PREVIEW / futures_30min / 2017-10-15

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-10-15.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
2017-10-15 18:00:00	ES	Futures	2792.76	2796.04	2792.76	2795.5	5472.0
2017-10-15 18:30:00	ES	Futures	2795.5	2795.77	2795.5	2795.77	888.0
2017-10-15 19:00:00	ES	Futures	2795.77	2795.77	2795.22	2795.22	623.0
2017-10-15 19:30:00	ES	Futures	2795.22	2795.5	2794.67	2794.95	867.0
2017-10-15 20:00:00	ES	Futures	2794.95	2795.5	2794.4	2794.67	3116.0
2017-10-15 20:30:00	ES	Futures	2794.67	2796.32	2794.67	2796.04	3402.0
2017-10-15 21:00:00	ES	Futures	2796.04	2796.04	2795.22	2795.22	2193.0
2017-10-15 21:30:00	ES	Futures	2795.22	2795.77	2794.95	2795.5	1521.0
2017-10-15 22:00:00	ES	Futures	2795.77	2796.32	2795.5	2796.04	2007.0
2017-10-15 22:30:00	ES	Futures	2796.32	2797.41	2796.04	2796.59	3879.0
2017-10-15 23:00:00	ES	Futures	2796.59	2796.86	2796.04	2796.32	1449.0
2017-10-15 23:30:00	ES	Futures	2796.59	2796.59	2796.04	2796.04	601.0
2017-10-15 18:00:00	NQ	Futures	7258.75	7265.59	7255.77	7263.8	1621.0
2017-10-15 18:30:00	NQ	Futures	7263.8	7264.69	7263.5	7264.1	281.0
2017-10-15 19:00:00	NQ	Futures	7264.1	7264.69	7262.91	7263.8	245.0
2017-10-15 19:30:00	NQ	Futures	7264.1	7264.99	7263.21	7263.21	312.0
2017-10-15 20:00:00	NQ	Futures	7263.21	7264.69	7261.72	7263.21	613.0
2017-10-15 20:30:00	NQ	Futures	7262.91	7268.56	7262.91	7266.78	851.0
2017-10-15 21:00:00	NQ	Futures	7266.48	7267.37	7266.18	7266.78	524.0
2017-10-15 21:30:00	NQ	Futures	7266.48	7268.26	7265.59	7267.67	599.0
2017-10-15 22:00:00	NQ	Futures	7267.67	7272.43	7267.37	7271.53	952.0
2017-10-15 22:30:00	NQ	Futures	7271.83	7274.81	7271.53	7273.02	887.0
2017-10-15 23:00:00	NQ	Futures	7273.02	7273.62	7272.13	7272.43	355.0
2017-10-15 23:30:00	NQ	Futures	7272.72	7272.72	7270.94	7271.24	423.0
2017-10-15 18:00:00	YM	Futures	24826.4	24849.2	24822.0	24848.1	715.0
2017-10-15 18:30:00	YM	Futures	24848.1	24850.3	24843.8	24844.9	150.0
2017-10-15 19:00:00	YM	Futures	24844.9	24844.9	24842.7	24843.8	108.0
2017-10-15 19:30:00	YM	Futures	24843.8	24849.2	24842.7	24843.8	536.0
2017-10-15 20:00:00	YM	Futures	24843.8	24847.1	24841.6	24843.8	486.0
2017-10-15 20:30:00	YM	Futures	24844.9	24865.6	24844.9	24855.8	782.0
2017-10-15 21:00:00	YM	Futures	24855.8	24857.9	24852.5	24853.6	698.0
2017-10-15 21:30:00	YM	Futures	24853.6	24857.9	24851.4	24857.9	449.0
2017-10-15 22:00:00	YM	Futures	24857.9	24865.6	24857.9	24864.5	408.0
2017-10-15 22:30:00	YM	Futures	24864.5	24873.2	24864.5	24867.7	739.0
2017-10-15 23:00:00	YM	Futures	24867.7	24868.8	24863.4	24863.4	327.0
2017-10-15 23:30:00	YM	Futures	24863.4	24863.4	24859.0	24860.1	260.0
2017-10-15 18:00:00	CL	Futures	46.03	46.22	45.97	46.21	951.0
2017-10-15 18:30:00	CL	Futures	46.21	46.54	46.21	46.41	1555.0
2017-10-15 19:00:00	CL	Futures	46.4	46.44	46.31	46.38	602.0
2017-10-15 19:30:00	CL	Futures	46.37	46.46	46.34	46.44	740.0
2017-10-15 20:00:00	CL	Futures	46.44	46.49	46.4	46.42	835.0
2017-10-15 20:30:00	CL	Futures	46.43	46.49	46.43	46.47	504.0
2017-10-15 21:00:00	CL	Futures	46.47	46.48	46.41	46.41	539.0
2017-10-15 21:30:00	CL	Futures	46.41	46.44	46.39	46.39	490.0
2017-10-15 22:00:00	CL	Futures	46.4	46.46	46.39	46.45	644.0
2017-10-15 22:30:00	CL	Futures	46.44	46.47	46.43	46.44	450.0
2017-10-15 23:00:00	CL	Futures	46.44	46.45	46.42	46.43	528.0
2017-10-15 23:30:00	CL	Futures	46.43	46.48	46.42	46.44	972.0
2017-10-15 18:00:00	GC	Futures	1739.8	1739.9	1737.5	1738.3	1741.0
2017-10-15 18:30:00	GC	Futures	1738.5	1738.6	1737.3	1737.5	863.0

> showing 50 of 544 rows — these rows as CSV

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