PREVIEW / futures_30min / 2018-03-04

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-03-04.parquet
  size:    22 KB
  rows:    567

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
2018-03-04 18:00:00	ES	Futures	2933.63	2935.54	2923.79	2927.62	17096.0
2018-03-04 18:30:00	ES	Futures	2927.62	2934.18	2927.34	2931.44	7233.0
2018-03-04 19:00:00	ES	Futures	2931.44	2940.19	2931.44	2937.18	8091.0
2018-03-04 19:30:00	ES	Futures	2937.18	2939.1	2933.63	2933.9	3899.0
2018-03-04 20:00:00	ES	Futures	2933.9	2935.54	2930.35	2934.18	5144.0
2018-03-04 20:30:00	ES	Futures	2934.18	2939.92	2932.54	2932.54	5797.0
2018-03-04 21:00:00	ES	Futures	2932.26	2933.36	2928.44	2930.62	5118.0
2018-03-04 21:30:00	ES	Futures	2930.62	2931.17	2925.43	2927.34	5564.0
2018-03-04 22:00:00	ES	Futures	2927.62	2928.71	2924.88	2928.44	4081.0
2018-03-04 22:30:00	ES	Futures	2928.44	2928.98	2926.52	2927.62	3558.0
2018-03-04 23:00:00	ES	Futures	2927.62	2929.26	2927.07	2927.62	1974.0
2018-03-04 23:30:00	ES	Futures	2927.34	2927.34	2920.78	2921.6	4439.0
2018-03-04 18:00:00	NQ	Futures	8062.32	8069.74	8042.45	8051.05	3568.0
2018-03-04 18:30:00	NQ	Futures	8050.75	8065.29	8050.75	8059.36	2165.0
2018-03-04 19:00:00	NQ	Futures	8059.36	8081.6	8059.36	8071.22	3529.0
2018-03-04 19:30:00	NQ	Futures	8071.22	8075.67	8062.91	8064.4	1919.0
2018-03-04 20:00:00	NQ	Futures	8063.8	8069.44	8056.09	8064.1	2513.0
2018-03-04 20:30:00	NQ	Futures	8064.4	8080.12	8058.47	8059.06	3263.0
2018-03-04 21:00:00	NQ	Futures	8059.06	8060.84	8049.57	8054.31	3204.0
2018-03-04 21:30:00	NQ	Futures	8053.72	8053.72	8038.59	8039.19	2817.0
2018-03-04 22:00:00	NQ	Futures	8038.3	8043.93	8031.48	8043.34	2352.0
2018-03-04 22:30:00	NQ	Futures	8043.34	8046.9	8039.48	8043.93	1369.0
2018-03-04 23:00:00	NQ	Futures	8044.23	8047.2	8041.26	8043.04	781.0
2018-03-04 23:30:00	NQ	Futures	8042.45	8042.45	8024.36	8025.25	2076.0
2018-03-04 18:00:00	YM	Futures	26610.1	26615.5	26521.0	26538.4	2811.0
2018-03-04 18:30:00	YM	Futures	26538.4	26605.7	26537.3	26588.4	1514.0
2018-03-04 19:00:00	YM	Futures	26588.4	26694.9	26588.4	26664.4	2874.0
2018-03-04 19:30:00	YM	Futures	26664.4	26678.6	26625.3	26629.7	1520.0
2018-03-04 20:00:00	YM	Futures	26628.6	26646.0	26596.0	26628.6	2163.0
2018-03-04 20:30:00	YM	Futures	26629.7	26681.8	26609.0	26609.0	2898.0
2018-03-04 21:00:00	YM	Futures	26609.0	26616.6	26575.3	26597.0	2558.0
2018-03-04 21:30:00	YM	Futures	26594.9	26601.4	26547.0	26564.4	2449.0
2018-03-04 22:00:00	YM	Futures	26564.4	26573.1	26535.1	26569.9	2027.0
2018-03-04 22:30:00	YM	Futures	26569.9	26582.9	26554.7	26569.9	1625.0
2018-03-04 23:00:00	YM	Futures	26569.9	26584.0	26561.2	26567.7	781.0
2018-03-04 23:30:00	YM	Futures	26566.6	26566.6	26514.4	26517.7	1820.0
2018-03-04 18:00:00	CL	Futures	54.92	55.1	54.86	55.01	5582.0
2018-03-04 18:30:00	CL	Futures	55.01	55.01	54.89	54.94	1821.0
2018-03-04 19:00:00	CL	Futures	54.94	55.0	54.94	54.98	2473.0
2018-03-04 19:30:00	CL	Futures	54.97	55.01	54.97	54.97	1872.0
2018-03-04 20:00:00	CL	Futures	54.98	55.05	54.91	55.01	4367.0
2018-03-04 20:30:00	CL	Futures	55.02	55.06	54.93	54.93	3729.0
2018-03-04 21:00:00	CL	Futures	54.93	54.99	54.91	54.96	3258.0
2018-03-04 21:30:00	CL	Futures	54.96	54.96	54.82	54.86	4712.0
2018-03-04 22:00:00	CL	Futures	54.86	54.91	54.82	54.91	2237.0
2018-03-04 22:30:00	CL	Futures	54.9	54.91	54.89	54.91	3901.0
2018-03-04 23:00:00	CL	Futures	54.91	54.96	54.86	54.89	3225.0
2018-03-04 23:30:00	CL	Futures	54.88	54.9	54.8	54.8	1410.0
2018-03-04 18:00:00	GC	Futures	1753.3	1753.9	1750.8	1751.3	2522.0
2018-03-04 18:30:00	GC	Futures	1751.4	1752.5	1747.4	1752.2	1732.0

> showing 50 of 567 rows — these rows as CSV

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