PREVIEW / futures_30min / 2018-03-25

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-03-25.parquet
  size:    23 KB
  rows:    572

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
2018-03-25 18:00:00	ES	Futures	2832.79	2843.43	2830.06	2836.06	20073.0
2018-03-25 18:30:00	ES	Futures	2836.33	2837.15	2828.42	2832.24	9778.0
2018-03-25 19:00:00	ES	Futures	2832.24	2840.15	2831.97	2839.61	7864.0
2018-03-25 19:30:00	ES	Futures	2839.88	2844.79	2837.42	2843.43	7097.0
2018-03-25 20:00:00	ES	Futures	2842.88	2845.61	2840.15	2842.61	9199.0
2018-03-25 20:30:00	ES	Futures	2842.61	2848.34	2840.43	2847.52	8589.0
2018-03-25 21:00:00	ES	Futures	2847.52	2851.34	2845.61	2847.52	9247.0
2018-03-25 21:30:00	ES	Futures	2847.8	2854.07	2847.52	2853.8	8882.0
2018-03-25 22:00:00	ES	Futures	2854.07	2854.07	2847.25	2849.16	6000.0
2018-03-25 22:30:00	ES	Futures	2849.16	2851.89	2847.52	2848.89	4182.0
2018-03-25 23:00:00	ES	Futures	2848.89	2849.71	2844.79	2848.89	3966.0
2018-03-25 23:30:00	ES	Futures	2848.89	2852.43	2848.07	2851.34	3342.0
2018-03-25 18:00:00	NQ	Futures	7742.65	7753.88	7719.6	7732.89	3243.0
2018-03-25 18:30:00	NQ	Futures	7733.78	7739.99	7713.39	7728.46	2304.0
2018-03-25 19:00:00	NQ	Futures	7728.17	7758.61	7726.1	7756.54	1976.0
2018-03-25 19:30:00	NQ	Futures	7756.24	7772.2	7744.72	7765.7	2669.0
2018-03-25 20:00:00	NQ	Futures	7765.4	7775.16	7759.2	7764.22	2816.0
2018-03-25 20:30:00	NQ	Futures	7763.33	7788.16	7759.2	7785.5	3790.0
2018-03-25 21:00:00	NQ	Futures	7785.5	7801.46	7780.77	7796.43	4389.0
2018-03-25 21:30:00	NQ	Futures	7796.14	7815.05	7794.36	7813.87	5237.0
2018-03-25 22:00:00	NQ	Futures	7813.87	7816.23	7790.82	7797.91	3148.0
2018-03-25 22:30:00	NQ	Futures	7797.91	7807.96	7788.45	7795.25	2265.0
2018-03-25 23:00:00	NQ	Futures	7794.66	7802.05	7780.47	7796.73	2418.0
2018-03-25 23:30:00	NQ	Futures	7796.43	7809.73	7793.77	7806.48	1940.0
2018-03-25 18:00:00	YM	Futures	25639.9	25733.3	25576.9	25677.9	2485.0
2018-03-25 18:30:00	YM	Futures	25682.3	25686.6	25590.0	25631.2	2036.0
2018-03-25 19:00:00	YM	Futures	25632.3	25683.4	25624.7	25673.6	1175.0
2018-03-25 19:30:00	YM	Futures	25675.8	25723.5	25657.3	25705.1	1342.0
2018-03-25 20:00:00	YM	Futures	25704.0	25738.8	25679.0	25707.3	2626.0
2018-03-25 20:30:00	YM	Futures	25705.1	25757.2	25687.7	25750.7	3047.0
2018-03-25 21:00:00	YM	Futures	25751.8	25781.1	25721.4	25738.8	2695.0
2018-03-25 21:30:00	YM	Futures	25739.8	25802.8	25730.1	25800.7	2716.0
2018-03-25 22:00:00	YM	Futures	25799.6	25799.6	25726.8	25745.3	2098.0
2018-03-25 22:30:00	YM	Futures	25745.3	25764.8	25723.5	25740.9	1830.0
2018-03-25 23:00:00	YM	Futures	25739.8	25757.2	25701.8	25743.1	2156.0
2018-03-25 23:30:00	YM	Futures	25742.0	25784.4	25737.7	25773.5	1657.0
2018-03-25 18:00:00	CL	Futures	58.79	58.96	58.57	58.68	5049.0
2018-03-25 18:30:00	CL	Futures	58.68	58.76	58.61	58.76	1547.0
2018-03-25 19:00:00	CL	Futures	58.75	59.28	58.7	59.21	8567.0
2018-03-25 19:30:00	CL	Futures	59.21	59.37	59.18	59.25	6871.0
2018-03-25 20:00:00	CL	Futures	59.24	59.27	59.09	59.1	4168.0
2018-03-25 20:30:00	CL	Futures	59.1	59.16	59.08	59.15	2902.0
2018-03-25 21:00:00	CL	Futures	59.15	59.29	58.78	58.93	12934.0
2018-03-25 21:30:00	CL	Futures	58.92	59.12	58.76	58.95	12587.0
2018-03-25 22:00:00	CL	Futures	58.95	58.98	58.41	58.53	13961.0
2018-03-25 22:30:00	CL	Futures	58.54	58.61	58.4	58.47	7934.0
2018-03-25 23:00:00	CL	Futures	58.47	58.57	58.44	58.53	3620.0
2018-03-25 23:30:00	CL	Futures	58.53	58.64	58.46	58.6	3403.0
2018-03-25 18:00:00	GC	Futures	1782.5	1786.0	1782.5	1785.8	2065.0
2018-03-25 18:30:00	GC	Futures	1786.0	1788.1	1785.0	1786.7	3092.0

> showing 50 of 572 rows — these rows as CSV

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