PREVIEW / futures_30min / 2018-12-25

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-12-25.parquet
  size:    21 KB
  rows:    507

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
2018-12-25 18:00:00	ES	Futures	2551.27	2553.98	2516.77	2536.6	28452.0
2018-12-25 18:30:00	ES	Futures	2536.6	2549.09	2535.24	2548.01	13338.0
2018-12-25 19:00:00	ES	Futures	2548.28	2556.7	2544.75	2545.83	19312.0
2018-12-25 19:30:00	ES	Futures	2545.83	2555.61	2543.39	2550.18	9927.0
2018-12-25 20:00:00	ES	Futures	2549.91	2554.8	2544.48	2546.65	7596.0
2018-12-25 20:30:00	ES	Futures	2546.92	2550.45	2533.34	2539.59	12416.0
2018-12-25 21:00:00	ES	Futures	2539.59	2542.85	2534.43	2534.43	6928.0
2018-12-25 21:30:00	ES	Futures	2534.43	2537.96	2525.74	2534.16	10328.0
2018-12-25 22:00:00	ES	Futures	2534.16	2538.5	2531.44	2534.16	7014.0
2018-12-25 22:30:00	ES	Futures	2534.43	2539.32	2532.53	2538.23	7387.0
2018-12-25 23:00:00	ES	Futures	2538.23	2540.67	2531.17	2533.34	6478.0
2018-12-25 23:30:00	ES	Futures	2533.61	2535.79	2529.0	2529.54	4527.0
2018-12-25 18:00:00	NQ	Futures	6898.01	6914.66	6802.75	6865.28	6590.0
2018-12-25 18:30:00	NQ	Futures	6865.57	6904.43	6861.77	6898.3	3442.0
2018-12-25 19:00:00	NQ	Futures	6899.17	6919.04	6888.66	6891.29	8850.0
2018-12-25 19:30:00	NQ	Futures	6890.99	6917.29	6882.81	6907.06	5438.0
2018-12-25 20:00:00	NQ	Futures	6906.19	6917.58	6886.03	6893.33	4583.0
2018-12-25 20:30:00	NQ	Futures	6893.62	6902.39	6854.76	6874.63	7145.0
2018-12-25 21:00:00	NQ	Futures	6873.75	6884.86	6859.73	6860.61	2994.0
2018-12-25 21:30:00	NQ	Futures	6861.19	6869.37	6834.89	6851.55	5998.0
2018-12-25 22:00:00	NQ	Futures	6852.13	6862.36	6843.66	6853.01	3148.0
2018-12-25 22:30:00	NQ	Futures	6853.89	6871.12	6852.13	6867.91	3833.0
2018-12-25 23:00:00	NQ	Futures	6868.49	6876.97	6850.38	6857.39	4048.0
2018-12-25 23:30:00	NQ	Futures	6857.98	6864.7	6843.37	6846.58	3321.0
2018-12-25 18:00:00	YM	Futures	23592.4	23639.1	23290.6	23468.6	4794.0
2018-12-25 18:30:00	YM	Futures	23468.6	23584.8	23444.8	23574.0	2023.0
2018-12-25 19:00:00	YM	Futures	23580.5	23669.5	23566.4	23576.1	4712.0
2018-12-25 19:30:00	YM	Futures	23576.1	23657.6	23550.1	23612.0	2642.0
2018-12-25 20:00:00	YM	Futures	23610.9	23656.5	23544.6	23567.4	2727.0
2018-12-25 20:30:00	YM	Futures	23570.7	23607.6	23463.2	23516.4	4284.0
2018-12-25 21:00:00	YM	Futures	23518.6	23549.0	23453.4	23454.5	2685.0
2018-12-25 21:30:00	YM	Futures	23456.7	23490.4	23384.0	23457.8	4674.0
2018-12-25 22:00:00	YM	Futures	23457.8	23494.7	23414.4	23443.7	3294.0
2018-12-25 22:30:00	YM	Futures	23446.9	23488.2	23426.3	23479.5	2151.0
2018-12-25 23:00:00	YM	Futures	23478.4	23505.6	23420.9	23438.2	2120.0
2018-12-25 23:30:00	YM	Futures	23441.5	23460.0	23401.3	23407.8	1875.0
2018-12-25 18:00:00	CL	Futures	39.11	39.48	39.11	39.31	4713.0
2018-12-25 18:30:00	CL	Futures	39.32	39.43	39.26	39.39	1698.0
2018-12-25 19:00:00	CL	Futures	39.39	39.56	39.36	39.5	3761.0
2018-12-25 19:30:00	CL	Futures	39.49	39.63	39.47	39.54	3356.0
2018-12-25 20:00:00	CL	Futures	39.54	39.54	39.11	39.19	12341.0
2018-12-25 20:30:00	CL	Futures	39.19	39.31	38.89	39.17	10002.0
2018-12-25 21:00:00	CL	Futures	39.16	39.22	38.81	39.08	8979.0
2018-12-25 21:30:00	CL	Futures	39.08	39.09	38.87	39.06	6887.0
2018-12-25 22:00:00	CL	Futures	39.06	39.1	38.85	38.98	6304.0
2018-12-25 22:30:00	CL	Futures	38.98	39.15	38.98	39.07	4786.0
2018-12-25 23:00:00	CL	Futures	39.06	39.08	38.97	39.07	3679.0
2018-12-25 23:30:00	CL	Futures	39.06	39.1	38.98	38.99	2791.0
2018-12-25 18:00:00	GC	Futures	1649.7	1651.6	1648.1	1648.8	1866.0
2018-12-25 18:30:00	GC	Futures	1648.8	1649.1	1646.0	1646.2	1765.0

> showing 50 of 507 rows — these rows as CSV

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