PREVIEW / futures_30min / 2017-09-24

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-09-24.parquet
  size:    21 KB
  rows:    556

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
2017-09-24 18:00:00	ES	Futures	2734.49	2737.5	2732.85	2736.68	6725.0
2017-09-24 18:30:00	ES	Futures	2736.68	2737.23	2736.41	2736.68	890.0
2017-09-24 19:00:00	ES	Futures	2736.68	2736.95	2735.86	2736.41	1693.0
2017-09-24 19:30:00	ES	Futures	2736.41	2740.51	2735.86	2739.14	6764.0
2017-09-24 20:00:00	ES	Futures	2739.14	2739.96	2738.6	2738.87	6008.0
2017-09-24 20:30:00	ES	Futures	2739.14	2739.42	2737.77	2738.32	3723.0
2017-09-24 21:00:00	ES	Futures	2738.6	2738.87	2736.41	2736.95	3329.0
2017-09-24 21:30:00	ES	Futures	2736.95	2737.23	2735.59	2736.41	5558.0
2017-09-24 22:00:00	ES	Futures	2736.41	2736.41	2735.04	2736.13	3959.0
2017-09-24 22:30:00	ES	Futures	2736.13	2736.13	2735.59	2735.59	1630.0
2017-09-24 23:00:00	ES	Futures	2735.86	2735.86	2732.03	2732.58	7152.0
2017-09-24 23:30:00	ES	Futures	2732.58	2733.4	2732.3	2733.12	1319.0
2017-09-24 18:00:00	NQ	Futures	7055.61	7068.99	7054.12	7065.72	1539.0
2017-09-24 18:30:00	NQ	Futures	7066.02	7067.8	7065.72	7066.61	360.0
2017-09-24 19:00:00	NQ	Futures	7066.61	7067.51	7063.64	7066.02	302.0
2017-09-24 19:30:00	NQ	Futures	7066.32	7081.78	7065.43	7079.11	1947.0
2017-09-24 20:00:00	NQ	Futures	7078.81	7083.57	7077.62	7079.11	1748.0
2017-09-24 20:30:00	NQ	Futures	7079.11	7079.7	7074.05	7076.13	1147.0
2017-09-24 21:00:00	NQ	Futures	7075.83	7077.32	7068.1	7070.18	1032.0
2017-09-24 21:30:00	NQ	Futures	7070.18	7071.67	7064.83	7066.91	1339.0
2017-09-24 22:00:00	NQ	Futures	7067.21	7067.51	7061.86	7067.51	852.0
2017-09-24 22:30:00	NQ	Futures	7067.21	7067.51	7063.94	7064.53	385.0
2017-09-24 23:00:00	NQ	Futures	7063.94	7063.94	7054.72	7055.91	1995.0
2017-09-24 23:30:00	NQ	Futures	7055.91	7060.37	7055.61	7059.48	581.0
2017-09-24 18:00:00	YM	Futures	24255.4	24274.9	24241.2	24267.3	989.0
2017-09-24 18:30:00	YM	Futures	24268.4	24271.7	24266.2	24269.5	124.0
2017-09-24 19:00:00	YM	Futures	24268.4	24270.6	24263.0	24266.2	253.0
2017-09-24 19:30:00	YM	Futures	24267.3	24302.1	24263.0	24291.3	1168.0
2017-09-24 20:00:00	YM	Futures	24291.3	24298.9	24290.2	24294.5	989.0
2017-09-24 20:30:00	YM	Futures	24294.5	24296.7	24285.8	24292.3	727.0
2017-09-24 21:00:00	YM	Futures	24291.3	24293.4	24272.8	24276.0	799.0
2017-09-24 21:30:00	YM	Futures	24277.1	24279.3	24267.3	24270.6	887.0
2017-09-24 22:00:00	YM	Futures	24271.7	24272.8	24263.0	24272.8	520.0
2017-09-24 22:30:00	YM	Futures	24272.8	24273.9	24267.3	24267.3	812.0
2017-09-24 23:00:00	YM	Futures	24267.3	24267.3	24239.0	24242.3	1192.0
2017-09-24 23:30:00	YM	Futures	24241.2	24248.8	24241.2	24247.7	640.0
2017-09-24 18:00:00	CL	Futures	45.37	45.41	45.29	45.31	1324.0
2017-09-24 18:30:00	CL	Futures	45.3	45.34	45.3	45.33	407.0
2017-09-24 19:00:00	CL	Futures	45.34	45.34	45.32	45.32	292.0
2017-09-24 19:30:00	CL	Futures	45.32	45.33	45.32	45.32	134.0
2017-09-24 20:00:00	CL	Futures	45.32	45.33	45.28	45.33	878.0
2017-09-24 20:30:00	CL	Futures	45.32	45.33	45.29	45.3	1099.0
2017-09-24 21:00:00	CL	Futures	45.3	45.31	45.27	45.3	1122.0
2017-09-24 21:30:00	CL	Futures	45.3	45.3	45.26	45.26	944.0
2017-09-24 22:00:00	CL	Futures	45.26	45.28	45.25	45.26	1054.0
2017-09-24 22:30:00	CL	Futures	45.27	45.29	45.26	45.29	503.0
2017-09-24 23:00:00	CL	Futures	45.29	45.29	45.23	45.25	1549.0
2017-09-24 23:30:00	CL	Futures	45.25	45.27	45.22	45.23	2159.0
2017-09-24 18:00:00	GC	Futures	1733.8	1733.8	1725.8	1727.3	3987.0
2017-09-24 18:30:00	GC	Futures	1727.1	1727.4	1726.3	1727.1	832.0

> showing 50 of 556 rows — these rows as CSV

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