PREVIEW / futures_30min / 2018-12-23

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-12-23.parquet
  size:    22 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
2018-12-23 18:00:00	ES	Futures	2615.63	2622.42	2608.3	2621.61	24231.0
2018-12-23 18:30:00	ES	Futures	2621.61	2631.38	2615.9	2625.95	14048.0
2018-12-23 19:00:00	ES	Futures	2625.68	2627.04	2618.62	2621.06	5675.0
2018-12-23 19:30:00	ES	Futures	2621.06	2627.31	2616.99	2626.22	7452.0
2018-12-23 20:00:00	ES	Futures	2626.49	2631.38	2624.32	2628.67	5874.0
2018-12-23 20:30:00	ES	Futures	2628.67	2635.46	2626.77	2634.64	7860.0
2018-12-23 21:00:00	ES	Futures	2634.64	2636.81	2632.47	2635.46	4129.0
2018-12-23 21:30:00	ES	Futures	2635.46	2640.62	2634.64	2635.46	5882.0
2018-12-23 22:00:00	ES	Futures	2635.46	2638.99	2634.1	2636.54	3582.0
2018-12-23 22:30:00	ES	Futures	2636.27	2637.63	2634.37	2635.46	2808.0
2018-12-23 23:00:00	ES	Futures	2635.46	2642.79	2635.19	2640.35	3885.0
2018-12-23 23:30:00	ES	Futures	2640.35	2644.15	2639.26	2640.35	2444.0
2018-12-23 18:00:00	NQ	Futures	7070.69	7070.69	7030.66	7065.43	6976.0
2018-12-23 18:30:00	NQ	Futures	7065.43	7099.32	7050.24	7087.05	4594.0
2018-12-23 19:00:00	NQ	Futures	7086.47	7092.31	7066.31	7074.49	2154.0
2018-12-23 19:30:00	NQ	Futures	7074.49	7090.27	7056.96	7086.47	3343.0
2018-12-23 20:00:00	NQ	Futures	7086.47	7100.79	7078.58	7092.6	2618.0
2018-12-23 20:30:00	NQ	Futures	7092.02	7112.47	7085.88	7107.8	2927.0
2018-12-23 21:00:00	NQ	Futures	7107.8	7113.06	7100.2	7107.21	1716.0
2018-12-23 21:30:00	NQ	Futures	7106.92	7121.24	7101.37	7106.34	2659.0
2018-12-23 22:00:00	NQ	Futures	7105.17	7115.39	7101.37	7109.84	1578.0
2018-12-23 22:30:00	NQ	Futures	7108.67	7112.47	7104.29	7108.97	1253.0
2018-12-23 23:00:00	NQ	Futures	7109.26	7136.14	7107.21	7127.67	3240.0
2018-12-23 23:30:00	NQ	Futures	7127.37	7139.06	7122.12	7125.33	1995.0
2018-12-23 18:00:00	YM	Futures	24297.0	24316.6	24200.4	24312.2	2784.0
2018-12-23 18:30:00	YM	Futures	24314.4	24394.7	24249.3	24343.7	2371.0
2018-12-23 19:00:00	YM	Futures	24341.5	24360.0	24274.2	24293.8	1121.0
2018-12-23 19:30:00	YM	Futures	24294.9	24357.8	24269.9	24352.4	1337.0
2018-12-23 20:00:00	YM	Futures	24353.5	24392.6	24319.8	24368.7	1572.0
2018-12-23 20:30:00	YM	Futures	24366.5	24437.1	24351.3	24425.1	1283.0
2018-12-23 21:00:00	YM	Futures	24426.2	24457.7	24403.4	24441.4	1209.0
2018-12-23 21:30:00	YM	Futures	24440.3	24480.5	24427.3	24437.1	1137.0
2018-12-23 22:00:00	YM	Futures	24437.1	24474.0	24423.0	24450.1	790.0
2018-12-23 22:30:00	YM	Futures	24449.0	24463.1	24437.1	24442.5	579.0
2018-12-23 23:00:00	YM	Futures	24440.3	24506.6	24440.3	24474.0	1263.0
2018-12-23 23:30:00	YM	Futures	24474.0	24505.5	24470.7	24479.4	1385.0
2018-12-23 18:00:00	CL	Futures	41.49	41.74	41.46	41.73	2654.0
2018-12-23 18:30:00	CL	Futures	41.73	41.73	41.52	41.61	1713.0
2018-12-23 19:00:00	CL	Futures	41.61	41.64	41.39	41.47	2971.0
2018-12-23 19:30:00	CL	Futures	41.47	41.57	41.43	41.54	2659.0
2018-12-23 20:00:00	CL	Futures	41.55	41.67	41.47	41.56	4457.0
2018-12-23 20:30:00	CL	Futures	41.55	41.67	41.48	41.66	3484.0
2018-12-23 21:00:00	CL	Futures	41.65	41.85	41.62	41.78	5423.0
2018-12-23 21:30:00	CL	Futures	41.78	42.21	41.78	42.03	7581.0
2018-12-23 22:00:00	CL	Futures	42.03	42.2	41.97	42.08	4112.0
2018-12-23 22:30:00	CL	Futures	42.08	42.09	41.92	41.93	2916.0
2018-12-23 23:00:00	CL	Futures	41.92	42.01	41.9	41.95	3238.0
2018-12-23 23:30:00	CL	Futures	41.95	42.09	41.94	42.04	1901.0
2018-12-23 18:00:00	GC	Futures	1633.2	1635.6	1632.3	1634.3	1884.0
2018-12-23 18:30:00	GC	Futures	1634.3	1635.1	1633.9	1635.1	820.0

> showing 50 of 580 rows — these rows as CSV

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