14	7707.12	1809.0
2018-12-09 23:00:00	NQ	Futures	7707.42	7710.35	7702.43	7706.83	1858.0
2018-12-09 23:30:00	NQ	Futures	7707.12	7713.28	7703.6	7712.7	2155.0
2018-12-09 18:00:00	YM	Futures	26416.4	26484.8	26316.4	26332.7	3208.0
2018-12-09 18:30:00	YM	Futures	26332.7	26391.4	26249.1	26294.7	3075.0
2018-12-09 19:00:00	YM	Futures	26295.8	26370.7	26264.3	26279.5	3170.0
2018-12-09 19:30:00	YM	Futures	26274.0	26339.2	26265.3	26309.9	2056.0
2018-12-09 20:00:00	YM	Futures	26309.9	26372.9	26306.6	26361.0	1906.0
2018-12-09 20:30:00	YM	Futures	26359.9	26381.6	26321.8	26363.1	1471.0
2018-12-09 21:00:00	YM	Futures	26361.0	26370.7	26297.9	26303.4	1187.0
2018-12-09 21:30:00	YM	Futures	26301.2	26332.7	26280.6	26328.4	1392.0
2018-12-09 22:00:00	YM	Futures	26328.4	26328.4	26295.8	26322.9	823.0
2018-12-09 22:30:00	YM	Futures	26321.8	26353.4	26318.6	26337.1	805.0
2018-12-09 23:00:00	YM	Futures	26336.0	26341.4	26321.8	26330.5	587.0
2018-12-09 23:30:00	YM	Futures	26331.6	26359.9	26327.3	26356.6	584.0
2018-12-09 18:00:00	CL	Futures	47.7	48.21	47.7	48.15	5429.0
2018-12-09 18:30:00	CL	Futures	48.14	48.2	48.02	48.04	2096.0
2018-12-09 19:00:00	CL	Futures	48.03	48.12	47.93	47.96	3662.0
2018-12-09 19:30:00	CL	Futures	47.96	48.16	47.9	48.11	4451.0
2018-12-09 20:00:00	CL	Futures	48.1	48.34	48.1	48.28	6872.0
2018-12-09 20:30:00	CL	Futures	48.27	48.35	48.19	48.3	4585.0
2018-12-09 21:00:00	CL	Futures	48.3	48.41	48.21	48.27	3672.0
2018-12-09 21:30:00	CL	Futures	48.27	48.28	48.15	48.18	3345.0
2018-12-09 22:00:00	CL	Futures	48.19	48.22	48.05	48.12	4004.0
2018-12-09 22:30:00	CL	Futures	48.13	48.32	48.12	48.18	2830.0
2018-12-09 23:00:00	CL	Futures	48.18	48.21	48.11	48.14	1856.0
2018-12-09 23:30:00	CL	Futures	48.14	48.19	48.1	48.19	1732.0
2018-12-09 18:00:00	GC	Futures	1626.6	1627.9	1625.9	1626.2	3546.0
2018-12-09 18:30:00	GC	Futures	1626.2	1626.6	1625.0	1625.4	3059.0

> showing 50 of 637 rows — these rows as CSV

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