PREVIEW / futures_30min / 2018-09-09

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-09-09.parquet
  size:    20 KB
  rows:    531

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
2018-09-09 18:00:00	ES	Futures	3132.0	3135.27	3131.46	3134.45	3964.0
2018-09-09 18:30:00	ES	Futures	3134.72	3134.72	3134.18	3134.45	579.0
2018-09-09 19:00:00	ES	Futures	3134.72	3135.27	3134.18	3135.0	738.0
2018-09-09 19:30:00	ES	Futures	3135.0	3135.0	3131.46	3133.63	3056.0
2018-09-09 20:00:00	ES	Futures	3133.63	3136.63	3133.63	3135.0	4468.0
2018-09-09 20:30:00	ES	Futures	3135.0	3137.99	3134.18	3137.99	4925.0
2018-09-09 21:00:00	ES	Futures	3137.99	3140.17	3137.18	3138.81	7824.0
2018-09-09 21:30:00	ES	Futures	3138.81	3140.72	3137.72	3137.72	6919.0
2018-09-09 22:00:00	ES	Futures	3137.99	3139.08	3136.9	3137.18	3622.0
2018-09-09 22:30:00	ES	Futures	3137.45	3140.45	3136.63	3139.08	4544.0
2018-09-09 23:00:00	ES	Futures	3139.08	3140.72	3137.45	3138.54	2360.0
2018-09-09 23:30:00	ES	Futures	3138.54	3139.9	3138.27	3138.54	2542.0
2018-09-09 18:00:00	NQ	Futures	8753.64	8769.54	8752.46	8768.36	1856.0
2018-09-09 18:30:00	NQ	Futures	8768.66	8769.83	8766.89	8767.77	315.0
2018-09-09 19:00:00	NQ	Futures	8767.48	8771.89	8766.89	8771.6	362.0
2018-09-09 19:30:00	NQ	Futures	8771.6	8771.6	8757.76	8763.95	1289.0
2018-09-09 20:00:00	NQ	Futures	8764.24	8777.19	8763.65	8769.83	2077.0
2018-09-09 20:30:00	NQ	Futures	8770.13	8778.67	8767.18	8777.19	2212.0
2018-09-09 21:00:00	NQ	Futures	8777.19	8784.26	8774.25	8779.55	2321.0
2018-09-09 21:30:00	NQ	Futures	8779.55	8787.79	8775.43	8777.78	2488.0
2018-09-09 22:00:00	NQ	Futures	8777.19	8781.32	8773.66	8774.84	1645.0
2018-09-09 22:30:00	NQ	Futures	8774.84	8786.91	8772.48	8781.02	2601.0
2018-09-09 23:00:00	NQ	Futures	8781.02	8785.73	8776.31	8780.43	1462.0
2018-09-09 23:30:00	NQ	Futures	8779.84	8784.26	8778.67	8780.14	844.0
2018-09-09 18:00:00	YM	Futures	28200.4	28241.7	28200.4	28231.9	639.0
2018-09-09 18:30:00	YM	Futures	28231.9	28234.1	28229.7	28230.8	170.0
2018-09-09 19:00:00	YM	Futures	28230.8	28246.1	28229.7	28246.1	373.0
2018-09-09 19:30:00	YM	Futures	28246.1	28246.1	28210.2	28228.7	758.0
2018-09-09 20:00:00	YM	Futures	28229.7	28259.1	28227.6	28243.9	970.0
2018-09-09 20:30:00	YM	Futures	28243.9	28265.6	28236.3	28263.4	1025.0
2018-09-09 21:00:00	YM	Futures	28262.4	28283.0	28255.8	28267.8	1419.0
2018-09-09 21:30:00	YM	Futures	28268.9	28286.3	28256.9	28260.2	1312.0
2018-09-09 22:00:00	YM	Futures	28259.1	28270.0	28251.5	28252.6	676.0
2018-09-09 22:30:00	YM	Futures	28252.6	28279.8	28247.1	28270.0	1034.0
2018-09-09 23:00:00	YM	Futures	28270.0	28280.8	28253.7	28263.4	688.0
2018-09-09 23:30:00	YM	Futures	28263.4	28270.0	28259.1	28262.4	658.0
2018-09-09 18:00:00	CL	Futures	62.27	62.48	62.27	62.45	3195.0
2018-09-09 18:30:00	CL	Futures	62.46	62.59	62.45	62.51	2706.0
2018-09-09 19:00:00	CL	Futures	62.5	62.56	62.45	62.54	1232.0
2018-09-09 19:30:00	CL	Futures	62.54	62.56	62.51	62.53	650.0
2018-09-09 20:00:00	CL	Futures	62.53	62.57	62.43	62.43	2671.0
2018-09-09 20:30:00	CL	Futures	62.43	62.53	62.41	62.53	2382.0
2018-09-09 21:00:00	CL	Futures	62.53	62.53	62.43	62.46	2650.0
2018-09-09 21:30:00	CL	Futures	62.46	62.49	62.39	62.43	2828.0
2018-09-09 22:00:00	CL	Futures	62.43	62.54	62.43	62.52	2790.0
2018-09-09 22:30:00	CL	Futures	62.51	62.69	62.51	62.63	4312.0
2018-09-09 23:00:00	CL	Futures	62.63	62.63	62.57	62.62	1584.0
2018-09-09 23:30:00	CL	Futures	62.63	62.64	62.59	62.61	1090.0
2018-09-09 18:00:00	GC	Futures	1564.3	1566.2	1563.8	1564.9	1797.0
2018-09-09 18:30:00	GC	Futures	1564.9	1565.0	1563.9	1564.1	639.0

> showing 50 of 531 rows — these rows as CSV

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