PREVIEW / futures_30min / 2017-07-16

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-07-16.parquet
  size:    20 KB
  rows:    532

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
2017-07-16 18:00:00	ES	Futures	2686.38	2688.56	2686.1	2687.47	3931.0
2017-07-16 18:30:00	ES	Futures	2687.47	2687.74	2687.47	2687.74	149.0
2017-07-16 19:00:00	ES	Futures	2687.74	2688.02	2687.2	2688.02	403.0
2017-07-16 19:30:00	ES	Futures	2687.74	2688.02	2686.38	2686.92	1314.0
2017-07-16 20:00:00	ES	Futures	2687.2	2687.47	2686.38	2687.2	1628.0
2017-07-16 20:30:00	ES	Futures	2687.2	2687.74	2687.2	2687.47	884.0
2017-07-16 21:00:00	ES	Futures	2687.47	2687.74	2686.92	2687.2	1184.0
2017-07-16 21:30:00	ES	Futures	2687.2	2687.47	2685.56	2685.56	3371.0
2017-07-16 22:00:00	ES	Futures	2685.83	2686.65	2685.83	2685.83	3139.0
2017-07-16 22:30:00	ES	Futures	2685.83	2686.65	2685.83	2686.38	1415.0
2017-07-16 23:00:00	ES	Futures	2686.38	2686.65	2686.1	2686.38	1836.0
2017-07-16 23:30:00	ES	Futures	2686.38	2686.65	2685.83	2686.1	1585.0
2017-07-16 18:00:00	NQ	Futures	6959.64	6977.8	6959.34	6968.27	1522.0
2017-07-16 18:30:00	NQ	Futures	6968.27	6970.06	6968.27	6969.17	166.0
2017-07-16 19:00:00	NQ	Futures	6969.46	6970.65	6968.87	6970.36	205.0
2017-07-16 19:30:00	NQ	Futures	6970.36	6970.36	6962.62	6965.0	437.0
2017-07-16 20:00:00	NQ	Futures	6965.29	6969.46	6964.4	6969.17	366.0
2017-07-16 20:30:00	NQ	Futures	6969.17	6972.74	6968.87	6971.85	426.0
2017-07-16 21:00:00	NQ	Futures	6971.85	6972.74	6968.87	6969.76	759.0
2017-07-16 21:30:00	NQ	Futures	6969.76	6972.14	6962.32	6964.1	1256.0
2017-07-16 22:00:00	NQ	Futures	6964.4	6967.38	6963.21	6965.29	518.0
2017-07-16 22:30:00	NQ	Futures	6965.29	6967.38	6963.21	6965.59	307.0
2017-07-16 23:00:00	NQ	Futures	6965.89	6968.87	6965.89	6967.68	322.0
2017-07-16 23:30:00	NQ	Futures	6967.68	6968.87	6966.19	6968.27	260.0
2017-07-16 18:00:00	YM	Futures	23506.9	23526.4	23506.9	23512.3	759.0
2017-07-16 18:30:00	YM	Futures	23513.4	23517.7	23513.4	23517.7	113.0
2017-07-16 19:00:00	YM	Futures	23517.7	23518.8	23513.4	23517.7	79.0
2017-07-16 19:30:00	YM	Futures	23517.7	23518.8	23505.8	23513.4	355.0
2017-07-16 20:00:00	YM	Futures	23513.4	23516.7	23509.0	23516.7	311.0
2017-07-16 20:30:00	YM	Futures	23516.7	23519.9	23514.5	23517.7	207.0
2017-07-16 21:00:00	YM	Futures	23517.7	23519.9	23512.3	23512.3	276.0
2017-07-16 21:30:00	YM	Futures	23514.5	23515.6	23500.3	23502.5	592.0
2017-07-16 22:00:00	YM	Futures	23503.6	23510.1	23502.5	23507.9	449.0
2017-07-16 22:30:00	YM	Futures	23506.9	23510.1	23503.6	23507.9	178.0
2017-07-16 23:00:00	YM	Futures	23507.9	23512.3	23507.9	23510.1	221.0
2017-07-16 23:30:00	YM	Futures	23510.1	23512.3	23506.9	23510.1	145.0
2017-07-16 18:00:00	CL	Futures	42.53	42.54	42.47	42.48	668.0
2017-07-16 18:30:00	CL	Futures	42.48	42.51	42.47	42.48	165.0
2017-07-16 19:00:00	CL	Futures	42.48	42.49	42.46	42.47	118.0
2017-07-16 19:30:00	CL	Futures	42.47	42.48	42.45	42.46	152.0
2017-07-16 20:00:00	CL	Futures	42.47	42.49	42.45	42.47	241.0
2017-07-16 20:30:00	CL	Futures	42.48	42.53	42.48	42.52	696.0
2017-07-16 21:00:00	CL	Futures	42.51	42.55	42.5	42.55	1027.0
2017-07-16 21:30:00	CL	Futures	42.54	42.55	42.49	42.53	1040.0
2017-07-16 22:00:00	CL	Futures	42.53	42.56	42.49	42.52	712.0
2017-07-16 22:30:00	CL	Futures	42.51	42.53	42.48	42.5	482.0
2017-07-16 23:00:00	CL	Futures	42.5	42.52	42.5	42.51	161.0
2017-07-16 23:30:00	CL	Futures	42.51	42.53	42.47	42.52	452.0
2017-07-16 18:00:00	GC	Futures	1644.9	1646.6	1643.3	1644.1	2742.0
2017-07-16 18:30:00	GC	Futures	1644.3	1646.7	1643.5	1646.0	1614.0

> showing 50 of 532 rows — these rows as CSV

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