PREVIEW / futures_30min / 2017-11-19

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-11-19.parquet
  size:    21 KB
  rows:    554

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
2017-11-19 18:00:00	ES	Futures	2818.75	2821.76	2816.83	2818.2	7446.0
2017-11-19 18:30:00	ES	Futures	2818.2	2819.29	2816.01	2819.02	5107.0
2017-11-19 19:00:00	ES	Futures	2819.02	2819.84	2817.11	2819.57	5856.0
2017-11-19 19:30:00	ES	Futures	2819.57	2819.57	2817.65	2818.2	2346.0
2017-11-19 20:00:00	ES	Futures	2818.2	2819.84	2817.11	2817.65	4406.0
2017-11-19 20:30:00	ES	Futures	2817.93	2818.75	2810.81	2812.73	13294.0
2017-11-19 21:00:00	ES	Futures	2812.73	2813.55	2810.81	2811.91	7616.0
2017-11-19 21:30:00	ES	Futures	2811.91	2813.28	2811.09	2811.91	4558.0
2017-11-19 22:00:00	ES	Futures	2812.18	2812.46	2809.72	2811.09	6822.0
2017-11-19 22:30:00	ES	Futures	2811.09	2812.73	2810.54	2811.91	3201.0
2017-11-19 23:00:00	ES	Futures	2811.91	2813.28	2811.36	2812.73	1222.0
2017-11-19 23:30:00	ES	Futures	2813.0	2813.28	2812.46	2812.73	1274.0
2017-11-19 18:00:00	NQ	Futures	7509.17	7518.09	7504.71	7507.98	1801.0
2017-11-19 18:30:00	NQ	Futures	7508.28	7510.66	7501.44	7510.66	1168.0
2017-11-19 19:00:00	NQ	Futures	7510.66	7513.33	7504.41	7512.44	1355.0
2017-11-19 19:30:00	NQ	Futures	7512.74	7513.04	7507.09	7508.28	570.0
2017-11-19 20:00:00	NQ	Futures	7508.28	7514.23	7506.49	7508.58	1008.0
2017-11-19 20:30:00	NQ	Futures	7508.87	7512.44	7489.24	7493.41	2943.0
2017-11-19 21:00:00	NQ	Futures	7493.7	7495.19	7484.48	7489.24	2310.0
2017-11-19 21:30:00	NQ	Futures	7488.95	7494.89	7487.16	7490.73	1244.0
2017-11-19 22:00:00	NQ	Futures	7491.03	7492.81	7485.38	7489.54	1094.0
2017-11-19 22:30:00	NQ	Futures	7489.54	7494.3	7488.05	7491.92	652.0
2017-11-19 23:00:00	NQ	Futures	7492.22	7494.89	7489.54	7493.7	421.0
2017-11-19 23:30:00	NQ	Futures	7493.7	7494.89	7492.81	7493.7	273.0
2017-11-19 18:00:00	YM	Futures	25362.6	25380.0	25343.0	25347.4	1064.0
2017-11-19 18:30:00	YM	Futures	25347.4	25351.7	25324.6	25351.7	1270.0
2017-11-19 19:00:00	YM	Futures	25350.7	25363.7	25335.4	25363.7	1437.0
2017-11-19 19:30:00	YM	Futures	25363.7	25363.7	25346.3	25348.5	584.0
2017-11-19 20:00:00	YM	Futures	25348.5	25362.6	25342.0	25345.2	888.0
2017-11-19 20:30:00	YM	Futures	25346.3	25355.0	25282.1	25301.7	2652.0
2017-11-19 21:00:00	YM	Futures	25301.7	25309.3	25280.0	25295.2	1823.0
2017-11-19 21:30:00	YM	Futures	25293.0	25303.9	25287.6	25295.2	957.0
2017-11-19 22:00:00	YM	Futures	25295.2	25297.4	25278.9	25289.7	920.0
2017-11-19 22:30:00	YM	Futures	25289.7	25301.7	25285.4	25296.3	576.0
2017-11-19 23:00:00	YM	Futures	25296.3	25301.7	25288.7	25300.6	270.0
2017-11-19 23:30:00	YM	Futures	25300.6	25303.9	25298.4	25300.6	207.0
2017-11-19 18:00:00	CL	Futures	50.37	50.37	50.25	50.27	1823.0
2017-11-19 18:30:00	CL	Futures	50.26	50.31	50.26	50.31	1060.0
2017-11-19 19:00:00	CL	Futures	50.3	50.33	50.28	50.3	1197.0
2017-11-19 19:30:00	CL	Futures	50.3	50.32	50.26	50.3	896.0
2017-11-19 20:00:00	CL	Futures	50.3	50.32	50.27	50.29	1291.0
2017-11-19 20:30:00	CL	Futures	50.29	50.44	50.29	50.35	3907.0
2017-11-19 21:00:00	CL	Futures	50.35	50.41	50.34	50.37	2019.0
2017-11-19 21:30:00	CL	Futures	50.36	50.37	50.27	50.31	2264.0
2017-11-19 22:00:00	CL	Futures	50.32	50.35	50.29	50.35	2268.0
2017-11-19 22:30:00	CL	Futures	50.34	50.35	50.33	50.34	617.0
2017-11-19 23:00:00	CL	Futures	50.34	50.34	50.31	50.32	590.0
2017-11-19 23:30:00	CL	Futures	50.31	50.34	50.31	50.33	375.0
2017-11-19 18:00:00	GC	Futures	1723.9	1724.1	1721.4	1722.2	2806.0
2017-11-19 18:30:00	GC	Futures	1722.2	1725.3	1721.8	1723.5	2937.0

> showing 50 of 554 rows — these rows as CSV

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