PREVIEW / futures_30min / 2017-11-12

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-11-12.parquet
  size:    20 KB
  rows:    546

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
2017-11-12 18:00:00	ES	Futures	2823.4	2825.59	2822.85	2825.04	4723.0
2017-11-12 18:30:00	ES	Futures	2825.31	2827.5	2825.04	2827.23	2779.0
2017-11-12 19:00:00	ES	Futures	2827.23	2828.05	2825.59	2825.86	5592.0
2017-11-12 19:30:00	ES	Futures	2825.86	2826.41	2824.22	2825.31	3056.0
2017-11-12 20:00:00	ES	Futures	2825.31	2825.86	2824.22	2825.59	3385.0
2017-11-12 20:30:00	ES	Futures	2825.59	2826.95	2825.59	2826.68	2872.0
2017-11-12 21:00:00	ES	Futures	2826.68	2826.68	2824.77	2825.31	1536.0
2017-11-12 21:30:00	ES	Futures	2825.31	2825.86	2825.31	2825.59	1199.0
2017-11-12 22:00:00	ES	Futures	2825.59	2825.86	2825.04	2825.59	748.0
2017-11-12 22:30:00	ES	Futures	2825.59	2826.13	2825.31	2826.13	1479.0
2017-11-12 23:00:00	ES	Futures	2826.13	2826.68	2825.86	2826.41	1471.0
2017-11-12 23:30:00	ES	Futures	2826.13	2827.78	2826.13	2827.5	2392.0
2017-11-12 18:00:00	NQ	Futures	7509.77	7515.71	7508.28	7514.23	1002.0
2017-11-12 18:30:00	NQ	Futures	7514.23	7518.09	7512.14	7517.5	806.0
2017-11-12 19:00:00	NQ	Futures	7517.5	7518.99	7512.14	7512.14	1095.0
2017-11-12 19:30:00	NQ	Futures	7512.14	7513.63	7507.39	7512.14	891.0
2017-11-12 20:00:00	NQ	Futures	7511.85	7513.33	7507.68	7512.14	1008.0
2017-11-12 20:30:00	NQ	Futures	7512.44	7519.28	7512.44	7517.5	1118.0
2017-11-12 21:00:00	NQ	Futures	7517.8	7517.8	7512.14	7513.63	609.0
2017-11-12 21:30:00	NQ	Futures	7513.63	7516.31	7513.63	7514.82	367.0
2017-11-12 22:00:00	NQ	Futures	7515.12	7516.31	7513.33	7514.82	250.0
2017-11-12 22:30:00	NQ	Futures	7514.52	7517.8	7514.23	7517.5	310.0
2017-11-12 23:00:00	NQ	Futures	7517.5	7518.39	7516.61	7516.61	252.0
2017-11-12 23:30:00	NQ	Futures	7516.61	7521.96	7516.01	7520.47	524.0
2017-11-12 18:00:00	YM	Futures	25448.5	25463.8	25446.4	25461.6	586.0
2017-11-12 18:30:00	YM	Futures	25462.7	25480.1	25461.6	25476.8	831.0
2017-11-12 19:00:00	YM	Futures	25477.9	25483.4	25461.6	25462.7	991.0
2017-11-12 19:30:00	YM	Futures	25462.7	25469.2	25454.0	25461.6	765.0
2017-11-12 20:00:00	YM	Futures	25461.6	25466.0	25448.5	25466.0	763.0
2017-11-12 20:30:00	YM	Futures	25466.0	25475.7	25464.9	25468.1	734.0
2017-11-12 21:00:00	YM	Futures	25469.2	25471.4	25457.3	25461.6	414.0
2017-11-12 21:30:00	YM	Futures	25461.6	25468.1	25461.6	25467.0	213.0
2017-11-12 22:00:00	YM	Futures	25467.0	25469.2	25460.5	25463.8	179.0
2017-11-12 22:30:00	YM	Futures	25463.8	25472.5	25463.8	25471.4	309.0
2017-11-12 23:00:00	YM	Futures	25471.4	25473.6	25468.1	25470.3	238.0
2017-11-12 23:30:00	YM	Futures	25469.2	25481.2	25468.1	25479.0	400.0
2017-11-12 18:00:00	CL	Futures	50.66	50.77	50.66	50.67	1994.0
2017-11-12 18:30:00	CL	Futures	50.68	50.68	50.65	50.66	618.0
2017-11-12 19:00:00	CL	Futures	50.66	50.66	50.62	50.64	915.0
2017-11-12 19:30:00	CL	Futures	50.64	50.66	50.63	50.64	605.0
2017-11-12 20:00:00	CL	Futures	50.64	50.67	50.62	50.62	1157.0
2017-11-12 20:30:00	CL	Futures	50.63	50.63	50.58	50.6	1492.0
2017-11-12 21:00:00	CL	Futures	50.59	50.6	50.56	50.58	1757.0
2017-11-12 21:30:00	CL	Futures	50.58	50.6	50.56	50.59	1159.0
2017-11-12 22:00:00	CL	Futures	50.59	50.61	50.56	50.57	834.0
2017-11-12 22:30:00	CL	Futures	50.57	50.6	50.55	50.58	962.0
2017-11-12 23:00:00	CL	Futures	50.57	50.59	50.55	50.56	741.0
2017-11-12 23:30:00	CL	Futures	50.56	50.58	50.55	50.58	619.0
2017-11-12 18:00:00	GC	Futures	1698.9	1699.3	1697.7	1699.0	1699.0
2017-11-12 18:30:00	GC	Futures	1698.9	1699.7	1698.8	1699.2	1172.0

> showing 50 of 546 rows — these rows as CSV

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