PREVIEW / futures_30min / 2017-08-27

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-08-27.parquet
  size:    20 KB
  rows:    547

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
2017-08-27 18:00:00	ES	Futures	2669.98	2670.25	2665.06	2667.79	6032.0
2017-08-27 18:30:00	ES	Futures	2668.06	2671.34	2667.52	2670.25	3282.0
2017-08-27 19:00:00	ES	Futures	2670.52	2670.8	2669.16	2670.25	1285.0
2017-08-27 19:30:00	ES	Futures	2669.98	2670.8	2669.16	2669.98	1877.0
2017-08-27 20:00:00	ES	Futures	2669.7	2673.26	2666.97	2667.24	9135.0
2017-08-27 20:30:00	ES	Futures	2667.52	2667.52	2665.06	2666.97	5303.0
2017-08-27 21:00:00	ES	Futures	2666.97	2667.24	2665.33	2667.24	3749.0
2017-08-27 21:30:00	ES	Futures	2667.24	2667.79	2665.88	2666.15	2922.0
2017-08-27 22:00:00	ES	Futures	2666.42	2667.52	2666.15	2667.24	1943.0
2017-08-27 22:30:00	ES	Futures	2667.52	2667.79	2666.7	2667.24	1819.0
2017-08-27 23:00:00	ES	Futures	2667.24	2668.06	2666.97	2667.52	972.0
2017-08-27 23:30:00	ES	Futures	2667.79	2668.06	2666.97	2666.97	1257.0
2017-08-27 18:00:00	NQ	Futures	6931.35	6931.35	6914.38	6925.69	1371.0
2017-08-27 18:30:00	NQ	Futures	6925.69	6937.01	6925.69	6934.03	946.0
2017-08-27 19:00:00	NQ	Futures	6934.33	6934.63	6929.56	6931.95	413.0
2017-08-27 19:30:00	NQ	Futures	6931.95	6936.12	6930.76	6931.95	397.0
2017-08-27 20:00:00	NQ	Futures	6931.95	6942.96	6924.21	6925.1	2212.0
2017-08-27 20:30:00	NQ	Futures	6925.1	6925.99	6916.76	6925.4	1665.0
2017-08-27 21:00:00	NQ	Futures	6925.1	6926.29	6917.65	6923.91	992.0
2017-08-27 21:30:00	NQ	Futures	6924.21	6927.78	6919.14	6920.63	722.0
2017-08-27 22:00:00	NQ	Futures	6920.33	6928.08	6920.33	6926.88	1277.0
2017-08-27 22:30:00	NQ	Futures	6926.59	6928.37	6922.12	6926.29	382.0
2017-08-27 23:00:00	NQ	Futures	6926.29	6930.76	6923.91	6930.16	644.0
2017-08-27 23:30:00	NQ	Futures	6930.46	6930.76	6928.08	6928.37	267.0
2017-08-27 18:00:00	YM	Futures	23731.1	23752.9	23702.8	23721.3	1202.0
2017-08-27 18:30:00	YM	Futures	23722.4	23746.3	23720.2	23738.7	517.0
2017-08-27 19:00:00	YM	Futures	23737.6	23742.0	23731.1	23734.3	271.0
2017-08-27 19:30:00	YM	Futures	23736.5	23742.0	23732.2	23735.4	414.0
2017-08-27 20:00:00	YM	Futures	23735.4	23757.2	23715.8	23718.0	1600.0
2017-08-27 20:30:00	YM	Futures	23719.1	23719.1	23694.1	23709.3	1246.0
2017-08-27 21:00:00	YM	Futures	23709.3	23712.6	23697.3	23711.5	701.0
2017-08-27 21:30:00	YM	Futures	23710.4	23718.0	23700.6	23703.9	524.0
2017-08-27 22:00:00	YM	Futures	23703.9	23714.8	23702.8	23712.6	519.0
2017-08-27 22:30:00	YM	Futures	23713.7	23716.9	23710.4	23712.6	395.0
2017-08-27 23:00:00	YM	Futures	23712.6	23718.0	23709.3	23714.8	275.0
2017-08-27 23:30:00	YM	Futures	23716.9	23718.0	23707.1	23709.3	361.0
2017-08-27 18:00:00	CL	Futures	43.31	43.59	43.27	43.44	5470.0
2017-08-27 18:30:00	CL	Futures	43.45	43.45	43.31	43.32	2368.0
2017-08-27 19:00:00	CL	Futures	43.31	43.35	43.24	43.26	3234.0
2017-08-27 19:30:00	CL	Futures	43.26	43.29	43.12	43.14	3174.0
2017-08-27 20:00:00	CL	Futures	43.15	43.2	43.06	43.09	4255.0
2017-08-27 20:30:00	CL	Futures	43.1	43.16	43.07	43.15	3418.0
2017-08-27 21:00:00	CL	Futures	43.16	43.17	43.13	43.14	3000.0
2017-08-27 21:30:00	CL	Futures	43.14	43.16	43.11	43.13	1900.0
2017-08-27 22:00:00	CL	Futures	43.13	43.16	43.1	43.14	2216.0
2017-08-27 22:30:00	CL	Futures	43.14	43.17	43.12	43.16	1395.0
2017-08-27 23:00:00	CL	Futures	43.16	43.16	43.13	43.14	920.0
2017-08-27 23:30:00	CL	Futures	43.15	43.16	43.12	43.12	1250.0
2017-08-27 18:00:00	GC	Futures	1728.6	1729.5	1727.8	1729.0	1545.0
2017-08-27 18:30:00	GC	Futures	1728.9	1729.9	1728.5	1729.1	711.0

> showing 50 of 547 rows — these rows as CSV

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