PREVIEW / futures_30min / 2018-09-30

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-09-30.parquet
  size:    21 KB
  rows:    569

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
2018-09-30 18:00:00	ES	Futures	3179.66	3184.28	3179.66	3182.11	9613.0
2018-09-30 18:30:00	ES	Futures	3182.38	3183.47	3181.56	3183.2	1950.0
2018-09-30 19:00:00	ES	Futures	3183.2	3187.55	3183.2	3187.0	6155.0
2018-09-30 19:30:00	ES	Futures	3187.0	3187.0	3184.56	3185.92	3454.0
2018-09-30 20:00:00	ES	Futures	3185.92	3186.73	3184.56	3185.92	4313.0
2018-09-30 20:30:00	ES	Futures	3185.92	3187.28	3185.64	3187.0	3115.0
2018-09-30 21:00:00	ES	Futures	3187.28	3188.36	3186.46	3186.46	5611.0
2018-09-30 21:30:00	ES	Futures	3186.46	3187.82	3186.19	3187.55	3160.0
2018-09-30 22:00:00	ES	Futures	3187.55	3192.17	3187.28	3191.36	8435.0
2018-09-30 22:30:00	ES	Futures	3191.36	3194.35	3191.36	3192.99	7385.0
2018-09-30 23:00:00	ES	Futures	3192.99	3194.35	3192.72	3194.35	3284.0
2018-09-30 23:30:00	ES	Futures	3194.35	3194.35	3192.99	3193.26	2488.0
2018-09-30 18:00:00	NQ	Futures	9001.22	9018.53	8999.76	9012.08	2769.0
2018-09-30 18:30:00	NQ	Futures	9012.08	9014.72	9012.08	9013.84	767.0
2018-09-30 19:00:00	NQ	Futures	9013.84	9029.09	9013.25	9024.1	2513.0
2018-09-30 19:30:00	NQ	Futures	9024.1	9024.4	9014.13	9018.82	1131.0
2018-09-30 20:00:00	NQ	Futures	9019.12	9022.34	9014.13	9017.65	1283.0
2018-09-30 20:30:00	NQ	Futures	9017.65	9023.52	9017.65	9022.93	808.0
2018-09-30 21:00:00	NQ	Futures	9023.22	9025.57	9018.24	9018.53	1006.0
2018-09-30 21:30:00	NQ	Futures	9018.53	9026.45	9017.06	9023.52	1033.0
2018-09-30 22:00:00	NQ	Futures	9023.81	9042.88	9023.22	9039.06	3383.0
2018-09-30 22:30:00	NQ	Futures	9039.36	9049.91	9037.3	9042.58	2347.0
2018-09-30 23:00:00	NQ	Futures	9043.17	9048.74	9042.58	9047.86	1946.0
2018-09-30 23:30:00	NQ	Futures	9047.86	9048.45	9042.0	9043.17	1428.0
2018-09-30 18:00:00	YM	Futures	28818.7	28859.9	28810.0	28839.3	1214.0
2018-09-30 18:30:00	YM	Futures	28841.5	28853.4	28835.0	28851.2	358.0
2018-09-30 19:00:00	YM	Futures	28851.2	28923.0	28850.2	28909.9	2516.0
2018-09-30 19:30:00	YM	Futures	28911.0	28911.0	28883.8	28895.8	766.0
2018-09-30 20:00:00	YM	Futures	28896.9	28902.3	28880.6	28892.5	857.0
2018-09-30 20:30:00	YM	Futures	28892.5	28909.9	28892.5	28908.8	621.0
2018-09-30 21:00:00	YM	Futures	28908.8	28915.4	28896.9	28899.1	885.0
2018-09-30 21:30:00	YM	Futures	28899.1	28909.9	28895.8	28904.5	669.0
2018-09-30 22:00:00	YM	Futures	28905.6	28946.9	28901.2	28941.4	1568.0
2018-09-30 22:30:00	YM	Futures	28940.3	28970.8	28938.2	28954.5	1432.0
2018-09-30 23:00:00	YM	Futures	28954.5	28967.5	28952.3	28967.5	701.0
2018-09-30 23:30:00	YM	Futures	28968.6	28969.7	28955.6	28955.6	503.0
2018-09-30 18:00:00	CL	Futures	67.51	67.75	67.5	67.66	2294.0
2018-09-30 18:30:00	CL	Futures	67.66	67.7	67.64	67.64	436.0
2018-09-30 19:00:00	CL	Futures	67.64	67.73	67.63	67.72	815.0
2018-09-30 19:30:00	CL	Futures	67.72	67.73	67.68	67.7	518.0
2018-09-30 20:00:00	CL	Futures	67.71	67.71	67.63	67.64	1249.0
2018-09-30 20:30:00	CL	Futures	67.65	67.71	67.64	67.7	848.0
2018-09-30 21:00:00	CL	Futures	67.7	67.71	67.6	67.61	1525.0
2018-09-30 21:30:00	CL	Futures	67.61	67.65	67.59	67.65	1401.0
2018-09-30 22:00:00	CL	Futures	67.65	67.85	67.65	67.83	4321.0
2018-09-30 22:30:00	CL	Futures	67.83	67.85	67.76	67.78	2510.0
2018-09-30 23:00:00	CL	Futures	67.79	67.8	67.74	67.76	1058.0
2018-09-30 23:30:00	CL	Futures	67.76	67.8	67.75	67.77	796.0
2018-09-30 18:00:00	GC	Futures	1558.3	1558.9	1557.2	1557.8	1136.0
2018-09-30 18:30:00	GC	Futures	1557.7	1558.1	1557.0	1557.2	541.0

> showing 50 of 569 rows — these rows as CSV

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