PREVIEW / futures_30min / 2018-02-18

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-02-18.parquet
  size:    19 KB
  rows:    489

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
2018-02-18 18:00:00	ES	Futures	2989.66	2996.77	2989.12	2995.4	5304.0
2018-02-18 18:30:00	ES	Futures	2995.4	2996.77	2994.86	2995.95	1402.0
2018-02-18 19:00:00	ES	Futures	2995.95	2999.5	2994.86	2997.86	4536.0
2018-02-18 19:30:00	ES	Futures	2998.14	3000.87	2998.14	3000.05	4102.0
2018-02-18 20:00:00	ES	Futures	3000.05	3000.32	2998.14	2998.14	2492.0
2018-02-18 20:30:00	ES	Futures	2998.41	3000.6	2998.14	2999.78	1480.0
2018-02-18 21:00:00	ES	Futures	2999.78	3001.42	2999.5	3000.6	1288.0
2018-02-18 21:30:00	ES	Futures	3000.6	3000.87	2999.78	3000.32	726.0
2018-02-18 22:00:00	ES	Futures	3000.05	3001.14	3000.05	3000.6	498.0
2018-02-18 22:30:00	ES	Futures	3000.87	3002.24	3000.32	3001.14	1215.0
2018-02-18 23:00:00	ES	Futures	3001.14	3003.6	3001.14	3002.78	1314.0
2018-02-18 23:30:00	ES	Futures	3003.06	3004.15	3002.51	3002.51	1064.0
2018-02-18 18:00:00	NQ	Futures	8047.49	8072.11	8046.31	8070.03	1811.0
2018-02-18 18:30:00	NQ	Futures	8069.14	8074.48	8064.4	8070.33	781.0
2018-02-18 19:00:00	NQ	Futures	8070.03	8081.6	8065.29	8074.78	1733.0
2018-02-18 19:30:00	NQ	Futures	8074.78	8080.71	8074.48	8077.45	1248.0
2018-02-18 20:00:00	NQ	Futures	8078.04	8079.82	8074.19	8075.08	528.0
2018-02-18 20:30:00	NQ	Futures	8075.37	8078.63	8075.08	8076.56	483.0
2018-02-18 21:00:00	NQ	Futures	8076.85	8078.93	8076.56	8076.85	337.0
2018-02-18 21:30:00	NQ	Futures	8076.26	8076.56	8073.3	8073.3	336.0
2018-02-18 22:00:00	NQ	Futures	8073.3	8078.34	8073.3	8077.15	427.0
2018-02-18 22:30:00	NQ	Futures	8077.15	8079.52	8074.78	8076.26	665.0
2018-02-18 23:00:00	NQ	Futures	8075.96	8087.53	8075.67	8083.97	1441.0
2018-02-18 23:30:00	NQ	Futures	8084.27	8088.42	8083.68	8086.35	675.0
2018-02-18 18:00:00	YM	Futures	27419.8	27487.2	27414.4	27476.3	1206.0
2018-02-18 18:30:00	YM	Futures	27473.1	27482.9	27461.1	27476.3	291.0
2018-02-18 19:00:00	YM	Futures	27476.3	27498.1	27457.9	27482.9	1552.0
2018-02-18 19:30:00	YM	Futures	27485.0	27505.7	27481.8	27500.2	689.0
2018-02-18 20:00:00	YM	Futures	27501.3	27504.6	27482.9	27483.9	561.0
2018-02-18 20:30:00	YM	Futures	27485.0	27508.9	27481.8	27501.3	401.0
2018-02-18 21:00:00	YM	Futures	27501.3	27518.7	27499.2	27511.1	422.0
2018-02-18 21:30:00	YM	Futures	27511.1	27514.4	27502.4	27505.7	247.0
2018-02-18 22:00:00	YM	Futures	27505.7	27518.7	27504.6	27514.4	255.0
2018-02-18 22:30:00	YM	Futures	27515.5	27535.0	27506.8	27525.2	551.0
2018-02-18 23:00:00	YM	Futures	27524.2	27542.6	27517.6	27533.9	533.0
2018-02-18 23:30:00	YM	Futures	27535.0	27542.6	27531.8	27532.8	348.0
2018-02-18 18:00:00	CL	Futures	54.89	55.01	54.87	54.99	1518.0
2018-02-18 18:30:00	CL	Futures	54.98	55.08	54.94	55.07	1104.0
2018-02-18 19:00:00	CL	Futures	55.07	55.12	55.01	55.09	1177.0
2018-02-18 19:30:00	CL	Futures	55.08	55.54	55.08	55.5	8602.0
2018-02-18 20:00:00	CL	Futures	55.51	55.58	55.46	55.53	4170.0
2018-02-18 20:30:00	CL	Futures	55.52	55.63	55.41	55.59	4152.0
2018-02-18 21:00:00	CL	Futures	55.6	55.62	55.46	55.51	3958.0
2018-02-18 21:30:00	CL	Futures	55.51	55.57	55.48	55.51	3927.0
2018-02-18 22:00:00	CL	Futures	55.5	55.6	55.5	55.57	1813.0
2018-02-18 22:30:00	CL	Futures	55.57	55.66	55.56	55.63	3326.0
2018-02-18 23:00:00	CL	Futures	55.63	55.65	55.61	55.65	1920.0
2018-02-18 23:30:00	CL	Futures	55.65	55.67	55.64	55.64	1397.0
2018-02-18 18:00:00	GC	Futures	1786.7	1789.7	1786.5	1787.3	1949.0
2018-02-18 18:30:00	GC	Futures	1787.4	1789.0	1786.6	1787.1	1610.0

> showing 50 of 489 rows — these rows as CSV

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