PREVIEW / futures_30min / 2017-03-12

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-03-12.parquet
  size:    20 KB
  rows:    520

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
2017-03-12 18:00:00	ES	Futures	2586.67	2588.58	2586.67	2587.21	2754.0
2017-03-12 18:30:00	ES	Futures	2586.94	2587.21	2585.03	2586.12	623.0
2017-03-12 19:00:00	ES	Futures	2585.85	2586.12	2583.67	2584.21	678.0
2017-03-12 19:30:00	ES	Futures	2584.21	2584.49	2583.94	2584.21	357.0
2017-03-12 20:00:00	ES	Futures	2584.49	2585.85	2584.21	2584.76	937.0
2017-03-12 20:30:00	ES	Futures	2584.76	2585.58	2584.49	2585.3	398.0
2017-03-12 21:00:00	ES	Futures	2585.3	2586.94	2585.03	2586.67	1014.0
2017-03-12 21:30:00	ES	Futures	2586.4	2586.4	2585.03	2585.3	888.0
2017-03-12 22:00:00	ES	Futures	2585.3	2586.67	2585.3	2585.58	646.0
2017-03-12 22:30:00	ES	Futures	2585.85	2586.4	2585.58	2586.4	177.0
2017-03-12 23:00:00	ES	Futures	2586.67	2586.67	2585.58	2585.85	222.0
2017-03-12 23:30:00	ES	Futures	2585.85	2586.4	2585.58	2586.12	438.0
2017-03-12 18:00:00	NQ	Futures	6421.04	6423.42	6418.65	6419.25	107.0
2017-03-12 18:30:00	NQ	Futures	6418.35	6418.95	6414.77	6417.46	95.0
2017-03-12 19:00:00	NQ	Futures	6416.86	6416.86	6410.89	6410.89	157.0
2017-03-12 19:30:00	NQ	Futures	6411.19	6412.09	6410.0	6412.09	160.0
2017-03-12 20:00:00	NQ	Futures	6412.09	6416.86	6411.79	6415.07	321.0
2017-03-12 20:30:00	NQ	Futures	6415.37	6415.67	6414.47	6414.77	64.0
2017-03-12 21:00:00	NQ	Futures	6414.77	6419.25	6414.17	6417.75	137.0
2017-03-12 21:30:00	NQ	Futures	6417.46	6417.46	6413.88	6414.17	103.0
2017-03-12 22:00:00	NQ	Futures	6414.77	6419.25	6414.47	6417.75	159.0
2017-03-12 22:30:00	NQ	Futures	6417.75	6419.54	6417.16	6418.95	48.0
2017-03-12 23:00:00	NQ	Futures	6419.84	6419.84	6418.65	6419.54	53.0
2017-03-12 23:30:00	NQ	Futures	6420.14	6420.14	6418.35	6419.54	69.0
2017-03-12 18:00:00	YM	Futures	22661.8	22670.5	22653.1	22661.8	547.0
2017-03-12 18:30:00	YM	Futures	22661.8	22661.8	22645.5	22654.2	570.0
2017-03-12 19:00:00	YM	Futures	22654.2	22654.2	22634.6	22640.0	421.0
2017-03-12 19:30:00	YM	Futures	22638.9	22643.3	22634.6	22643.3	197.0
2017-03-12 20:00:00	YM	Futures	22643.3	22656.3	22640.0	22644.4	442.0
2017-03-12 20:30:00	YM	Futures	22644.4	22656.3	22644.4	22653.1	318.0
2017-03-12 21:00:00	YM	Futures	22652.0	22671.6	22649.8	22667.2	902.0
2017-03-12 21:30:00	YM	Futures	22667.2	22667.2	22649.8	22649.8	846.0
2017-03-12 22:00:00	YM	Futures	22652.0	22667.2	22649.8	22659.6	471.0
2017-03-12 22:30:00	YM	Futures	22660.7	22666.1	22657.4	22666.1	324.0
2017-03-12 23:00:00	YM	Futures	22666.1	22666.1	22659.6	22663.9	211.0
2017-03-12 23:30:00	YM	Futures	22663.9	22663.9	22658.5	22660.7	212.0
2017-03-12 18:00:00	CL	Futures	45.52	45.61	45.23	45.28	4998.0
2017-03-12 18:30:00	CL	Futures	45.28	45.31	45.22	45.27	1609.0
2017-03-12 19:00:00	CL	Futures	45.26	45.29	45.01	45.11	6660.0
2017-03-12 19:30:00	CL	Futures	45.12	45.17	45.03	45.14	3058.0
2017-03-12 20:00:00	CL	Futures	45.14	45.17	45.05	45.11	4085.0
2017-03-12 20:30:00	CL	Futures	45.12	45.18	45.11	45.16	2418.0
2017-03-12 21:00:00	CL	Futures	45.17	45.26	45.15	45.16	3640.0
2017-03-12 21:30:00	CL	Futures	45.16	45.31	45.16	45.21	3472.0
2017-03-12 22:00:00	CL	Futures	45.2	45.24	45.18	45.2	1143.0
2017-03-12 22:30:00	CL	Futures	45.2	45.21	45.07	45.18	3464.0
2017-03-12 23:00:00	CL	Futures	45.17	45.2	45.15	45.19	1560.0
2017-03-12 23:30:00	CL	Futures	45.19	45.22	45.17	45.18	1496.0
2017-03-12 18:00:00	GC	Futures	1622.8	1625.3	1622.0	1624.1	2098.0
2017-03-12 18:30:00	GC	Futures	1624.3	1625.1	1623.6	1623.6	893.0

> showing 50 of 520 rows — these rows as CSV

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