PREVIEW / futures_30min / 2017-09-17

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-09-17.parquet
  size:    20 KB
  rows:    544

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
2017-09-17 18:00:00	ES	Futures	2734.49	2735.59	2733.94	2734.77	4726.0
2017-09-17 18:30:00	ES	Futures	2734.77	2735.04	2734.49	2734.77	766.0
2017-09-17 19:00:00	ES	Futures	2734.77	2736.68	2734.77	2735.59	3434.0
2017-09-17 19:30:00	ES	Futures	2735.86	2736.41	2735.59	2736.41	1845.0
2017-09-17 20:00:00	ES	Futures	2736.41	2737.23	2735.86	2736.41	4661.0
2017-09-17 20:30:00	ES	Futures	2736.68	2736.95	2736.13	2736.41	1265.0
2017-09-17 21:00:00	ES	Futures	2736.41	2738.6	2736.13	2738.6	5175.0
2017-09-17 21:30:00	ES	Futures	2738.32	2738.6	2737.23	2738.05	2675.0
2017-09-17 22:00:00	ES	Futures	2738.05	2739.69	2737.5	2738.32	4780.0
2017-09-17 22:30:00	ES	Futures	2738.6	2739.14	2738.32	2738.87	2797.0
2017-09-17 23:00:00	ES	Futures	2738.87	2739.42	2738.87	2739.14	1730.0
2017-09-17 23:30:00	ES	Futures	2739.14	2739.69	2738.87	2739.42	1832.0
2017-09-17 18:00:00	NQ	Futures	7137.1	7138.59	7133.83	7136.51	1238.0
2017-09-17 18:30:00	NQ	Futures	7136.51	7138.29	7135.62	7137.7	169.0
2017-09-17 19:00:00	NQ	Futures	7137.7	7143.05	7137.7	7139.78	733.0
2017-09-17 19:30:00	NQ	Futures	7140.08	7143.35	7139.78	7142.16	398.0
2017-09-17 20:00:00	NQ	Futures	7141.86	7144.24	7140.37	7140.67	613.0
2017-09-17 20:30:00	NQ	Futures	7140.67	7142.16	7139.48	7139.48	407.0
2017-09-17 21:00:00	NQ	Futures	7139.78	7146.32	7139.48	7145.43	833.0
2017-09-17 21:30:00	NQ	Futures	7145.13	7146.62	7143.35	7146.32	599.0
2017-09-17 22:00:00	NQ	Futures	7146.62	7149.89	7145.43	7148.11	879.0
2017-09-17 22:30:00	NQ	Futures	7148.11	7148.4	7146.32	7147.81	390.0
2017-09-17 23:00:00	NQ	Futures	7147.81	7149.89	7147.51	7149.0	305.0
2017-09-17 23:30:00	NQ	Futures	7148.7	7151.38	7148.7	7149.89	410.0
2017-09-17 18:00:00	YM	Futures	24176.0	24183.6	24172.7	24173.8	886.0
2017-09-17 18:30:00	YM	Futures	24173.8	24177.0	24171.6	24173.8	127.0
2017-09-17 19:00:00	YM	Futures	24174.9	24186.8	24174.9	24178.1	734.0
2017-09-17 19:30:00	YM	Futures	24179.2	24184.7	24176.0	24181.4	480.0
2017-09-17 20:00:00	YM	Futures	24181.4	24194.4	24179.2	24191.2	758.0
2017-09-17 20:30:00	YM	Futures	24191.2	24194.4	24187.9	24190.1	294.0
2017-09-17 21:00:00	YM	Futures	24190.1	24222.7	24189.0	24221.6	1783.0
2017-09-17 21:30:00	YM	Futures	24221.6	24227.1	24216.2	24223.8	979.0
2017-09-17 22:00:00	YM	Futures	24224.9	24240.1	24221.6	24232.5	1006.0
2017-09-17 22:30:00	YM	Futures	24233.6	24235.8	24228.2	24230.3	1087.0
2017-09-17 23:00:00	YM	Futures	24231.4	24235.8	24226.0	24234.7	991.0
2017-09-17 23:30:00	YM	Futures	24233.6	24240.1	24232.5	24240.1	617.0
2017-09-17 18:00:00	CL	Futures	45.11	45.15	45.0	45.05	1345.0
2017-09-17 18:30:00	CL	Futures	45.05	45.05	45.01	45.03	294.0
2017-09-17 19:00:00	CL	Futures	45.03	45.08	45.01	45.06	407.0
2017-09-17 19:30:00	CL	Futures	45.07	45.08	45.06	45.07	232.0
2017-09-17 20:00:00	CL	Futures	45.08	45.12	45.07	45.1	823.0
2017-09-17 20:30:00	CL	Futures	45.11	45.13	45.06	45.11	1247.0
2017-09-17 21:00:00	CL	Futures	45.11	45.11	45.09	45.09	866.0
2017-09-17 21:30:00	CL	Futures	45.09	45.15	45.09	45.14	1390.0
2017-09-17 22:00:00	CL	Futures	45.14	45.17	45.12	45.14	1410.0
2017-09-17 22:30:00	CL	Futures	45.14	45.15	45.12	45.15	671.0
2017-09-17 23:00:00	CL	Futures	45.15	45.17	45.13	45.16	872.0
2017-09-17 23:30:00	CL	Futures	45.16	45.17	45.14	45.15	878.0
2017-09-17 18:00:00	GC	Futures	1763.8	1763.8	1759.8	1760.6	3129.0
2017-09-17 18:30:00	GC	Futures	1760.6	1761.0	1759.9	1759.9	779.0

> showing 50 of 544 rows — these rows as CSV

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