PREVIEW / futures_30min / 2018-03-18

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-03-18.parquet
  size:    21 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
2018-03-18 18:00:00	ES	Futures	3008.81	3009.08	3004.17	3004.72	6592.0
2018-03-18 18:30:00	ES	Futures	3004.72	3006.63	3003.08	3005.54	3781.0
2018-03-18 19:00:00	ES	Futures	3005.54	3007.17	3004.99	3006.36	1421.0
2018-03-18 19:30:00	ES	Futures	3006.63	3007.17	3004.72	3005.81	1443.0
2018-03-18 20:00:00	ES	Futures	3006.08	3008.54	3005.54	3007.17	4403.0
2018-03-18 20:30:00	ES	Futures	3007.17	3007.45	3002.81	3003.63	3447.0
2018-03-18 21:00:00	ES	Futures	3003.35	3003.63	2997.62	2999.53	9771.0
2018-03-18 21:30:00	ES	Futures	2999.53	3001.72	2998.17	3000.62	5372.0
2018-03-18 22:00:00	ES	Futures	3000.62	3002.81	3000.62	3002.53	4444.0
2018-03-18 22:30:00	ES	Futures	3002.53	3004.17	3000.9	3001.44	3020.0
2018-03-18 23:00:00	ES	Futures	3001.44	3002.53	3000.62	3000.9	2045.0
2018-03-18 23:30:00	ES	Futures	3001.17	3002.53	3000.62	3001.44	1415.0
2018-03-18 18:00:00	NQ	Futures	8325.73	8325.73	8314.8	8315.39	2010.0
2018-03-18 18:30:00	NQ	Futures	8315.39	8324.25	8311.84	8317.46	1757.0
2018-03-18 19:00:00	NQ	Futures	8317.46	8324.55	8315.98	8321.89	536.0
2018-03-18 19:30:00	NQ	Futures	8321.3	8323.07	8314.21	8318.64	875.0
2018-03-18 20:00:00	NQ	Futures	8318.93	8323.96	8318.05	8321.3	1618.0
2018-03-18 20:30:00	NQ	Futures	8320.12	8321.0	8297.66	8300.32	2679.0
2018-03-18 21:00:00	NQ	Futures	8300.02	8301.2	8279.04	8282.88	5545.0
2018-03-18 21:30:00	NQ	Futures	8283.17	8289.09	8276.67	8285.54	3500.0
2018-03-18 22:00:00	NQ	Futures	8285.54	8292.34	8285.24	8290.27	2246.0
2018-03-18 22:30:00	NQ	Futures	8290.27	8294.11	8283.17	8283.47	1766.0
2018-03-18 23:00:00	NQ	Futures	8284.36	8287.02	8279.04	8280.81	1480.0
2018-03-18 23:30:00	NQ	Futures	8281.11	8285.54	8280.22	8281.99	1005.0
2018-03-18 18:00:00	YM	Futures	27124.5	27133.2	27071.3	27086.5	1198.0
2018-03-18 18:30:00	YM	Futures	27086.5	27094.1	27074.6	27082.2	588.0
2018-03-18 19:00:00	YM	Futures	27085.4	27095.2	27076.7	27091.9	346.0
2018-03-18 19:30:00	YM	Futures	27090.8	27095.2	27071.3	27084.3	440.0
2018-03-18 20:00:00	YM	Futures	27086.5	27109.3	27078.9	27095.2	690.0
2018-03-18 20:30:00	YM	Futures	27096.3	27096.3	27038.7	27046.3	2017.0
2018-03-18 21:00:00	YM	Futures	27044.2	27047.4	26995.3	27015.9	3737.0
2018-03-18 21:30:00	YM	Futures	27014.8	27033.3	26997.5	27030.0	2223.0
2018-03-18 22:00:00	YM	Futures	27028.9	27061.5	27028.9	27058.3	2071.0
2018-03-18 22:30:00	YM	Futures	27058.3	27062.6	27027.9	27040.9	1119.0
2018-03-18 23:00:00	YM	Futures	27042.0	27055.0	27034.4	27036.5	647.0
2018-03-18 23:30:00	YM	Futures	27037.6	27055.0	27031.1	27040.9	644.0
2018-03-18 18:00:00	CL	Futures	55.58	55.63	55.51	55.53	1720.0
2018-03-18 18:30:00	CL	Futures	55.54	55.56	55.51	55.55	620.0
2018-03-18 19:00:00	CL	Futures	55.56	55.56	55.51	55.51	705.0
2018-03-18 19:30:00	CL	Futures	55.51	55.55	55.47	55.48	1237.0
2018-03-18 20:00:00	CL	Futures	55.49	55.53	55.44	55.49	1558.0
2018-03-18 20:30:00	CL	Futures	55.49	55.55	55.41	55.44	2136.0
2018-03-18 21:00:00	CL	Futures	55.44	55.44	55.36	55.39	3700.0
2018-03-18 21:30:00	CL	Futures	55.39	55.41	55.36	55.41	2170.0
2018-03-18 22:00:00	CL	Futures	55.41	55.46	55.4	55.45	2029.0
2018-03-18 22:30:00	CL	Futures	55.44	55.45	55.4	55.41	1009.0
2018-03-18 23:00:00	CL	Futures	55.4	55.43	55.4	55.4	1009.0
2018-03-18 23:30:00	CL	Futures	55.4	55.43	55.39	55.39	818.0
2018-03-18 18:00:00	GC	Futures	1737.4	1739.0	1737.3	1739.0	793.0
2018-03-18 18:30:00	GC	Futures	1738.8	1739.4	1737.4	1737.7	853.0

> showing 50 of 569 rows — these rows as CSV

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