PREVIEW / futures_30min / 2017-04-09

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-04-09.parquet
  size:    21 KB
  rows:    560

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
2017-04-09 18:00:00	ES	Futures	2569.46	2571.37	2568.36	2571.09	6528.0
2017-04-09 18:30:00	ES	Futures	2571.09	2571.64	2570.0	2571.37	1397.0
2017-04-09 19:00:00	ES	Futures	2571.09	2571.64	2570.28	2570.55	1259.0
2017-04-09 19:30:00	ES	Futures	2570.55	2571.64	2570.55	2570.82	1321.0
2017-04-09 20:00:00	ES	Futures	2570.82	2573.83	2570.55	2573.28	6249.0
2017-04-09 20:30:00	ES	Futures	2573.28	2575.19	2571.64	2574.65	4800.0
2017-04-09 21:00:00	ES	Futures	2574.37	2577.38	2574.1	2575.74	9042.0
2017-04-09 21:30:00	ES	Futures	2575.74	2575.74	2573.55	2574.37	4280.0
2017-04-09 22:00:00	ES	Futures	2574.37	2574.92	2573.28	2574.1	2548.0
2017-04-09 22:30:00	ES	Futures	2573.83	2574.37	2573.83	2573.83	1046.0
2017-04-09 23:00:00	ES	Futures	2573.83	2574.37	2573.83	2574.1	969.0
2017-04-09 23:30:00	ES	Futures	2574.37	2575.19	2573.83	2574.92	1555.0
2017-04-09 18:00:00	NQ	Futures	6464.57	6468.15	6460.1	6467.85	795.0
2017-04-09 18:30:00	NQ	Futures	6467.56	6470.24	6465.77	6469.64	295.0
2017-04-09 19:00:00	NQ	Futures	6469.94	6470.54	6466.06	6466.66	385.0
2017-04-09 19:30:00	NQ	Futures	6466.66	6469.34	6465.47	6465.47	370.0
2017-04-09 20:00:00	NQ	Futures	6465.47	6473.52	6465.17	6472.62	1056.0
2017-04-09 20:30:00	NQ	Futures	6472.33	6475.01	6467.26	6473.52	955.0
2017-04-09 21:00:00	NQ	Futures	6473.52	6480.08	6473.22	6476.2	1260.0
2017-04-09 21:30:00	NQ	Futures	6476.5	6476.5	6471.13	6472.92	766.0
2017-04-09 22:00:00	NQ	Futures	6472.92	6474.11	6469.94	6472.33	438.0
2017-04-09 22:30:00	NQ	Futures	6472.33	6473.82	6471.13	6471.13	224.0
2017-04-09 23:00:00	NQ	Futures	6471.43	6473.52	6471.13	6472.62	143.0
2017-04-09 23:30:00	NQ	Futures	6472.62	6473.82	6471.13	6473.52	217.0
2017-04-09 18:00:00	YM	Futures	22397.7	22406.4	22381.4	22403.1	827.0
2017-04-09 18:30:00	YM	Futures	22403.1	22406.4	22394.4	22404.2	214.0
2017-04-09 19:00:00	YM	Futures	22404.2	22408.5	22397.7	22400.9	255.0
2017-04-09 19:30:00	YM	Futures	22402.0	22407.5	22397.7	22397.7	288.0
2017-04-09 20:00:00	YM	Futures	22396.6	22424.8	22396.6	22421.6	978.0
2017-04-09 20:30:00	YM	Futures	22420.5	22433.5	22407.5	22428.1	971.0
2017-04-09 21:00:00	YM	Futures	22427.0	22452.0	22425.9	22436.8	1250.0
2017-04-09 21:30:00	YM	Futures	22437.9	22437.9	22418.3	22427.0	825.0
2017-04-09 22:00:00	YM	Futures	22427.0	22431.4	22417.2	22421.6	504.0
2017-04-09 22:30:00	YM	Futures	22421.6	22427.0	22420.5	22421.6	164.0
2017-04-09 23:00:00	YM	Futures	22421.6	22427.0	22421.6	22424.8	155.0
2017-04-09 23:30:00	YM	Futures	22424.8	22430.3	22420.5	22428.1	285.0
2017-04-09 18:00:00	CL	Futures	48.59	48.76	48.57	48.75	1913.0
2017-04-09 18:30:00	CL	Futures	48.75	48.88	48.72	48.77	2145.0
2017-04-09 19:00:00	CL	Futures	48.77	48.78	48.67	48.73	1424.0
2017-04-09 19:30:00	CL	Futures	48.73	48.76	48.69	48.74	832.0
2017-04-09 20:00:00	CL	Futures	48.74	48.8	48.71	48.74	1546.0
2017-04-09 20:30:00	CL	Futures	48.74	48.78	48.71	48.76	930.0
2017-04-09 21:00:00	CL	Futures	48.77	48.77	48.7	48.72	1680.0
2017-04-09 21:30:00	CL	Futures	48.73	48.73	48.59	48.64	3283.0
2017-04-09 22:00:00	CL	Futures	48.64	48.68	48.6	48.62	1465.0
2017-04-09 22:30:00	CL	Futures	48.62	48.64	48.6	48.64	843.0
2017-04-09 23:00:00	CL	Futures	48.64	48.64	48.6	48.64	882.0
2017-04-09 23:30:00	CL	Futures	48.63	48.7	48.63	48.68	1105.0
2017-04-09 18:00:00	GC	Futures	1685.6	1687.5	1685.6	1686.2	1354.0
2017-04-09 18:30:00	GC	Futures	1686.3	1687.0	1685.0	1686.3	1286.0

> showing 50 of 560 rows — these rows as CSV

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