PREVIEW / futures_30min / 2017-11-26

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-11-26.parquet
  size:    20 KB
  rows:    542

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
2017-11-26 18:00:00	ES	Futures	2846.1	2848.84	2845.83	2847.47	5922.0
2017-11-26 18:30:00	ES	Futures	2847.75	2848.84	2846.92	2847.47	3878.0
2017-11-26 19:00:00	ES	Futures	2847.47	2847.47	2845.56	2845.83	3552.0
2017-11-26 19:30:00	ES	Futures	2845.83	2846.65	2845.56	2846.38	2410.0
2017-11-26 20:00:00	ES	Futures	2846.38	2846.65	2844.19	2844.74	5094.0
2017-11-26 20:30:00	ES	Futures	2844.46	2844.74	2842.55	2843.37	7818.0
2017-11-26 21:00:00	ES	Futures	2843.37	2843.37	2841.18	2842.55	7096.0
2017-11-26 21:30:00	ES	Futures	2842.55	2842.82	2841.73	2842.27	2470.0
2017-11-26 22:00:00	ES	Futures	2842.27	2843.09	2842.0	2842.82	1246.0
2017-11-26 22:30:00	ES	Futures	2842.82	2843.64	2842.55	2843.37	1188.0
2017-11-26 23:00:00	ES	Futures	2843.37	2844.19	2843.37	2843.64	1254.0
2017-11-26 23:30:00	ES	Futures	2843.64	2843.64	2842.55	2842.55	1322.0
2017-11-26 18:00:00	NQ	Futures	7630.81	7637.06	7627.54	7634.68	1415.0
2017-11-26 18:30:00	NQ	Futures	7634.98	7636.17	7632.9	7633.79	568.0
2017-11-26 19:00:00	NQ	Futures	7633.79	7634.09	7629.33	7629.92	819.0
2017-11-26 19:30:00	NQ	Futures	7629.92	7632.0	7629.33	7630.22	488.0
2017-11-26 20:00:00	NQ	Futures	7630.22	7631.41	7621.89	7622.49	1581.0
2017-11-26 20:30:00	NQ	Futures	7622.49	7623.38	7617.13	7619.21	2495.0
2017-11-26 21:00:00	NQ	Futures	7619.21	7620.4	7614.75	7618.92	1502.0
2017-11-26 21:30:00	NQ	Futures	7618.92	7620.4	7617.13	7617.73	458.0
2017-11-26 22:00:00	NQ	Futures	7617.43	7621.3	7617.43	7620.7	308.0
2017-11-26 22:30:00	NQ	Futures	7620.4	7623.97	7620.11	7621.59	609.0
2017-11-26 23:00:00	NQ	Futures	7621.59	7625.16	7621.59	7622.78	456.0
2017-11-26 23:30:00	NQ	Futures	7622.78	7622.78	7618.62	7619.21	416.0
2017-11-26 18:00:00	YM	Futures	25576.9	25605.2	25574.7	25598.6	685.0
2017-11-26 18:30:00	YM	Futures	25598.6	25606.3	25589.9	25594.3	483.0
2017-11-26 19:00:00	YM	Futures	25593.2	25594.3	25576.9	25580.2	556.0
2017-11-26 19:30:00	YM	Futures	25579.1	25584.5	25576.9	25581.2	344.0
2017-11-26 20:00:00	YM	Futures	25581.2	25586.7	25559.5	25560.6	945.0
2017-11-26 20:30:00	YM	Futures	25560.6	25561.7	25541.0	25550.8	1470.0
2017-11-26 21:00:00	YM	Futures	25550.8	25551.9	25533.4	25545.4	947.0
2017-11-26 21:30:00	YM	Futures	25545.4	25549.7	25538.8	25541.0	537.0
2017-11-26 22:00:00	YM	Futures	25542.1	25550.8	25541.0	25549.7	338.0
2017-11-26 22:30:00	YM	Futures	25548.6	25556.2	25546.4	25550.8	335.0
2017-11-26 23:00:00	YM	Futures	25550.8	25557.3	25549.7	25553.0	247.0
2017-11-26 23:30:00	YM	Futures	25551.9	25553.0	25543.2	25543.2	309.0
2017-11-26 18:00:00	CL	Futures	52.28	52.31	52.2	52.22	2357.0
2017-11-26 18:30:00	CL	Futures	52.22	52.22	52.18	52.22	874.0
2017-11-26 19:00:00	CL	Futures	52.21	52.24	52.2	52.23	1006.0
2017-11-26 19:30:00	CL	Futures	52.23	52.25	52.14	52.15	2167.0
2017-11-26 20:00:00	CL	Futures	52.15	52.17	52.0	52.09	7036.0
2017-11-26 20:30:00	CL	Futures	52.1	52.11	52.02	52.05	3023.0
2017-11-26 21:00:00	CL	Futures	52.05	52.07	52.01	52.05	2674.0
2017-11-26 21:30:00	CL	Futures	52.05	52.06	51.99	52.0	2125.0
2017-11-26 22:00:00	CL	Futures	52.0	52.05	52.0	52.04	1226.0
2017-11-26 22:30:00	CL	Futures	52.04	52.07	52.03	52.06	1024.0
2017-11-26 23:00:00	CL	Futures	52.06	52.08	52.03	52.04	1620.0
2017-11-26 23:30:00	CL	Futures	52.03	52.07	52.03	52.06	1772.0
2017-11-26 18:00:00	GC	Futures	1715.8	1717.7	1715.1	1715.5	298.0
2017-11-26 18:30:00	GC	Futures	1715.4	1716.1	1714.6	1714.7	171.0

> showing 50 of 542 rows — these rows as CSV

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