PREVIEW / futures_30min / 2017-06-25

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-06-25.parquet
  size:    20 KB
  rows:    543

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
2017-06-25 18:00:00	ES	Futures	2659.04	2659.86	2656.86	2657.95	4376.0
2017-06-25 18:30:00	ES	Futures	2657.95	2659.86	2657.68	2659.04	2344.0
2017-06-25 19:00:00	ES	Futures	2659.04	2659.04	2658.77	2658.77	614.0
2017-06-25 19:30:00	ES	Futures	2658.77	2659.59	2658.5	2659.59	988.0
2017-06-25 20:00:00	ES	Futures	2659.59	2661.23	2658.77	2660.14	3941.0
2017-06-25 20:30:00	ES	Futures	2660.41	2661.23	2660.14	2660.41	2357.0
2017-06-25 21:00:00	ES	Futures	2660.68	2661.78	2660.41	2661.23	1596.0
2017-06-25 21:30:00	ES	Futures	2661.23	2663.69	2660.96	2662.6	3917.0
2017-06-25 22:00:00	ES	Futures	2662.87	2664.24	2662.6	2663.42	3424.0
2017-06-25 22:30:00	ES	Futures	2663.42	2663.96	2663.14	2663.42	1386.0
2017-06-25 23:00:00	ES	Futures	2663.42	2664.51	2663.42	2663.69	1875.0
2017-06-25 23:30:00	ES	Futures	2663.69	2663.96	2662.87	2663.69	1917.0
2017-06-25 18:00:00	NQ	Futures	6911.4	6914.08	6902.17	6905.45	983.0
2017-06-25 18:30:00	NQ	Futures	6905.45	6916.46	6904.85	6912.89	457.0
2017-06-25 19:00:00	NQ	Futures	6912.59	6912.59	6910.21	6910.21	129.0
2017-06-25 19:30:00	NQ	Futures	6910.51	6912.59	6910.51	6912.0	129.0
2017-06-25 20:00:00	NQ	Futures	6912.59	6918.55	6910.51	6916.17	680.0
2017-06-25 20:30:00	NQ	Futures	6915.87	6919.14	6915.27	6916.17	648.0
2017-06-25 21:00:00	NQ	Futures	6916.46	6920.33	6914.97	6918.55	640.0
2017-06-25 21:30:00	NQ	Futures	6918.85	6927.78	6918.55	6923.61	1234.0
2017-06-25 22:00:00	NQ	Futures	6923.31	6929.56	6922.72	6925.69	1026.0
2017-06-25 22:30:00	NQ	Futures	6925.4	6928.37	6925.1	6927.78	403.0
2017-06-25 23:00:00	NQ	Futures	6927.48	6930.46	6926.29	6928.67	523.0
2017-06-25 23:30:00	NQ	Futures	6928.37	6929.27	6926.59	6928.08	337.0
2017-06-25 18:00:00	YM	Futures	23206.4	23213.0	23193.4	23204.3	616.0
2017-06-25 18:30:00	YM	Futures	23204.3	23218.4	23204.3	23209.7	385.0
2017-06-25 19:00:00	YM	Futures	23209.7	23211.9	23208.6	23209.7	114.0
2017-06-25 19:30:00	YM	Futures	23209.7	23216.2	23209.7	23216.2	135.0
2017-06-25 20:00:00	YM	Futures	23216.2	23229.3	23211.9	23222.8	746.0
2017-06-25 20:30:00	YM	Futures	23222.8	23233.6	23221.7	23227.1	413.0
2017-06-25 21:00:00	YM	Futures	23226.0	23236.9	23224.9	23231.5	529.0
2017-06-25 21:30:00	YM	Futures	23232.6	23251.1	23231.5	23246.7	741.0
2017-06-25 22:00:00	YM	Futures	23245.6	23257.6	23244.5	23252.1	620.0
2017-06-25 22:30:00	YM	Futures	23251.1	23255.4	23248.9	23251.1	228.0
2017-06-25 23:00:00	YM	Futures	23252.1	23257.6	23252.1	23254.3	248.0
2017-06-25 23:30:00	YM	Futures	23254.3	23254.3	23250.0	23253.2	310.0
2017-06-25 18:00:00	CL	Futures	39.3	39.42	39.26	39.29	3551.0
2017-06-25 18:30:00	CL	Futures	39.31	39.35	39.29	39.34	556.0
2017-06-25 19:00:00	CL	Futures	39.34	39.37	39.33	39.34	765.0
2017-06-25 19:30:00	CL	Futures	39.34	39.38	39.32	39.37	708.0
2017-06-25 20:00:00	CL	Futures	39.37	39.38	39.32	39.33	1025.0
2017-06-25 20:30:00	CL	Futures	39.33	39.37	39.32	39.37	962.0
2017-06-25 21:00:00	CL	Futures	39.36	39.47	39.36	39.44	5237.0
2017-06-25 21:30:00	CL	Futures	39.44	39.6	39.44	39.58	5732.0
2017-06-25 22:00:00	CL	Futures	39.59	39.7	39.55	39.57	6632.0
2017-06-25 22:30:00	CL	Futures	39.57	39.61	39.53	39.57	2523.0
2017-06-25 23:00:00	CL	Futures	39.56	39.62	39.55	39.61	1517.0
2017-06-25 23:30:00	CL	Futures	39.6	39.67	39.58	39.63	2039.0
2017-06-25 18:00:00	GC	Futures	1684.3	1685.5	1683.9	1684.6	1220.0
2017-06-25 18:30:00	GC	Futures	1684.7	1685.1	1684.0	1684.2	445.0

> showing 50 of 543 rows — these rows as CSV

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