PREVIEW / futures_30min / 2017-01-22

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-01-22.parquet
  size:    22 KB
  rows:    576

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
2017-01-22 18:00:00	ES	Futures	2472.38	2472.92	2468.29	2468.29	9588.0
2017-01-22 18:30:00	ES	Futures	2468.56	2468.83	2465.29	2465.83	7091.0
2017-01-22 19:00:00	ES	Futures	2465.56	2466.65	2465.01	2465.29	4227.0
2017-01-22 19:30:00	ES	Futures	2465.29	2465.56	2464.47	2464.74	3292.0
2017-01-22 20:00:00	ES	Futures	2464.74	2466.65	2464.74	2466.38	2757.0
2017-01-22 20:30:00	ES	Futures	2466.38	2467.74	2465.01	2465.29	4070.0
2017-01-22 21:00:00	ES	Futures	2465.29	2465.83	2464.74	2465.83	1792.0
2017-01-22 21:30:00	ES	Futures	2465.56	2466.92	2465.56	2466.38	1694.0
2017-01-22 22:00:00	ES	Futures	2466.38	2466.65	2465.56	2465.83	2352.0
2017-01-22 22:30:00	ES	Futures	2466.1	2466.65	2465.83	2466.1	1314.0
2017-01-22 23:00:00	ES	Futures	2466.1	2466.38	2465.29	2466.1	1014.0
2017-01-22 23:30:00	ES	Futures	2466.1	2466.38	2465.56	2466.38	655.0
2017-01-22 18:00:00	NQ	Futures	6036.8	6037.69	6025.17	6025.17	930.0
2017-01-22 18:30:00	NQ	Futures	6025.17	6026.66	6018.9	6019.8	1399.0
2017-01-22 19:00:00	NQ	Futures	6019.8	6021.59	6015.62	6016.22	1043.0
2017-01-22 19:30:00	NQ	Futures	6016.22	6017.11	6013.53	6015.32	939.0
2017-01-22 20:00:00	NQ	Futures	6015.02	6020.09	6014.72	6019.2	832.0
2017-01-22 20:30:00	NQ	Futures	6019.2	6022.48	6017.41	6018.01	989.0
2017-01-22 21:00:00	NQ	Futures	6018.01	6018.6	6015.02	6018.3	538.0
2017-01-22 21:30:00	NQ	Futures	6018.3	6021.88	6018.3	6020.39	422.0
2017-01-22 22:00:00	NQ	Futures	6020.39	6020.69	6017.41	6018.01	408.0
2017-01-22 22:30:00	NQ	Futures	6018.3	6020.69	6018.3	6019.5	451.0
2017-01-22 23:00:00	NQ	Futures	6019.5	6019.8	6017.71	6018.6	314.0
2017-01-22 23:30:00	NQ	Futures	6019.2	6020.69	6017.71	6020.69	165.0
2017-01-22 18:00:00	YM	Futures	21419.8	21436.1	21395.9	21395.9	1262.0
2017-01-22 18:30:00	YM	Futures	21397.0	21399.2	21376.4	21377.5	1141.0
2017-01-22 19:00:00	YM	Futures	21378.6	21384.0	21374.2	21374.2	838.0
2017-01-22 19:30:00	YM	Futures	21374.2	21378.6	21368.8	21373.1	585.0
2017-01-22 20:00:00	YM	Futures	21372.1	21388.3	21372.1	21388.3	580.0
2017-01-22 20:30:00	YM	Futures	21387.2	21399.2	21379.7	21379.7	1113.0
2017-01-22 21:00:00	YM	Futures	21380.7	21382.9	21376.4	21382.9	447.0
2017-01-22 21:30:00	YM	Futures	21382.9	21392.7	21382.9	21390.5	280.0
2017-01-22 22:00:00	YM	Futures	21390.5	21390.5	21378.6	21382.9	432.0
2017-01-22 22:30:00	YM	Futures	21382.9	21388.3	21382.9	21386.2	311.0
2017-01-22 23:00:00	YM	Futures	21386.2	21388.3	21381.8	21385.1	332.0
2017-01-22 23:30:00	YM	Futures	21385.1	21391.6	21381.8	21391.6	283.0
2017-01-22 18:00:00	CL	Futures	50.55	50.68	50.39	50.56	3880.0
2017-01-22 18:30:00	CL	Futures	50.55	50.56	50.48	50.53	950.0
2017-01-22 19:00:00	CL	Futures	50.53	50.55	50.48	50.52	820.0
2017-01-22 19:30:00	CL	Futures	50.51	50.54	50.5	50.51	362.0
2017-01-22 20:00:00	CL	Futures	50.51	50.53	50.43	50.48	1273.0
2017-01-22 20:30:00	CL	Futures	50.48	50.52	50.47	50.5	749.0
2017-01-22 21:00:00	CL	Futures	50.51	50.55	50.49	50.52	959.0
2017-01-22 21:30:00	CL	Futures	50.53	50.56	50.51	50.52	981.0
2017-01-22 22:00:00	CL	Futures	50.51	50.54	50.49	50.53	563.0
2017-01-22 22:30:00	CL	Futures	50.54	50.55	50.5	50.5	503.0
2017-01-22 23:00:00	CL	Futures	50.5	50.5	50.29	50.36	2993.0
2017-01-22 23:30:00	CL	Futures	50.36	50.39	50.34	50.37	1037.0
2017-01-22 18:00:00	GC	Futures	1632.2	1636.8	1632.2	1636.0	2144.0
2017-01-22 18:30:00	GC	Futures	1636.0	1640.7	1635.9	1640.5	3839.0

> showing 50 of 576 rows — these rows as CSV

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