PREVIEW / futures_30min / 2017-03-19

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-03-19.parquet
  size:    20 KB
  rows:    523

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
2017-03-19 18:00:00	ES	Futures	2593.49	2594.59	2591.31	2592.13	4852.0
2017-03-19 18:30:00	ES	Futures	2592.13	2592.67	2591.31	2591.85	1696.0
2017-03-19 19:00:00	ES	Futures	2591.85	2592.67	2591.31	2591.85	1880.0
2017-03-19 19:30:00	ES	Futures	2592.13	2592.95	2591.85	2592.67	1236.0
2017-03-19 20:00:00	ES	Futures	2592.67	2592.67	2588.58	2588.85	5070.0
2017-03-19 20:30:00	ES	Futures	2588.85	2589.67	2588.03	2589.12	4432.0
2017-03-19 21:00:00	ES	Futures	2589.4	2590.49	2588.85	2589.67	3433.0
2017-03-19 21:30:00	ES	Futures	2589.67	2589.94	2588.3	2588.58	2242.0
2017-03-19 22:00:00	ES	Futures	2588.58	2589.12	2588.03	2589.12	2485.0
2017-03-19 22:30:00	ES	Futures	2588.85	2589.67	2588.85	2589.4	1982.0
2017-03-19 23:00:00	ES	Futures	2589.4	2589.94	2588.85	2588.85	1407.0
2017-03-19 23:30:00	ES	Futures	2588.85	2589.12	2588.3	2588.85	876.0
2017-03-19 18:00:00	NQ	Futures	6448.47	6450.56	6442.81	6443.7	880.0
2017-03-19 18:30:00	NQ	Futures	6444.0	6446.39	6443.7	6444.3	480.0
2017-03-19 19:00:00	NQ	Futures	6444.9	6446.09	6444.0	6445.19	284.0
2017-03-19 19:30:00	NQ	Futures	6445.49	6447.88	6445.49	6447.88	248.0
2017-03-19 20:00:00	NQ	Futures	6447.28	6447.28	6436.55	6436.55	1416.0
2017-03-19 20:30:00	NQ	Futures	6437.14	6438.34	6435.06	6437.74	829.0
2017-03-19 21:00:00	NQ	Futures	6437.74	6440.72	6437.44	6438.93	687.0
2017-03-19 21:30:00	NQ	Futures	6439.23	6439.53	6436.25	6436.85	524.0
2017-03-19 22:00:00	NQ	Futures	6436.85	6438.64	6435.06	6438.04	708.0
2017-03-19 22:30:00	NQ	Futures	6438.34	6439.53	6438.04	6439.53	481.0
2017-03-19 23:00:00	NQ	Futures	6439.53	6440.42	6438.34	6438.64	305.0
2017-03-19 23:30:00	NQ	Futures	6438.64	6438.64	6438.04	6438.64	196.0
2017-03-19 18:00:00	YM	Futures	22660.7	22671.6	22652.0	22658.5	1119.0
2017-03-19 18:30:00	YM	Futures	22657.4	22666.1	22655.2	22658.5	352.0
2017-03-19 19:00:00	YM	Futures	22658.5	22661.8	22654.2	22659.6	293.0
2017-03-19 19:30:00	YM	Futures	22659.6	22666.1	22657.4	22663.9	208.0
2017-03-19 20:00:00	YM	Futures	22662.9	22663.9	22635.7	22635.7	913.0
2017-03-19 20:30:00	YM	Futures	22635.7	22643.3	22631.3	22642.2	701.0
2017-03-19 21:00:00	YM	Futures	22642.2	22649.8	22638.9	22644.4	617.0
2017-03-19 21:30:00	YM	Futures	22644.4	22645.5	22635.7	22638.9	412.0
2017-03-19 22:00:00	YM	Futures	22638.9	22645.5	22634.6	22644.4	648.0
2017-03-19 22:30:00	YM	Futures	22644.4	22649.8	22642.2	22649.8	336.0
2017-03-19 23:00:00	YM	Futures	22648.7	22652.0	22643.3	22645.5	292.0
2017-03-19 23:30:00	YM	Futures	22645.5	22646.6	22641.1	22644.4	217.0
2017-03-19 18:00:00	CL	Futures	45.75	45.78	45.69	45.72	1241.0
2017-03-19 18:30:00	CL	Futures	45.72	45.74	45.72	45.73	253.0
2017-03-19 19:00:00	CL	Futures	45.73	45.74	45.69	45.71	654.0
2017-03-19 19:30:00	CL	Futures	45.7	45.71	45.66	45.67	599.0
2017-03-19 20:00:00	CL	Futures	45.67	45.68	45.55	45.58	2438.0
2017-03-19 20:30:00	CL	Futures	45.58	45.6	45.36	45.41	5131.0
2017-03-19 21:00:00	CL	Futures	45.41	45.49	45.37	45.41	2518.0
2017-03-19 21:30:00	CL	Futures	45.41	45.48	45.4	45.45	1092.0
2017-03-19 22:00:00	CL	Futures	45.45	45.51	45.45	45.5	1030.0
2017-03-19 22:30:00	CL	Futures	45.5	45.52	45.48	45.51	1012.0
2017-03-19 23:00:00	CL	Futures	45.51	45.51	45.45	45.45	842.0
2017-03-19 23:30:00	CL	Futures	45.45	45.47	45.42	45.44	830.0
2017-03-19 18:00:00	GC	Futures	1655.1	1656.9	1654.8	1656.0	811.0
2017-03-19 18:30:00	GC	Futures	1656.2	1657.5	1656.2	1656.7	628.0

> showing 50 of 523 rows — these rows as CSV

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