PREVIEW / futures_30min / 2018-04-15

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-04-15.parquet
  size:    22 KB
  rows:    574

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
2018-04-15 18:00:00	ES	Futures	2918.21	2922.85	2916.57	2922.03	17583.0
2018-04-15 18:30:00	ES	Futures	2922.03	2922.3	2919.57	2919.84	2443.0
2018-04-15 19:00:00	ES	Futures	2919.84	2920.93	2917.93	2919.3	3927.0
2018-04-15 19:30:00	ES	Futures	2919.3	2919.57	2917.93	2918.75	1696.0
2018-04-15 20:00:00	ES	Futures	2918.75	2919.02	2914.66	2915.48	7000.0
2018-04-15 20:30:00	ES	Futures	2915.48	2917.93	2914.66	2917.11	3441.0
2018-04-15 21:00:00	ES	Futures	2917.11	2917.39	2914.66	2915.75	2463.0
2018-04-15 21:30:00	ES	Futures	2915.75	2915.75	2910.84	2911.93	7393.0
2018-04-15 22:00:00	ES	Futures	2911.93	2913.84	2910.56	2912.2	2605.0
2018-04-15 22:30:00	ES	Futures	2912.47	2912.75	2908.38	2908.65	4177.0
2018-04-15 23:00:00	ES	Futures	2908.65	2909.2	2906.74	2908.38	3779.0
2018-04-15 23:30:00	ES	Futures	2908.65	2910.29	2907.02	2908.65	2738.0
2018-04-15 18:00:00	NQ	Futures	7889.82	7917.9	7887.75	7917.9	4791.0
2018-04-15 18:30:00	NQ	Futures	7917.31	7917.9	7906.37	7910.51	864.0
2018-04-15 19:00:00	NQ	Futures	7911.1	7913.17	7903.42	7907.26	740.0
2018-04-15 19:30:00	NQ	Futures	7907.55	7908.44	7904.3	7906.96	615.0
2018-04-15 20:00:00	NQ	Futures	7906.67	7907.55	7894.25	7898.39	1747.0
2018-04-15 20:30:00	NQ	Futures	7898.39	7906.08	7896.32	7903.71	888.0
2018-04-15 21:00:00	NQ	Futures	7904.01	7905.78	7897.51	7901.64	862.0
2018-04-15 21:30:00	NQ	Futures	7901.35	7901.35	7882.43	7887.16	1878.0
2018-04-15 22:00:00	NQ	Futures	7886.87	7891.89	7879.48	7886.28	1054.0
2018-04-15 22:30:00	NQ	Futures	7886.28	7886.57	7870.61	7871.5	1123.0
2018-04-15 23:00:00	NQ	Futures	7871.79	7873.27	7862.93	7867.36	1655.0
2018-04-15 23:30:00	NQ	Futures	7867.36	7873.57	7862.93	7869.43	863.0
2018-04-15 18:00:00	YM	Futures	26546.8	26666.2	26546.8	26629.3	2746.0
2018-04-15 18:30:00	YM	Futures	26630.4	26631.5	26614.1	26623.9	656.0
2018-04-15 19:00:00	YM	Futures	26623.9	26629.3	26600.0	26616.3	612.0
2018-04-15 19:30:00	YM	Futures	26609.7	26610.8	26597.8	26602.1	374.0
2018-04-15 20:00:00	YM	Futures	26602.1	26608.7	26567.4	26573.9	1342.0
2018-04-15 20:30:00	YM	Futures	26575.0	26600.0	26572.8	26593.5	967.0
2018-04-15 21:00:00	YM	Futures	26594.5	26595.6	26568.5	26578.2	844.0
2018-04-15 21:30:00	YM	Futures	26577.2	26577.2	26527.2	26540.2	1999.0
2018-04-15 22:00:00	YM	Futures	26539.1	26557.6	26529.4	26546.8	953.0
2018-04-15 22:30:00	YM	Futures	26545.7	26550.0	26504.4	26508.7	1068.0
2018-04-15 23:00:00	YM	Futures	26508.7	26512.0	26490.3	26503.3	1161.0
2018-04-15 23:30:00	YM	Futures	26503.3	26519.6	26490.3	26505.5	906.0
2018-04-15 18:00:00	CL	Futures	60.14	60.49	59.85	60.03	4768.0
2018-04-15 18:30:00	CL	Futures	60.03	60.04	59.89	59.98	592.0
2018-04-15 19:00:00	CL	Futures	59.98	60.01	59.9	59.99	1798.0
2018-04-15 19:30:00	CL	Futures	59.97	60.01	59.96	59.97	339.0
2018-04-15 20:00:00	CL	Futures	59.97	59.99	59.66	59.69	2534.0
2018-04-15 20:30:00	CL	Futures	59.69	59.77	59.68	59.71	751.0
2018-04-15 21:00:00	CL	Futures	59.7	59.72	59.51	59.62	1889.0
2018-04-15 21:30:00	CL	Futures	59.62	59.7	59.6	59.7	1046.0
2018-04-15 22:00:00	CL	Futures	59.7	59.71	59.62	59.65	801.0
2018-04-15 22:30:00	CL	Futures	59.65	59.7	59.6	59.61	848.0
2018-04-15 23:00:00	CL	Futures	59.6	59.65	59.6	59.63	563.0
2018-04-15 23:30:00	CL	Futures	59.64	59.67	59.63	59.65	563.0
2018-04-15 18:00:00	GC	Futures	1778.4	1780.7	1769.2	1770.1	9184.0
2018-04-15 18:30:00	GC	Futures	1770.3	1772.1	1769.5	1772.1	1725.0

> showing 50 of 574 rows — these rows as CSV

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