PREVIEW / futures_30min / 2017-01-08

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-01-08.parquet
  size:    20 KB
  rows:    547

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
2017-01-08 18:00:00	ES	Futures	2478.11	2479.47	2477.29	2478.92	4048.0
2017-01-08 18:30:00	ES	Futures	2479.2	2480.02	2478.92	2480.02	1140.0
2017-01-08 19:00:00	ES	Futures	2480.02	2480.56	2479.47	2480.29	1837.0
2017-01-08 19:30:00	ES	Futures	2480.56	2480.56	2479.74	2480.29	1636.0
2017-01-08 20:00:00	ES	Futures	2480.29	2481.11	2480.02	2480.83	1643.0
2017-01-08 20:30:00	ES	Futures	2480.56	2481.11	2479.47	2480.83	2255.0
2017-01-08 21:00:00	ES	Futures	2480.83	2481.65	2480.56	2480.83	1897.0
2017-01-08 21:30:00	ES	Futures	2481.11	2481.38	2480.56	2480.56	656.0
2017-01-08 22:00:00	ES	Futures	2480.83	2481.11	2480.56	2480.56	376.0
2017-01-08 22:30:00	ES	Futures	2480.56	2480.83	2480.29	2480.83	556.0
2017-01-08 23:00:00	ES	Futures	2480.56	2481.11	2480.56	2480.56	482.0
2017-01-08 23:30:00	ES	Futures	2480.56	2481.65	2480.56	2481.38	966.0
2017-01-08 18:00:00	NQ	Futures	5971.77	5977.14	5969.38	5975.94	1027.0
2017-01-08 18:30:00	NQ	Futures	5975.64	5978.93	5975.64	5978.63	271.0
2017-01-08 19:00:00	NQ	Futures	5978.63	5979.82	5976.54	5979.52	470.0
2017-01-08 19:30:00	NQ	Futures	5979.22	5980.42	5978.03	5978.93	327.0
2017-01-08 20:00:00	NQ	Futures	5979.22	5980.42	5978.03	5980.12	328.0
2017-01-08 20:30:00	NQ	Futures	5979.82	5981.01	5976.24	5980.72	398.0
2017-01-08 21:00:00	NQ	Futures	5980.72	5982.8	5979.82	5980.72	356.0
2017-01-08 21:30:00	NQ	Futures	5981.31	5981.31	5980.12	5980.72	125.0
2017-01-08 22:00:00	NQ	Futures	5981.01	5981.61	5980.42	5981.01	178.0
2017-01-08 22:30:00	NQ	Futures	5981.01	5981.91	5981.01	5981.61	212.0
2017-01-08 23:00:00	NQ	Futures	5981.61	5982.21	5981.31	5981.61	143.0
2017-01-08 23:30:00	NQ	Futures	5981.31	5982.51	5981.01	5982.21	201.0
2017-01-08 18:00:00	YM	Futures	21572.7	21587.9	21567.3	21586.8	959.0
2017-01-08 18:30:00	YM	Futures	21586.8	21594.4	21586.8	21593.4	307.0
2017-01-08 19:00:00	YM	Futures	21593.4	21599.9	21587.9	21598.8	295.0
2017-01-08 19:30:00	YM	Futures	21598.8	21600.9	21594.4	21597.7	271.0
2017-01-08 20:00:00	YM	Futures	21597.7	21603.1	21595.5	21602.0	450.0
2017-01-08 20:30:00	YM	Futures	21602.0	21604.2	21590.1	21602.0	441.0
2017-01-08 21:00:00	YM	Futures	21602.0	21607.5	21598.8	21602.0	413.0
2017-01-08 21:30:00	YM	Futures	21603.1	21604.2	21600.9	21603.1	146.0
2017-01-08 22:00:00	YM	Futures	21604.2	21605.3	21600.9	21602.0	130.0
2017-01-08 22:30:00	YM	Futures	21600.9	21602.0	21597.7	21598.8	180.0
2017-01-08 23:00:00	YM	Futures	21598.8	21603.1	21598.8	21600.9	115.0
2017-01-08 23:30:00	YM	Futures	21599.9	21605.3	21598.8	21602.0	234.0
2017-01-08 18:00:00	CL	Futures	51.71	51.79	51.69	51.75	1112.0
2017-01-08 18:30:00	CL	Futures	51.76	51.76	51.73	51.75	314.0
2017-01-08 19:00:00	CL	Futures	51.74	51.78	51.71	51.78	597.0
2017-01-08 19:30:00	CL	Futures	51.79	51.79	51.74	51.78	455.0
2017-01-08 20:00:00	CL	Futures	51.78	51.79	51.65	51.7	1451.0
2017-01-08 20:30:00	CL	Futures	51.7	51.7	51.62	51.67	1222.0
2017-01-08 21:00:00	CL	Futures	51.67	51.73	51.67	51.7	728.0
2017-01-08 21:30:00	CL	Futures	51.7	51.76	51.69	51.74	625.0
2017-01-08 22:00:00	CL	Futures	51.74	51.77	51.71	51.75	847.0
2017-01-08 22:30:00	CL	Futures	51.74	51.75	51.7	51.71	372.0
2017-01-08 23:00:00	CL	Futures	51.71	51.71	51.67	51.7	672.0
2017-01-08 23:30:00	CL	Futures	51.7	51.72	51.69	51.71	444.0
2017-01-08 18:00:00	GC	Futures	1583.1	1584.5	1582.2	1583.8	1042.0
2017-01-08 18:30:00	GC	Futures	1583.8	1585.0	1583.2	1584.7	516.0

> showing 50 of 547 rows — these rows as CSV

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