PREVIEW / futures_30min / 2017-02-12

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-02-12.parquet
  size:    20 KB
  rows:    549

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
2017-02-12 18:00:00	ES	Futures	2525.02	2526.39	2523.93	2525.84	4437.0
2017-02-12 18:30:00	ES	Futures	2525.84	2526.39	2524.75	2526.11	2196.0
2017-02-12 19:00:00	ES	Futures	2526.11	2526.11	2525.02	2525.02	2348.0
2017-02-12 19:30:00	ES	Futures	2525.02	2525.29	2524.2	2524.48	1316.0
2017-02-12 20:00:00	ES	Futures	2524.2	2525.57	2524.2	2524.75	2454.0
2017-02-12 20:30:00	ES	Futures	2524.75	2526.11	2524.48	2525.84	1894.0
2017-02-12 21:00:00	ES	Futures	2525.84	2527.75	2525.57	2526.93	4052.0
2017-02-12 21:30:00	ES	Futures	2527.2	2529.11	2526.66	2528.84	6306.0
2017-02-12 22:00:00	ES	Futures	2529.11	2529.11	2528.3	2528.84	2342.0
2017-02-12 22:30:00	ES	Futures	2528.84	2529.11	2527.75	2527.75	1225.0
2017-02-12 23:00:00	ES	Futures	2528.02	2528.3	2527.48	2527.75	643.0
2017-02-12 23:30:00	ES	Futures	2527.48	2527.75	2527.2	2527.48	343.0
2017-02-12 18:00:00	NQ	Futures	6239.96	6243.83	6236.97	6241.45	1026.0
2017-02-12 18:30:00	NQ	Futures	6241.15	6243.83	6239.66	6243.83	542.0
2017-02-12 19:00:00	NQ	Futures	6243.83	6243.83	6239.36	6239.66	666.0
2017-02-12 19:30:00	NQ	Futures	6239.96	6240.25	6237.57	6238.17	428.0
2017-02-12 20:00:00	NQ	Futures	6237.87	6241.75	6237.57	6240.25	656.0
2017-02-12 20:30:00	NQ	Futures	6240.25	6243.83	6239.96	6242.94	545.0
2017-02-12 21:00:00	NQ	Futures	6243.24	6246.22	6242.04	6243.83	941.0
2017-02-12 21:30:00	NQ	Futures	6244.13	6248.61	6242.34	6248.31	1045.0
2017-02-12 22:00:00	NQ	Futures	6248.31	6249.5	6246.82	6249.5	520.0
2017-02-12 22:30:00	NQ	Futures	6249.5	6249.8	6245.92	6246.22	340.0
2017-02-12 23:00:00	NQ	Futures	6246.52	6248.01	6245.92	6247.12	397.0
2017-02-12 23:30:00	NQ	Futures	6247.12	6247.12	6246.22	6246.82	109.0
2017-02-12 18:00:00	YM	Futures	21948.1	21963.3	21940.5	21957.8	1054.0
2017-02-12 18:30:00	YM	Futures	21957.8	21964.3	21950.2	21964.3	702.0
2017-02-12 19:00:00	YM	Futures	21964.3	21965.4	21954.6	21956.7	620.0
2017-02-12 19:30:00	YM	Futures	21956.7	21956.7	21950.2	21951.3	409.0
2017-02-12 20:00:00	YM	Futures	21950.2	21960.0	21950.2	21957.8	660.0
2017-02-12 20:30:00	YM	Futures	21957.8	21964.3	21953.5	21962.2	468.0
2017-02-12 21:00:00	YM	Futures	21963.3	21981.7	21961.1	21977.4	1308.0
2017-02-12 21:30:00	YM	Futures	21977.4	22003.4	21971.9	22000.1	2191.0
2017-02-12 22:00:00	YM	Futures	22001.2	22001.2	21992.5	21998.0	467.0
2017-02-12 22:30:00	YM	Futures	21998.0	21998.0	21983.9	21986.0	526.0
2017-02-12 23:00:00	YM	Futures	21987.1	21989.3	21980.6	21985.0	229.0
2017-02-12 23:30:00	YM	Futures	21985.0	21985.0	21980.6	21983.9	117.0
2017-02-12 18:00:00	CL	Futures	51.04	51.13	50.98	51.01	305.0
2017-02-12 18:30:00	CL	Futures	51.01	51.07	51.01	51.06	63.0
2017-02-12 19:00:00	CL	Futures	51.06	51.07	50.92	50.94	481.0
2017-02-12 19:30:00	CL	Futures	50.93	50.95	50.92	50.92	96.0
2017-02-12 20:00:00	CL	Futures	50.92	50.94	50.91	50.92	316.0
2017-02-12 20:30:00	CL	Futures	50.92	50.96	50.91	50.96	181.0
2017-02-12 21:00:00	CL	Futures	50.97	51.06	50.95	51.0	444.0
2017-02-12 21:30:00	CL	Futures	51.01	51.08	51.0	51.06	142.0
2017-02-12 22:00:00	CL	Futures	51.06	51.09	51.03	51.04	147.0
2017-02-12 22:30:00	CL	Futures	51.03	51.03	50.98	50.99	113.0
2017-02-12 23:00:00	CL	Futures	50.99	51.01	50.98	51.01	130.0
2017-02-12 23:30:00	CL	Futures	51.0	51.0	50.97	51.0	108.0
2017-02-12 18:00:00	GC	Futures	1662.1	1662.4	1659.3	1659.6	1830.0
2017-02-12 18:30:00	GC	Futures	1659.6	1659.6	1656.6	1658.6	2347.0

> showing 50 of 549 rows — these rows as CSV

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