PREVIEW / futures_30min / 2017-05-14

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-05-14.parquet
  size:    20 KB
  rows:    537

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
2017-05-14 18:00:00	ES	Futures	2609.88	2611.79	2609.06	2610.97	5468.0
2017-05-14 18:30:00	ES	Futures	2610.97	2610.97	2610.43	2610.7	751.0
2017-05-14 19:00:00	ES	Futures	2610.43	2611.25	2610.15	2610.7	2006.0
2017-05-14 19:30:00	ES	Futures	2610.97	2610.97	2610.15	2610.15	1952.0
2017-05-14 20:00:00	ES	Futures	2610.15	2611.25	2609.33	2610.7	3451.0
2017-05-14 20:30:00	ES	Futures	2610.7	2611.52	2610.43	2611.52	2297.0
2017-05-14 21:00:00	ES	Futures	2611.25	2612.07	2610.97	2611.79	3101.0
2017-05-14 21:30:00	ES	Futures	2612.07	2612.61	2611.52	2612.34	2529.0
2017-05-14 22:00:00	ES	Futures	2612.34	2612.61	2611.52	2611.79	2006.0
2017-05-14 22:30:00	ES	Futures	2612.07	2613.98	2611.79	2613.16	3800.0
2017-05-14 23:00:00	ES	Futures	2613.43	2613.98	2613.16	2613.98	1717.0
2017-05-14 23:30:00	ES	Futures	2613.71	2614.52	2613.16	2613.16	1981.0
2017-05-14 18:00:00	NQ	Futures	6785.07	6788.65	6782.09	6788.06	1264.0
2017-05-14 18:30:00	NQ	Futures	6787.76	6788.65	6786.27	6786.57	286.0
2017-05-14 19:00:00	NQ	Futures	6786.27	6788.35	6786.27	6787.46	399.0
2017-05-14 19:30:00	NQ	Futures	6787.16	6787.76	6786.27	6787.16	212.0
2017-05-14 20:00:00	NQ	Futures	6786.86	6788.65	6785.37	6788.35	679.0
2017-05-14 20:30:00	NQ	Futures	6787.76	6789.55	6785.67	6787.76	504.0
2017-05-14 21:00:00	NQ	Futures	6788.06	6790.14	6787.46	6790.14	505.0
2017-05-14 21:30:00	NQ	Futures	6789.84	6791.04	6788.95	6790.44	470.0
2017-05-14 22:00:00	NQ	Futures	6790.14	6790.74	6788.35	6789.55	444.0
2017-05-14 22:30:00	NQ	Futures	6789.25	6793.42	6788.95	6792.53	738.0
2017-05-14 23:00:00	NQ	Futures	6792.53	6794.02	6792.53	6793.42	414.0
2017-05-14 23:30:00	NQ	Futures	6793.12	6794.62	6792.53	6793.12	353.0
2017-05-14 18:00:00	YM	Futures	22666.1	22674.8	22657.4	22669.4	778.0
2017-05-14 18:30:00	YM	Futures	22668.3	22670.5	22663.9	22665.0	121.0
2017-05-14 19:00:00	YM	Futures	22665.0	22667.2	22661.8	22666.1	266.0
2017-05-14 19:30:00	YM	Futures	22663.9	22665.0	22659.6	22660.7	159.0
2017-05-14 20:00:00	YM	Futures	22661.8	22673.7	22655.2	22668.3	517.0
2017-05-14 20:30:00	YM	Futures	22669.4	22674.8	22665.0	22672.6	454.0
2017-05-14 21:00:00	YM	Futures	22673.7	22679.2	22672.6	22677.0	531.0
2017-05-14 21:30:00	YM	Futures	22677.0	22682.4	22675.9	22680.2	439.0
2017-05-14 22:00:00	YM	Futures	22681.3	22681.3	22674.8	22677.0	318.0
2017-05-14 22:30:00	YM	Futures	22678.1	22693.3	22677.0	22687.9	722.0
2017-05-14 23:00:00	YM	Futures	22687.9	22694.4	22687.9	22692.2	352.0
2017-05-14 23:30:00	YM	Futures	22691.1	22696.5	22687.9	22690.0	252.0
2017-05-14 18:00:00	CL	Futures	44.09	44.09	44.05	44.06	178.0
2017-05-14 18:30:00	CL	Futures	44.06	44.07	43.98	44.0	144.0
2017-05-14 19:00:00	CL	Futures	43.99	44.05	43.98	44.02	159.0
2017-05-14 19:30:00	CL	Futures	44.02	44.02	43.99	44.0	34.0
2017-05-14 20:00:00	CL	Futures	44.0	44.08	43.99	44.04	239.0
2017-05-14 20:30:00	CL	Futures	44.03	44.09	44.03	44.07	205.0
2017-05-14 21:00:00	CL	Futures	44.08	44.12	44.07	44.11	170.0
2017-05-14 21:30:00	CL	Futures	44.11	44.14	44.09	44.11	254.0
2017-05-14 22:00:00	CL	Futures	44.1	44.14	44.09	44.13	262.0
2017-05-14 22:30:00	CL	Futures	44.14	44.84	44.1	44.74	4577.0
2017-05-14 23:00:00	CL	Futures	44.74	44.84	44.73	44.79	1177.0
2017-05-14 23:30:00	CL	Futures	44.79	44.79	44.65	44.71	908.0
2017-05-14 18:00:00	GC	Futures	1649.0	1651.9	1648.3	1650.1	2035.0
2017-05-14 18:30:00	GC	Futures	1650.2	1650.6	1649.9	1650.1	360.0

> showing 50 of 537 rows — these rows as CSV

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