PREVIEW / futures_30min / 2018-01-14

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-01-14.parquet
  size:    20 KB
  rows:    519

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
2018-01-14 18:00:00	ES	Futures	3050.07	3055.81	3050.07	3054.99	8247.0
2018-01-14 18:30:00	ES	Futures	3055.26	3056.63	3053.89	3056.35	4344.0
2018-01-14 19:00:00	ES	Futures	3056.35	3058.54	3054.99	3054.99	6495.0
2018-01-14 19:30:00	ES	Futures	3055.26	3055.81	3054.44	3055.53	4155.0
2018-01-14 20:00:00	ES	Futures	3055.26	3055.81	3054.44	3055.26	2891.0
2018-01-14 20:30:00	ES	Futures	3055.53	3055.81	3054.17	3054.17	3028.0
2018-01-14 21:00:00	ES	Futures	3054.44	3055.26	3053.89	3054.71	2073.0
2018-01-14 21:30:00	ES	Futures	3054.71	3055.26	3054.17	3054.71	2414.0
2018-01-14 22:00:00	ES	Futures	3054.71	3055.26	3054.17	3055.26	1110.0
2018-01-14 22:30:00	ES	Futures	3054.99	3055.81	3054.99	3055.53	2273.0
2018-01-14 23:00:00	ES	Futures	3055.53	3055.81	3055.26	3055.81	929.0
2018-01-14 23:30:00	ES	Futures	3055.53	3056.08	3055.26	3056.08	1732.0
2018-01-14 18:00:00	NQ	Futures	8045.42	8054.31	8038.89	8048.68	1596.0
2018-01-14 18:30:00	NQ	Futures	8048.68	8052.24	8045.71	8052.24	665.0
2018-01-14 19:00:00	NQ	Futures	8051.64	8057.87	8048.38	8048.68	1447.0
2018-01-14 19:30:00	NQ	Futures	8048.68	8053.13	8046.31	8051.94	1178.0
2018-01-14 20:00:00	NQ	Futures	8051.64	8052.53	8046.31	8050.16	979.0
2018-01-14 20:30:00	NQ	Futures	8050.46	8051.64	8047.49	8048.97	559.0
2018-01-14 21:00:00	NQ	Futures	8049.27	8052.53	8047.79	8050.75	440.0
2018-01-14 21:30:00	NQ	Futures	8050.75	8054.61	8049.86	8054.61	645.0
2018-01-14 22:00:00	NQ	Futures	8054.02	8057.28	8053.72	8056.39	427.0
2018-01-14 22:30:00	NQ	Futures	8056.39	8058.76	8055.5	8057.58	497.0
2018-01-14 23:00:00	NQ	Futures	8057.28	8058.47	8055.8	8057.87	220.0
2018-01-14 23:30:00	NQ	Futures	8057.87	8062.03	8057.58	8061.43	841.0
2018-01-14 18:00:00	YM	Futures	28055.6	28146.9	28050.2	28136.1	2526.0
2018-01-14 18:30:00	YM	Futures	28136.1	28150.2	28133.9	28146.9	990.0
2018-01-14 19:00:00	YM	Futures	28145.8	28169.8	28145.8	28160.0	1884.0
2018-01-14 19:30:00	YM	Futures	28160.0	28163.2	28143.7	28153.5	1036.0
2018-01-14 20:00:00	YM	Futures	28152.4	28160.0	28144.8	28153.5	714.0
2018-01-14 20:30:00	YM	Futures	28153.5	28155.6	28141.5	28143.7	483.0
2018-01-14 21:00:00	YM	Futures	28142.6	28153.5	28136.1	28145.8	657.0
2018-01-14 21:30:00	YM	Futures	28145.8	28152.4	28139.3	28142.6	345.0
2018-01-14 22:00:00	YM	Futures	28141.5	28145.8	28141.5	28143.7	110.0
2018-01-14 22:30:00	YM	Futures	28144.8	28153.5	28143.7	28149.1	336.0
2018-01-14 23:00:00	YM	Futures	28148.0	28156.7	28148.0	28155.6	232.0
2018-01-14 23:30:00	YM	Futures	28155.6	28158.9	28150.2	28156.7	511.0
2018-01-14 18:00:00	CL	Futures	57.13	57.18	56.94	57.09	677.0
2018-01-14 18:30:00	CL	Futures	57.09	57.1	57.01	57.02	229.0
2018-01-14 19:00:00	CL	Futures	57.04	57.06	56.99	57.01	351.0
2018-01-14 19:30:00	CL	Futures	57.01	57.06	56.99	57.01	257.0
2018-01-14 20:00:00	CL	Futures	57.01	57.13	57.01	57.1	656.0
2018-01-14 20:30:00	CL	Futures	57.1	57.12	57.06	57.11	490.0
2018-01-14 21:00:00	CL	Futures	57.1	57.15	57.07	57.12	822.0
2018-01-14 21:30:00	CL	Futures	57.12	57.17	57.1	57.15	497.0
2018-01-14 22:00:00	CL	Futures	57.15	57.16	57.12	57.14	198.0
2018-01-14 22:30:00	CL	Futures	57.13	57.14	57.1	57.1	147.0
2018-01-14 23:00:00	CL	Futures	57.11	57.15	57.11	57.15	142.0
2018-01-14 23:30:00	CL	Futures	57.15	57.3	57.15	57.19	1391.0
2018-01-14 18:00:00	GC	Futures	1776.0	1777.7	1774.6	1776.6	2851.0
2018-01-14 18:30:00	GC	Futures	1776.6	1776.9	1775.7	1776.1	1154.0

> showing 50 of 519 rows — these rows as CSV

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