PREVIEW / futures_30min / 2017-10-22

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-10-22.parquet
  size:    21 KB
  rows:    551

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
2017-10-22 18:00:00	ES	Futures	2815.19	2819.29	2814.92	2818.47	8200.0
2017-10-22 18:30:00	ES	Futures	2818.47	2818.47	2817.93	2817.93	819.0
2017-10-22 19:00:00	ES	Futures	2817.93	2818.47	2817.65	2818.47	1321.0
2017-10-22 19:30:00	ES	Futures	2818.47	2820.12	2818.2	2818.75	4557.0
2017-10-22 20:00:00	ES	Futures	2818.75	2819.02	2817.38	2818.75	6404.0
2017-10-22 20:30:00	ES	Futures	2818.75	2819.29	2817.38	2818.47	3359.0
2017-10-22 21:00:00	ES	Futures	2818.47	2819.02	2818.2	2818.47	2648.0
2017-10-22 21:30:00	ES	Futures	2818.47	2818.75	2817.11	2817.11	5943.0
2017-10-22 22:00:00	ES	Futures	2817.38	2818.2	2816.29	2816.56	4387.0
2017-10-22 22:30:00	ES	Futures	2816.56	2817.11	2816.01	2816.83	1865.0
2017-10-22 23:00:00	ES	Futures	2816.83	2817.38	2816.83	2816.83	1002.0
2017-10-22 23:30:00	ES	Futures	2816.83	2817.38	2816.83	2817.11	1163.0
2017-10-22 18:00:00	NQ	Futures	7268.26	7280.16	7267.97	7278.08	1361.0
2017-10-22 18:30:00	NQ	Futures	7278.08	7278.08	7276.59	7277.19	293.0
2017-10-22 19:00:00	NQ	Futures	7277.19	7279.56	7276.0	7278.97	413.0
2017-10-22 19:30:00	NQ	Futures	7279.27	7290.27	7278.97	7281.65	1812.0
2017-10-22 20:00:00	NQ	Futures	7281.05	7281.35	7274.51	7278.08	1461.0
2017-10-22 20:30:00	NQ	Futures	7278.08	7278.97	7273.02	7276.0	781.0
2017-10-22 21:00:00	NQ	Futures	7276.29	7277.48	7274.51	7275.1	752.0
2017-10-22 21:30:00	NQ	Futures	7275.1	7276.89	7269.75	7270.05	1263.0
2017-10-22 22:00:00	NQ	Futures	7270.34	7274.21	7266.48	7267.07	1080.0
2017-10-22 22:30:00	NQ	Futures	7266.78	7271.24	7265.59	7270.05	630.0
2017-10-22 23:00:00	NQ	Futures	7270.34	7272.13	7270.05	7270.64	373.0
2017-10-22 23:30:00	NQ	Futures	7270.64	7272.43	7270.34	7271.24	366.0
2017-10-22 18:00:00	YM	Futures	25312.6	25346.3	25305.0	25328.9	1867.0
2017-10-22 18:30:00	YM	Futures	25328.9	25335.4	25327.8	25332.2	300.0
2017-10-22 19:00:00	YM	Futures	25332.2	25336.5	25328.9	25335.4	288.0
2017-10-22 19:30:00	YM	Futures	25335.4	25355.0	25334.3	25346.3	1366.0
2017-10-22 20:00:00	YM	Futures	25345.2	25345.2	25327.8	25342.0	1519.0
2017-10-22 20:30:00	YM	Futures	25342.0	25350.7	25332.2	25340.9	966.0
2017-10-22 21:00:00	YM	Futures	25340.9	25349.6	25339.8	25346.3	583.0
2017-10-22 21:30:00	YM	Futures	25346.3	25350.7	25332.2	25333.3	1284.0
2017-10-22 22:00:00	YM	Futures	25334.3	25340.9	25321.3	25325.6	947.0
2017-10-22 22:30:00	YM	Futures	25324.6	25331.1	25321.3	25328.9	340.0
2017-10-22 23:00:00	YM	Futures	25328.9	25333.3	25327.8	25328.9	281.0
2017-10-22 23:30:00	YM	Futures	25328.9	25334.3	25328.9	25331.1	228.0
2017-10-22 18:00:00	CL	Futures	46.36	46.52	46.35	46.42	3023.0
2017-10-22 18:30:00	CL	Futures	46.41	46.48	46.41	46.42	1082.0
2017-10-22 19:00:00	CL	Futures	46.42	46.45	46.42	46.43	496.0
2017-10-22 19:30:00	CL	Futures	46.43	46.44	46.39	46.39	695.0
2017-10-22 20:00:00	CL	Futures	46.39	46.43	46.37	46.37	1389.0
2017-10-22 20:30:00	CL	Futures	46.38	46.38	46.31	46.33	1960.0
2017-10-22 21:00:00	CL	Futures	46.33	46.43	46.28	46.43	3272.0
2017-10-22 21:30:00	CL	Futures	46.43	46.44	46.34	46.35	1477.0
2017-10-22 22:00:00	CL	Futures	46.35	46.38	46.32	46.36	1160.0
2017-10-22 22:30:00	CL	Futures	46.36	46.37	46.34	46.35	1034.0
2017-10-22 23:00:00	CL	Futures	46.34	46.36	46.32	46.34	865.0
2017-10-22 23:30:00	CL	Futures	46.35	46.39	46.34	46.39	674.0
2017-10-22 18:00:00	GC	Futures	1707.1	1707.1	1702.9	1703.3	2166.0
2017-10-22 18:30:00	GC	Futures	1703.3	1704.6	1703.3	1703.9	976.0

> showing 50 of 551 rows — these rows as CSV

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