PREVIEW / futures_30min / 2017-09-03

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-09-03.parquet
  size:    18 KB
  rows:    479

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
2017-09-03 18:00:00	ES	Futures	2691.02	2695.94	2689.93	2694.58	28534.0
2017-09-03 18:30:00	ES	Futures	2694.3	2696.22	2694.03	2695.4	3362.0
2017-09-03 19:00:00	ES	Futures	2695.4	2695.67	2694.3	2694.3	1547.0
2017-09-03 19:30:00	ES	Futures	2694.58	2696.76	2694.3	2694.85	4171.0
2017-09-03 20:00:00	ES	Futures	2695.12	2695.94	2693.21	2695.4	8424.0
2017-09-03 20:30:00	ES	Futures	2695.4	2695.67	2693.21	2693.21	4299.0
2017-09-03 21:00:00	ES	Futures	2693.21	2696.49	2692.94	2694.85	10567.0
2017-09-03 21:30:00	ES	Futures	2694.85	2697.04	2693.76	2696.49	5914.0
2017-09-03 22:00:00	ES	Futures	2696.76	2697.04	2695.67	2695.94	1995.0
2017-09-03 22:30:00	ES	Futures	2695.67	2696.22	2695.4	2696.22	1563.0
2017-09-03 23:00:00	ES	Futures	2696.22	2696.49	2695.12	2696.22	1489.0
2017-09-03 23:30:00	ES	Futures	2696.22	2697.04	2695.4	2695.67	3655.0
2017-09-03 18:00:00	NQ	Futures	7094.22	7107.32	7086.48	7100.47	5561.0
2017-09-03 18:30:00	NQ	Futures	7100.77	7106.73	7098.39	7103.45	535.0
2017-09-03 19:00:00	NQ	Futures	7103.15	7103.15	7098.69	7099.58	390.0
2017-09-03 19:30:00	NQ	Futures	7099.58	7104.34	7098.69	7099.28	802.0
2017-09-03 20:00:00	NQ	Futures	7099.58	7101.37	7094.82	7097.79	1790.0
2017-09-03 20:30:00	NQ	Futures	7097.79	7099.28	7088.86	7088.86	1501.0
2017-09-03 21:00:00	NQ	Futures	7088.86	7096.01	7082.31	7091.24	2931.0
2017-09-03 21:30:00	NQ	Futures	7091.54	7103.75	7087.08	7101.96	1621.0
2017-09-03 22:00:00	NQ	Futures	7102.26	7103.75	7097.79	7099.58	530.0
2017-09-03 22:30:00	NQ	Futures	7098.99	7100.47	7096.31	7100.18	403.0
2017-09-03 23:00:00	NQ	Futures	7099.88	7102.56	7098.09	7102.56	418.0
2017-09-03 23:30:00	NQ	Futures	7102.56	7105.54	7098.09	7099.58	3694.0
2017-09-03 18:00:00	YM	Futures	23821.4	23863.9	23812.7	23850.8	2678.0
2017-09-03 18:30:00	YM	Futures	23851.9	23867.1	23851.9	23860.6	344.0
2017-09-03 19:00:00	YM	Futures	23861.7	23862.8	23854.1	23855.2	178.0
2017-09-03 19:30:00	YM	Futures	23854.1	23872.6	23851.9	23857.3	716.0
2017-09-03 20:00:00	YM	Futures	23858.4	23862.8	23843.2	23858.4	1043.0
2017-09-03 20:30:00	YM	Futures	23859.5	23861.7	23844.3	23844.3	403.0
2017-09-03 21:00:00	YM	Futures	23845.4	23865.0	23842.1	23856.3	1151.0
2017-09-03 21:30:00	YM	Futures	23856.3	23872.6	23846.5	23869.3	937.0
2017-09-03 22:00:00	YM	Futures	23870.4	23873.7	23865.0	23867.1	329.0
2017-09-03 22:30:00	YM	Futures	23867.1	23870.4	23863.9	23870.4	193.0
2017-09-03 23:00:00	YM	Futures	23871.5	23871.5	23863.9	23871.5	215.0
2017-09-03 23:30:00	YM	Futures	23871.5	23876.9	23863.9	23867.1	533.0
2017-09-03 18:00:00	CL	Futures	42.76	42.91	42.76	42.84	2733.0
2017-09-03 18:30:00	CL	Futures	42.84	42.88	42.82	42.86	946.0
2017-09-03 19:00:00	CL	Futures	42.87	42.87	42.82	42.84	690.0
2017-09-03 19:30:00	CL	Futures	42.84	42.84	42.78	42.79	1239.0
2017-09-03 20:00:00	CL	Futures	42.79	42.79	42.71	42.77	2021.0
2017-09-03 20:30:00	CL	Futures	42.77	42.91	42.73	42.85	3912.0
2017-09-03 21:00:00	CL	Futures	42.85	42.97	42.83	42.91	4041.0
2017-09-03 21:30:00	CL	Futures	42.91	42.92	42.87	42.9	1636.0
2017-09-03 22:00:00	CL	Futures	42.91	42.91	42.87	42.88	1155.0
2017-09-03 22:30:00	CL	Futures	42.88	42.9	42.87	42.88	1116.0
2017-09-03 23:00:00	CL	Futures	42.88	42.9	42.87	42.89	1288.0
2017-09-03 23:30:00	CL	Futures	42.89	42.92	42.89	42.9	1040.0
2017-09-03 18:00:00	GC	Futures	1784.7	1789.7	1782.8	1785.9	11508.0
2017-09-03 18:30:00	GC	Futures	1786.0	1787.1	1784.7	1785.2	1613.0

> showing 50 of 479 rows — these rows as CSV

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