PREVIEW / futures_30min / 2016-01-10

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-01-10.parquet
  size:    22 KB
  rows:    537

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
2016-01-10 18:00:00	ES	Futures	2052.13	2055.36	2042.73	2045.68	37747.0
2016-01-10 18:30:00	ES	Futures	2045.68	2048.37	2035.2	2038.96	17451.0
2016-01-10 19:00:00	ES	Futures	2039.23	2042.46	2036.01	2037.89	14589.0
2016-01-10 19:30:00	ES	Futures	2037.89	2045.14	2036.81	2041.38	12885.0
2016-01-10 20:00:00	ES	Futures	2041.38	2051.06	2040.04	2042.19	25243.0
2016-01-10 20:30:00	ES	Futures	2042.19	2045.41	2038.16	2044.61	17476.0
2016-01-10 21:00:00	ES	Futures	2044.34	2049.71	2043.26	2047.56	11393.0
2016-01-10 21:30:00	ES	Futures	2047.29	2050.52	2045.95	2049.44	7454.0
2016-01-10 22:00:00	ES	Futures	2049.44	2049.71	2044.61	2048.37	6838.0
2016-01-10 22:30:00	ES	Futures	2048.37	2055.89	2048.1	2053.74	9266.0
2016-01-10 23:00:00	ES	Futures	2054.01	2056.16	2052.94	2054.55	5098.0
2016-01-10 23:30:00	ES	Futures	2054.82	2056.97	2054.55	2055.36	3228.0
2016-01-10 18:00:00	NQ	Futures	5064.76	5064.76	5032.99	5040.11	5583.0
2016-01-10 18:30:00	NQ	Futures	5039.52	5046.05	5021.41	5027.05	3835.0
2016-01-10 19:00:00	NQ	Futures	5026.45	5038.33	5019.62	5026.45	2362.0
2016-01-10 19:30:00	NQ	Futures	5027.05	5044.27	5024.38	5034.47	2167.0
2016-01-10 20:00:00	NQ	Futures	5034.77	5051.1	5024.67	5030.02	6914.0
2016-01-10 20:30:00	NQ	Futures	5029.42	5039.82	5020.81	5037.44	3146.0
2016-01-10 21:00:00	NQ	Futures	5037.14	5048.43	5034.47	5043.68	2760.0
2016-01-10 21:30:00	NQ	Futures	5043.68	5047.24	5038.92	5045.16	2749.0
2016-01-10 22:00:00	NQ	Futures	5045.46	5045.46	5032.69	5043.08	1435.0
2016-01-10 22:30:00	NQ	Futures	5043.08	5062.98	5041.3	5059.12	1676.0
2016-01-10 23:00:00	NQ	Futures	5059.12	5066.24	5057.93	5062.38	1153.0
2016-01-10 23:30:00	NQ	Futures	5062.68	5069.21	5061.79	5065.05	765.0
2016-01-10 18:00:00	YM	Futures	17308.4	17328.6	17182.8	17203.0	3981.0
2016-01-10 18:30:00	YM	Futures	17205.2	17220.1	17124.3	17144.5	3333.0
2016-01-10 19:00:00	YM	Futures	17144.5	17173.2	17122.1	17142.4	3052.0
2016-01-10 19:30:00	YM	Futures	17140.2	17197.7	17133.8	17164.7	1894.0
2016-01-10 20:00:00	YM	Futures	17164.7	17243.5	17160.5	17173.2	3981.0
2016-01-10 20:30:00	YM	Futures	17173.2	17205.2	17144.5	17195.6	3335.0
2016-01-10 21:00:00	YM	Futures	17194.5	17235.0	17184.9	17216.9	2612.0
2016-01-10 21:30:00	YM	Futures	17219.0	17236.0	17205.2	17229.6	1777.0
2016-01-10 22:00:00	YM	Futures	17230.7	17231.8	17189.2	17221.1	1627.0
2016-01-10 22:30:00	YM	Futures	17221.1	17279.7	17214.7	17262.6	2069.0
2016-01-10 23:00:00	YM	Futures	17265.8	17285.0	17256.3	17271.2	1129.0
2016-01-10 23:30:00	YM	Futures	17273.3	17289.3	17270.1	17278.6	913.0
2016-01-10 18:00:00	CL	Futures	43.2	43.2	42.61	42.89	3146.0
2016-01-10 18:30:00	CL	Futures	42.87	42.89	42.55	42.68	1348.0
2016-01-10 19:00:00	CL	Futures	42.68	42.68	42.53	42.55	1436.0
2016-01-10 19:30:00	CL	Futures	42.57	42.79	42.55	42.74	1340.0
2016-01-10 20:00:00	CL	Futures	42.74	42.88	42.58	42.61	2241.0
2016-01-10 20:30:00	CL	Futures	42.59	42.65	42.44	42.61	1963.0
2016-01-10 21:00:00	CL	Futures	42.62	42.78	42.54	42.58	1759.0
2016-01-10 21:30:00	CL	Futures	42.59	42.71	42.53	42.68	1249.0
2016-01-10 22:00:00	CL	Futures	42.67	42.7	42.4	42.49	2178.0
2016-01-10 22:30:00	CL	Futures	42.5	42.68	42.44	42.61	1434.0
2016-01-10 23:00:00	CL	Futures	42.61	42.66	42.55	42.65	743.0
2016-01-10 23:30:00	CL	Futures	42.65	42.7	42.58	42.61	618.0
2016-01-10 18:00:00	GC	Futures	1507.2	1513.2	1506.9	1510.9	2870.0
2016-01-10 18:30:00	GC	Futures	1510.7	1511.7	1510.1	1511.0	493.0

> showing 50 of 537 rows — these rows as CSV

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