PREVIEW / futures_30min / 2018-02-11

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-02-11.parquet
  size:    23 KB
  rows:    593

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
2018-02-11 18:00:00	ES	Futures	2873.5	2877.87	2867.76	2871.86	18119.0
2018-02-11 18:30:00	ES	Futures	2872.13	2880.33	2868.85	2880.06	8829.0
2018-02-11 19:00:00	ES	Futures	2880.06	2882.79	2876.78	2879.24	9658.0
2018-02-11 19:30:00	ES	Futures	2879.24	2883.61	2875.96	2882.52	7128.0
2018-02-11 20:00:00	ES	Futures	2882.52	2885.8	2876.78	2878.69	9537.0
2018-02-11 20:30:00	ES	Futures	2878.69	2880.06	2875.96	2877.87	5643.0
2018-02-11 21:00:00	ES	Futures	2877.6	2882.24	2876.5	2881.15	5513.0
2018-02-11 21:30:00	ES	Futures	2881.15	2881.7	2877.87	2880.88	2833.0
2018-02-11 22:00:00	ES	Futures	2880.88	2882.24	2878.69	2881.42	2475.0
2018-02-11 22:30:00	ES	Futures	2881.7	2883.61	2878.69	2879.24	3288.0
2018-02-11 23:00:00	ES	Futures	2879.24	2880.33	2878.14	2879.51	1905.0
2018-02-11 23:30:00	ES	Futures	2879.24	2880.88	2878.96	2880.6	1261.0
2018-02-11 18:00:00	NQ	Futures	7633.74	7643.53	7611.79	7621.58	4592.0
2018-02-11 18:30:00	NQ	Futures	7622.18	7639.97	7609.72	7639.97	2448.0
2018-02-11 19:00:00	NQ	Futures	7640.27	7649.46	7629.89	7642.05	5337.0
2018-02-11 19:30:00	NQ	Futures	7641.75	7650.65	7631.96	7648.28	3398.0
2018-02-11 20:00:00	NQ	Futures	7648.57	7657.17	7638.19	7642.34	4576.0
2018-02-11 20:30:00	NQ	Futures	7642.64	7647.09	7638.79	7641.45	2958.0
2018-02-11 21:00:00	NQ	Futures	7641.16	7648.57	7632.56	7645.31	2626.0
2018-02-11 21:30:00	NQ	Futures	7645.01	7649.46	7638.49	7648.28	1582.0
2018-02-11 22:00:00	NQ	Futures	7647.68	7648.57	7640.86	7643.83	997.0
2018-02-11 22:30:00	NQ	Futures	7643.83	7647.98	7638.49	7639.38	1054.0
2018-02-11 23:00:00	NQ	Futures	7639.67	7642.64	7638.19	7640.56	734.0
2018-02-11 23:30:00	NQ	Futures	7640.27	7646.2	7639.67	7645.01	418.0
2018-02-11 18:00:00	YM	Futures	26357.9	26423.1	26343.8	26362.3	3101.0
2018-02-11 18:30:00	YM	Futures	26364.5	26419.9	26322.1	26416.6	1847.0
2018-02-11 19:00:00	YM	Futures	26416.6	26452.5	26389.5	26427.5	1851.0
2018-02-11 19:30:00	YM	Futures	26419.9	26464.4	26391.6	26459.0	1858.0
2018-02-11 20:00:00	YM	Futures	26460.1	26492.7	26404.7	26418.8	2251.0
2018-02-11 20:30:00	YM	Futures	26419.9	26425.3	26378.6	26394.9	1922.0
2018-02-11 21:00:00	YM	Futures	26394.9	26441.6	26381.8	26437.3	1647.0
2018-02-11 21:30:00	YM	Futures	26434.0	26452.5	26412.3	26438.4	1223.0
2018-02-11 22:00:00	YM	Futures	26440.5	26452.5	26422.1	26448.1	814.0
2018-02-11 22:30:00	YM	Futures	26451.4	26474.2	26425.3	26430.8	958.0
2018-02-11 23:00:00	YM	Futures	26431.8	26439.4	26403.6	26414.4	1002.0
2018-02-11 23:30:00	YM	Futures	26413.4	26428.6	26406.8	26422.1	605.0
2018-02-11 18:00:00	CL	Futures	52.44	52.72	52.44	52.63	742.0
2018-02-11 18:30:00	CL	Futures	52.61	52.81	52.61	52.78	311.0
2018-02-11 19:00:00	CL	Futures	52.76	52.91	52.75	52.82	727.0
2018-02-11 19:30:00	CL	Futures	52.83	53.06	52.81	53.05	1070.0
2018-02-11 20:00:00	CL	Futures	53.05	53.16	53.03	53.06	1002.0
2018-02-11 20:30:00	CL	Futures	53.07	53.17	53.04	53.09	791.0
2018-02-11 21:00:00	CL	Futures	53.1	53.33	53.04	53.27	1447.0
2018-02-11 21:30:00	CL	Futures	53.27	53.27	53.2	53.25	365.0
2018-02-11 22:00:00	CL	Futures	53.25	53.25	53.2	53.23	348.0
2018-02-11 22:30:00	CL	Futures	53.22	53.23	53.16	53.21	253.0
2018-02-11 23:00:00	CL	Futures	53.2	53.25	53.19	53.24	162.0
2018-02-11 23:30:00	CL	Futures	53.24	53.24	53.18	53.2	281.0
2018-02-11 18:00:00	GC	Futures	1742.9	1745.5	1741.9	1744.1	2281.0
2018-02-11 18:30:00	GC	Futures	1744.0	1745.1	1743.2	1744.9	1580.0

> showing 50 of 593 rows — these rows as CSV

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