PREVIEW / futures_30min / 2017-08-13

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-08-13.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
2017-08-13 18:00:00	ES	Futures	2669.43	2673.53	2669.43	2672.44	7144.0
2017-08-13 18:30:00	ES	Futures	2672.44	2672.98	2672.44	2672.98	1736.0
2017-08-13 19:00:00	ES	Futures	2672.71	2674.62	2672.71	2674.35	3057.0
2017-08-13 19:30:00	ES	Futures	2674.35	2675.72	2672.98	2675.17	3872.0
2017-08-13 20:00:00	ES	Futures	2675.17	2678.18	2674.9	2677.63	11121.0
2017-08-13 20:30:00	ES	Futures	2677.9	2677.9	2676.81	2677.63	3843.0
2017-08-13 21:00:00	ES	Futures	2677.9	2678.45	2677.08	2677.08	4466.0
2017-08-13 21:30:00	ES	Futures	2677.08	2677.36	2675.72	2676.26	4104.0
2017-08-13 22:00:00	ES	Futures	2676.54	2676.81	2675.72	2676.81	2015.0
2017-08-13 22:30:00	ES	Futures	2676.81	2677.08	2675.99	2677.08	1676.0
2017-08-13 23:00:00	ES	Futures	2677.36	2677.9	2677.08	2677.9	1151.0
2017-08-13 23:30:00	ES	Futures	2677.63	2678.45	2677.63	2677.63	1985.0
2017-08-13 18:00:00	NQ	Futures	6952.19	6973.93	6952.19	6964.4	2238.0
2017-08-13 18:30:00	NQ	Futures	6964.7	6968.57	6964.4	6967.08	446.0
2017-08-13 19:00:00	NQ	Futures	6967.08	6977.2	6967.08	6977.2	1155.0
2017-08-13 19:30:00	NQ	Futures	6976.91	6981.97	6969.46	6981.67	1470.0
2017-08-13 20:00:00	NQ	Futures	6981.67	7000.73	6981.08	6991.5	4152.0
2017-08-13 20:30:00	NQ	Futures	6991.5	6993.28	6988.22	6991.2	703.0
2017-08-13 21:00:00	NQ	Futures	6991.2	6995.67	6988.52	6988.82	1129.0
2017-08-13 21:30:00	NQ	Futures	6989.11	6990.31	6983.16	6987.03	976.0
2017-08-13 22:00:00	NQ	Futures	6986.14	6988.22	6983.46	6987.63	440.0
2017-08-13 22:30:00	NQ	Futures	6987.63	6987.92	6984.05	6987.03	374.0
2017-08-13 23:00:00	NQ	Futures	6987.33	6989.71	6985.84	6989.71	450.0
2017-08-13 23:30:00	NQ	Futures	6989.71	6992.69	6989.11	6991.2	488.0
2017-08-13 18:00:00	YM	Futures	23784.4	23817.1	23784.4	23807.3	825.0
2017-08-13 18:30:00	YM	Futures	23807.3	23811.6	23806.2	23808.4	204.0
2017-08-13 19:00:00	YM	Futures	23808.4	23824.7	23808.4	23820.3	401.0
2017-08-13 19:30:00	YM	Futures	23821.4	23835.6	23813.8	23834.5	827.0
2017-08-13 20:00:00	YM	Futures	23835.6	23858.4	23832.3	23858.4	1686.0
2017-08-13 20:30:00	YM	Futures	23858.4	23860.6	23855.2	23858.4	546.0
2017-08-13 21:00:00	YM	Futures	23859.5	23865.0	23853.0	23856.3	851.0
2017-08-13 21:30:00	YM	Futures	23855.2	23859.5	23846.5	23853.0	597.0
2017-08-13 22:00:00	YM	Futures	23851.9	23855.2	23847.5	23855.2	273.0
2017-08-13 22:30:00	YM	Futures	23854.1	23857.3	23847.5	23855.2	286.0
2017-08-13 23:00:00	YM	Futures	23855.2	23859.5	23855.2	23859.5	214.0
2017-08-13 23:30:00	YM	Futures	23858.4	23861.7	23857.3	23858.4	211.0
2017-08-13 18:00:00	CL	Futures	44.25	44.27	44.2	44.24	984.0
2017-08-13 18:30:00	CL	Futures	44.23	44.26	44.2	44.25	523.0
2017-08-13 19:00:00	CL	Futures	44.26	44.32	44.24	44.29	897.0
2017-08-13 19:30:00	CL	Futures	44.3	44.31	44.26	44.3	660.0
2017-08-13 20:00:00	CL	Futures	44.3	44.31	44.27	44.3	719.0
2017-08-13 20:30:00	CL	Futures	44.3	44.33	44.28	44.32	926.0
2017-08-13 21:00:00	CL	Futures	44.32	44.35	44.3	44.3	1593.0
2017-08-13 21:30:00	CL	Futures	44.3	44.3	44.21	44.25	2946.0
2017-08-13 22:00:00	CL	Futures	44.24	44.27	44.22	44.24	1370.0
2017-08-13 22:30:00	CL	Futures	44.23	44.26	44.18	44.22	1557.0
2017-08-13 23:00:00	CL	Futures	44.21	44.29	44.21	44.27	1315.0
2017-08-13 23:30:00	CL	Futures	44.27	44.3	44.26	44.3	1110.0
2017-08-13 18:00:00	GC	Futures	1727.0	1727.0	1723.8	1724.1	2033.0
2017-08-13 18:30:00	GC	Futures	1723.9	1725.1	1723.4	1724.3	815.0

> showing 50 of 532 rows — these rows as CSV

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