PREVIEW / futures_30min / 2017-01-15

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-01-15.parquet
  size:    19 KB
  rows:    482

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
2017-01-15 18:00:00	ES	Futures	2477.01	2477.29	2474.83	2475.65	4555.0
2017-01-15 18:30:00	ES	Futures	2475.38	2475.38	2474.56	2475.11	1280.0
2017-01-15 19:00:00	ES	Futures	2475.11	2476.2	2475.11	2475.65	1722.0
2017-01-15 19:30:00	ES	Futures	2475.38	2475.92	2475.11	2475.38	866.0
2017-01-15 20:00:00	ES	Futures	2475.11	2475.38	2474.83	2475.11	1717.0
2017-01-15 20:30:00	ES	Futures	2475.11	2475.65	2474.83	2475.38	986.0
2017-01-15 21:00:00	ES	Futures	2475.38	2475.65	2474.56	2474.83	826.0
2017-01-15 21:30:00	ES	Futures	2474.83	2474.83	2474.01	2474.56	1837.0
2017-01-15 22:00:00	ES	Futures	2474.56	2474.56	2474.01	2474.29	596.0
2017-01-15 22:30:00	ES	Futures	2474.56	2475.11	2474.29	2474.83	1277.0
2017-01-15 23:00:00	ES	Futures	2474.83	2474.83	2474.29	2474.56	1009.0
2017-01-15 23:30:00	ES	Futures	2474.83	2475.11	2474.29	2474.29	707.0
2017-01-15 18:00:00	NQ	Futures	6033.52	6036.8	6026.66	6029.64	973.0
2017-01-15 18:30:00	NQ	Futures	6029.64	6029.64	6024.87	6027.25	437.0
2017-01-15 19:00:00	NQ	Futures	6026.96	6030.54	6026.36	6028.15	461.0
2017-01-15 19:30:00	NQ	Futures	6027.85	6028.45	6026.36	6027.55	264.0
2017-01-15 20:00:00	NQ	Futures	6027.55	6028.45	6026.06	6028.15	457.0
2017-01-15 20:30:00	NQ	Futures	6028.15	6029.34	6026.96	6029.04	230.0
2017-01-15 21:00:00	NQ	Futures	6029.04	6029.34	6027.55	6028.15	119.0
2017-01-15 21:30:00	NQ	Futures	6027.85	6028.15	6026.36	6027.55	392.0
2017-01-15 22:00:00	NQ	Futures	6027.25	6028.75	6027.25	6028.45	157.0
2017-01-15 22:30:00	NQ	Futures	6028.75	6029.64	6028.15	6029.04	221.0
2017-01-15 23:00:00	NQ	Futures	6029.04	6029.94	6028.45	6029.04	166.0
2017-01-15 23:30:00	NQ	Futures	6029.04	6029.64	6027.85	6028.15	173.0
2017-01-15 18:00:00	YM	Futures	21508.7	21510.9	21486.0	21488.1	852.0
2017-01-15 18:30:00	YM	Futures	21489.2	21489.2	21477.3	21481.6	206.0
2017-01-15 19:00:00	YM	Futures	21481.6	21489.2	21480.5	21481.6	304.0
2017-01-15 19:30:00	YM	Futures	21481.6	21484.9	21476.2	21477.3	232.0
2017-01-15 20:00:00	YM	Futures	21479.4	21479.4	21468.6	21472.9	422.0
2017-01-15 20:30:00	YM	Futures	21472.9	21477.3	21471.9	21475.1	271.0
2017-01-15 21:00:00	YM	Futures	21476.2	21477.3	21470.8	21471.9	188.0
2017-01-15 21:30:00	YM	Futures	21471.9	21471.9	21462.1	21464.3	468.0
2017-01-15 22:00:00	YM	Futures	21464.3	21467.5	21464.3	21467.5	136.0
2017-01-15 22:30:00	YM	Futures	21467.5	21472.9	21466.4	21469.7	253.0
2017-01-15 23:00:00	YM	Futures	21470.8	21474.0	21468.6	21471.9	268.0
2017-01-15 23:30:00	YM	Futures	21471.9	21474.0	21468.6	21468.6	121.0
2017-01-15 18:00:00	CL	Futures	50.53	50.61	50.39	50.42	753.0
2017-01-15 18:30:00	CL	Futures	50.43	50.47	50.41	50.45	123.0
2017-01-15 19:00:00	CL	Futures	50.45	50.49	50.42	50.48	153.0
2017-01-15 19:30:00	CL	Futures	50.48	50.49	50.45	50.45	127.0
2017-01-15 20:00:00	CL	Futures	50.46	50.54	50.46	50.5	722.0
2017-01-15 20:30:00	CL	Futures	50.49	50.52	50.46	50.47	221.0
2017-01-15 21:00:00	CL	Futures	50.48	50.57	50.47	50.57	423.0
2017-01-15 21:30:00	CL	Futures	50.57	50.58	50.54	50.57	211.0
2017-01-15 22:00:00	CL	Futures	50.58	50.58	50.51	50.54	245.0
2017-01-15 22:30:00	CL	Futures	50.55	50.57	50.54	50.56	64.0
2017-01-15 23:00:00	CL	Futures	50.56	50.57	50.55	50.56	138.0
2017-01-15 23:30:00	CL	Futures	50.56	50.56	50.51	50.53	123.0
2017-01-15 18:00:00	GC	Futures	1618.9	1621.0	1617.0	1620.6	2571.0
2017-01-15 18:30:00	GC	Futures	1620.8	1627.4	1620.5	1624.1	3081.0

> showing 50 of 482 rows — these rows as CSV

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