PREVIEW / futures_30min / 2017-11-05

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-11-05.parquet
  size:    21 KB
  rows:    553

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
2017-11-05 18:00:00	ES	Futures	2823.12	2827.23	2823.12	2826.95	7116.0
2017-11-05 18:30:00	ES	Futures	2827.23	2828.05	2826.13	2826.68	2367.0
2017-11-05 19:00:00	ES	Futures	2826.41	2827.23	2826.13	2826.68	2643.0
2017-11-05 19:30:00	ES	Futures	2826.41	2827.23	2826.13	2826.68	1754.0
2017-11-05 20:00:00	ES	Futures	2826.95	2828.32	2824.22	2824.77	7828.0
2017-11-05 20:30:00	ES	Futures	2824.77	2825.86	2823.67	2823.67	4498.0
2017-11-05 21:00:00	ES	Futures	2823.95	2823.95	2819.84	2820.39	8001.0
2017-11-05 21:30:00	ES	Futures	2820.66	2820.66	2818.75	2819.84	9514.0
2017-11-05 22:00:00	ES	Futures	2819.84	2821.21	2818.2	2821.21	5136.0
2017-11-05 22:30:00	ES	Futures	2820.94	2821.76	2819.57	2821.21	3918.0
2017-11-05 23:00:00	ES	Futures	2820.94	2821.48	2819.29	2820.39	4000.0
2017-11-05 23:30:00	ES	Futures	2820.39	2821.76	2820.12	2821.48	1518.0
2017-11-05 18:00:00	NQ	Futures	7477.35	7491.33	7475.86	7490.14	1776.0
2017-11-05 18:30:00	NQ	Futures	7490.14	7492.22	7487.46	7488.35	701.0
2017-11-05 19:00:00	NQ	Futures	7488.35	7489.84	7486.27	7487.16	467.0
2017-11-05 19:30:00	NQ	Futures	7486.86	7488.35	7484.78	7486.86	586.0
2017-11-05 20:00:00	NQ	Futures	7487.16	7493.41	7474.97	7478.54	2392.0
2017-11-05 20:30:00	NQ	Futures	7478.24	7481.51	7472.59	7473.48	1411.0
2017-11-05 21:00:00	NQ	Futures	7473.18	7473.48	7458.01	7458.91	2674.0
2017-11-05 21:30:00	NQ	Futures	7459.2	7463.96	7456.83	7462.77	2180.0
2017-11-05 22:00:00	NQ	Futures	7462.77	7467.53	7458.01	7466.94	1248.0
2017-11-05 22:30:00	NQ	Futures	7466.94	7471.1	7461.88	7470.8	1327.0
2017-11-05 23:00:00	NQ	Futures	7470.21	7471.4	7464.26	7467.53	848.0
2017-11-05 23:30:00	NQ	Futures	7467.53	7470.8	7467.23	7470.51	361.0
2017-11-05 18:00:00	YM	Futures	25499.7	25532.3	25493.1	25528.0	1356.0
2017-11-05 18:30:00	YM	Futures	25528.0	25536.7	25520.3	25525.8	772.0
2017-11-05 19:00:00	YM	Futures	25525.8	25530.1	25521.4	25523.6	501.0
2017-11-05 19:30:00	YM	Futures	25523.6	25530.1	25518.2	25525.8	399.0
2017-11-05 20:00:00	YM	Futures	25525.8	25542.1	25506.2	25511.6	1363.0
2017-11-05 20:30:00	YM	Futures	25510.5	25516.0	25498.6	25500.8	1045.0
2017-11-05 21:00:00	YM	Futures	25500.8	25501.8	25469.2	25474.7	1514.0
2017-11-05 21:30:00	YM	Futures	25474.7	25479.0	25461.6	25471.4	1672.0
2017-11-05 22:00:00	YM	Futures	25472.5	25487.7	25459.4	25485.5	1006.0
2017-11-05 22:30:00	YM	Futures	25485.5	25492.1	25472.5	25488.8	1059.0
2017-11-05 23:00:00	YM	Futures	25488.8	25492.1	25470.3	25479.0	1020.0
2017-11-05 23:30:00	YM	Futures	25479.0	25488.8	25479.0	25487.7	294.0
2017-11-05 18:00:00	CL	Futures	49.84	49.86	49.69	49.73	6186.0
2017-11-05 18:30:00	CL	Futures	49.73	49.75	49.68	49.71	1921.0
2017-11-05 19:00:00	CL	Futures	49.71	49.73	49.67	49.67	2476.0
2017-11-05 19:30:00	CL	Futures	49.67	49.72	49.67	49.69	1777.0
2017-11-05 20:00:00	CL	Futures	49.68	49.76	49.67	49.74	2965.0
2017-11-05 20:30:00	CL	Futures	49.75	49.75	49.68	49.71	1756.0
2017-11-05 21:00:00	CL	Futures	49.72	49.74	49.67	49.68	2090.0
2017-11-05 21:30:00	CL	Futures	49.68	49.68	49.58	49.64	4316.0
2017-11-05 22:00:00	CL	Futures	49.65	49.68	49.62	49.66	1268.0
2017-11-05 22:30:00	CL	Futures	49.66	49.69	49.63	49.68	1460.0
2017-11-05 23:00:00	CL	Futures	49.68	49.68	49.63	49.63	856.0
2017-11-05 23:30:00	CL	Futures	49.63	49.67	49.61	49.64	1368.0
2017-11-05 18:00:00	GC	Futures	1692.8	1693.7	1690.9	1692.4	2216.0
2017-11-05 18:30:00	GC	Futures	1692.4	1693.4	1691.8	1693.2	1423.0

> showing 50 of 553 rows — these rows as CSV

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