PREVIEW / futures_30min / 2017-04-23

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-04-23.parquet
  size:    22 KB
  rows:    584

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
2017-04-23 18:00:00	ES	Futures	2584.75	2592.4	2584.48	2590.49	51395.0
2017-04-23 18:30:00	ES	Futures	2590.49	2590.76	2585.3	2588.3	13315.0
2017-04-23 19:00:00	ES	Futures	2588.03	2589.4	2586.94	2588.3	6515.0
2017-04-23 19:30:00	ES	Futures	2588.3	2588.85	2586.12	2586.66	6370.0
2017-04-23 20:00:00	ES	Futures	2586.39	2587.48	2585.57	2586.94	8472.0
2017-04-23 20:30:00	ES	Futures	2587.21	2587.76	2586.39	2587.48	4246.0
2017-04-23 21:00:00	ES	Futures	2587.48	2587.76	2585.3	2585.57	7007.0
2017-04-23 21:30:00	ES	Futures	2585.3	2585.57	2584.21	2585.57	6854.0
2017-04-23 22:00:00	ES	Futures	2585.3	2585.84	2584.75	2585.03	2500.0
2017-04-23 22:30:00	ES	Futures	2585.3	2585.3	2584.21	2584.75	2888.0
2017-04-23 23:00:00	ES	Futures	2585.03	2585.3	2584.48	2585.3	1958.0
2017-04-23 23:30:00	ES	Futures	2585.3	2585.57	2584.48	2585.3	1812.0
2017-04-23 18:00:00	NQ	Futures	6524.5	6558.49	6524.5	6548.35	6216.0
2017-04-23 18:30:00	NQ	Futures	6548.05	6548.95	6535.53	6543.58	2049.0
2017-04-23 19:00:00	NQ	Futures	6543.28	6547.76	6539.71	6547.46	1108.0
2017-04-23 19:30:00	NQ	Futures	6547.46	6548.65	6543.88	6544.77	987.0
2017-04-23 20:00:00	NQ	Futures	6544.48	6548.05	6543.28	6546.56	1725.0
2017-04-23 20:30:00	NQ	Futures	6546.56	6548.05	6545.07	6547.76	924.0
2017-04-23 21:00:00	NQ	Futures	6548.05	6548.05	6540.6	6541.49	1623.0
2017-04-23 21:30:00	NQ	Futures	6541.2	6542.09	6538.51	6541.79	1073.0
2017-04-23 22:00:00	NQ	Futures	6542.09	6543.58	6540.9	6541.79	741.0
2017-04-23 22:30:00	NQ	Futures	6541.79	6544.18	6539.41	6542.39	788.0
2017-04-23 23:00:00	NQ	Futures	6542.69	6544.18	6542.09	6544.18	421.0
2017-04-23 23:30:00	NQ	Futures	6544.48	6545.37	6543.28	6545.07	390.0
2017-04-23 18:00:00	YM	Futures	22386.8	22512.9	22386.8	22482.4	4638.0
2017-04-23 18:30:00	YM	Futures	22482.4	22485.7	22434.6	22459.6	1337.0
2017-04-23 19:00:00	YM	Futures	22459.6	22478.1	22449.8	22467.2	885.0
2017-04-23 19:30:00	YM	Futures	22466.1	22472.7	22447.7	22449.8	859.0
2017-04-23 20:00:00	YM	Futures	22448.8	22461.8	22445.5	22459.6	1370.0
2017-04-23 20:30:00	YM	Futures	22460.7	22462.9	22455.3	22459.6	867.0
2017-04-23 21:00:00	YM	Futures	22461.8	22461.8	22435.7	22439.0	1801.0
2017-04-23 21:30:00	YM	Futures	22437.9	22441.2	22427.0	22436.8	900.0
2017-04-23 22:00:00	YM	Futures	22436.8	22442.2	22430.3	22430.3	356.0
2017-04-23 22:30:00	YM	Futures	22431.4	22433.5	22421.6	22430.3	731.0
2017-04-23 23:00:00	YM	Futures	22430.3	22433.5	22428.1	22432.5	258.0
2017-04-23 23:30:00	YM	Futures	22433.5	22437.9	22428.1	22436.8	294.0
2017-04-23 18:00:00	CL	Futures	45.8	46.05	45.79	45.98	7394.0
2017-04-23 18:30:00	CL	Futures	45.99	46.0	45.9	45.91	1108.0
2017-04-23 19:00:00	CL	Futures	45.91	45.98	45.9	45.9	1000.0
2017-04-23 19:30:00	CL	Futures	45.9	45.98	45.9	45.94	914.0
2017-04-23 20:00:00	CL	Futures	45.95	45.98	45.82	45.97	3428.0
2017-04-23 20:30:00	CL	Futures	45.98	45.98	45.93	45.95	950.0
2017-04-23 21:00:00	CL	Futures	45.95	46.0	45.94	45.94	1310.0
2017-04-23 21:30:00	CL	Futures	45.94	45.97	45.9	45.95	1397.0
2017-04-23 22:00:00	CL	Futures	45.94	45.97	45.9	45.92	1872.0
2017-04-23 22:30:00	CL	Futures	45.93	45.96	45.92	45.94	1078.0
2017-04-23 23:00:00	CL	Futures	45.94	45.97	45.94	45.97	535.0
2017-04-23 23:30:00	CL	Futures	45.97	45.99	45.95	45.98	973.0
2017-04-23 18:00:00	GC	Futures	1718.4	1718.4	1699.6	1706.3	24396.0
2017-04-23 18:30:00	GC	Futures	1706.3	1707.3	1703.9	1705.4	3775.0

> showing 50 of 584 rows — these rows as CSV

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