PREVIEW / futures_30min / 2017-06-04

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-06-04.parquet
  size:    20 KB
  rows:    549

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
2017-06-04 18:00:00	ES	Futures	2660.69	2662.6	2660.69	2661.51	3909.0
2017-06-04 18:30:00	ES	Futures	2661.78	2662.05	2661.23	2661.51	712.0
2017-06-04 19:00:00	ES	Futures	2661.51	2661.51	2659.59	2659.87	2425.0
2017-06-04 19:30:00	ES	Futures	2659.87	2659.87	2658.77	2659.87	2055.0
2017-06-04 20:00:00	ES	Futures	2659.59	2660.14	2658.23	2659.05	4195.0
2017-06-04 20:30:00	ES	Futures	2659.32	2660.14	2659.05	2659.59	1361.0
2017-06-04 21:00:00	ES	Futures	2659.32	2660.14	2659.05	2659.32	1319.0
2017-06-04 21:30:00	ES	Futures	2659.32	2661.23	2659.32	2659.59	3193.0
2017-06-04 22:00:00	ES	Futures	2659.59	2660.96	2659.59	2660.41	1436.0
2017-06-04 22:30:00	ES	Futures	2660.41	2661.23	2660.41	2660.69	796.0
2017-06-04 23:00:00	ES	Futures	2660.96	2661.51	2660.14	2660.69	1099.0
2017-06-04 23:30:00	ES	Futures	2660.96	2661.51	2660.69	2660.69	959.0
2017-06-04 18:00:00	NQ	Futures	7010.17	7015.84	7009.87	7015.54	907.0
2017-06-04 18:30:00	NQ	Futures	7015.24	7017.33	7012.85	7014.05	402.0
2017-06-04 19:00:00	NQ	Futures	7013.45	7013.45	7008.68	7009.87	448.0
2017-06-04 19:30:00	NQ	Futures	7009.57	7011.06	7006.89	7010.17	444.0
2017-06-04 20:00:00	NQ	Futures	7009.87	7011.06	7006.29	7010.77	982.0
2017-06-04 20:30:00	NQ	Futures	7010.77	7013.45	7010.47	7011.06	894.0
2017-06-04 21:00:00	NQ	Futures	7010.77	7012.56	7008.98	7009.28	1159.0
2017-06-04 21:30:00	NQ	Futures	7009.28	7013.15	7009.28	7010.17	923.0
2017-06-04 22:00:00	NQ	Futures	7010.17	7012.56	7010.17	7011.96	859.0
2017-06-04 22:30:00	NQ	Futures	7011.96	7013.15	7011.06	7012.26	318.0
2017-06-04 23:00:00	NQ	Futures	7011.96	7014.94	7011.96	7012.85	379.0
2017-06-04 23:30:00	NQ	Futures	7013.15	7013.75	7011.36	7012.85	347.0
2017-06-04 18:00:00	YM	Futures	23023.7	23048.7	23016.1	23034.5	647.0
2017-06-04 18:30:00	YM	Futures	23034.5	23035.6	23028.0	23029.1	150.0
2017-06-04 19:00:00	YM	Futures	23030.2	23030.2	23020.4	23021.5	522.0
2017-06-04 19:30:00	YM	Futures	23022.6	23022.6	23011.7	23020.4	477.0
2017-06-04 20:00:00	YM	Futures	23020.4	23022.6	23007.4	23016.1	661.0
2017-06-04 20:30:00	YM	Futures	23017.1	23024.8	23016.1	23020.4	296.0
2017-06-04 21:00:00	YM	Futures	23019.3	23025.8	23017.1	23019.3	386.0
2017-06-04 21:30:00	YM	Futures	23019.3	23033.5	23019.3	23021.5	501.0
2017-06-04 22:00:00	YM	Futures	23022.6	23030.2	23020.4	23024.8	498.0
2017-06-04 22:30:00	YM	Futures	23026.9	23030.2	23021.5	23029.1	480.0
2017-06-04 23:00:00	YM	Futures	23028.0	23041.1	23028.0	23033.5	746.0
2017-06-04 23:30:00	YM	Futures	23034.5	23036.7	23030.2	23032.4	197.0
2017-06-04 18:00:00	CL	Futures	43.65	43.77	43.6	43.66	1984.0
2017-06-04 18:30:00	CL	Futures	43.65	43.74	43.62	43.64	1023.0
2017-06-04 19:00:00	CL	Futures	43.64	43.66	43.61	43.62	448.0
2017-06-04 19:30:00	CL	Futures	43.62	43.65	43.61	43.64	505.0
2017-06-04 20:00:00	CL	Futures	43.64	43.71	43.64	43.66	1362.0
2017-06-04 20:30:00	CL	Futures	43.67	43.68	43.61	43.63	1056.0
2017-06-04 21:00:00	CL	Futures	43.63	43.71	43.63	43.7	1538.0
2017-06-04 21:30:00	CL	Futures	43.7	43.78	43.68	43.69	2956.0
2017-06-04 22:00:00	CL	Futures	43.68	43.83	43.67	43.77	3665.0
2017-06-04 22:30:00	CL	Futures	43.77	43.8	43.72	43.78	1550.0
2017-06-04 23:00:00	CL	Futures	43.78	43.91	43.77	43.88	4313.0
2017-06-04 23:30:00	CL	Futures	43.89	44.3	43.88	44.13	18453.0
2017-06-04 18:00:00	GC	Futures	1717.1	1718.3	1715.2	1717.0	3652.0
2017-06-04 18:30:00	GC	Futures	1716.8	1718.2	1716.7	1717.9	1263.0

> showing 50 of 549 rows — these rows as CSV

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