PREVIEW / futures_30min / 2017-07-30

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-07-30.parquet
  size:    21 KB
  rows:    539

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
2017-07-30 18:00:00	ES	Futures	2701.14	2701.96	2698.95	2699.77	4648.0
2017-07-30 18:30:00	ES	Futures	2699.77	2700.04	2698.95	2699.5	1087.0
2017-07-30 19:00:00	ES	Futures	2699.22	2700.32	2699.22	2700.04	1867.0
2017-07-30 19:30:00	ES	Futures	2700.04	2700.04	2698.13	2698.4	1703.0
2017-07-30 20:00:00	ES	Futures	2698.68	2698.68	2696.49	2697.04	4302.0
2017-07-30 20:30:00	ES	Futures	2697.31	2697.58	2696.76	2697.31	2363.0
2017-07-30 21:00:00	ES	Futures	2697.58	2698.13	2697.04	2697.31	1641.0
2017-07-30 21:30:00	ES	Futures	2697.58	2698.68	2697.58	2698.68	2112.0
2017-07-30 22:00:00	ES	Futures	2698.68	2699.22	2698.4	2699.22	1674.0
2017-07-30 22:30:00	ES	Futures	2699.22	2699.22	2698.4	2698.68	554.0
2017-07-30 23:00:00	ES	Futures	2698.68	2698.68	2697.31	2697.58	1399.0
2017-07-30 23:30:00	ES	Futures	2697.58	2698.13	2697.58	2697.86	658.0
2017-07-30 18:00:00	NQ	Futures	7038.84	7038.84	7031.4	7034.08	952.0
2017-07-30 18:30:00	NQ	Futures	7034.08	7036.16	7030.2	7034.08	381.0
2017-07-30 19:00:00	NQ	Futures	7034.08	7041.22	7033.18	7039.73	521.0
2017-07-30 19:30:00	NQ	Futures	7039.73	7039.73	7029.31	7031.99	473.0
2017-07-30 20:00:00	NQ	Futures	7031.99	7031.99	7025.44	7026.33	1180.0
2017-07-30 20:30:00	NQ	Futures	7026.33	7028.42	7023.65	7028.12	459.0
2017-07-30 21:00:00	NQ	Futures	7028.12	7033.48	7026.04	7029.91	873.0
2017-07-30 21:30:00	NQ	Futures	7029.91	7034.08	7029.61	7032.59	630.0
2017-07-30 22:00:00	NQ	Futures	7032.59	7034.08	7030.5	7033.48	570.0
2017-07-30 22:30:00	NQ	Futures	7033.48	7034.67	7029.61	7030.5	332.0
2017-07-30 23:00:00	NQ	Futures	7030.5	7032.88	7028.42	7031.1	269.0
2017-07-30 23:30:00	NQ	Futures	7030.5	7031.69	7029.31	7031.4	122.0
2017-07-30 18:00:00	YM	Futures	23701.7	23702.8	23689.7	23693.0	616.0
2017-07-30 18:30:00	YM	Futures	23693.0	23694.1	23689.7	23691.9	174.0
2017-07-30 19:00:00	YM	Futures	23691.9	23696.3	23690.8	23696.3	220.0
2017-07-30 19:30:00	YM	Futures	23696.3	23696.3	23683.2	23684.3	307.0
2017-07-30 20:00:00	YM	Futures	23684.3	23685.4	23673.4	23681.0	716.0
2017-07-30 20:30:00	YM	Futures	23681.0	23687.5	23679.9	23685.4	392.0
2017-07-30 21:00:00	YM	Futures	23686.5	23689.7	23684.3	23685.4	325.0
2017-07-30 21:30:00	YM	Futures	23686.5	23695.2	23686.5	23691.9	407.0
2017-07-30 22:00:00	YM	Futures	23693.0	23696.3	23689.7	23696.3	327.0
2017-07-30 22:30:00	YM	Futures	23696.3	23696.3	23691.9	23691.9	124.0
2017-07-30 23:00:00	YM	Futures	23691.9	23693.0	23688.6	23690.8	221.0
2017-07-30 23:30:00	YM	Futures	23689.7	23693.0	23689.7	23691.9	119.0
2017-07-30 18:00:00	CL	Futures	45.21	45.4	45.21	45.27	4919.0
2017-07-30 18:30:00	CL	Futures	45.27	45.3	45.27	45.3	1063.0
2017-07-30 19:00:00	CL	Futures	45.3	45.32	45.27	45.29	733.0
2017-07-30 19:30:00	CL	Futures	45.3	45.32	45.27	45.29	987.0
2017-07-30 20:00:00	CL	Futures	45.29	45.29	45.13	45.16	3425.0
2017-07-30 20:30:00	CL	Futures	45.16	45.18	45.09	45.09	2399.0
2017-07-30 21:00:00	CL	Futures	45.1	45.17	45.08	45.13	3432.0
2017-07-30 21:30:00	CL	Futures	45.14	45.23	45.13	45.21	2358.0
2017-07-30 22:00:00	CL	Futures	45.21	45.24	45.2	45.21	1775.0
2017-07-30 22:30:00	CL	Futures	45.21	45.24	45.2	45.24	1871.0
2017-07-30 23:00:00	CL	Futures	45.23	45.29	45.22	45.27	2459.0
2017-07-30 23:30:00	CL	Futures	45.27	45.27	45.22	45.26	1891.0
2017-07-30 18:00:00	GC	Futures	1700.2	1701.6	1699.7	1700.1	2233.0
2017-07-30 18:30:00	GC	Futures	1700.1	1700.6	1699.8	1700.5	635.0

> showing 50 of 539 rows — these rows as CSV

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