PREVIEW / futures_30min / 2017-10-01

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-10-01.parquet
  size:    21 KB
  rows:    549

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
2017-10-01 18:00:00	ES	Futures	2755.28	2761.3	2754.19	2759.11	18183.0
2017-10-01 18:30:00	ES	Futures	2759.11	2759.39	2758.02	2758.02	2873.0
2017-10-01 19:00:00	ES	Futures	2758.02	2758.29	2756.92	2757.74	2139.0
2017-10-01 19:30:00	ES	Futures	2757.47	2758.56	2757.47	2757.74	2614.0
2017-10-01 20:00:00	ES	Futures	2757.74	2758.29	2756.65	2756.65	4613.0
2017-10-01 20:30:00	ES	Futures	2756.65	2757.2	2756.38	2756.65	2926.0
2017-10-01 21:00:00	ES	Futures	2756.92	2756.92	2756.1	2756.38	3123.0
2017-10-01 21:30:00	ES	Futures	2756.65	2757.2	2756.38	2756.92	1527.0
2017-10-01 22:00:00	ES	Futures	2756.92	2756.92	2755.56	2756.1	2183.0
2017-10-01 22:30:00	ES	Futures	2756.1	2756.38	2755.83	2756.38	893.0
2017-10-01 23:00:00	ES	Futures	2756.38	2756.92	2756.1	2756.92	1441.0
2017-10-01 23:30:00	ES	Futures	2756.92	2756.92	2756.1	2756.1	2297.0
2017-10-01 18:00:00	NQ	Futures	7118.96	7137.4	7116.88	7134.13	3831.0
2017-10-01 18:30:00	NQ	Futures	7134.13	7134.13	7128.18	7129.37	926.0
2017-10-01 19:00:00	NQ	Futures	7129.37	7130.86	7126.99	7128.48	623.0
2017-10-01 19:30:00	NQ	Futures	7128.77	7132.05	7128.48	7130.26	468.0
2017-10-01 20:00:00	NQ	Futures	7129.96	7131.75	7125.21	7126.69	976.0
2017-10-01 20:30:00	NQ	Futures	7126.69	7128.48	7125.8	7127.29	631.0
2017-10-01 21:00:00	NQ	Futures	7127.29	7128.48	7125.8	7127.29	568.0
2017-10-01 21:30:00	NQ	Futures	7127.29	7130.56	7127.29	7128.18	490.0
2017-10-01 22:00:00	NQ	Futures	7128.18	7128.48	7123.72	7125.21	422.0
2017-10-01 22:30:00	NQ	Futures	7125.5	7127.29	7124.02	7127.29	401.0
2017-10-01 23:00:00	NQ	Futures	7126.99	7128.18	7126.4	7127.29	233.0
2017-10-01 23:30:00	NQ	Futures	7127.59	7129.67	7125.5	7126.69	1107.0
2017-10-01 18:00:00	YM	Futures	24315.2	24379.4	24306.5	24351.1	2868.0
2017-10-01 18:30:00	YM	Futures	24351.1	24355.4	24343.5	24348.9	857.0
2017-10-01 19:00:00	YM	Futures	24348.9	24351.1	24340.2	24341.3	327.0
2017-10-01 19:30:00	YM	Futures	24342.4	24350.0	24339.1	24342.4	509.0
2017-10-01 20:00:00	YM	Futures	24342.4	24342.4	24330.4	24332.6	616.0
2017-10-01 20:30:00	YM	Futures	24333.7	24335.8	24327.1	24331.5	619.0
2017-10-01 21:00:00	YM	Futures	24331.5	24333.7	24323.9	24328.2	552.0
2017-10-01 21:30:00	YM	Futures	24329.3	24338.0	24328.2	24334.8	390.0
2017-10-01 22:00:00	YM	Futures	24334.8	24334.8	24318.4	24325.0	383.0
2017-10-01 22:30:00	YM	Futures	24326.1	24328.2	24323.9	24328.2	181.0
2017-10-01 23:00:00	YM	Futures	24328.2	24331.5	24327.1	24329.3	176.0
2017-10-01 23:30:00	YM	Futures	24329.3	24331.5	24326.1	24328.2	266.0
2017-10-01 18:00:00	CL	Futures	46.23	46.29	46.2	46.25	1183.0
2017-10-01 18:30:00	CL	Futures	46.25	46.26	46.23	46.26	238.0
2017-10-01 19:00:00	CL	Futures	46.25	46.27	46.25	46.26	332.0
2017-10-01 19:30:00	CL	Futures	46.26	46.27	46.2	46.21	488.0
2017-10-01 20:00:00	CL	Futures	46.21	46.25	46.19	46.25	1266.0
2017-10-01 20:30:00	CL	Futures	46.25	46.27	46.23	46.27	828.0
2017-10-01 21:00:00	CL	Futures	46.27	46.27	46.2	46.24	833.0
2017-10-01 21:30:00	CL	Futures	46.23	46.23	46.18	46.19	1081.0
2017-10-01 22:00:00	CL	Futures	46.18	46.19	46.11	46.13	2210.0
2017-10-01 22:30:00	CL	Futures	46.12	46.16	46.1	46.14	1122.0
2017-10-01 23:00:00	CL	Futures	46.15	46.16	46.11	46.12	710.0
2017-10-01 23:30:00	CL	Futures	46.11	46.16	46.11	46.11	623.0
2017-10-01 18:00:00	GC	Futures	1708.1	1708.9	1703.9	1706.6	2523.0
2017-10-01 18:30:00	GC	Futures	1706.5	1706.7	1705.4	1705.9	718.0

> showing 50 of 549 rows — these rows as CSV

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