PREVIEW / futures_30min / 2018-02-04

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-02-04.parquet
  size:    23 KB
  rows:    591

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
2018-02-04 18:00:00	ES	Futures	3014.26	3014.26	2988.02	2995.4	58979.0
2018-02-04 18:30:00	ES	Futures	2995.4	2998.41	2992.94	2996.5	11312.0
2018-02-04 19:00:00	ES	Futures	2996.77	3001.69	2992.67	3001.69	17464.0
2018-02-04 19:30:00	ES	Futures	3001.69	3003.6	2995.4	2998.41	12154.0
2018-02-04 20:00:00	ES	Futures	2998.41	2998.96	2994.04	2997.04	8377.0
2018-02-04 20:30:00	ES	Futures	2997.04	3004.97	2996.77	3002.51	14863.0
2018-02-04 21:00:00	ES	Futures	3002.24	3002.24	2998.68	3000.6	6543.0
2018-02-04 21:30:00	ES	Futures	3000.6	3000.87	2997.59	2999.23	4509.0
2018-02-04 22:00:00	ES	Futures	2998.96	3002.78	2998.96	3001.69	4312.0
2018-02-04 22:30:00	ES	Futures	3001.42	3004.42	3001.14	3003.6	6617.0
2018-02-04 23:00:00	ES	Futures	3003.33	3007.7	3003.06	3007.15	8794.0
2018-02-04 23:30:00	ES	Futures	3007.15	3008.52	3006.06	3006.61	5414.0
2018-02-04 18:00:00	NQ	Futures	8010.71	8019.02	7960.59	7978.98	10351.0
2018-02-04 18:30:00	NQ	Futures	7979.28	7985.8	7971.56	7980.76	2355.0
2018-02-04 19:00:00	NQ	Futures	7980.76	7990.84	7967.11	7988.77	3925.0
2018-02-04 19:30:00	NQ	Futures	7989.36	7995.59	7977.79	7986.69	3234.0
2018-02-04 20:00:00	NQ	Futures	7986.69	7988.77	7970.97	7980.17	2691.0
2018-02-04 20:30:00	NQ	Futures	7981.35	8000.33	7979.57	7992.62	2468.0
2018-02-04 21:00:00	NQ	Futures	7992.62	7992.92	7981.05	7985.8	4603.0
2018-02-04 21:30:00	NQ	Futures	7985.5	7986.99	7977.2	7983.43	1254.0
2018-02-04 22:00:00	NQ	Futures	7983.43	7992.62	7983.43	7991.14	1127.0
2018-02-04 22:30:00	NQ	Futures	7990.25	7996.18	7989.95	7992.62	1964.0
2018-02-04 23:00:00	NQ	Futures	7993.51	8005.38	7992.92	8004.19	1255.0
2018-02-04 23:30:00	NQ	Futures	8004.49	8006.27	7998.85	8000.63	1160.0
2018-02-04 18:00:00	YM	Futures	27640.5	27650.2	27330.7	27454.6	9589.0
2018-02-04 18:30:00	YM	Futures	27453.5	27466.5	27389.4	27444.8	3390.0
2018-02-04 19:00:00	YM	Futures	27441.6	27476.3	27392.6	27474.2	4925.0
2018-02-04 19:30:00	YM	Futures	27474.2	27498.1	27416.6	27441.6	3950.0
2018-02-04 20:00:00	YM	Futures	27443.7	27460.0	27414.4	27436.1	1766.0
2018-02-04 20:30:00	YM	Futures	27436.1	27498.1	27433.9	27479.6	2146.0
2018-02-04 21:00:00	YM	Futures	27478.5	27479.6	27436.1	27451.3	2196.0
2018-02-04 21:30:00	YM	Futures	27451.3	27453.5	27426.3	27439.4	1112.0
2018-02-04 22:00:00	YM	Futures	27440.5	27474.2	27437.2	27464.4	691.0
2018-02-04 22:30:00	YM	Futures	27463.3	27489.4	27462.2	27476.3	1358.0
2018-02-04 23:00:00	YM	Futures	27477.4	27514.4	27474.2	27510.0	1213.0
2018-02-04 23:30:00	YM	Futures	27511.1	27524.2	27499.2	27506.8	961.0
2018-02-04 18:00:00	CL	Futures	57.82	57.82	57.61	57.76	3486.0
2018-02-04 18:30:00	CL	Futures	57.75	57.79	57.71	57.74	996.0
2018-02-04 19:00:00	CL	Futures	57.74	57.74	57.55	57.55	4797.0
2018-02-04 19:30:00	CL	Futures	57.55	57.66	57.52	57.65	3019.0
2018-02-04 20:00:00	CL	Futures	57.65	57.72	57.56	57.62	4170.0
2018-02-04 20:30:00	CL	Futures	57.62	57.71	57.6	57.66	4016.0
2018-02-04 21:00:00	CL	Futures	57.65	57.65	57.56	57.6	3032.0
2018-02-04 21:30:00	CL	Futures	57.6	57.62	57.39	57.44	5582.0
2018-02-04 22:00:00	CL	Futures	57.44	57.52	57.41	57.5	2016.0
2018-02-04 22:30:00	CL	Futures	57.5	57.57	57.5	57.52	2204.0
2018-02-04 23:00:00	CL	Futures	57.52	57.57	57.5	57.56	1220.0
2018-02-04 23:30:00	CL	Futures	57.56	57.58	57.5	57.53	1153.0
2018-02-04 18:00:00	GC	Futures	1766.1	1768.1	1762.8	1768.0	4810.0
2018-02-04 18:30:00	GC	Futures	1768.1	1768.9	1766.2	1767.2	1886.0

> showing 50 of 591 rows — these rows as CSV

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