PREVIEW / futures_30min / 2016-01-03

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-01-03.parquet
  size:    23 KB
  rows:    569

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
2016-01-03 18:00:00	ES	Futures	2190.25	2196.43	2189.98	2194.55	7705.0
2016-01-03 18:30:00	ES	Futures	2194.55	2194.55	2191.59	2192.93	3210.0
2016-01-03 19:00:00	ES	Futures	2193.2	2194.82	2192.67	2194.55	2769.0
2016-01-03 19:30:00	ES	Futures	2194.55	2195.35	2194.55	2195.08	2435.0
2016-01-03 20:00:00	ES	Futures	2195.35	2195.89	2192.67	2192.93	3898.0
2016-01-03 20:30:00	ES	Futures	2192.93	2194.55	2188.64	2189.17	7348.0
2016-01-03 21:00:00	ES	Futures	2189.17	2189.17	2177.35	2178.42	13416.0
2016-01-03 21:30:00	ES	Futures	2178.16	2181.92	2177.35	2181.11	7561.0
2016-01-03 22:00:00	ES	Futures	2181.38	2184.07	2180.31	2183.8	4572.0
2016-01-03 22:30:00	ES	Futures	2183.8	2184.87	2178.69	2180.04	5210.0
2016-01-03 23:00:00	ES	Futures	2180.04	2180.84	2171.17	2171.17	7752.0
2016-01-03 23:30:00	ES	Futures	2171.44	2174.12	2168.75	2169.02	6468.0
2016-01-03 18:00:00	NQ	Futures	5454.63	5471.55	5454.63	5467.4	1134.0
2016-01-03 18:30:00	NQ	Futures	5467.1	5467.1	5460.57	5464.13	425.0
2016-01-03 19:00:00	NQ	Futures	5463.83	5468.29	5463.24	5468.29	477.0
2016-01-03 19:30:00	NQ	Futures	5467.69	5468.58	5466.21	5467.99	331.0
2016-01-03 20:00:00	NQ	Futures	5467.99	5470.07	5462.05	5462.35	555.0
2016-01-03 20:30:00	NQ	Futures	5462.65	5466.21	5451.07	5452.85	1348.0
2016-01-03 21:00:00	NQ	Futures	5452.25	5452.25	5421.08	5421.97	2726.0
2016-01-03 21:30:00	NQ	Futures	5423.15	5433.55	5421.97	5431.47	1362.0
2016-01-03 22:00:00	NQ	Futures	5430.58	5438.0	5428.5	5437.7	894.0
2016-01-03 22:30:00	NQ	Futures	5437.7	5439.49	5423.15	5427.31	1151.0
2016-01-03 23:00:00	NQ	Futures	5426.72	5428.5	5403.85	5403.85	1752.0
2016-01-03 23:30:00	NQ	Futures	5403.56	5410.39	5394.05	5395.54	1553.0
2016-01-03 18:00:00	YM	Futures	18465.5	18520.9	18460.2	18504.9	912.0
2016-01-03 18:30:00	YM	Futures	18506.0	18507.0	18481.5	18495.3	355.0
2016-01-03 19:00:00	YM	Futures	18497.4	18507.0	18493.2	18507.0	436.0
2016-01-03 19:30:00	YM	Futures	18504.9	18510.2	18502.8	18507.0	390.0
2016-01-03 20:00:00	YM	Futures	18509.1	18515.5	18488.9	18490.0	635.0
2016-01-03 20:30:00	YM	Futures	18491.1	18502.8	18453.8	18459.1	1393.0
2016-01-03 21:00:00	YM	Futures	18459.1	18459.1	18364.4	18369.7	2768.0
2016-01-03 21:30:00	YM	Futures	18369.7	18397.4	18365.4	18391.0	1277.0
2016-01-03 22:00:00	YM	Futures	18388.9	18412.3	18382.5	18410.2	758.0
2016-01-03 22:30:00	YM	Futures	18411.2	18418.7	18375.0	18384.6	1208.0
2016-01-03 23:00:00	YM	Futures	18384.6	18391.0	18315.4	18315.4	1783.0
2016-01-03 23:30:00	YM	Futures	18317.5	18331.4	18290.9	18290.9	1366.0
2016-01-03 18:00:00	CL	Futures	49.31	50.25	49.31	49.74	6382.0
2016-01-03 18:30:00	CL	Futures	49.75	49.81	49.54	49.75	1557.0
2016-01-03 19:00:00	CL	Futures	49.75	49.95	49.65	49.9	1505.0
2016-01-03 19:30:00	CL	Futures	49.9	49.91	49.74	49.78	911.0
2016-01-03 20:00:00	CL	Futures	49.78	49.78	49.58	49.63	1608.0
2016-01-03 20:30:00	CL	Futures	49.63	49.66	49.41	49.46	1853.0
2016-01-03 21:00:00	CL	Futures	49.46	49.46	49.14	49.22	2792.0
2016-01-03 21:30:00	CL	Futures	49.22	49.43	49.2	49.41	1635.0
2016-01-03 22:00:00	CL	Futures	49.4	49.67	49.37	49.6	2066.0
2016-01-03 22:30:00	CL	Futures	49.6	49.61	49.49	49.6	681.0
2016-01-03 23:00:00	CL	Futures	49.6	49.67	49.45	49.46	1044.0
2016-01-03 23:30:00	CL	Futures	49.46	49.63	49.46	49.58	827.0
2016-01-03 18:00:00	GC	Futures	1449.7	1455.6	1449.7	1450.9	1936.0
2016-01-03 18:30:00	GC	Futures	1450.7	1450.9	1449.0	1450.8	757.0

> showing 50 of 569 rows — these rows as CSV

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