PREVIEW / futures_30min / 2017-12-10

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-12-10.parquet
  size:    18 KB
  rows:    502

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
2017-12-10 18:00:00	ES	Futures	2901.91	2904.92	2901.09	2903.82	4091.0
2017-12-10 18:30:00	ES	Futures	2903.82	2904.37	2903.0	2903.28	1380.0
2017-12-10 19:00:00	ES	Futures	2903.28	2903.55	2901.64	2902.46	1785.0
2017-12-10 19:30:00	ES	Futures	2902.18	2902.73	2901.36	2902.46	931.0
2017-12-10 20:00:00	ES	Futures	2902.46	2902.73	2901.64	2901.64	896.0
2017-12-10 20:30:00	ES	Futures	2901.64	2903.28	2901.64	2902.73	1866.0
2017-12-10 21:00:00	ES	Futures	2903.0	2903.28	2901.64	2901.91	755.0
2017-12-10 21:30:00	ES	Futures	2902.18	2903.0	2901.91	2902.73	440.0
2017-12-10 22:00:00	ES	Futures	2902.73	2904.1	2902.46	2903.0	551.0
2017-12-10 22:30:00	ES	Futures	2903.0	2904.37	2902.73	2903.82	597.0
2017-12-10 23:00:00	ES	Futures	2903.82	2904.65	2903.82	2904.65	872.0
2017-12-10 23:30:00	ES	Futures	2904.37	2905.19	2904.1	2904.65	698.0
2017-12-10 18:00:00	NQ	Futures	7546.05	7556.76	7546.05	7553.19	807.0
2017-12-10 18:30:00	NQ	Futures	7553.49	7554.97	7549.62	7552.89	255.0
2017-12-10 19:00:00	NQ	Futures	7553.49	7554.08	7549.32	7551.11	394.0
2017-12-10 19:30:00	NQ	Futures	7550.81	7552.89	7549.02	7552.0	99.0
2017-12-10 20:00:00	NQ	Futures	7552.0	7552.89	7550.21	7550.51	226.0
2017-12-10 20:30:00	NQ	Futures	7549.92	7555.27	7549.92	7554.97	386.0
2017-12-10 21:00:00	NQ	Futures	7555.27	7555.86	7551.7	7553.19	224.0
2017-12-10 21:30:00	NQ	Futures	7553.19	7557.65	7553.19	7557.65	221.0
2017-12-10 22:00:00	NQ	Futures	7557.65	7562.71	7557.65	7559.73	359.0
2017-12-10 22:30:00	NQ	Futures	7559.43	7563.89	7559.43	7562.41	171.0
2017-12-10 23:00:00	NQ	Futures	7562.71	7563.89	7559.73	7563.3	203.0
2017-12-10 23:30:00	NQ	Futures	7563.0	7564.49	7561.52	7562.11	92.0
2017-12-10 18:00:00	YM	Futures	26465.5	26492.7	26455.8	26485.1	1186.0
2017-12-10 18:30:00	YM	Futures	26484.0	26487.3	26472.1	26477.5	278.0
2017-12-10 19:00:00	YM	Futures	26477.5	26478.6	26460.1	26469.9	528.0
2017-12-10 19:30:00	YM	Futures	26469.9	26474.2	26461.2	26468.8	275.0
2017-12-10 20:00:00	YM	Futures	26467.7	26472.1	26463.4	26464.4	252.0
2017-12-10 20:30:00	YM	Futures	26464.4	26480.7	26463.4	26471.0	534.0
2017-12-10 21:00:00	YM	Futures	26471.0	26474.2	26454.7	26460.1	478.0
2017-12-10 21:30:00	YM	Futures	26460.1	26469.9	26459.0	26467.7	274.0
2017-12-10 22:00:00	YM	Futures	26467.7	26486.2	26467.7	26474.2	633.0
2017-12-10 22:30:00	YM	Futures	26474.2	26484.0	26473.1	26481.8	209.0
2017-12-10 23:00:00	YM	Futures	26481.8	26493.8	26480.7	26492.7	392.0
2017-12-10 23:30:00	YM	Futures	26490.5	26496.0	26486.2	26488.4	217.0
2017-12-10 18:00:00	CL	Futures	50.77	50.79	50.67	50.73	2047.0
2017-12-10 18:30:00	CL	Futures	50.73	50.73	50.69	50.72	506.0
2017-12-10 19:00:00	CL	Futures	50.71	50.71	50.57	50.64	3196.0
2017-12-10 19:30:00	CL	Futures	50.63	50.66	50.62	50.65	1075.0
2017-12-10 20:00:00	CL	Futures	50.65	50.72	50.64	50.72	1357.0
2017-12-10 20:30:00	CL	Futures	50.72	50.72	50.64	50.66	1603.0
2017-12-10 21:00:00	CL	Futures	50.66	50.67	50.58	50.61	2217.0
2017-12-10 21:30:00	CL	Futures	50.6	50.66	50.59	50.61	1242.0
2017-12-10 22:00:00	CL	Futures	50.61	50.64	50.59	50.61	837.0
2017-12-10 22:30:00	CL	Futures	50.6	50.66	50.59	50.66	847.0
2017-12-10 23:00:00	CL	Futures	50.65	50.67	50.63	50.66	976.0
2017-12-10 23:30:00	CL	Futures	50.66	50.72	50.66	50.68	1852.0
2017-12-10 18:00:00	GC	Futures	1659.0	1661.2	1659.0	1661.0	1722.0
2017-12-10 18:30:00	GC	Futures	1660.8	1661.6	1660.3	1660.8	1192.0

> showing 50 of 502 rows — these rows as CSV

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