PREVIEW / futures_30min / 2018-09-23

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-09-23.parquet
  size:    20 KB
  rows:    544

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
2018-09-23 18:00:00	ES	Futures	3187.28	3187.82	3182.11	3185.37	11331.0
2018-09-23 18:30:00	ES	Futures	3185.37	3185.92	3183.47	3184.28	2681.0
2018-09-23 19:00:00	ES	Futures	3184.01	3185.37	3182.92	3184.56	2672.0
2018-09-23 19:30:00	ES	Futures	3184.83	3185.92	3184.56	3185.64	1770.0
2018-09-23 20:00:00	ES	Futures	3185.64	3185.64	3184.28	3184.83	1412.0
2018-09-23 20:30:00	ES	Futures	3184.56	3185.1	3183.47	3183.47	1552.0
2018-09-23 21:00:00	ES	Futures	3183.47	3184.01	3180.48	3182.92	6421.0
2018-09-23 21:30:00	ES	Futures	3183.2	3184.28	3182.65	3183.74	2815.0
2018-09-23 22:00:00	ES	Futures	3183.74	3185.1	3183.47	3185.1	2216.0
2018-09-23 22:30:00	ES	Futures	3184.83	3185.64	3184.28	3185.37	1425.0
2018-09-23 23:00:00	ES	Futures	3185.1	3186.19	3185.1	3185.92	1089.0
2018-09-23 23:30:00	ES	Futures	3185.92	3186.19	3185.37	3185.64	726.0
2018-09-23 18:00:00	NQ	Futures	8846.06	8846.94	8821.72	8828.46	4115.0
2018-09-23 18:30:00	NQ	Futures	8828.76	8828.76	8815.85	8820.54	1470.0
2018-09-23 19:00:00	NQ	Futures	8819.96	8826.12	8812.04	8820.84	1422.0
2018-09-23 19:30:00	NQ	Futures	8821.42	8828.76	8820.54	8828.17	1036.0
2018-09-23 20:00:00	NQ	Futures	8828.17	8828.46	8822.3	8823.18	720.0
2018-09-23 20:30:00	NQ	Futures	8823.48	8824.06	8818.2	8818.49	1042.0
2018-09-23 21:00:00	NQ	Futures	8818.2	8819.96	8807.64	8815.26	2417.0
2018-09-23 21:30:00	NQ	Futures	8815.26	8821.72	8813.21	8820.54	1316.0
2018-09-23 22:00:00	NQ	Futures	8820.25	8824.94	8817.61	8824.36	876.0
2018-09-23 22:30:00	NQ	Futures	8823.77	8825.82	8821.42	8824.06	509.0
2018-09-23 23:00:00	NQ	Futures	8824.06	8828.46	8822.6	8828.46	402.0
2018-09-23 23:30:00	NQ	Futures	8828.46	8828.46	8824.65	8826.12	349.0
2018-09-23 18:00:00	YM	Futures	29019.7	29045.7	28965.3	29004.4	2717.0
2018-09-23 18:30:00	YM	Futures	29005.5	29017.5	28981.6	28990.3	755.0
2018-09-23 19:00:00	YM	Futures	28991.4	29007.7	28980.5	28995.8	624.0
2018-09-23 19:30:00	YM	Futures	28996.8	29011.0	28996.8	29006.6	363.0
2018-09-23 20:00:00	YM	Futures	29006.6	29007.7	28989.2	28991.4	610.0
2018-09-23 20:30:00	YM	Futures	28992.5	28997.9	28984.9	28986.0	599.0
2018-09-23 21:00:00	YM	Futures	28984.9	28989.2	28955.6	28979.5	1805.0
2018-09-23 21:30:00	YM	Futures	28979.5	28990.3	28970.8	28984.9	778.0
2018-09-23 22:00:00	YM	Futures	28983.8	29003.4	28979.5	29001.2	602.0
2018-09-23 22:30:00	YM	Futures	29000.1	29005.5	28993.6	29002.3	242.0
2018-09-23 23:00:00	YM	Futures	29002.3	29007.7	28992.5	29007.7	319.0
2018-09-23 23:30:00	YM	Futures	29008.8	29012.1	29001.2	29009.9	259.0
2018-09-23 18:00:00	CL	Futures	65.53	65.97	65.53	65.96	5726.0
2018-09-23 18:30:00	CL	Futures	65.97	66.01	65.83	65.84	2849.0
2018-09-23 19:00:00	CL	Futures	65.84	65.88	65.81	65.86	1544.0
2018-09-23 19:30:00	CL	Futures	65.86	65.98	65.86	65.98	1602.0
2018-09-23 20:00:00	CL	Futures	65.98	65.98	65.88	65.89	2150.0
2018-09-23 20:30:00	CL	Futures	65.89	65.9	65.86	65.88	1099.0
2018-09-23 21:00:00	CL	Futures	65.88	65.92	65.87	65.89	1073.0
2018-09-23 21:30:00	CL	Futures	65.89	65.94	65.86	65.87	1384.0
2018-09-23 22:00:00	CL	Futures	65.88	65.9	65.84	65.9	1232.0
2018-09-23 22:30:00	CL	Futures	65.9	65.93	65.89	65.91	973.0
2018-09-23 23:00:00	CL	Futures	65.91	65.92	65.89	65.9	506.0
2018-09-23 23:30:00	CL	Futures	65.9	65.99	65.87	65.97	1750.0
2018-09-23 18:00:00	GC	Futures	1568.6	1569.0	1566.7	1567.6	1287.0
2018-09-23 18:30:00	GC	Futures	1567.5	1567.6	1566.0	1566.2	702.0

> showing 50 of 544 rows — these rows as CSV

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