PREVIEW / futures_30min / 2017-03-26

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-03-26.parquet
  size:    21 KB
  rows:    548

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
2017-03-26 18:00:00	ES	Futures	2553.34	2553.89	2548.42	2548.7	17829.0
2017-03-26 18:30:00	ES	Futures	2548.42	2549.24	2542.96	2545.69	16640.0
2017-03-26 19:00:00	ES	Futures	2545.69	2546.51	2544.6	2545.97	5164.0
2017-03-26 19:30:00	ES	Futures	2545.69	2547.6	2544.6	2547.06	7162.0
2017-03-26 20:00:00	ES	Futures	2546.79	2547.33	2544.6	2546.24	4892.0
2017-03-26 20:30:00	ES	Futures	2546.51	2546.51	2541.6	2542.41	10496.0
2017-03-26 21:00:00	ES	Futures	2542.41	2542.96	2540.78	2542.41	11098.0
2017-03-26 21:30:00	ES	Futures	2542.41	2544.87	2542.41	2543.51	4983.0
2017-03-26 22:00:00	ES	Futures	2543.51	2544.6	2542.96	2544.05	1726.0
2017-03-26 22:30:00	ES	Futures	2544.33	2544.6	2542.14	2542.14	3489.0
2017-03-26 23:00:00	ES	Futures	2542.14	2543.23	2541.6	2543.23	3647.0
2017-03-26 23:30:00	ES	Futures	2543.23	2543.51	2542.69	2542.96	1803.0
2017-03-26 18:00:00	NQ	Futures	6392.13	6392.42	6379.01	6379.31	2731.0
2017-03-26 18:30:00	NQ	Futures	6379.6	6382.59	6368.87	6373.94	2764.0
2017-03-26 19:00:00	NQ	Futures	6373.94	6376.92	6370.66	6373.34	1124.0
2017-03-26 19:30:00	NQ	Futures	6372.75	6378.41	6370.06	6377.82	1521.0
2017-03-26 20:00:00	NQ	Futures	6377.82	6377.82	6371.26	6375.13	1266.0
2017-03-26 20:30:00	NQ	Futures	6375.13	6375.13	6362.61	6363.8	1590.0
2017-03-26 21:00:00	NQ	Futures	6363.8	6365.0	6359.33	6362.91	1890.0
2017-03-26 21:30:00	NQ	Futures	6362.91	6371.55	6362.91	6368.57	1217.0
2017-03-26 22:00:00	NQ	Futures	6368.27	6370.96	6367.08	6369.47	386.0
2017-03-26 22:30:00	NQ	Futures	6369.77	6369.77	6363.5	6363.5	535.0
2017-03-26 23:00:00	NQ	Futures	6363.5	6365.59	6362.31	6365.59	482.0
2017-03-26 23:30:00	NQ	Futures	6365.0	6367.38	6364.7	6366.49	288.0
2017-03-26 18:00:00	YM	Futures	22308.6	22309.6	22266.2	22266.2	2923.0
2017-03-26 18:30:00	YM	Futures	22267.3	22274.9	22232.5	22251.0	2692.0
2017-03-26 19:00:00	YM	Futures	22252.0	22258.6	22244.4	22251.0	1082.0
2017-03-26 19:30:00	YM	Futures	22252.0	22265.1	22242.3	22260.7	1523.0
2017-03-26 20:00:00	YM	Futures	22260.7	22261.8	22245.5	22255.3	1019.0
2017-03-26 20:30:00	YM	Futures	22256.4	22256.4	22219.4	22222.7	1902.0
2017-03-26 21:00:00	YM	Futures	22222.7	22230.3	22211.8	22224.9	1713.0
2017-03-26 21:30:00	YM	Futures	22224.9	22248.8	22223.8	22237.9	1208.0
2017-03-26 22:00:00	YM	Futures	22237.9	22246.6	22232.5	22241.2	414.0
2017-03-26 22:30:00	YM	Futures	22241.2	22244.4	22227.1	22229.2	416.0
2017-03-26 23:00:00	YM	Futures	22227.1	22234.7	22223.8	22233.6	335.0
2017-03-26 23:30:00	YM	Futures	22233.6	22240.1	22232.5	22239.0	549.0
2017-03-26 18:00:00	CL	Futures	44.7	44.85	44.56	44.85	4040.0
2017-03-26 18:30:00	CL	Futures	44.85	44.85	44.73	44.73	1006.0
2017-03-26 19:00:00	CL	Futures	44.73	44.75	44.71	44.72	1784.0
2017-03-26 19:30:00	CL	Futures	44.73	44.77	44.71	44.77	491.0
2017-03-26 20:00:00	CL	Futures	44.77	44.77	44.69	44.69	1063.0
2017-03-26 20:30:00	CL	Futures	44.69	44.71	44.46	44.48	3775.0
2017-03-26 21:00:00	CL	Futures	44.48	44.56	44.35	44.42	3400.0
2017-03-26 21:30:00	CL	Futures	44.41	44.46	44.4	44.44	1373.0
2017-03-26 22:00:00	CL	Futures	44.44	44.49	44.44	44.44	1141.0
2017-03-26 22:30:00	CL	Futures	44.45	44.47	44.42	44.42	1333.0
2017-03-26 23:00:00	CL	Futures	44.42	44.45	44.4	44.42	955.0
2017-03-26 23:30:00	CL	Futures	44.41	44.46	44.41	44.45	420.0
2017-03-26 18:00:00	GC	Futures	1674.4	1686.3	1674.4	1684.3	624.0
2017-03-26 18:30:00	GC	Futures	1684.0	1688.5	1683.9	1685.5	305.0

> showing 50 of 548 rows — these rows as CSV

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