PREVIEW / futures_30min / 2017-12-25

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-12-25.parquet
  size:    18 KB
  rows:    484

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
2017-12-25 18:00:00	ES	Futures	2937.46	2939.92	2937.18	2939.37	2162.0
2017-12-25 18:30:00	ES	Futures	2939.37	2940.46	2938.82	2939.1	2117.0
2017-12-25 19:00:00	ES	Futures	2939.37	2939.64	2938.55	2938.82	981.0
2017-12-25 19:30:00	ES	Futures	2938.82	2938.82	2937.73	2938.0	840.0
2017-12-25 20:00:00	ES	Futures	2938.0	2938.0	2934.18	2935.27	3138.0
2017-12-25 20:30:00	ES	Futures	2935.27	2936.36	2934.18	2935.82	1703.0
2017-12-25 21:00:00	ES	Futures	2935.82	2936.09	2935.54	2935.82	538.0
2017-12-25 21:30:00	ES	Futures	2935.54	2936.09	2935.54	2936.09	588.0
2017-12-25 22:00:00	ES	Futures	2936.09	2936.09	2935.54	2935.82	210.0
2017-12-25 22:30:00	ES	Futures	2935.82	2936.36	2935.54	2936.09	459.0
2017-12-25 23:00:00	ES	Futures	2936.09	2936.64	2936.09	2936.09	545.0
2017-12-25 23:30:00	ES	Futures	2936.09	2936.36	2935.54	2936.36	411.0
2017-12-25 18:00:00	NQ	Futures	7690.69	7701.37	7690.69	7699.29	576.0
2017-12-25 18:30:00	NQ	Futures	7699.29	7701.37	7698.99	7700.48	347.0
2017-12-25 19:00:00	NQ	Futures	7700.48	7701.96	7699.88	7699.88	318.0
2017-12-25 19:30:00	NQ	Futures	7699.88	7700.18	7695.14	7695.73	258.0
2017-12-25 20:00:00	NQ	Futures	7695.43	7696.03	7685.35	7686.54	843.0
2017-12-25 20:30:00	NQ	Futures	7686.24	7687.72	7682.98	7687.13	705.0
2017-12-25 21:00:00	NQ	Futures	7687.43	7687.43	7684.76	7685.35	270.0
2017-12-25 21:30:00	NQ	Futures	7685.05	7686.24	7684.46	7685.65	225.0
2017-12-25 22:00:00	NQ	Futures	7685.94	7686.83	7684.76	7686.54	144.0
2017-12-25 22:30:00	NQ	Futures	7685.94	7686.83	7685.35	7686.54	76.0
2017-12-25 23:00:00	NQ	Futures	7686.83	7686.83	7684.46	7684.46	177.0
2017-12-25 23:30:00	NQ	Futures	7684.46	7684.76	7682.38	7684.16	197.0
2017-12-25 18:00:00	YM	Futures	26931.8	26944.8	26914.4	26939.4	577.0
2017-12-25 18:30:00	YM	Futures	26939.4	26950.3	26937.2	26940.5	332.0
2017-12-25 19:00:00	YM	Futures	26940.5	26942.7	26935.1	26937.2	196.0
2017-12-25 19:30:00	YM	Futures	26937.2	26937.2	26929.6	26934.0	238.0
2017-12-25 20:00:00	YM	Futures	26934.0	26935.1	26900.3	26903.5	895.0
2017-12-25 20:30:00	YM	Futures	26903.5	26904.6	26884.0	26900.3	757.0
2017-12-25 21:00:00	YM	Futures	26900.3	26904.6	26891.6	26893.8	314.0
2017-12-25 21:30:00	YM	Futures	26893.8	26901.4	26891.6	26901.4	151.0
2017-12-25 22:00:00	YM	Futures	26901.4	26901.4	26895.9	26899.2	107.0
2017-12-25 22:30:00	YM	Futures	26898.1	26902.5	26895.9	26900.3	169.0
2017-12-25 23:00:00	YM	Futures	26901.4	26907.9	26900.3	26904.6	144.0
2017-12-25 23:30:00	YM	Futures	26903.5	26903.5	26895.9	26902.5	114.0
2017-12-25 18:00:00	CL	Futures	51.81	51.98	51.78	51.9	2000.0
2017-12-25 18:30:00	CL	Futures	51.91	52.03	51.9	51.97	2036.0
2017-12-25 19:00:00	CL	Futures	51.99	51.99	51.94	51.99	692.0
2017-12-25 19:30:00	CL	Futures	51.98	51.99	51.92	51.94	676.0
2017-12-25 20:00:00	CL	Futures	51.94	51.97	51.89	51.9	1729.0
2017-12-25 20:30:00	CL	Futures	51.9	51.92	51.88	51.92	1187.0
2017-12-25 21:00:00	CL	Futures	51.91	51.95	51.9	51.91	985.0
2017-12-25 21:30:00	CL	Futures	51.91	51.93	51.89	51.9	790.0
2017-12-25 22:00:00	CL	Futures	51.89	51.9	51.85	51.87	1124.0
2017-12-25 22:30:00	CL	Futures	51.87	51.9	51.86	51.89	636.0
2017-12-25 23:00:00	CL	Futures	51.88	51.91	51.88	51.91	506.0
2017-12-25 23:30:00	CL	Futures	51.91	51.92	51.9	51.9	525.0
2017-12-25 18:00:00	GC	Futures	1698.5	1699.9	1697.3	1697.7	1774.0
2017-12-25 18:30:00	GC	Futures	1697.7	1698.0	1696.8	1697.1	1255.0

> showing 50 of 484 rows — these rows as CSV

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