PREVIEW / futures_30min / 2017-05-21

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-05-21.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
2017-05-21 18:00:00	ES	Futures	2602.23	2604.69	2601.41	2603.33	6782.0
2017-05-21 18:30:00	ES	Futures	2603.05	2604.69	2602.78	2603.6	2218.0
2017-05-21 19:00:00	ES	Futures	2603.6	2603.87	2601.69	2602.51	3172.0
2017-05-21 19:30:00	ES	Futures	2602.78	2603.6	2601.96	2603.33	1872.0
2017-05-21 20:00:00	ES	Futures	2603.33	2604.69	2602.51	2603.33	4722.0
2017-05-21 20:30:00	ES	Futures	2603.6	2603.6	2601.96	2601.96	3434.0
2017-05-21 21:00:00	ES	Futures	2601.96	2603.33	2601.96	2602.51	2051.0
2017-05-21 21:30:00	ES	Futures	2602.78	2603.87	2602.51	2602.78	2456.0
2017-05-21 22:00:00	ES	Futures	2602.78	2604.42	2602.78	2603.87	3913.0
2017-05-21 22:30:00	ES	Futures	2603.87	2604.15	2603.33	2603.6	1839.0
2017-05-21 23:00:00	ES	Futures	2603.33	2604.15	2603.33	2603.87	1161.0
2017-05-21 23:30:00	ES	Futures	2604.15	2605.24	2604.15	2605.24	1642.0
2017-05-21 18:00:00	NQ	Futures	6741.25	6750.49	6739.46	6747.51	1283.0
2017-05-21 18:30:00	NQ	Futures	6748.11	6751.09	6746.91	6748.11	373.0
2017-05-21 19:00:00	NQ	Futures	6748.11	6748.7	6742.44	6744.53	624.0
2017-05-21 19:30:00	NQ	Futures	6744.53	6747.21	6742.74	6746.91	306.0
2017-05-21 20:00:00	NQ	Futures	6746.91	6750.19	6744.83	6747.51	1006.0
2017-05-21 20:30:00	NQ	Futures	6747.21	6747.51	6743.33	6744.83	553.0
2017-05-21 21:00:00	NQ	Futures	6744.53	6747.51	6744.23	6745.72	440.0
2017-05-21 21:30:00	NQ	Futures	6746.02	6750.19	6745.12	6747.81	676.0
2017-05-21 22:00:00	NQ	Futures	6747.81	6751.68	6747.81	6750.79	877.0
2017-05-21 22:30:00	NQ	Futures	6750.79	6751.68	6747.81	6748.4	982.0
2017-05-21 23:00:00	NQ	Futures	6748.7	6750.49	6747.51	6749.89	260.0
2017-05-21 23:30:00	NQ	Futures	6750.49	6754.37	6750.49	6754.37	484.0
2017-05-21 18:00:00	YM	Futures	22592.2	22617.2	22592.2	22602.0	1038.0
2017-05-21 18:30:00	YM	Futures	22602.0	22610.7	22598.7	22604.2	361.0
2017-05-21 19:00:00	YM	Futures	22605.3	22607.4	22592.2	22600.9	571.0
2017-05-21 19:30:00	YM	Futures	22602.0	22609.6	22594.4	22608.5	389.0
2017-05-21 20:00:00	YM	Futures	22607.4	22620.5	22600.9	22610.7	672.0
2017-05-21 20:30:00	YM	Futures	22611.8	22611.8	22596.6	22599.8	403.0
2017-05-21 21:00:00	YM	Futures	22598.7	22607.4	22596.6	22600.9	290.0
2017-05-21 21:30:00	YM	Futures	22602.0	22614.0	22598.7	22605.3	428.0
2017-05-21 22:00:00	YM	Futures	22606.3	22620.5	22606.3	22616.1	576.0
2017-05-21 22:30:00	YM	Futures	22616.1	22618.3	22611.8	22611.8	217.0
2017-05-21 23:00:00	YM	Futures	22612.9	22619.4	22611.8	22617.2	183.0
2017-05-21 23:30:00	YM	Futures	22618.3	22627.0	22615.0	22624.8	537.0
2017-05-21 18:00:00	CL	Futures	46.59	46.82	46.57	46.67	4201.0
2017-05-21 18:30:00	CL	Futures	46.67	46.77	46.66	46.77	2451.0
2017-05-21 19:00:00	CL	Futures	46.77	46.82	46.72	46.73	2385.0
2017-05-21 19:30:00	CL	Futures	46.73	46.78	46.72	46.76	1007.0
2017-05-21 20:00:00	CL	Futures	46.75	46.77	46.61	46.64	2939.0
2017-05-21 20:30:00	CL	Futures	46.64	46.67	46.61	46.62	1571.0
2017-05-21 21:00:00	CL	Futures	46.62	46.67	46.61	46.66	1736.0
2017-05-21 21:30:00	CL	Futures	46.66	46.73	46.63	46.7	2157.0
2017-05-21 22:00:00	CL	Futures	46.71	46.89	46.7	46.84	5022.0
2017-05-21 22:30:00	CL	Futures	46.83	46.84	46.76	46.78	2496.0
2017-05-21 23:00:00	CL	Futures	46.78	46.84	46.76	46.81	1398.0
2017-05-21 23:30:00	CL	Futures	46.81	46.84	46.8	46.8	997.0
2017-05-21 18:00:00	GC	Futures	1688.2	1688.5	1684.2	1685.2	2132.0
2017-05-21 18:30:00	GC	Futures	1685.2	1688.2	1684.8	1687.7	1893.0

> showing 50 of 548 rows — these rows as CSV

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