PREVIEW / futures_30min / 2016-01-31

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-01-31.parquet
  size:    22 KB
  rows:    551

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
2016-01-31 18:00:00	ES	Futures	2074.16	2077.12	2072.82	2075.78	9868.0
2016-01-31 18:30:00	ES	Futures	2075.78	2076.58	2071.75	2072.82	5986.0
2016-01-31 19:00:00	ES	Futures	2072.82	2074.16	2071.21	2071.21	8438.0
2016-01-31 19:30:00	ES	Futures	2071.21	2072.28	2068.52	2069.6	9555.0
2016-01-31 20:00:00	ES	Futures	2069.6	2072.82	2066.64	2067.98	11306.0
2016-01-31 20:30:00	ES	Futures	2067.72	2072.28	2066.37	2069.6	10448.0
2016-01-31 21:00:00	ES	Futures	2069.6	2071.21	2067.98	2071.21	8581.0
2016-01-31 21:30:00	ES	Futures	2070.94	2073.9	2070.67	2073.36	6918.0
2016-01-31 22:00:00	ES	Futures	2073.36	2073.36	2069.87	2070.13	5121.0
2016-01-31 22:30:00	ES	Futures	2069.87	2069.87	2066.91	2068.79	6519.0
2016-01-31 23:00:00	ES	Futures	2068.79	2070.13	2067.98	2069.06	3074.0
2016-01-31 23:30:00	ES	Futures	2068.79	2070.4	2068.52	2069.6	2134.0
2016-01-31 18:00:00	NQ	Futures	5063.57	5075.15	5063.27	5070.4	1434.0
2016-01-31 18:30:00	NQ	Futures	5070.4	5072.18	5060.3	5062.09	860.0
2016-01-31 19:00:00	NQ	Futures	5062.38	5065.35	5057.63	5057.63	1594.0
2016-01-31 19:30:00	NQ	Futures	5057.33	5060.3	5050.8	5052.88	1506.0
2016-01-31 20:00:00	NQ	Futures	5052.88	5060.6	5046.65	5049.61	2087.0
2016-01-31 20:30:00	NQ	Futures	5049.02	5059.41	5045.75	5052.29	1936.0
2016-01-31 21:00:00	NQ	Futures	5052.29	5057.63	5049.32	5056.44	1118.0
2016-01-31 21:30:00	NQ	Futures	5056.15	5062.68	5055.85	5061.49	1029.0
2016-01-31 22:00:00	NQ	Futures	5061.49	5061.49	5052.58	5052.58	625.0
2016-01-31 22:30:00	NQ	Futures	5052.29	5052.29	5046.05	5050.51	918.0
2016-01-31 23:00:00	NQ	Futures	5050.21	5054.07	5049.91	5051.69	517.0
2016-01-31 23:30:00	NQ	Futures	5051.69	5055.55	5050.8	5054.07	316.0
2016-01-31 18:00:00	YM	Futures	17422.3	17434.0	17401.0	17422.3	875.0
2016-01-31 18:30:00	YM	Futures	17421.3	17430.8	17394.6	17397.8	959.0
2016-01-31 19:00:00	YM	Futures	17397.8	17407.4	17385.1	17387.2	1743.0
2016-01-31 19:30:00	YM	Futures	17386.1	17393.6	17363.8	17370.2	1849.0
2016-01-31 20:00:00	YM	Futures	17372.3	17395.7	17353.1	17361.6	2551.0
2016-01-31 20:30:00	YM	Futures	17360.6	17398.9	17349.9	17379.7	1642.0
2016-01-31 21:00:00	YM	Futures	17377.6	17393.6	17368.0	17391.4	1203.0
2016-01-31 21:30:00	YM	Futures	17389.3	17412.7	17388.3	17409.5	1307.0
2016-01-31 22:00:00	YM	Futures	17409.5	17409.5	17379.7	17382.9	921.0
2016-01-31 22:30:00	YM	Futures	17381.9	17381.9	17358.4	17373.4	1281.0
2016-01-31 23:00:00	YM	Futures	17374.4	17382.9	17368.0	17372.3	497.0
2016-01-31 23:30:00	YM	Futures	17372.3	17385.1	17370.2	17378.7	300.0
2016-01-31 18:00:00	CL	Futures	43.09	43.54	42.58	43.22	5472.0
2016-01-31 18:30:00	CL	Futures	43.22	43.23	42.7	42.84	2464.0
2016-01-31 19:00:00	CL	Futures	42.85	42.85	42.6	42.61	1823.0
2016-01-31 19:30:00	CL	Futures	42.61	42.7	42.21	42.27	4954.0
2016-01-31 20:00:00	CL	Futures	42.27	42.44	42.11	42.35	4995.0
2016-01-31 20:30:00	CL	Futures	42.35	42.47	42.2	42.32	3417.0
2016-01-31 21:00:00	CL	Futures	42.3	42.35	41.91	42.0	4637.0
2016-01-31 21:30:00	CL	Futures	42.0	42.32	41.97	42.25	3343.0
2016-01-31 22:00:00	CL	Futures	42.24	42.24	42.04	42.05	2816.0
2016-01-31 22:30:00	CL	Futures	42.05	42.11	41.91	42.04	2012.0
2016-01-31 23:00:00	CL	Futures	42.02	42.11	41.96	42.05	957.0
2016-01-31 23:30:00	CL	Futures	42.05	42.27	42.04	42.16	1675.0
2016-01-31 18:00:00	GC	Futures	1526.2	1526.7	1522.5	1524.8	970.0
2016-01-31 18:30:00	GC	Futures	1524.9	1526.9	1524.4	1525.9	497.0

> showing 50 of 551 rows — these rows as CSV

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