PREVIEW / futures_30min / 2016-01-24

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-01-24.parquet
  size:    21 KB
  rows:    544

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
2016-01-24 18:00:00	ES	Futures	2041.65	2046.76	2040.85	2042.46	10537.0
2016-01-24 18:30:00	ES	Futures	2042.46	2045.14	2041.38	2042.19	4535.0
2016-01-24 19:00:00	ES	Futures	2042.19	2042.46	2038.43	2039.77	8367.0
2016-01-24 19:30:00	ES	Futures	2039.77	2040.85	2037.62	2039.77	7601.0
2016-01-24 20:00:00	ES	Futures	2039.77	2041.65	2037.08	2039.5	6710.0
2016-01-24 20:30:00	ES	Futures	2039.5	2041.38	2035.47	2040.58	8156.0
2016-01-24 21:00:00	ES	Futures	2040.58	2043.53	2038.96	2042.46	7316.0
2016-01-24 21:30:00	ES	Futures	2042.73	2044.34	2041.38	2041.92	5376.0
2016-01-24 22:00:00	ES	Futures	2041.65	2044.61	2041.65	2042.73	4083.0
2016-01-24 22:30:00	ES	Futures	2042.73	2043.26	2040.04	2041.38	3719.0
2016-01-24 23:00:00	ES	Futures	2041.38	2043.26	2040.58	2042.73	3909.0
2016-01-24 23:30:00	ES	Futures	2042.46	2044.34	2041.38	2043.8	2698.0
2016-01-24 18:00:00	NQ	Futures	5044.86	5059.71	5042.19	5045.46	2164.0
2016-01-24 18:30:00	NQ	Futures	5045.75	5052.29	5043.08	5044.86	717.0
2016-01-24 19:00:00	NQ	Futures	5044.27	5044.27	5034.47	5038.03	2132.0
2016-01-24 19:30:00	NQ	Futures	5038.33	5040.11	5030.91	5038.03	1552.0
2016-01-24 20:00:00	NQ	Futures	5037.44	5042.78	5030.02	5036.55	1636.0
2016-01-24 20:30:00	NQ	Futures	5036.55	5041.89	5026.16	5040.11	1683.0
2016-01-24 21:00:00	NQ	Futures	5041.0	5047.24	5036.25	5043.97	1836.0
2016-01-24 21:30:00	NQ	Futures	5043.68	5047.54	5040.71	5041.89	1191.0
2016-01-24 22:00:00	NQ	Futures	5042.49	5048.72	5040.71	5043.68	723.0
2016-01-24 22:30:00	NQ	Futures	5043.97	5045.46	5036.85	5040.41	699.0
2016-01-24 23:00:00	NQ	Futures	5040.71	5046.65	5039.52	5045.16	772.0
2016-01-24 23:30:00	NQ	Futures	5043.68	5049.91	5041.3	5048.43	519.0
2016-01-24 18:00:00	YM	Futures	17040.2	17073.2	17028.5	17047.6	1380.0
2016-01-24 18:30:00	YM	Futures	17047.6	17067.8	17039.1	17044.4	545.0
2016-01-24 19:00:00	YM	Futures	17045.5	17045.5	17014.6	17025.3	1491.0
2016-01-24 19:30:00	YM	Futures	17024.2	17025.3	16998.7	17016.7	1313.0
2016-01-24 20:00:00	YM	Futures	17015.7	17031.7	16995.5	17021.0	1269.0
2016-01-24 20:30:00	YM	Futures	17023.1	17028.5	16984.8	17023.1	1496.0
2016-01-24 21:00:00	YM	Futures	17023.1	17047.6	17009.3	17037.0	1323.0
2016-01-24 21:30:00	YM	Futures	17040.2	17049.7	17027.4	17029.5	1000.0
2016-01-24 22:00:00	YM	Futures	17031.7	17054.0	17029.5	17040.2	854.0
2016-01-24 22:30:00	YM	Futures	17041.2	17044.4	17018.9	17030.6	814.0
2016-01-24 23:00:00	YM	Futures	17030.6	17047.6	17027.4	17042.3	816.0
2016-01-24 23:30:00	YM	Futures	17037.0	17056.1	17031.7	17052.9	546.0
2016-01-24 18:00:00	CL	Futures	40.83	41.58	40.7	41.13	7144.0
2016-01-24 18:30:00	CL	Futures	41.12	41.37	41.0	41.22	1781.0
2016-01-24 19:00:00	CL	Futures	41.22	41.32	40.94	41.27	3221.0
2016-01-24 19:30:00	CL	Futures	41.27	41.3	41.04	41.21	2122.0
2016-01-24 20:00:00	CL	Futures	41.21	41.21	40.93	41.02	2413.0
2016-01-24 20:30:00	CL	Futures	41.02	41.17	40.89	41.09	1353.0
2016-01-24 21:00:00	CL	Futures	41.11	41.13	41.0	41.12	1037.0
2016-01-24 21:30:00	CL	Futures	41.12	41.13	40.97	41.11	1315.0
2016-01-24 22:00:00	CL	Futures	41.11	41.25	41.04	41.18	752.0
2016-01-24 22:30:00	CL	Futures	41.2	41.31	41.08	41.14	1200.0
2016-01-24 23:00:00	CL	Futures	41.14	41.31	41.14	41.28	1166.0
2016-01-24 23:30:00	CL	Futures	41.27	41.44	41.18	41.41	1675.0
2016-01-24 18:00:00	GC	Futures	1499.3	1500.4	1499.3	1499.8	585.0
2016-01-24 18:30:00	GC	Futures	1499.7	1500.0	1499.0	1500.0	175.0

> showing 50 of 544 rows — these rows as CSV

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