PREVIEW / futures_30min / 2018-01-28

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-01-28.parquet
  size:    23 KB
  rows:    599

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
2018-01-28 18:00:00	ES	Futures	3142.45	3145.19	3141.63	3144.09	10529.0
2018-01-28 18:30:00	ES	Futures	3144.09	3145.73	3143.82	3145.19	3846.0
2018-01-28 19:00:00	ES	Futures	3145.46	3145.46	3144.09	3144.37	4353.0
2018-01-28 19:30:00	ES	Futures	3144.37	3146.83	3144.37	3146.28	5954.0
2018-01-28 20:00:00	ES	Futures	3146.01	3147.1	3145.73	3146.55	4284.0
2018-01-28 20:30:00	ES	Futures	3146.28	3147.1	3146.01	3146.55	2399.0
2018-01-28 21:00:00	ES	Futures	3146.28	3146.55	3145.19	3145.73	1570.0
2018-01-28 21:30:00	ES	Futures	3145.46	3146.28	3145.19	3145.46	3181.0
2018-01-28 22:00:00	ES	Futures	3145.46	3145.46	3142.73	3143.0	4350.0
2018-01-28 22:30:00	ES	Futures	3143.0	3143.27	3140.27	3141.63	6570.0
2018-01-28 23:00:00	ES	Futures	3141.91	3143.27	3141.63	3143.0	2150.0
2018-01-28 23:30:00	ES	Futures	3143.0	3143.0	3141.36	3142.18	1440.0
2018-01-28 18:00:00	NQ	Futures	8340.23	8356.25	8340.23	8354.47	2779.0
2018-01-28 18:30:00	NQ	Futures	8354.47	8355.95	8349.13	8353.58	1752.0
2018-01-28 19:00:00	NQ	Futures	8353.58	8355.65	8351.8	8354.47	1010.0
2018-01-28 19:30:00	NQ	Futures	8354.47	8360.4	8354.17	8358.32	1379.0
2018-01-28 20:00:00	NQ	Futures	8358.03	8360.7	8350.31	8355.06	2019.0
2018-01-28 20:30:00	NQ	Futures	8355.36	8358.03	8352.98	8355.06	850.0
2018-01-28 21:00:00	NQ	Futures	8355.06	8356.25	8352.09	8353.58	448.0
2018-01-28 21:30:00	NQ	Futures	8353.58	8354.76	8352.09	8352.98	559.0
2018-01-28 22:00:00	NQ	Futures	8353.28	8353.28	8343.79	8345.27	1438.0
2018-01-28 22:30:00	NQ	Futures	8345.27	8345.57	8334.6	8337.86	1799.0
2018-01-28 23:00:00	NQ	Futures	8337.86	8342.9	8337.86	8342.31	768.0
2018-01-28 23:30:00	NQ	Futures	8342.01	8342.01	8338.75	8340.82	357.0
2018-01-28 18:00:00	YM	Futures	28893.6	28973.0	28890.4	28962.1	4353.0
2018-01-28 18:30:00	YM	Futures	28962.1	28970.8	28954.5	28967.5	920.0
2018-01-28 19:00:00	YM	Futures	28967.5	28973.0	28964.3	28970.8	1109.0
2018-01-28 19:30:00	YM	Futures	28969.7	29000.1	28968.6	28987.1	1507.0
2018-01-28 20:00:00	YM	Futures	28986.0	28999.1	28986.0	28994.7	1321.0
2018-01-28 20:30:00	YM	Futures	28994.7	29002.3	28989.3	28994.7	673.0
2018-01-28 21:00:00	YM	Futures	28993.6	28995.8	28976.2	28983.8	639.0
2018-01-28 21:30:00	YM	Futures	28984.9	28988.2	28978.4	28978.4	538.0
2018-01-28 22:00:00	YM	Futures	28978.4	28981.7	28954.5	28957.7	1117.0
2018-01-28 22:30:00	YM	Futures	28957.7	28957.7	28926.2	28934.9	1949.0
2018-01-28 23:00:00	YM	Futures	28936.0	28955.6	28936.0	28952.3	842.0
2018-01-28 23:30:00	YM	Futures	28951.2	28951.2	28940.4	28948.0	412.0
2018-01-28 18:00:00	CL	Futures	58.77	58.85	58.7	58.77	2712.0
2018-01-28 18:30:00	CL	Futures	58.78	58.85	58.77	58.85	1135.0
2018-01-28 19:00:00	CL	Futures	58.85	58.85	58.77	58.84	1286.0
2018-01-28 19:30:00	CL	Futures	58.84	59.02	58.83	58.92	5590.0
2018-01-28 20:00:00	CL	Futures	58.91	59.0	58.87	58.94	4983.0
2018-01-28 20:30:00	CL	Futures	58.94	58.96	58.89	58.93	2891.0
2018-01-28 21:00:00	CL	Futures	58.93	58.96	58.87	58.89	2607.0
2018-01-28 21:30:00	CL	Futures	58.88	58.93	58.86	58.92	2512.0
2018-01-28 22:00:00	CL	Futures	58.91	58.96	58.89	58.95	2347.0
2018-01-28 22:30:00	CL	Futures	58.96	58.96	58.91	58.95	1731.0
2018-01-28 23:00:00	CL	Futures	58.95	58.98	58.94	58.97	1347.0
2018-01-28 23:30:00	CL	Futures	58.97	58.98	58.93	58.94	836.0
2018-01-28 18:00:00	GC	Futures	1791.4	1793.0	1790.2	1792.0	1362.0
2018-01-28 18:30:00	GC	Futures	1792.0	1793.2	1791.4	1793.0	791.0

> showing 50 of 599 rows — these rows as CSV

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