PREVIEW / futures_30min / 2017-01-29

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-01-29.parquet
  size:    21 KB
  rows:    567

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
2017-01-29 18:00:00	ES	Futures	2489.83	2492.56	2489.83	2490.11	13502.0
2017-01-29 18:30:00	ES	Futures	2489.83	2490.93	2489.29	2490.38	4353.0
2017-01-29 19:00:00	ES	Futures	2490.38	2491.47	2490.11	2490.93	2853.0
2017-01-29 19:30:00	ES	Futures	2491.2	2491.47	2489.02	2489.29	3472.0
2017-01-29 20:00:00	ES	Futures	2489.56	2489.83	2488.74	2489.56	3795.0
2017-01-29 20:30:00	ES	Futures	2489.56	2489.56	2488.74	2489.02	2104.0
2017-01-29 21:00:00	ES	Futures	2489.29	2489.29	2489.02	2489.02	520.0
2017-01-29 21:30:00	ES	Futures	2489.29	2489.56	2488.74	2489.56	683.0
2017-01-29 22:00:00	ES	Futures	2489.56	2489.83	2489.29	2489.83	1150.0
2017-01-29 22:30:00	ES	Futures	2489.83	2490.65	2489.83	2490.65	1110.0
2017-01-29 23:00:00	ES	Futures	2490.65	2490.65	2490.38	2490.65	433.0
2017-01-29 23:30:00	ES	Futures	2490.65	2490.93	2490.38	2490.93	741.0
2017-01-29 18:00:00	NQ	Futures	6140.91	6148.67	6138.23	6140.91	1993.0
2017-01-29 18:30:00	NQ	Futures	6140.91	6142.11	6139.42	6141.21	954.0
2017-01-29 19:00:00	NQ	Futures	6141.21	6145.39	6140.32	6143.3	709.0
2017-01-29 19:30:00	NQ	Futures	6143.9	6145.09	6139.42	6139.42	696.0
2017-01-29 20:00:00	NQ	Futures	6139.42	6140.62	6136.74	6140.32	888.0
2017-01-29 20:30:00	NQ	Futures	6140.32	6140.62	6137.93	6139.72	333.0
2017-01-29 21:00:00	NQ	Futures	6139.72	6140.02	6138.53	6139.12	133.0
2017-01-29 21:30:00	NQ	Futures	6139.12	6142.11	6138.83	6141.81	361.0
2017-01-29 22:00:00	NQ	Futures	6142.11	6142.41	6141.51	6141.51	202.0
2017-01-29 22:30:00	NQ	Futures	6141.81	6143.9	6141.81	6143.6	404.0
2017-01-29 23:00:00	NQ	Futures	6143.3	6143.9	6142.7	6142.7	192.0
2017-01-29 23:30:00	NQ	Futures	6143.0	6143.3	6141.81	6142.41	338.0
2017-01-29 18:00:00	YM	Futures	21661.7	21673.6	21625.9	21654.1	2389.0
2017-01-29 18:30:00	YM	Futures	21654.1	21659.5	21649.8	21658.4	794.0
2017-01-29 19:00:00	YM	Futures	21656.3	21664.9	21650.8	21659.5	648.0
2017-01-29 19:30:00	YM	Futures	21660.6	21662.8	21647.6	21649.8	571.0
2017-01-29 20:00:00	YM	Futures	21650.8	21650.8	21640.0	21644.3	813.0
2017-01-29 20:30:00	YM	Futures	21644.3	21646.5	21640.0	21643.2	316.0
2017-01-29 21:00:00	YM	Futures	21643.2	21646.5	21642.2	21644.3	187.0
2017-01-29 21:30:00	YM	Futures	21644.3	21648.7	21643.2	21647.6	192.0
2017-01-29 22:00:00	YM	Futures	21647.6	21655.2	21647.6	21651.9	402.0
2017-01-29 22:30:00	YM	Futures	21653.0	21658.4	21651.9	21658.4	377.0
2017-01-29 23:00:00	YM	Futures	21657.4	21659.5	21657.4	21658.4	105.0
2017-01-29 23:30:00	YM	Futures	21658.4	21660.6	21658.4	21660.6	109.0
2017-01-29 18:00:00	CL	Futures	50.38	50.39	50.15	50.18	2267.0
2017-01-29 18:30:00	CL	Futures	50.18	50.22	50.18	50.21	766.0
2017-01-29 19:00:00	CL	Futures	50.21	50.27	50.18	50.27	1384.0
2017-01-29 19:30:00	CL	Futures	50.27	50.29	50.2	50.21	594.0
2017-01-29 20:00:00	CL	Futures	50.21	50.25	50.19	50.24	749.0
2017-01-29 20:30:00	CL	Futures	50.24	50.26	50.23	50.23	374.0
2017-01-29 21:00:00	CL	Futures	50.24	50.27	50.23	50.25	649.0
2017-01-29 21:30:00	CL	Futures	50.25	50.25	50.23	50.23	295.0
2017-01-29 22:00:00	CL	Futures	50.23	50.24	50.21	50.21	445.0
2017-01-29 22:30:00	CL	Futures	50.22	50.22	50.08	50.13	2131.0
2017-01-29 23:00:00	CL	Futures	50.13	50.19	50.12	50.16	679.0
2017-01-29 23:30:00	CL	Futures	50.16	50.2	50.14	50.18	1984.0
2017-01-29 18:00:00	GC	Futures	1608.8	1610.9	1606.8	1610.8	3481.0
2017-01-29 18:30:00	GC	Futures	1610.9	1611.7	1609.9	1611.1	1775.0

> showing 50 of 567 rows — these rows as CSV

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