PREVIEW / futures_30min / 2017-12-17

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-12-17.parquet
  size:    20 KB
  rows:    552

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
2017-12-17 18:00:00	ES	Futures	2933.36	2936.91	2932.81	2936.64	9045.0
2017-12-17 18:30:00	ES	Futures	2936.36	2937.46	2936.36	2936.64	3911.0
2017-12-17 19:00:00	ES	Futures	2936.91	2938.0	2936.64	2937.18	4906.0
2017-12-17 19:30:00	ES	Futures	2937.18	2937.73	2936.09	2936.91	3862.0
2017-12-17 20:00:00	ES	Futures	2936.91	2937.18	2935.0	2936.09	4174.0
2017-12-17 20:30:00	ES	Futures	2936.09	2937.18	2936.09	2936.91	3032.0
2017-12-17 21:00:00	ES	Futures	2936.91	2937.46	2936.09	2936.36	2910.0
2017-12-17 21:30:00	ES	Futures	2936.36	2937.46	2936.09	2937.46	2233.0
2017-12-17 22:00:00	ES	Futures	2937.46	2938.0	2936.91	2938.0	1652.0
2017-12-17 22:30:00	ES	Futures	2937.73	2938.82	2937.73	2938.55	2865.0
2017-12-17 23:00:00	ES	Futures	2938.55	2939.64	2938.28	2938.55	2852.0
2017-12-17 23:30:00	ES	Futures	2938.82	2939.1	2938.28	2938.55	985.0
2017-12-17 18:00:00	NQ	Futures	7709.08	7728.65	7708.48	7724.8	2729.0
2017-12-17 18:30:00	NQ	Futures	7725.09	7727.17	7724.2	7726.28	706.0
2017-12-17 19:00:00	NQ	Futures	7725.98	7730.43	7725.39	7729.54	1192.0
2017-12-17 19:30:00	NQ	Futures	7729.54	7732.21	7727.47	7728.95	873.0
2017-12-17 20:00:00	NQ	Futures	7728.65	7729.25	7722.42	7727.47	1364.0
2017-12-17 20:30:00	NQ	Futures	7726.87	7730.73	7725.98	7730.14	1023.0
2017-12-17 21:00:00	NQ	Futures	7730.14	7733.7	7728.95	7730.73	930.0
2017-12-17 21:30:00	NQ	Futures	7730.73	7732.51	7728.95	7731.62	476.0
2017-12-17 22:00:00	NQ	Futures	7731.62	7733.1	7730.14	7731.92	387.0
2017-12-17 22:30:00	NQ	Futures	7731.92	7736.07	7731.62	7735.47	839.0
2017-12-17 23:00:00	NQ	Futures	7735.77	7737.85	7735.18	7736.07	846.0
2017-12-17 23:30:00	NQ	Futures	7735.77	7736.96	7735.47	7736.36	275.0
2017-12-17 18:00:00	YM	Futures	26849.2	26889.4	26838.3	26879.6	2537.0
2017-12-17 18:30:00	YM	Futures	26879.6	26897.0	26878.5	26894.9	931.0
2017-12-17 19:00:00	YM	Futures	26894.9	26904.6	26892.7	26901.4	907.0
2017-12-17 19:30:00	YM	Futures	26901.4	26910.1	26895.9	26900.3	875.0
2017-12-17 20:00:00	YM	Futures	26901.4	26904.6	26886.2	26898.1	958.0
2017-12-17 20:30:00	YM	Futures	26898.1	26904.6	26895.9	26902.5	731.0
2017-12-17 21:00:00	YM	Futures	26902.5	26922.0	26897.0	26901.4	1015.0
2017-12-17 21:30:00	YM	Futures	26901.4	26904.6	26892.7	26902.5	565.0
2017-12-17 22:00:00	YM	Futures	26903.5	26906.8	26900.3	26904.6	355.0
2017-12-17 22:30:00	YM	Futures	26905.7	26922.0	26905.7	26920.9	793.0
2017-12-17 23:00:00	YM	Futures	26920.9	26944.8	26917.7	26929.6	1144.0
2017-12-17 23:30:00	YM	Futures	26929.6	26935.1	26922.0	26925.3	364.0
2017-12-17 18:00:00	CL	Futures	50.92	50.96	50.9	50.95	1246.0
2017-12-17 18:30:00	CL	Futures	50.95	50.97	50.94	50.94	658.0
2017-12-17 19:00:00	CL	Futures	50.94	50.95	50.89	50.9	1234.0
2017-12-17 19:30:00	CL	Futures	50.9	50.91	50.88	50.89	954.0
2017-12-17 20:00:00	CL	Futures	50.89	50.9	50.87	50.89	739.0
2017-12-17 20:30:00	CL	Futures	50.89	50.93	50.87	50.89	1194.0
2017-12-17 21:00:00	CL	Futures	50.9	50.94	50.9	50.92	1480.0
2017-12-17 21:30:00	CL	Futures	50.92	50.93	50.89	50.9	914.0
2017-12-17 22:00:00	CL	Futures	50.89	50.93	50.89	50.91	750.0
2017-12-17 22:30:00	CL	Futures	50.91	50.97	50.9	50.95	1067.0
2017-12-17 23:00:00	CL	Futures	50.96	50.96	50.94	50.94	373.0
2017-12-17 23:30:00	CL	Futures	50.95	50.96	50.92	50.93	838.0
2017-12-17 18:00:00	GC	Futures	1670.4	1670.5	1668.8	1669.5	1283.0
2017-12-17 18:30:00	GC	Futures	1669.3	1669.5	1668.8	1668.9	993.0

> showing 50 of 552 rows — these rows as CSV

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