PREVIEW / futures_30min / 2018-01-07

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-01-07.parquet
  size:    20 KB
  rows:    553

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
2018-01-07 18:00:00	ES	Futures	2997.59	3004.15	2997.59	3002.51	13834.0
2018-01-07 18:30:00	ES	Futures	3002.51	3003.06	3001.69	3001.96	3695.0
2018-01-07 19:00:00	ES	Futures	3001.96	3002.24	3001.14	3001.42	2992.0
2018-01-07 19:30:00	ES	Futures	3001.69	3002.24	3001.14	3002.24	2240.0
2018-01-07 20:00:00	ES	Futures	3001.96	3002.51	3001.69	3001.96	2561.0
2018-01-07 20:30:00	ES	Futures	3001.96	3002.51	3001.96	3002.24	1588.0
2018-01-07 21:00:00	ES	Futures	3002.24	3002.24	3001.42	3001.69	1327.0
2018-01-07 21:30:00	ES	Futures	3001.69	3001.69	3000.87	3001.42	1976.0
2018-01-07 22:00:00	ES	Futures	3001.42	3002.51	3001.42	3001.96	2305.0
2018-01-07 22:30:00	ES	Futures	3001.69	3001.96	3001.14	3001.42	816.0
2018-01-07 23:00:00	ES	Futures	3001.14	3001.42	3000.6	3000.6	787.0
2018-01-07 23:30:00	ES	Futures	3000.87	3001.14	3000.6	3000.6	831.0
2018-01-07 18:00:00	NQ	Futures	7910.47	7926.48	7908.39	7917.58	2783.0
2018-01-07 18:30:00	NQ	Futures	7917.58	7920.25	7916.1	7917.29	724.0
2018-01-07 19:00:00	NQ	Futures	7917.29	7918.18	7915.8	7916.4	464.0
2018-01-07 19:30:00	NQ	Futures	7916.4	7918.77	7915.21	7918.47	421.0
2018-01-07 20:00:00	NQ	Futures	7918.47	7919.66	7914.32	7916.4	952.0
2018-01-07 20:30:00	NQ	Futures	7916.4	7918.47	7914.91	7916.1	574.0
2018-01-07 21:00:00	NQ	Futures	7915.51	7915.8	7911.65	7912.54	533.0
2018-01-07 21:30:00	NQ	Futures	7912.84	7915.21	7908.69	7914.91	728.0
2018-01-07 22:00:00	NQ	Futures	7914.62	7916.99	7914.02	7914.32	405.0
2018-01-07 22:30:00	NQ	Futures	7914.62	7916.4	7913.13	7914.02	212.0
2018-01-07 23:00:00	NQ	Futures	7913.43	7914.62	7911.95	7912.54	225.0
2018-01-07 23:30:00	NQ	Futures	7912.54	7913.13	7910.76	7912.84	201.0
2018-01-07 18:00:00	YM	Futures	27467.6	27562.2	27465.5	27548.1	3457.0
2018-01-07 18:30:00	YM	Futures	27548.1	27554.6	27540.5	27542.6	675.0
2018-01-07 19:00:00	YM	Futures	27541.5	27543.7	27532.8	27541.5	588.0
2018-01-07 19:30:00	YM	Futures	27540.5	27552.4	27532.8	27550.2	786.0
2018-01-07 20:00:00	YM	Futures	27549.2	27555.7	27542.6	27553.5	706.0
2018-01-07 20:30:00	YM	Futures	27552.4	27555.7	27544.8	27548.1	497.0
2018-01-07 21:00:00	YM	Futures	27549.2	27549.2	27542.6	27544.8	218.0
2018-01-07 21:30:00	YM	Futures	27544.8	27547.0	27537.2	27547.0	393.0
2018-01-07 22:00:00	YM	Futures	27547.0	27549.2	27541.5	27542.6	394.0
2018-01-07 22:30:00	YM	Futures	27542.6	27545.9	27538.3	27540.5	332.0
2018-01-07 23:00:00	YM	Futures	27540.5	27542.6	27532.8	27533.9	415.0
2018-01-07 23:30:00	YM	Futures	27535.0	27535.0	27526.3	27531.8	315.0
2018-01-07 18:00:00	CL	Futures	54.66	54.77	54.66	54.73	2239.0
2018-01-07 18:30:00	CL	Futures	54.73	54.74	54.7	54.7	841.0
2018-01-07 19:00:00	CL	Futures	54.7	54.71	54.63	54.63	1821.0
2018-01-07 19:30:00	CL	Futures	54.62	54.66	54.59	54.66	1396.0
2018-01-07 20:00:00	CL	Futures	54.66	54.72	54.66	54.68	2457.0
2018-01-07 20:30:00	CL	Futures	54.68	54.74	54.66	54.67	2120.0
2018-01-07 21:00:00	CL	Futures	54.67	54.67	54.62	54.66	2314.0
2018-01-07 21:30:00	CL	Futures	54.67	54.69	54.63	54.68	1114.0
2018-01-07 22:00:00	CL	Futures	54.69	54.7	54.65	54.68	988.0
2018-01-07 22:30:00	CL	Futures	54.68	54.71	54.66	54.67	951.0
2018-01-07 23:00:00	CL	Futures	54.67	54.68	54.63	54.63	624.0
2018-01-07 23:30:00	CL	Futures	54.64	54.67	54.62	54.64	1014.0
2018-01-07 18:00:00	GC	Futures	1755.4	1756.4	1754.3	1754.8	1645.0
2018-01-07 18:30:00	GC	Futures	1754.8	1755.0	1753.1	1753.7	938.0

> showing 50 of 553 rows — these rows as CSV

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