PREVIEW / futures_30min / 2018-04-08

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-04-08.parquet
  size:    22 KB
  rows:    575

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
2018-04-08 18:00:00	ES	Futures	2846.43	2856.26	2846.43	2855.71	12467.0
2018-04-08 18:30:00	ES	Futures	2855.98	2856.8	2851.62	2852.43	4275.0
2018-04-08 19:00:00	ES	Futures	2852.43	2854.35	2848.34	2850.8	3704.0
2018-04-08 19:30:00	ES	Futures	2851.07	2855.16	2849.43	2854.07	3425.0
2018-04-08 20:00:00	ES	Futures	2854.07	2858.17	2853.25	2856.26	6784.0
2018-04-08 20:30:00	ES	Futures	2856.26	2861.17	2853.8	2859.26	6281.0
2018-04-08 21:00:00	ES	Futures	2859.26	2860.9	2857.89	2858.98	6339.0
2018-04-08 21:30:00	ES	Futures	2858.98	2858.98	2853.25	2856.53	6891.0
2018-04-08 22:00:00	ES	Futures	2856.53	2857.89	2855.98	2857.07	4177.0
2018-04-08 22:30:00	ES	Futures	2857.35	2858.98	2855.98	2858.71	1935.0
2018-04-08 23:00:00	ES	Futures	2858.98	2864.17	2858.44	2863.08	4866.0
2018-04-08 23:30:00	ES	Futures	2863.08	2866.08	2862.26	2863.9	4340.0
2018-04-08 18:00:00	NQ	Futures	7640.1	7666.1	7639.51	7660.78	2437.0
2018-04-08 18:30:00	NQ	Futures	7661.38	7664.33	7650.74	7652.51	1218.0
2018-04-08 19:00:00	NQ	Futures	7652.8	7658.72	7636.55	7642.46	1093.0
2018-04-08 19:30:00	NQ	Futures	7642.76	7662.26	7638.03	7659.9	1114.0
2018-04-08 20:00:00	NQ	Futures	7659.01	7676.15	7657.53	7673.49	2136.0
2018-04-08 20:30:00	NQ	Futures	7673.2	7691.22	7667.29	7684.43	2049.0
2018-04-08 21:00:00	NQ	Futures	7684.43	7688.86	7678.52	7681.18	1945.0
2018-04-08 21:30:00	NQ	Futures	7680.58	7683.24	7665.51	7674.38	2617.0
2018-04-08 22:00:00	NQ	Futures	7675.27	7683.84	7672.61	7679.99	1101.0
2018-04-08 22:30:00	NQ	Futures	7680.58	7688.56	7675.86	7685.9	868.0
2018-04-08 23:00:00	NQ	Futures	7686.5	7700.09	7685.9	7695.95	1684.0
2018-04-08 23:30:00	NQ	Futures	7696.25	7705.71	7693.29	7700.09	1831.0
2018-04-08 18:00:00	YM	Futures	26008.1	26092.8	25999.4	26077.6	1706.0
2018-04-08 18:30:00	YM	Futures	26077.6	26090.6	26038.5	26047.2	690.0
2018-04-08 19:00:00	YM	Futures	26048.3	26060.2	26012.4	26028.7	1073.0
2018-04-08 19:30:00	YM	Futures	26024.4	26075.4	26021.1	26064.6	668.0
2018-04-08 20:00:00	YM	Futures	26064.6	26110.2	26055.9	26087.4	1526.0
2018-04-08 20:30:00	YM	Futures	26089.5	26149.3	26068.9	26133.0	2026.0
2018-04-08 21:00:00	YM	Futures	26133.0	26151.4	26115.6	26131.9	2424.0
2018-04-08 21:30:00	YM	Futures	26129.7	26129.7	26075.4	26089.5	2725.0
2018-04-08 22:00:00	YM	Futures	26089.5	26110.2	26085.2	26103.7	1214.0
2018-04-08 22:30:00	YM	Futures	26104.7	26123.2	26078.7	26119.9	1723.0
2018-04-08 23:00:00	YM	Futures	26119.9	26164.5	26110.2	26154.7	1502.0
2018-04-08 23:30:00	YM	Futures	26156.9	26188.4	26150.4	26167.7	2188.0
2018-04-08 18:00:00	CL	Futures	55.32	55.49	55.25	55.47	3700.0
2018-04-08 18:30:00	CL	Futures	55.47	55.48	55.4	55.44	949.0
2018-04-08 19:00:00	CL	Futures	55.44	55.45	55.34	55.42	1267.0
2018-04-08 19:30:00	CL	Futures	55.42	55.48	55.41	55.46	1706.0
2018-04-08 20:00:00	CL	Futures	55.46	55.52	55.45	55.48	2914.0
2018-04-08 20:30:00	CL	Futures	55.48	55.58	55.42	55.57	3150.0
2018-04-08 21:00:00	CL	Futures	55.57	55.61	55.48	55.5	5192.0
2018-04-08 21:30:00	CL	Futures	55.5	55.52	55.44	55.49	2429.0
2018-04-08 22:00:00	CL	Futures	55.49	55.53	55.48	55.53	1839.0
2018-04-08 22:30:00	CL	Futures	55.53	55.58	55.51	55.57	1914.0
2018-04-08 23:00:00	CL	Futures	55.57	55.63	55.55	55.62	2774.0
2018-04-08 23:30:00	CL	Futures	55.61	55.64	55.58	55.59	2096.0
2018-04-08 18:00:00	GC	Futures	1762.9	1763.5	1760.0	1760.3	2047.0
2018-04-08 18:30:00	GC	Futures	1760.4	1762.1	1760.0	1761.7	1088.0

> showing 50 of 575 rows — these rows as CSV

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