PREVIEW / futures_30min / 2017-06-18

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-06-18.parquet
  size:    20 KB
  rows:    540

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
2017-06-18 18:00:00	ES	Futures	2660.68	2662.05	2659.86	2660.68	5231.0
2017-06-18 18:30:00	ES	Futures	2660.68	2661.23	2660.41	2660.68	2062.0
2017-06-18 19:00:00	ES	Futures	2660.96	2661.23	2660.41	2660.68	1392.0
2017-06-18 19:30:00	ES	Futures	2660.96	2661.23	2660.41	2660.68	1610.0
2017-06-18 20:00:00	ES	Futures	2660.68	2661.78	2660.41	2661.23	4698.0
2017-06-18 20:30:00	ES	Futures	2661.23	2663.96	2661.23	2662.87	6622.0
2017-06-18 21:00:00	ES	Futures	2663.14	2665.06	2663.14	2663.96	3941.0
2017-06-18 21:30:00	ES	Futures	2663.96	2664.24	2663.14	2663.42	2502.0
2017-06-18 22:00:00	ES	Futures	2663.14	2664.24	2663.14	2663.42	1428.0
2017-06-18 22:30:00	ES	Futures	2663.42	2663.96	2663.42	2663.69	1469.0
2017-06-18 23:00:00	ES	Futures	2663.42	2663.96	2663.42	2663.96	1064.0
2017-06-18 23:30:00	ES	Futures	2663.69	2663.96	2663.14	2663.14	652.0
2017-06-18 18:00:00	NQ	Futures	6781.88	6781.88	6768.78	6772.35	1412.0
2017-06-18 18:30:00	NQ	Futures	6772.65	6776.82	6772.65	6774.73	405.0
2017-06-18 19:00:00	NQ	Futures	6775.03	6776.52	6773.54	6775.93	234.0
2017-06-18 19:30:00	NQ	Futures	6775.93	6778.9	6775.63	6778.9	391.0
2017-06-18 20:00:00	NQ	Futures	6778.6	6782.77	6776.22	6781.28	850.0
2017-06-18 20:30:00	NQ	Futures	6781.58	6795.28	6779.8	6793.19	2161.0
2017-06-18 21:00:00	NQ	Futures	6793.19	6803.32	6793.19	6797.66	1608.0
2017-06-18 21:30:00	NQ	Futures	6797.96	6799.15	6794.39	6796.77	892.0
2017-06-18 22:00:00	NQ	Futures	6797.07	6802.42	6796.77	6800.64	977.0
2017-06-18 22:30:00	NQ	Futures	6800.64	6802.72	6800.04	6801.53	471.0
2017-06-18 23:00:00	NQ	Futures	6801.53	6801.83	6800.04	6800.94	409.0
2017-06-18 23:30:00	NQ	Futures	6800.64	6801.53	6798.55	6798.55	300.0
2017-06-18 18:00:00	YM	Futures	23257.6	23257.6	23243.4	23244.5	870.0
2017-06-18 18:30:00	YM	Futures	23244.5	23246.7	23241.3	23243.4	329.0
2017-06-18 19:00:00	YM	Futures	23242.4	23245.6	23240.2	23243.4	208.0
2017-06-18 19:30:00	YM	Futures	23243.4	23244.5	23241.3	23242.4	357.0
2017-06-18 20:00:00	YM	Futures	23241.3	23250.0	23238.0	23247.8	708.0
2017-06-18 20:30:00	YM	Futures	23246.7	23267.4	23245.6	23261.9	1266.0
2017-06-18 21:00:00	YM	Futures	23263.0	23276.1	23261.9	23268.5	940.0
2017-06-18 21:30:00	YM	Futures	23269.6	23271.7	23263.0	23265.2	449.0
2017-06-18 22:00:00	YM	Futures	23265.2	23269.6	23259.8	23260.9	481.0
2017-06-18 22:30:00	YM	Futures	23260.9	23271.7	23258.7	23268.5	999.0
2017-06-18 23:00:00	YM	Futures	23268.5	23271.7	23266.3	23269.6	308.0
2017-06-18 23:30:00	YM	Futures	23269.6	23270.7	23266.3	23266.3	299.0
2017-06-18 18:00:00	CL	Futures	40.87	40.94	40.85	40.9	993.0
2017-06-18 18:30:00	CL	Futures	40.89	40.89	40.83	40.84	860.0
2017-06-18 19:00:00	CL	Futures	40.84	40.89	40.84	40.85	796.0
2017-06-18 19:30:00	CL	Futures	40.85	40.86	40.82	40.84	717.0
2017-06-18 20:00:00	CL	Futures	40.84	40.85	40.81	40.84	1005.0
2017-06-18 20:30:00	CL	Futures	40.84	40.86	40.68	40.72	3310.0
2017-06-18 21:00:00	CL	Futures	40.71	40.78	40.7	40.73	2632.0
2017-06-18 21:30:00	CL	Futures	40.73	40.77	40.72	40.75	1567.0
2017-06-18 22:00:00	CL	Futures	40.75	40.8	40.75	40.77	1714.0
2017-06-18 22:30:00	CL	Futures	40.77	40.82	40.74	40.81	1597.0
2017-06-18 23:00:00	CL	Futures	40.82	40.84	40.8	40.81	1610.0
2017-06-18 23:30:00	CL	Futures	40.8	40.85	40.8	40.83	1144.0
2017-06-18 18:00:00	GC	Futures	1681.2	1681.5	1680.0	1681.5	745.0
2017-06-18 18:30:00	GC	Futures	1681.4	1682.8	1681.2	1682.0	802.0

> showing 50 of 540 rows — these rows as CSV

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