PREVIEW / futures_30min / 2018-01-01

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-01-01.parquet
  size:    19 KB
  rows:    509

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
2018-01-01 18:00:00	ES	Futures	2924.88	2929.8	2924.06	2929.8	11830.0
2018-01-01 18:30:00	ES	Futures	2929.8	2931.17	2929.53	2930.9	4565.0
2018-01-01 19:00:00	ES	Futures	2930.9	2931.44	2930.08	2930.62	2777.0
2018-01-01 19:30:00	ES	Futures	2930.62	2931.99	2930.35	2930.9	2820.0
2018-01-01 20:00:00	ES	Futures	2930.62	2930.9	2928.98	2929.8	3122.0
2018-01-01 20:30:00	ES	Futures	2929.53	2930.35	2929.26	2929.53	2528.0
2018-01-01 21:00:00	ES	Futures	2929.53	2930.08	2928.44	2929.26	2033.0
2018-01-01 21:30:00	ES	Futures	2929.26	2929.26	2926.25	2927.07	3524.0
2018-01-01 22:00:00	ES	Futures	2927.07	2928.71	2926.25	2928.71	1647.0
2018-01-01 22:30:00	ES	Futures	2928.71	2929.26	2928.44	2928.71	704.0
2018-01-01 23:00:00	ES	Futures	2928.71	2928.98	2928.44	2928.71	662.0
2018-01-01 23:30:00	ES	Futures	2928.71	2929.26	2928.44	2929.26	694.0
2018-01-01 18:00:00	NQ	Futures	7598.74	7611.2	7594.59	7609.42	2162.0
2018-01-01 18:30:00	NQ	Futures	7610.02	7613.28	7608.53	7612.98	543.0
2018-01-01 19:00:00	NQ	Futures	7612.68	7617.43	7612.39	7616.84	1113.0
2018-01-01 19:30:00	NQ	Futures	7617.13	7620.99	7615.65	7618.02	1004.0
2018-01-01 20:00:00	NQ	Futures	7618.02	7620.69	7614.76	7617.73	956.0
2018-01-01 20:30:00	NQ	Futures	7617.73	7620.99	7616.54	7617.13	832.0
2018-01-01 21:00:00	NQ	Futures	7617.13	7620.4	7616.84	7618.91	631.0
2018-01-01 21:30:00	NQ	Futures	7618.91	7618.91	7608.24	7610.91	841.0
2018-01-01 22:00:00	NQ	Futures	7610.91	7615.06	7609.42	7615.06	471.0
2018-01-01 22:30:00	NQ	Futures	7615.06	7616.24	7606.75	7608.53	745.0
2018-01-01 23:00:00	NQ	Futures	7608.53	7611.5	7608.53	7611.5	222.0
2018-01-01 23:30:00	NQ	Futures	7611.5	7613.87	7610.02	7613.28	295.0
2018-01-01 18:00:00	YM	Futures	26884.0	26929.6	26874.2	26927.5	1662.0
2018-01-01 18:30:00	YM	Futures	26927.5	26931.8	26912.2	26925.3	577.0
2018-01-01 19:00:00	YM	Futures	26926.4	26927.5	26918.8	26924.2	344.0
2018-01-01 19:30:00	YM	Futures	26925.3	26927.5	26914.4	26914.4	415.0
2018-01-01 20:00:00	YM	Futures	26915.5	26919.8	26904.6	26913.3	587.0
2018-01-01 20:30:00	YM	Futures	26913.3	26919.8	26909.0	26912.2	378.0
2018-01-01 21:00:00	YM	Futures	26910.1	26916.6	26906.8	26912.2	274.0
2018-01-01 21:30:00	YM	Futures	26911.2	26911.2	26890.5	26899.2	584.0
2018-01-01 22:00:00	YM	Futures	26898.1	26909.0	26892.7	26906.8	406.0
2018-01-01 22:30:00	YM	Futures	26906.8	26910.1	26904.6	26910.1	273.0
2018-01-01 23:00:00	YM	Futures	26911.2	26913.3	26910.1	26912.2	162.0
2018-01-01 23:30:00	YM	Futures	26912.2	26920.9	26911.2	26919.8	200.0
2018-01-01 18:00:00	CL	Futures	53.41	53.48	53.34	53.38	2391.0
2018-01-01 18:30:00	CL	Futures	53.38	53.44	53.35	53.43	989.0
2018-01-01 19:00:00	CL	Futures	53.43	53.45	53.42	53.43	932.0
2018-01-01 19:30:00	CL	Futures	53.43	53.47	53.42	53.45	569.0
2018-01-01 20:00:00	CL	Futures	53.44	53.56	53.41	53.56	3684.0
2018-01-01 20:30:00	CL	Futures	53.56	53.83	53.55	53.75	10793.0
2018-01-01 21:00:00	CL	Futures	53.74	53.88	53.74	53.82	5744.0
2018-01-01 21:30:00	CL	Futures	53.82	53.83	53.74	53.8	2605.0
2018-01-01 22:00:00	CL	Futures	53.8	53.8	53.75	53.77	1925.0
2018-01-01 22:30:00	CL	Futures	53.77	53.78	53.73	53.74	1067.0
2018-01-01 23:00:00	CL	Futures	53.74	53.77	53.73	53.77	1196.0
2018-01-01 23:30:00	CL	Futures	53.76	53.77	53.72	53.74	1188.0
2018-01-01 18:00:00	GC	Futures	1733.5	1737.5	1732.5	1737.3	2797.0
2018-01-01 18:30:00	GC	Futures	1737.3	1739.3	1737.1	1738.0	2511.0

> showing 50 of 509 rows — these rows as CSV

> unlock the full archive -- $79 one-time