PREVIEW / futures_30min / 2017-08-06

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-08-06.parquet
  size:    20 KB
  rows:    534

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
2017-08-06 18:00:00	ES	Futures	2703.05	2704.69	2702.78	2704.42	3197.0
2017-08-06 18:30:00	ES	Futures	2704.42	2704.42	2703.6	2703.87	744.0
2017-08-06 19:00:00	ES	Futures	2703.87	2704.15	2703.6	2703.6	520.0
2017-08-06 19:30:00	ES	Futures	2703.6	2704.42	2703.6	2704.15	641.0
2017-08-06 20:00:00	ES	Futures	2704.15	2705.79	2703.87	2705.79	3586.0
2017-08-06 20:30:00	ES	Futures	2705.51	2708.25	2705.24	2707.97	5117.0
2017-08-06 21:00:00	ES	Futures	2707.7	2708.79	2707.15	2707.97	5059.0
2017-08-06 21:30:00	ES	Futures	2707.97	2708.25	2707.15	2707.15	2918.0
2017-08-06 22:00:00	ES	Futures	2707.43	2707.7	2706.88	2707.43	1266.0
2017-08-06 22:30:00	ES	Futures	2707.7	2707.97	2707.43	2707.97	582.0
2017-08-06 23:00:00	ES	Futures	2707.97	2708.25	2707.7	2707.7	640.0
2017-08-06 23:30:00	ES	Futures	2707.97	2708.25	2707.7	2707.97	955.0
2017-08-06 18:00:00	NQ	Futures	7026.93	7034.97	7024.55	7032.59	804.0
2017-08-06 18:30:00	NQ	Futures	7032.59	7032.59	7029.31	7030.8	179.0
2017-08-06 19:00:00	NQ	Futures	7030.8	7031.1	7029.61	7030.8	79.0
2017-08-06 19:30:00	NQ	Futures	7030.8	7032.88	7030.5	7032.59	94.0
2017-08-06 20:00:00	NQ	Futures	7032.88	7037.05	7031.69	7035.56	518.0
2017-08-06 20:30:00	NQ	Futures	7035.56	7042.71	7034.08	7041.22	735.0
2017-08-06 21:00:00	NQ	Futures	7041.22	7049.86	7040.33	7048.67	1251.0
2017-08-06 21:30:00	NQ	Futures	7048.37	7049.26	7044.79	7045.69	547.0
2017-08-06 22:00:00	NQ	Futures	7045.99	7048.37	7045.09	7047.18	326.0
2017-08-06 22:30:00	NQ	Futures	7047.18	7048.96	7046.88	7048.67	142.0
2017-08-06 23:00:00	NQ	Futures	7048.96	7049.86	7048.37	7049.56	302.0
2017-08-06 23:30:00	NQ	Futures	7049.26	7051.94	7048.67	7051.34	494.0
2017-08-06 18:00:00	YM	Futures	23970.5	23978.2	23967.3	23973.8	320.0
2017-08-06 18:30:00	YM	Futures	23973.8	23973.8	23969.5	23971.6	134.0
2017-08-06 19:00:00	YM	Futures	23971.6	23972.7	23968.4	23971.6	174.0
2017-08-06 19:30:00	YM	Futures	23972.7	23978.2	23971.6	23976.0	249.0
2017-08-06 20:00:00	YM	Futures	23976.0	23985.8	23973.8	23984.7	443.0
2017-08-06 20:30:00	YM	Futures	23984.7	24034.8	23981.4	24026.1	1725.0
2017-08-06 21:00:00	YM	Futures	24025.0	24030.4	24018.4	24025.0	850.0
2017-08-06 21:30:00	YM	Futures	24025.0	24025.0	24014.1	24016.3	513.0
2017-08-06 22:00:00	YM	Futures	24016.3	24020.6	24013.0	24018.4	277.0
2017-08-06 22:30:00	YM	Futures	24018.4	24025.0	24017.4	24025.0	311.0
2017-08-06 23:00:00	YM	Futures	24025.0	24027.1	24022.8	24022.8	278.0
2017-08-06 23:30:00	YM	Futures	24023.9	24027.1	24022.8	24026.1	205.0
2017-08-06 18:00:00	CL	Futures	44.98	45.1	44.91	44.94	2367.0
2017-08-06 18:30:00	CL	Futures	44.94	44.98	44.92	44.98	598.0
2017-08-06 19:00:00	CL	Futures	44.98	44.98	44.94	44.96	346.0
2017-08-06 19:30:00	CL	Futures	44.95	44.97	44.92	44.93	467.0
2017-08-06 20:00:00	CL	Futures	44.92	44.99	44.91	44.98	1625.0
2017-08-06 20:30:00	CL	Futures	44.98	45.04	44.96	45.03	1684.0
2017-08-06 21:00:00	CL	Futures	45.03	45.05	44.92	44.95	3617.0
2017-08-06 21:30:00	CL	Futures	44.95	44.96	44.86	44.91	3584.0
2017-08-06 22:00:00	CL	Futures	44.91	44.94	44.89	44.92	1255.0
2017-08-06 22:30:00	CL	Futures	44.92	44.94	44.9	44.92	924.0
2017-08-06 23:00:00	CL	Futures	44.91	44.91	44.86	44.9	1792.0
2017-08-06 23:30:00	CL	Futures	44.91	44.92	44.87	44.88	1146.0
2017-08-06 18:00:00	GC	Futures	1684.2	1685.2	1682.0	1683.7	1423.0
2017-08-06 18:30:00	GC	Futures	1683.6	1684.0	1683.0	1683.0	480.0

> showing 50 of 534 rows — these rows as CSV

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