PREVIEW / futures_30min / 2016-01-17

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-01-17.parquet
  size:    21 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
2016-01-17 18:00:00	ES	Futures	2009.67	2011.56	1998.93	2004.84	20850.0
2016-01-17 18:30:00	ES	Futures	2004.84	2013.17	2004.57	2009.14	10407.0
2016-01-17 19:00:00	ES	Futures	2008.87	2011.29	2005.11	2007.79	10859.0
2016-01-17 19:30:00	ES	Futures	2007.79	2012.09	2006.18	2010.21	7645.0
2016-01-17 20:00:00	ES	Futures	2010.21	2019.08	2008.6	2013.17	14862.0
2016-01-17 20:30:00	ES	Futures	2013.44	2019.62	2011.56	2018.27	12184.0
2016-01-17 21:00:00	ES	Futures	2018.27	2019.35	2013.44	2013.71	5968.0
2016-01-17 21:30:00	ES	Futures	2013.71	2017.47	2011.02	2017.2	5689.0
2016-01-17 22:00:00	ES	Futures	2017.2	2019.35	2015.59	2018.81	4866.0
2016-01-17 22:30:00	ES	Futures	2018.81	2022.57	2018.27	2020.42	5607.0
2016-01-17 23:00:00	ES	Futures	2020.69	2022.57	2018.27	2020.69	3324.0
2016-01-17 23:30:00	ES	Futures	2020.69	2021.5	2018.54	2019.08	2899.0
2016-01-17 18:00:00	NQ	Futures	4901.45	4905.9	4878.58	4892.83	1784.0
2016-01-17 18:30:00	NQ	Futures	4892.54	4915.1	4892.54	4905.6	1414.0
2016-01-17 19:00:00	NQ	Futures	4904.41	4910.65	4892.24	4900.26	2796.0
2016-01-17 19:30:00	NQ	Futures	4900.85	4911.84	4897.29	4908.57	1547.0
2016-01-17 20:00:00	NQ	Futures	4908.87	4929.06	4902.93	4916.0	2880.0
2016-01-17 20:30:00	NQ	Futures	4916.29	4934.11	4911.24	4930.54	2277.0
2016-01-17 21:00:00	NQ	Futures	4930.54	4934.11	4917.78	4918.96	1193.0
2016-01-17 21:30:00	NQ	Futures	4918.37	4928.76	4912.14	4928.47	1097.0
2016-01-17 22:00:00	NQ	Futures	4928.47	4935.3	4923.12	4932.92	1094.0
2016-01-17 22:30:00	NQ	Futures	4932.92	4942.42	4931.14	4936.48	934.0
2016-01-17 23:00:00	NQ	Futures	4937.08	4942.13	4930.54	4937.67	794.0
2016-01-17 23:30:00	NQ	Futures	4936.78	4939.16	4930.25	4931.73	632.0
2016-01-17 18:00:00	YM	Futures	16898.6	16918.8	16812.4	16869.9	2949.0
2016-01-17 18:30:00	YM	Futures	16868.8	16934.8	16866.7	16898.6	3132.0
2016-01-17 19:00:00	YM	Futures	16898.6	16924.1	16874.1	16891.1	3741.0
2016-01-17 19:30:00	YM	Futures	16892.2	16928.4	16881.6	16915.6	2333.0
2016-01-17 20:00:00	YM	Futures	16915.6	16978.4	16902.9	16939.0	3582.0
2016-01-17 20:30:00	YM	Futures	16939.0	16993.3	16925.2	16985.9	3243.0
2016-01-17 21:00:00	YM	Futures	16981.6	16990.1	16944.4	16946.5	1159.0
2016-01-17 21:30:00	YM	Futures	16944.4	16973.1	16922.0	16969.9	1262.0
2016-01-17 22:00:00	YM	Futures	16973.1	16984.8	16953.9	16978.4	888.0
2016-01-17 22:30:00	YM	Futures	16981.6	17017.8	16979.5	16996.5	870.0
2016-01-17 23:00:00	YM	Futures	16998.7	17014.6	16980.6	16997.6	522.0
2016-01-17 23:30:00	YM	Futures	16998.7	17007.2	16980.6	16984.8	541.0
2016-01-17 18:00:00	CL	Futures	38.43	38.47	37.39	37.49	7929.0
2016-01-17 18:30:00	CL	Futures	37.48	37.9	37.46	37.88	2241.0
2016-01-17 19:00:00	CL	Futures	37.9	38.05	37.87	38.01	1896.0
2016-01-17 19:30:00	CL	Futures	38.04	38.04	37.93	38.0	1013.0
2016-01-17 20:00:00	CL	Futures	38.01	38.51	38.0	38.36	2717.0
2016-01-17 20:30:00	CL	Futures	38.36	38.58	38.23	38.42	2379.0
2016-01-17 21:00:00	CL	Futures	38.41	38.47	38.29	38.3	1535.0
2016-01-17 21:30:00	CL	Futures	38.29	38.57	38.16	38.52	2334.0
2016-01-17 22:00:00	CL	Futures	38.52	38.57	38.41	38.44	819.0
2016-01-17 22:30:00	CL	Futures	38.46	38.65	38.44	38.48	879.0
2016-01-17 23:00:00	CL	Futures	38.48	38.56	38.41	38.56	902.0
2016-01-17 23:30:00	CL	Futures	38.56	38.56	38.25	38.28	1316.0
2016-01-17 18:00:00	GC	Futures	1487.7	1489.7	1487.3	1488.8	876.0
2016-01-17 18:30:00	GC	Futures	1488.8	1489.3	1488.1	1488.9	355.0

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