PREVIEW / futures_30min / 2018-09-16

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-09-16.parquet
  size:    19 KB
  rows:    527

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
2018-09-16 18:00:00	ES	Futures	3164.97	3164.97	3161.44	3161.71	6931.0
2018-09-16 18:30:00	ES	Futures	3161.71	3161.71	3159.53	3161.44	3408.0
2018-09-16 19:00:00	ES	Futures	3161.16	3162.8	3160.89	3162.8	1669.0
2018-09-16 19:30:00	ES	Futures	3162.52	3162.8	3161.16	3161.44	1420.0
2018-09-16 20:00:00	ES	Futures	3161.16	3162.25	3160.08	3160.35	2334.0
2018-09-16 20:30:00	ES	Futures	3160.35	3161.71	3159.53	3161.44	1924.0
2018-09-16 21:00:00	ES	Futures	3161.44	3163.07	3160.89	3163.07	2148.0
2018-09-16 21:30:00	ES	Futures	3163.07	3163.88	3161.98	3161.98	3173.0
2018-09-16 22:00:00	ES	Futures	3161.98	3161.98	3160.62	3161.98	2791.0
2018-09-16 22:30:00	ES	Futures	3161.98	3162.8	3161.44	3162.8	1525.0
2018-09-16 23:00:00	ES	Futures	3162.8	3162.8	3161.16	3161.71	881.0
2018-09-16 23:30:00	ES	Futures	3161.71	3162.8	3161.71	3162.52	1114.0
2018-09-16 18:00:00	NQ	Futures	8877.15	8877.45	8865.13	8865.71	1589.0
2018-09-16 18:30:00	NQ	Futures	8866.3	8866.89	8859.85	8866.3	770.0
2018-09-16 19:00:00	NQ	Futures	8866.3	8874.51	8866.01	8872.46	977.0
2018-09-16 19:30:00	NQ	Futures	8872.46	8872.75	8866.01	8866.01	644.0
2018-09-16 20:00:00	NQ	Futures	8866.01	8870.41	8861.02	8861.31	1060.0
2018-09-16 20:30:00	NQ	Futures	8861.61	8866.89	8860.14	8865.71	829.0
2018-09-16 21:00:00	NQ	Futures	8865.71	8874.22	8864.25	8872.75	1157.0
2018-09-16 21:30:00	NQ	Futures	8873.05	8876.27	8866.89	8866.89	1583.0
2018-09-16 22:00:00	NQ	Futures	8866.59	8868.65	8862.19	8868.35	1450.0
2018-09-16 22:30:00	NQ	Futures	8868.35	8875.98	8865.71	8874.51	1509.0
2018-09-16 23:00:00	NQ	Futures	8874.51	8874.81	8865.42	8869.23	909.0
2018-09-16 23:30:00	NQ	Futures	8869.23	8874.22	8868.65	8872.75	550.0
2018-09-16 18:00:00	YM	Futures	28454.7	28454.7	28396.0	28401.4	1066.0
2018-09-16 18:30:00	YM	Futures	28401.4	28408.0	28386.2	28405.8	576.0
2018-09-16 19:00:00	YM	Futures	28405.8	28419.9	28402.5	28417.7	368.0
2018-09-16 19:30:00	YM	Futures	28417.7	28417.7	28401.4	28403.6	313.0
2018-09-16 20:00:00	YM	Futures	28402.5	28411.2	28393.8	28397.1	516.0
2018-09-16 20:30:00	YM	Futures	28398.2	28410.1	28391.7	28410.1	390.0
2018-09-16 21:00:00	YM	Futures	28410.1	28418.8	28400.3	28417.7	608.0
2018-09-16 21:30:00	YM	Futures	28417.7	28427.5	28406.9	28406.9	871.0
2018-09-16 22:00:00	YM	Futures	28405.8	28409.0	28393.8	28409.0	662.0
2018-09-16 22:30:00	YM	Futures	28409.0	28415.6	28404.7	28414.5	308.0
2018-09-16 23:00:00	YM	Futures	28415.6	28415.6	28400.3	28404.7	309.0
2018-09-16 23:30:00	YM	Futures	28404.7	28415.6	28404.7	28414.5	234.0
2018-09-16 18:00:00	CL	Futures	63.29	63.42	63.23	63.26	474.0
2018-09-16 18:30:00	CL	Futures	63.26	63.29	63.21	63.24	189.0
2018-09-16 19:00:00	CL	Futures	63.23	63.24	63.19	63.2	150.0
2018-09-16 19:30:00	CL	Futures	63.2	63.21	63.16	63.16	167.0
2018-09-16 20:00:00	CL	Futures	63.16	63.21	63.13	63.17	329.0
2018-09-16 20:30:00	CL	Futures	63.17	63.26	63.16	63.25	182.0
2018-09-16 21:00:00	CL	Futures	63.25	63.28	63.17	63.24	353.0
2018-09-16 21:30:00	CL	Futures	63.24	63.31	63.2	63.3	479.0
2018-09-16 22:00:00	CL	Futures	63.31	63.33	63.24	63.31	253.0
2018-09-16 22:30:00	CL	Futures	63.31	63.34	63.29	63.34	239.0
2018-09-16 23:00:00	CL	Futures	63.34	63.36	63.29	63.29	228.0
2018-09-16 23:30:00	CL	Futures	63.29	63.31	63.27	63.3	143.0
2018-09-16 18:00:00	GC	Futures	1563.2	1563.2	1560.7	1562.8	1269.0
2018-09-16 18:30:00	GC	Futures	1562.6	1562.9	1561.6	1562.1	459.0

> showing 50 of 527 rows — these rows as CSV

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