PREVIEW / futures_30min / 2018-03-11

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-03-11.parquet
  size:    19 KB
  rows:    511

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
2018-03-11 18:00:00	ES	Futures	3043.78	3049.25	3043.23	3048.97	2795.0
2018-03-11 18:30:00	ES	Futures	3048.97	3052.53	3048.7	3051.98	2989.0
2018-03-11 19:00:00	ES	Futures	3052.25	3054.17	3052.25	3052.25	1555.0
2018-03-11 19:30:00	ES	Futures	3052.53	3053.35	3050.61	3051.43	2277.0
2018-03-11 20:00:00	ES	Futures	3051.71	3053.07	3049.52	3052.53	3611.0
2018-03-11 20:30:00	ES	Futures	3052.53	3054.71	3052.53	3052.8	1879.0
2018-03-11 21:00:00	ES	Futures	3053.07	3054.44	3051.98	3052.53	1857.0
2018-03-11 21:30:00	ES	Futures	3052.8	3052.8	3050.34	3051.71	3842.0
2018-03-11 22:00:00	ES	Futures	3051.71	3054.44	3050.89	3054.44	2394.0
2018-03-11 22:30:00	ES	Futures	3054.44	3055.53	3053.89	3054.44	2076.0
2018-03-11 23:00:00	ES	Futures	3054.71	3056.9	3053.89	3054.71	2424.0
2018-03-11 23:30:00	ES	Futures	3054.99	3056.08	3054.44	3054.99	1262.0
2018-03-11 18:00:00	NQ	Futures	8422.39	8437.22	8411.41	8436.92	480.0
2018-03-11 18:30:00	NQ	Futures	8437.22	8444.63	8433.06	8443.15	478.0
2018-03-11 19:00:00	NQ	Futures	8443.15	8452.34	8443.15	8445.52	646.0
2018-03-11 19:30:00	NQ	Futures	8445.82	8448.19	8445.52	8447.89	188.0
2018-03-11 20:00:00	NQ	Futures	8447.89	8452.94	8445.52	8452.64	600.0
2018-03-11 20:30:00	NQ	Futures	8452.34	8463.02	8452.34	8456.79	981.0
2018-03-11 21:00:00	NQ	Futures	8456.79	8464.8	8455.31	8458.27	835.0
2018-03-11 21:30:00	NQ	Futures	8458.87	8458.87	8452.34	8454.72	740.0
2018-03-11 22:00:00	NQ	Futures	8454.72	8465.69	8452.64	8465.1	714.0
2018-03-11 22:30:00	NQ	Futures	8465.39	8466.88	8462.43	8466.58	456.0
2018-03-11 23:00:00	NQ	Futures	8466.58	8471.92	8464.5	8466.28	638.0
2018-03-11 23:30:00	NQ	Futures	8466.28	8469.25	8464.5	8465.1	306.0
2018-03-11 18:00:00	YM	Futures	27545.9	27616.5	27540.5	27606.7	1197.0
2018-03-11 18:30:00	YM	Futures	27613.2	27645.8	27603.5	27640.4	751.0
2018-03-11 19:00:00	YM	Futures	27641.5	27665.4	27640.4	27640.4	785.0
2018-03-11 19:30:00	YM	Futures	27642.5	27653.4	27636.0	27639.3	664.0
2018-03-11 20:00:00	YM	Futures	27640.4	27658.8	27623.0	27653.4	1466.0
2018-03-11 20:30:00	YM	Futures	27654.5	27677.3	27651.2	27652.3	1521.0
2018-03-11 21:00:00	YM	Futures	27653.4	27669.7	27639.3	27645.8	1083.0
2018-03-11 21:30:00	YM	Futures	27646.9	27648.0	27624.1	27632.8	1266.0
2018-03-11 22:00:00	YM	Futures	27633.9	27659.9	27625.2	27657.8	646.0
2018-03-11 22:30:00	YM	Futures	27658.8	27665.4	27652.3	27658.8	671.0
2018-03-11 23:00:00	YM	Futures	27662.1	27680.6	27648.0	27657.8	995.0
2018-03-11 23:30:00	YM	Futures	27659.9	27666.4	27654.5	27658.8	358.0
2018-03-11 18:00:00	CL	Futures	55.41	55.49	55.34	55.44	1983.0
2018-03-11 18:30:00	CL	Futures	55.44	55.44	55.39	55.4	757.0
2018-03-11 19:00:00	CL	Futures	55.4	55.52	55.4	55.43	2686.0
2018-03-11 19:30:00	CL	Futures	55.43	55.49	55.43	55.47	603.0
2018-03-11 20:00:00	CL	Futures	55.48	55.5	55.43	55.48	1751.0
2018-03-11 20:30:00	CL	Futures	55.48	55.55	55.47	55.51	2555.0
2018-03-11 21:00:00	CL	Futures	55.52	55.62	55.49	55.58	4007.0
2018-03-11 21:30:00	CL	Futures	55.58	55.58	55.55	55.56	1627.0
2018-03-11 22:00:00	CL	Futures	55.56	55.57	55.49	55.52	1811.0
2018-03-11 22:30:00	CL	Futures	55.51	55.52	55.43	55.46	2140.0
2018-03-11 23:00:00	CL	Futures	55.46	55.5	55.41	55.42	1616.0
2018-03-11 23:30:00	CL	Futures	55.42	55.47	55.41	55.43	1787.0
2018-03-11 18:00:00	GC	Futures	1752.2	1753.4	1751.8	1752.2	723.0
2018-03-11 18:30:00	GC	Futures	1752.2	1752.3	1751.0	1751.4	624.0

> showing 50 of 511 rows — these rows as CSV

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