PREVIEW / futures_30min / 2017-05-07

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-05-07.parquet
  size:    22 KB
  rows:    572

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
2017-05-07 18:00:00	ES	Futures	2624.9	2626.27	2618.89	2620.81	18005.0
2017-05-07 18:30:00	ES	Futures	2620.81	2620.81	2618.62	2619.17	3051.0
2017-05-07 19:00:00	ES	Futures	2619.44	2620.53	2617.8	2618.35	3625.0
2017-05-07 19:30:00	ES	Futures	2618.35	2619.71	2617.8	2618.89	2534.0
2017-05-07 20:00:00	ES	Futures	2618.62	2618.89	2615.89	2616.98	7508.0
2017-05-07 20:30:00	ES	Futures	2616.98	2619.44	2616.44	2618.62	5391.0
2017-05-07 21:00:00	ES	Futures	2618.62	2619.17	2617.8	2617.8	2376.0
2017-05-07 21:30:00	ES	Futures	2618.08	2618.89	2617.26	2617.8	2790.0
2017-05-07 22:00:00	ES	Futures	2617.8	2618.62	2616.98	2617.8	2712.0
2017-05-07 22:30:00	ES	Futures	2617.53	2618.89	2617.53	2618.35	1759.0
2017-05-07 23:00:00	ES	Futures	2618.35	2618.62	2617.53	2617.8	1097.0
2017-05-07 23:30:00	ES	Futures	2617.8	2619.44	2617.53	2618.89	2909.0
2017-05-07 18:00:00	NQ	Futures	6747.81	6750.49	6730.22	6734.39	3578.0
2017-05-07 18:30:00	NQ	Futures	6734.39	6734.39	6730.22	6731.41	608.0
2017-05-07 19:00:00	NQ	Futures	6731.41	6733.79	6729.32	6729.62	529.0
2017-05-07 19:30:00	NQ	Futures	6729.92	6732.6	6727.53	6730.51	658.0
2017-05-07 20:00:00	NQ	Futures	6730.51	6730.81	6723.96	6726.04	1134.0
2017-05-07 20:30:00	NQ	Futures	6726.04	6732.01	6725.15	6730.51	948.0
2017-05-07 21:00:00	NQ	Futures	6730.81	6731.11	6727.83	6727.83	625.0
2017-05-07 21:30:00	NQ	Futures	6727.53	6731.41	6726.64	6728.43	616.0
2017-05-07 22:00:00	NQ	Futures	6728.13	6730.81	6726.94	6728.13	363.0
2017-05-07 22:30:00	NQ	Futures	6728.43	6730.81	6728.13	6730.22	456.0
2017-05-07 23:00:00	NQ	Futures	6730.51	6730.51	6728.43	6729.02	178.0
2017-05-07 23:30:00	NQ	Futures	6729.02	6732.9	6728.13	6731.71	535.0
2017-05-07 18:00:00	YM	Futures	22823.7	22833.5	22759.6	22781.3	2515.0
2017-05-07 18:30:00	YM	Futures	22780.2	22780.2	22765.0	22767.2	634.0
2017-05-07 19:00:00	YM	Futures	22768.3	22777.0	22761.8	22766.1	513.0
2017-05-07 19:30:00	YM	Futures	22767.2	22781.3	22763.9	22769.4	579.0
2017-05-07 20:00:00	YM	Futures	22768.3	22770.4	22747.6	22758.5	846.0
2017-05-07 20:30:00	YM	Futures	22758.5	22774.8	22756.3	22767.2	721.0
2017-05-07 21:00:00	YM	Futures	22767.2	22773.7	22765.0	22767.2	620.0
2017-05-07 21:30:00	YM	Futures	22765.0	22772.6	22760.7	22763.9	413.0
2017-05-07 22:00:00	YM	Futures	22763.9	22771.5	22761.8	22763.9	268.0
2017-05-07 22:30:00	YM	Futures	22763.9	22773.7	22762.8	22770.4	166.0
2017-05-07 23:00:00	YM	Futures	22771.5	22771.5	22763.9	22767.2	150.0
2017-05-07 23:30:00	YM	Futures	22766.1	22781.3	22763.9	22777.0	429.0
2017-05-07 18:00:00	CL	Futures	42.73	42.98	42.7	42.91	3705.0
2017-05-07 18:30:00	CL	Futures	42.91	42.98	42.85	42.86	1365.0
2017-05-07 19:00:00	CL	Futures	42.86	43.01	42.85	42.99	1425.0
2017-05-07 19:30:00	CL	Futures	43.0	43.29	42.99	43.26	5844.0
2017-05-07 20:00:00	CL	Futures	43.26	43.29	43.15	43.22	2978.0
2017-05-07 20:30:00	CL	Futures	43.22	43.31	43.2	43.29	2118.0
2017-05-07 21:00:00	CL	Futures	43.29	43.29	43.15	43.16	3229.0
2017-05-07 21:30:00	CL	Futures	43.17	43.17	43.06	43.13	3522.0
2017-05-07 22:00:00	CL	Futures	43.13	43.2	43.12	43.19	1786.0
2017-05-07 22:30:00	CL	Futures	43.18	43.24	43.15	43.15	1803.0
2017-05-07 23:00:00	CL	Futures	43.15	43.23	43.12	43.16	1843.0
2017-05-07 23:30:00	CL	Futures	43.16	43.21	43.16	43.19	922.0
2017-05-07 18:00:00	GC	Futures	1642.0	1647.6	1639.2	1647.5	4522.0
2017-05-07 18:30:00	GC	Futures	1647.5	1648.2	1646.4	1648.2	844.0

> showing 50 of 572 rows — these rows as CSV

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