PREVIEW / futures_30min / 2017-03-05

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-03-05.parquet
  size:    19 KB
  rows:    512

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
2017-03-05 18:00:00	ES	Futures	2597.03	2597.58	2589.4	2590.49	12108.0
2017-03-05 18:30:00	ES	Futures	2590.49	2594.58	2586.67	2587.21	14603.0
2017-03-05 19:00:00	ES	Futures	2586.94	2588.3	2586.4	2588.03	6095.0
2017-03-05 19:30:00	ES	Futures	2587.76	2589.4	2587.76	2588.58	3899.0
2017-03-05 20:00:00	ES	Futures	2588.58	2589.67	2588.3	2589.67	2211.0
2017-03-05 20:30:00	ES	Futures	2589.67	2590.21	2588.85	2588.85	2457.0
2017-03-05 21:00:00	ES	Futures	2588.85	2589.4	2588.03	2588.85	1896.0
2017-03-05 21:30:00	ES	Futures	2589.12	2589.67	2588.58	2589.12	2232.0
2017-03-05 22:00:00	ES	Futures	2588.85	2589.4	2588.58	2589.12	1119.0
2017-03-05 22:30:00	ES	Futures	2589.12	2589.94	2588.58	2589.4	2046.0
2017-03-05 23:00:00	ES	Futures	2589.4	2589.67	2589.12	2589.12	660.0
2017-03-05 23:30:00	ES	Futures	2589.12	2589.67	2588.85	2589.4	1566.0
2017-03-05 18:00:00	NQ	Futures	6406.72	6413.28	6390.61	6392.7	1518.0
2017-03-05 18:30:00	NQ	Futures	6392.99	6401.05	6381.66	6382.55	2345.0
2017-03-05 19:00:00	NQ	Futures	6382.55	6389.12	6380.76	6386.73	1506.0
2017-03-05 19:30:00	NQ	Futures	6386.73	6391.5	6386.73	6390.01	849.0
2017-03-05 20:00:00	NQ	Futures	6390.31	6394.19	6390.01	6394.19	755.0
2017-03-05 20:30:00	NQ	Futures	6394.19	6395.38	6391.2	6392.1	741.0
2017-03-05 21:00:00	NQ	Futures	6391.5	6392.7	6388.52	6391.8	468.0
2017-03-05 21:30:00	NQ	Futures	6391.8	6393.29	6390.31	6390.61	414.0
2017-03-05 22:00:00	NQ	Futures	6391.2	6393.29	6390.01	6390.91	292.0
2017-03-05 22:30:00	NQ	Futures	6390.61	6392.4	6389.71	6390.91	487.0
2017-03-05 23:00:00	NQ	Futures	6390.61	6391.5	6390.31	6390.91	191.0
2017-03-05 23:30:00	NQ	Futures	6390.61	6392.99	6389.71	6392.7	283.0
2017-03-05 18:00:00	YM	Futures	22753.0	22758.4	22685.7	22697.6	1926.0
2017-03-05 18:30:00	YM	Futures	22698.7	22722.6	22671.6	22673.8	2223.0
2017-03-05 19:00:00	YM	Futures	22673.8	22685.7	22665.1	22684.6	1209.0
2017-03-05 19:30:00	YM	Futures	22684.6	22698.7	22683.5	22685.7	877.0
2017-03-05 20:00:00	YM	Futures	22686.8	22697.6	22685.7	22697.6	706.0
2017-03-05 20:30:00	YM	Futures	22697.6	22705.2	22691.1	22694.4	807.0
2017-03-05 21:00:00	YM	Futures	22693.3	22697.6	22683.5	22693.3	638.0
2017-03-05 21:30:00	YM	Futures	22694.4	22700.9	22693.3	22697.6	607.0
2017-03-05 22:00:00	YM	Futures	22697.6	22702.0	22694.4	22697.6	279.0
2017-03-05 22:30:00	YM	Futures	22696.6	22704.2	22694.4	22700.9	362.0
2017-03-05 23:00:00	YM	Futures	22700.9	22702.0	22698.7	22700.9	131.0
2017-03-05 23:30:00	YM	Futures	22702.0	22704.2	22698.7	22703.1	225.0
2017-03-05 18:00:00	CL	Futures	49.98	50.16	49.97	50.05	3122.0
2017-03-05 18:30:00	CL	Futures	50.04	50.06	50.01	50.06	780.0
2017-03-05 19:00:00	CL	Futures	50.06	50.06	49.94	49.96	1856.0
2017-03-05 19:30:00	CL	Futures	49.97	50.0	49.94	49.96	1082.0
2017-03-05 20:00:00	CL	Futures	49.96	49.97	49.89	49.91	1451.0
2017-03-05 20:30:00	CL	Futures	49.9	49.96	49.9	49.94	869.0
2017-03-05 21:00:00	CL	Futures	49.94	49.97	49.94	49.95	687.0
2017-03-05 21:30:00	CL	Futures	49.94	49.95	49.9	49.93	806.0
2017-03-05 22:00:00	CL	Futures	49.92	49.95	49.92	49.93	532.0
2017-03-05 22:30:00	CL	Futures	49.93	49.94	49.89	49.9	439.0
2017-03-05 23:00:00	CL	Futures	49.9	49.91	49.86	49.86	1128.0
2017-03-05 23:30:00	CL	Futures	49.86	49.9	49.86	49.88	737.0
2017-03-05 18:00:00	GC	Futures	1661.7	1663.3	1660.5	1663.2	1793.0
2017-03-05 18:30:00	GC	Futures	1663.2	1666.3	1662.8	1666.1	3296.0

> showing 50 of 512 rows — these rows as CSV

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