PREVIEW / futures_30min / 2017-10-08

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-10-08.parquet
  size:    20 KB
  rows:    545

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
2017-10-08 18:00:00	ES	Futures	2782.91	2786.74	2782.91	2786.19	4494.0
2017-10-08 18:30:00	ES	Futures	2786.47	2786.74	2785.37	2785.65	1460.0
2017-10-08 19:00:00	ES	Futures	2785.65	2786.47	2785.65	2785.92	1327.0
2017-10-08 19:30:00	ES	Futures	2785.92	2786.47	2785.65	2786.19	794.0
2017-10-08 20:00:00	ES	Futures	2786.47	2787.02	2786.19	2786.47	1792.0
2017-10-08 20:30:00	ES	Futures	2786.47	2788.11	2786.19	2787.84	3763.0
2017-10-08 21:00:00	ES	Futures	2787.84	2788.66	2787.84	2788.38	4960.0
2017-10-08 21:30:00	ES	Futures	2788.66	2788.93	2787.84	2788.66	1991.0
2017-10-08 22:00:00	ES	Futures	2788.66	2789.48	2787.84	2788.11	4410.0
2017-10-08 22:30:00	ES	Futures	2788.11	2788.38	2787.84	2788.11	880.0
2017-10-08 23:00:00	ES	Futures	2788.38	2788.66	2787.84	2787.84	1175.0
2017-10-08 23:30:00	ES	Futures	2787.84	2788.38	2787.84	2787.84	693.0
2017-10-08 18:00:00	NQ	Futures	7212.35	7221.27	7208.78	7218.0	1398.0
2017-10-08 18:30:00	NQ	Futures	7218.3	7218.3	7215.32	7217.11	327.0
2017-10-08 19:00:00	NQ	Futures	7217.11	7218.89	7217.11	7218.59	317.0
2017-10-08 19:30:00	NQ	Futures	7218.3	7220.68	7218.0	7220.38	312.0
2017-10-08 20:00:00	NQ	Futures	7220.38	7225.14	7219.78	7221.87	855.0
2017-10-08 20:30:00	NQ	Futures	7221.87	7227.81	7221.57	7227.81	898.0
2017-10-08 21:00:00	NQ	Futures	7227.52	7228.71	7226.62	7228.11	810.0
2017-10-08 21:30:00	NQ	Futures	7228.11	7228.11	7226.03	7227.81	528.0
2017-10-08 22:00:00	NQ	Futures	7228.11	7231.09	7225.14	7226.62	1212.0
2017-10-08 22:30:00	NQ	Futures	7226.62	7228.41	7225.73	7227.81	377.0
2017-10-08 23:00:00	NQ	Futures	7227.52	7229.3	7226.92	7227.22	293.0
2017-10-08 23:30:00	NQ	Futures	7227.22	7228.11	7226.33	7227.52	150.0
2017-10-08 18:00:00	YM	Futures	24664.3	24704.6	24664.3	24697.0	1059.0
2017-10-08 18:30:00	YM	Futures	24698.0	24699.1	24689.3	24693.7	167.0
2017-10-08 19:00:00	YM	Futures	24694.8	24698.0	24693.7	24695.9	135.0
2017-10-08 19:30:00	YM	Futures	24694.8	24701.3	24689.3	24699.1	328.0
2017-10-08 20:00:00	YM	Futures	24699.1	24703.5	24699.1	24701.3	259.0
2017-10-08 20:30:00	YM	Futures	24701.3	24710.0	24701.3	24710.0	533.0
2017-10-08 21:00:00	YM	Futures	24708.9	24713.3	24707.8	24712.2	595.0
2017-10-08 21:30:00	YM	Futures	24712.2	24713.3	24707.8	24712.2	380.0
2017-10-08 22:00:00	YM	Futures	24712.2	24718.7	24708.9	24712.2	817.0
2017-10-08 22:30:00	YM	Futures	24711.1	24713.3	24710.0	24712.2	395.0
2017-10-08 23:00:00	YM	Futures	24711.1	24713.3	24710.0	24711.1	276.0
2017-10-08 23:30:00	YM	Futures	24711.1	24712.2	24708.9	24712.2	244.0
2017-10-08 18:00:00	CL	Futures	44.09	44.27	44.08	44.25	3374.0
2017-10-08 18:30:00	CL	Futures	44.25	44.28	44.24	44.24	709.0
2017-10-08 19:00:00	CL	Futures	44.25	44.25	44.2	44.23	712.0
2017-10-08 19:30:00	CL	Futures	44.23	44.26	44.19	44.25	816.0
2017-10-08 20:00:00	CL	Futures	44.25	44.32	44.25	44.27	2072.0
2017-10-08 20:30:00	CL	Futures	44.27	44.3	44.26	44.3	486.0
2017-10-08 21:00:00	CL	Futures	44.29	44.33	44.29	44.3	2066.0
2017-10-08 21:30:00	CL	Futures	44.31	44.31	44.25	44.27	1250.0
2017-10-08 22:00:00	CL	Futures	44.26	44.28	44.23	44.26	1691.0
2017-10-08 22:30:00	CL	Futures	44.26	44.27	44.22	44.24	1005.0
2017-10-08 23:00:00	CL	Futures	44.23	44.25	44.2	44.23	1247.0
2017-10-08 23:30:00	CL	Futures	44.23	44.25	44.2	44.24	816.0
2017-10-08 18:00:00	GC	Futures	1703.3	1705.5	1702.1	1704.9	3013.0
2017-10-08 18:30:00	GC	Futures	1704.7	1704.9	1703.5	1703.7	836.0

> showing 50 of 545 rows — these rows as CSV

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