PREVIEW / futures_30min / 2018-01-21

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-01-21.parquet
  size:    22 KB
  rows:    576

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
2018-01-21 18:00:00	ES	Futures	3065.65	3071.39	3063.46	3069.47	13610.0
2018-01-21 18:30:00	ES	Futures	3069.47	3069.75	3068.11	3069.47	2442.0
2018-01-21 19:00:00	ES	Futures	3069.47	3070.29	3067.83	3069.75	4043.0
2018-01-21 19:30:00	ES	Futures	3069.75	3070.29	3068.11	3069.75	2455.0
2018-01-21 20:00:00	ES	Futures	3069.47	3070.84	3068.38	3070.02	3393.0
2018-01-21 20:30:00	ES	Futures	3069.75	3071.11	3068.38	3070.84	3586.0
2018-01-21 21:00:00	ES	Futures	3070.84	3072.75	3070.57	3070.57	4832.0
2018-01-21 21:30:00	ES	Futures	3070.57	3071.11	3069.75	3070.29	1413.0
2018-01-21 22:00:00	ES	Futures	3070.29	3070.57	3069.47	3070.29	1142.0
2018-01-21 22:30:00	ES	Futures	3070.02	3070.57	3069.75	3070.02	962.0
2018-01-21 23:00:00	ES	Futures	3070.02	3070.02	3068.93	3069.2	1087.0
2018-01-21 23:30:00	ES	Futures	3069.47	3069.75	3068.65	3069.2	1098.0
2018-01-21 18:00:00	NQ	Futures	8103.84	8118.97	8096.13	8111.85	3302.0
2018-01-21 18:30:00	NQ	Futures	8111.56	8112.45	8105.62	8112.45	755.0
2018-01-21 19:00:00	NQ	Futures	8112.15	8112.74	8104.44	8111.56	1123.0
2018-01-21 19:30:00	NQ	Futures	8111.56	8113.63	8108.0	8112.74	804.0
2018-01-21 20:00:00	NQ	Futures	8112.74	8114.23	8107.7	8110.96	901.0
2018-01-21 20:30:00	NQ	Futures	8110.67	8113.63	8104.14	8112.15	1369.0
2018-01-21 21:00:00	NQ	Futures	8112.74	8118.67	8111.26	8113.34	1079.0
2018-01-21 21:30:00	NQ	Futures	8113.34	8115.12	8110.67	8112.15	599.0
2018-01-21 22:00:00	NQ	Futures	8112.15	8112.74	8108.59	8111.56	448.0
2018-01-21 22:30:00	NQ	Futures	8111.85	8113.63	8110.07	8110.96	349.0
2018-01-21 23:00:00	NQ	Futures	8110.96	8111.56	8109.18	8111.26	240.0
2018-01-21 23:30:00	NQ	Futures	8111.56	8114.23	8110.37	8112.15	491.0
2018-01-21 18:00:00	YM	Futures	28238.2	28287.1	28198.0	28264.3	2772.0
2018-01-21 18:30:00	YM	Futures	28264.3	28266.5	28253.5	28261.1	843.0
2018-01-21 19:00:00	YM	Futures	28262.1	28269.8	28253.5	28265.4	1174.0
2018-01-21 19:30:00	YM	Futures	28264.3	28268.7	28253.5	28263.2	647.0
2018-01-21 20:00:00	YM	Futures	28263.2	28276.3	28253.5	28266.5	565.0
2018-01-21 20:30:00	YM	Futures	28265.4	28278.4	28254.5	28277.4	653.0
2018-01-21 21:00:00	YM	Futures	28276.3	28296.9	28275.2	28279.5	901.0
2018-01-21 21:30:00	YM	Futures	28278.4	28281.7	28270.8	28274.1	408.0
2018-01-21 22:00:00	YM	Futures	28274.1	28278.4	28267.6	28275.2	390.0
2018-01-21 22:30:00	YM	Futures	28276.3	28278.4	28270.8	28273.0	235.0
2018-01-21 23:00:00	YM	Futures	28273.0	28273.0	28264.3	28269.8	189.0
2018-01-21 23:30:00	YM	Futures	28269.8	28276.3	28262.1	28269.8	258.0
2018-01-21 18:00:00	CL	Futures	56.39	56.42	56.16	56.21	4041.0
2018-01-21 18:30:00	CL	Futures	56.21	56.33	56.21	56.32	1610.0
2018-01-21 19:00:00	CL	Futures	56.31	56.34	56.26	56.3	2109.0
2018-01-21 19:30:00	CL	Futures	56.31	56.43	56.29	56.35	2311.0
2018-01-21 20:00:00	CL	Futures	56.36	56.36	56.27	56.29	3252.0
2018-01-21 20:30:00	CL	Futures	56.29	56.4	56.29	56.39	3523.0
2018-01-21 21:00:00	CL	Futures	56.39	56.4	56.35	56.37	2044.0
2018-01-21 21:30:00	CL	Futures	56.37	56.45	56.37	56.41	2095.0
2018-01-21 22:00:00	CL	Futures	56.4	56.44	56.37	56.38	1476.0
2018-01-21 22:30:00	CL	Futures	56.38	56.42	56.38	56.42	649.0
2018-01-21 23:00:00	CL	Futures	56.41	56.43	56.36	56.37	1193.0
2018-01-21 23:30:00	CL	Futures	56.36	56.39	56.34	56.35	1090.0
2018-01-21 18:00:00	GC	Futures	1771.6	1774.0	1768.5	1770.1	5396.0
2018-01-21 18:30:00	GC	Futures	1770.1	1772.8	1770.1	1772.2	2533.0

> showing 50 of 576 rows — these rows as CSV

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