PREVIEW / futures_30min / 2017-01-02

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-01-02.parquet
  size:    31 KB
  rows:    972

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
2017-01-02 18:00:00	ES	Futures	2444.83	2449.47	2444.83	2448.1	12036.0
2017-01-02 18:30:00	ES	Futures	2448.1	2448.92	2447.28	2447.28	2978.0
2017-01-02 19:00:00	ES	Futures	2447.28	2447.56	2444.83	2444.83	5552.0
2017-01-02 19:30:00	ES	Futures	2444.83	2446.74	2444.28	2445.1	3176.0
2017-01-02 20:00:00	ES	Futures	2445.1	2446.19	2444.83	2445.92	2749.0
2017-01-02 20:30:00	ES	Futures	2446.19	2447.28	2444.28	2446.74	2236.0
2017-01-02 21:00:00	ES	Futures	2446.74	2448.37	2446.19	2447.83	2382.0
2017-01-02 21:30:00	ES	Futures	2448.1	2448.1	2447.28	2447.83	1216.0
2017-01-02 22:00:00	ES	Futures	2448.1	2448.37	2447.83	2447.83	736.0
2017-01-02 22:30:00	ES	Futures	2447.83	2449.47	2447.83	2448.92	1157.0
2017-01-02 23:00:00	ES	Futures	2449.19	2449.19	2448.37	2448.37	1212.0
2017-01-02 23:30:00	ES	Futures	2448.65	2449.47	2448.37	2449.19	1404.0
2017-01-02 18:00:00	NQ	Futures	5819.32	5838.12	5819.32	5835.43	2044.0
2017-01-02 18:30:00	NQ	Futures	5834.84	5836.93	5832.75	5832.75	608.0
2017-01-02 19:00:00	NQ	Futures	5833.05	5833.35	5824.4	5824.99	1115.0
2017-01-02 19:30:00	NQ	Futures	5824.99	5831.56	5823.5	5824.99	1012.0
2017-01-02 20:00:00	NQ	Futures	5824.99	5828.87	5823.5	5826.78	499.0
2017-01-02 20:30:00	NQ	Futures	5827.08	5831.26	5820.82	5829.47	575.0
2017-01-02 21:00:00	NQ	Futures	5829.77	5835.73	5828.87	5834.24	589.0
2017-01-02 21:30:00	NQ	Futures	5834.24	5834.54	5832.45	5833.35	214.0
2017-01-02 22:00:00	NQ	Futures	5833.64	5834.24	5832.15	5832.15	139.0
2017-01-02 22:30:00	NQ	Futures	5832.45	5836.03	5831.56	5835.43	282.0
2017-01-02 23:00:00	NQ	Futures	5835.73	5836.63	5833.05	5833.64	263.0
2017-01-02 23:30:00	NQ	Futures	5833.94	5836.63	5833.94	5836.03	205.0
2017-01-02 18:00:00	YM	Futures	21431.7	21478.4	21431.7	21461.0	2023.0
2017-01-02 18:30:00	YM	Futures	21461.0	21467.5	21455.6	21455.6	470.0
2017-01-02 19:00:00	YM	Futures	21456.7	21458.8	21439.3	21440.4	1046.0
2017-01-02 19:30:00	YM	Futures	21440.4	21454.5	21439.3	21444.7	853.0
2017-01-02 20:00:00	YM	Futures	21444.7	21453.4	21442.6	21452.3	726.0
2017-01-02 20:30:00	YM	Futures	21452.3	21466.4	21439.3	21463.2	753.0
2017-01-02 21:00:00	YM	Futures	21463.2	21472.9	21458.8	21470.8	604.0
2017-01-02 21:30:00	YM	Futures	21470.8	21472.9	21466.4	21470.8	237.0
2017-01-02 22:00:00	YM	Futures	21470.8	21471.9	21467.5	21467.5	184.0
2017-01-02 22:30:00	YM	Futures	21468.6	21478.4	21468.6	21477.3	374.0
2017-01-02 23:00:00	YM	Futures	21478.4	21478.4	21469.7	21470.8	497.0
2017-01-02 23:30:00	YM	Futures	21472.9	21477.3	21472.9	21475.1	285.0
2017-01-02 18:00:00	CL	Futures	52.14	52.14	51.97	52.04	2993.0
2017-01-02 18:30:00	CL	Futures	52.04	52.04	51.95	51.97	967.0
2017-01-02 19:00:00	CL	Futures	51.97	52.04	51.97	51.98	887.0
2017-01-02 19:30:00	CL	Futures	51.98	51.99	51.9	51.97	1715.0
2017-01-02 20:00:00	CL	Futures	51.97	52.11	51.95	52.0	3331.0
2017-01-02 20:30:00	CL	Futures	51.99	52.0	51.93	51.99	1570.0
2017-01-02 21:00:00	CL	Futures	51.99	52.04	51.97	52.02	1025.0
2017-01-02 21:30:00	CL	Futures	52.03	52.04	51.98	52.01	958.0
2017-01-02 22:00:00	CL	Futures	52.02	52.03	51.91	51.96	1378.0
2017-01-02 22:30:00	CL	Futures	51.97	52.0	51.95	52.0	407.0
2017-01-02 23:00:00	CL	Futures	51.99	52.01	51.97	51.97	406.0
2017-01-02 23:30:00	CL	Futures	51.98	52.02	51.97	52.01	399.0
2017-01-02 18:00:00	GC	Futures	1554.1	1556.8	1552.3	1553.6	2000.0
2017-01-02 18:30:00	GC	Futures	1553.6	1554.1	1552.5	1553.7	1182.0

> showing 50 of 972 rows — these rows as CSV

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