PREVIEW / futures_30min / 2017-07-23

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-07-23.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
2017-07-23 18:00:00	ES	Futures	2700.32	2701.14	2699.22	2700.59	2655.0
2017-07-23 18:30:00	ES	Futures	2700.32	2700.59	2700.04	2700.04	288.0
2017-07-23 19:00:00	ES	Futures	2700.32	2700.59	2700.04	2700.32	462.0
2017-07-23 19:30:00	ES	Futures	2700.32	2700.32	2698.68	2698.95	2112.0
2017-07-23 20:00:00	ES	Futures	2698.95	2699.22	2695.67	2695.94	6316.0
2017-07-23 20:30:00	ES	Futures	2696.22	2697.04	2695.94	2696.76	1366.0
2017-07-23 21:00:00	ES	Futures	2696.76	2697.04	2693.76	2694.85	6497.0
2017-07-23 21:30:00	ES	Futures	2695.12	2696.49	2694.58	2695.94	2425.0
2017-07-23 22:00:00	ES	Futures	2695.94	2696.22	2695.12	2695.94	1719.0
2017-07-23 22:30:00	ES	Futures	2695.67	2696.49	2695.67	2696.22	710.0
2017-07-23 23:00:00	ES	Futures	2696.49	2696.76	2695.12	2695.67	1434.0
2017-07-23 23:30:00	ES	Futures	2695.67	2696.22	2695.4	2695.94	712.0
2017-07-23 18:00:00	NQ	Futures	7049.86	7053.13	7048.96	7050.15	687.0
2017-07-23 18:30:00	NQ	Futures	7050.45	7051.05	7048.96	7050.15	210.0
2017-07-23 19:00:00	NQ	Futures	7050.15	7052.24	7050.15	7051.34	131.0
2017-07-23 19:30:00	NQ	Futures	7051.05	7051.05	7046.58	7046.58	499.0
2017-07-23 20:00:00	NQ	Futures	7047.18	7047.47	7039.43	7041.82	1046.0
2017-07-23 20:30:00	NQ	Futures	7041.82	7044.79	7041.52	7044.5	451.0
2017-07-23 21:00:00	NQ	Futures	7044.5	7045.69	7034.97	7037.95	1575.0
2017-07-23 21:30:00	NQ	Futures	7037.65	7038.84	7034.08	7034.97	1334.0
2017-07-23 22:00:00	NQ	Futures	7035.27	7036.76	7032.88	7034.67	874.0
2017-07-23 22:30:00	NQ	Futures	7034.97	7038.24	7034.37	7037.05	394.0
2017-07-23 23:00:00	NQ	Futures	7037.35	7038.54	7032.88	7033.78	1248.0
2017-07-23 23:30:00	NQ	Futures	7033.78	7036.16	7033.18	7036.16	265.0
2017-07-23 18:00:00	YM	Futures	23418.7	23432.8	23418.7	23426.3	316.0
2017-07-23 18:30:00	YM	Futures	23427.4	23428.5	23422.0	23423.0	88.0
2017-07-23 19:00:00	YM	Futures	23424.1	23427.4	23424.1	23427.4	57.0
2017-07-23 19:30:00	YM	Futures	23426.3	23426.3	23415.4	23418.7	241.0
2017-07-23 20:00:00	YM	Futures	23418.7	23418.7	23394.7	23400.2	829.0
2017-07-23 20:30:00	YM	Futures	23401.3	23407.8	23400.2	23406.7	349.0
2017-07-23 21:00:00	YM	Futures	23406.7	23407.8	23386.0	23394.7	759.0
2017-07-23 21:30:00	YM	Futures	23394.7	23407.8	23391.5	23403.4	423.0
2017-07-23 22:00:00	YM	Futures	23402.4	23405.6	23398.0	23403.4	292.0
2017-07-23 22:30:00	YM	Futures	23403.4	23408.9	23402.4	23408.9	122.0
2017-07-23 23:00:00	YM	Futures	23408.9	23411.1	23399.1	23401.3	282.0
2017-07-23 23:30:00	YM	Futures	23402.4	23406.7	23400.2	23406.7	198.0
2017-07-23 18:00:00	CL	Futures	41.37	41.5	41.34	41.49	2186.0
2017-07-23 18:30:00	CL	Futures	41.5	41.51	41.47	41.48	686.0
2017-07-23 19:00:00	CL	Futures	41.49	41.5	41.43	41.46	736.0
2017-07-23 19:30:00	CL	Futures	41.46	41.48	41.45	41.47	557.0
2017-07-23 20:00:00	CL	Futures	41.47	41.48	41.37	41.4	1599.0
2017-07-23 20:30:00	CL	Futures	41.41	41.47	41.39	41.46	1076.0
2017-07-23 21:00:00	CL	Futures	41.46	41.46	41.4	41.43	1497.0
2017-07-23 21:30:00	CL	Futures	41.42	41.48	41.42	41.47	1188.0
2017-07-23 22:00:00	CL	Futures	41.47	41.49	41.43	41.48	2089.0
2017-07-23 22:30:00	CL	Futures	41.47	41.61	41.47	41.6	5712.0
2017-07-23 23:00:00	CL	Futures	41.59	41.68	41.57	41.58	7271.0
2017-07-23 23:30:00	CL	Futures	41.58	41.61	41.55	41.56	2294.0
2017-07-23 18:00:00	GC	Futures	1680.8	1681.2	1678.4	1679.0	1449.0
2017-07-23 18:30:00	GC	Futures	1678.8	1679.6	1678.1	1678.6	614.0

> showing 50 of 549 rows — these rows as CSV

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