PREVIEW / futures_30min / 2018-02-25

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-02-25.parquet
  size:    22 KB
  rows:    569

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
2018-02-25 18:00:00	ES	Futures	3008.25	3010.98	3005.79	3010.43	7446.0
2018-02-25 18:30:00	ES	Futures	3010.16	3011.8	3008.52	3009.07	4220.0
2018-02-25 19:00:00	ES	Futures	3008.79	3009.61	3004.69	3005.51	5385.0
2018-02-25 19:30:00	ES	Futures	3005.79	3006.06	2998.41	3001.69	7006.0
2018-02-25 20:00:00	ES	Futures	3001.42	3005.51	3001.42	3004.42	3403.0
2018-02-25 20:30:00	ES	Futures	3004.42	3005.51	3000.05	3002.24	3876.0
2018-02-25 21:00:00	ES	Futures	3002.24	3004.15	2999.5	3003.87	2820.0
2018-02-25 21:30:00	ES	Futures	3003.87	3005.51	3003.06	3003.87	1715.0
2018-02-25 22:00:00	ES	Futures	3003.6	3006.88	3003.6	3006.33	2203.0
2018-02-25 22:30:00	ES	Futures	3006.33	3007.7	3006.06	3006.06	2327.0
2018-02-25 23:00:00	ES	Futures	3006.06	3007.15	3005.51	3006.61	1374.0
2018-02-25 23:30:00	ES	Futures	3006.88	3007.43	3006.33	3006.61	1301.0
2018-02-25 18:00:00	NQ	Futures	8207.65	8220.11	8207.65	8210.92	2400.0
2018-02-25 18:30:00	NQ	Futures	8210.62	8212.4	8201.42	8203.5	1491.0
2018-02-25 19:00:00	NQ	Futures	8203.5	8204.39	8191.34	8192.23	2878.0
2018-02-25 19:30:00	NQ	Futures	8192.53	8192.53	8174.14	8177.4	4032.0
2018-02-25 20:00:00	NQ	Futures	8177.1	8189.56	8176.81	8186.3	2466.0
2018-02-25 20:30:00	NQ	Futures	8186.0	8190.75	8175.62	8181.85	2640.0
2018-02-25 21:00:00	NQ	Futures	8181.26	8187.78	8175.62	8186.89	1861.0
2018-02-25 21:30:00	NQ	Futures	8186.89	8192.23	8183.04	8186.0	1324.0
2018-02-25 22:00:00	NQ	Futures	8185.7	8195.49	8185.11	8192.53	1033.0
2018-02-25 22:30:00	NQ	Futures	8192.53	8196.09	8187.78	8188.37	905.0
2018-02-25 23:00:00	NQ	Futures	8188.08	8191.64	8185.41	8191.34	622.0
2018-02-25 23:30:00	NQ	Futures	8190.75	8192.82	8188.37	8189.86	506.0
2018-02-25 18:00:00	YM	Futures	27528.5	27599.1	27528.5	27583.9	1825.0
2018-02-25 18:30:00	YM	Futures	27582.8	27606.8	27577.4	27581.8	733.0
2018-02-25 19:00:00	YM	Futures	27581.8	27589.4	27547.0	27557.8	2175.0
2018-02-25 19:30:00	YM	Futures	27558.9	27565.5	27498.1	27516.5	2982.0
2018-02-25 20:00:00	YM	Futures	27517.6	27562.2	27512.2	27547.0	1995.0
2018-02-25 20:30:00	YM	Futures	27545.9	27558.9	27510.0	27532.8	2524.0
2018-02-25 21:00:00	YM	Futures	27533.9	27545.9	27510.0	27541.5	1682.0
2018-02-25 21:30:00	YM	Futures	27543.7	27560.0	27535.0	27547.0	1355.0
2018-02-25 22:00:00	YM	Futures	27547.0	27580.7	27544.8	27572.0	1080.0
2018-02-25 22:30:00	YM	Futures	27570.9	27589.4	27565.5	27567.6	749.0
2018-02-25 23:00:00	YM	Futures	27567.6	27576.3	27558.9	27573.1	593.0
2018-02-25 23:30:00	YM	Futures	27573.1	27582.8	27566.5	27570.9	495.0
2018-02-25 18:00:00	CL	Futures	56.75	56.79	56.71	56.75	1564.0
2018-02-25 18:30:00	CL	Futures	56.75	56.76	56.71	56.73	671.0
2018-02-25 19:00:00	CL	Futures	56.73	56.73	56.61	56.64	1853.0
2018-02-25 19:30:00	CL	Futures	56.64	56.65	56.6	56.61	1410.0
2018-02-25 20:00:00	CL	Futures	56.61	56.7	56.61	56.65	4918.0
2018-02-25 20:30:00	CL	Futures	56.65	56.73	56.63	56.71	4453.0
2018-02-25 21:00:00	CL	Futures	56.71	56.92	56.7	56.89	4909.0
2018-02-25 21:30:00	CL	Futures	56.89	57.02	56.88	56.92	6617.0
2018-02-25 22:00:00	CL	Futures	56.92	56.98	56.9	56.91	3555.0
2018-02-25 22:30:00	CL	Futures	56.9	56.94	56.87	56.93	3397.0
2018-02-25 23:00:00	CL	Futures	56.93	56.93	56.87	56.9	2989.0
2018-02-25 23:30:00	CL	Futures	56.9	56.95	56.9	56.9	1523.0
2018-02-25 18:00:00	GC	Futures	1760.5	1762.1	1758.8	1760.3	2939.0
2018-02-25 18:30:00	GC	Futures	1760.4	1760.4	1757.4	1758.4	1738.0

> showing 50 of 569 rows — these rows as CSV

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