PREVIEW / futures_30min / 2016-02-14

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-02-14.parquet
  size:    21 KB
  rows:    495

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
2016-02-14 18:00:00	ES	Futures	2004.84	2008.87	2004.57	2006.45	8851.0
2016-02-14 18:30:00	ES	Futures	2006.18	2011.02	2006.18	2009.41	8118.0
2016-02-14 19:00:00	ES	Futures	2009.41	2010.75	2007.53	2007.79	9895.0
2016-02-14 19:30:00	ES	Futures	2007.79	2010.21	2007.53	2007.79	5254.0
2016-02-14 20:00:00	ES	Futures	2007.53	2013.97	2007.53	2011.56	11850.0
2016-02-14 20:30:00	ES	Futures	2011.56	2015.05	2011.02	2013.97	8653.0
2016-02-14 21:00:00	ES	Futures	2013.97	2014.24	2011.02	2013.44	7660.0
2016-02-14 21:30:00	ES	Futures	2013.44	2013.97	2011.82	2013.97	2867.0
2016-02-14 22:00:00	ES	Futures	2013.97	2016.66	2013.97	2015.05	5406.0
2016-02-14 22:30:00	ES	Futures	2015.05	2017.2	2014.51	2016.39	6373.0
2016-02-14 23:00:00	ES	Futures	2016.39	2017.47	2016.12	2017.2	3143.0
2016-02-14 23:30:00	ES	Futures	2017.2	2017.2	2013.71	2015.32	4103.0
2016-02-14 18:00:00	NQ	Futures	4776.44	4790.1	4776.44	4789.21	1870.0
2016-02-14 18:30:00	NQ	Futures	4788.91	4796.63	4788.61	4793.36	984.0
2016-02-14 19:00:00	NQ	Futures	4792.77	4795.44	4788.02	4788.61	750.0
2016-02-14 19:30:00	NQ	Futures	4788.91	4795.44	4788.91	4792.47	912.0
2016-02-14 20:00:00	NQ	Futures	4793.07	4807.62	4792.47	4803.16	1754.0
2016-02-14 20:30:00	NQ	Futures	4802.86	4812.37	4800.79	4809.4	878.0
2016-02-14 21:00:00	NQ	Futures	4809.99	4810.88	4801.38	4808.21	1055.0
2016-02-14 21:30:00	NQ	Futures	4808.8	4809.1	4804.05	4807.62	231.0
2016-02-14 22:00:00	NQ	Futures	4808.21	4814.74	4808.21	4813.26	514.0
2016-02-14 22:30:00	NQ	Futures	4812.66	4820.98	4811.48	4817.41	1330.0
2016-02-14 23:00:00	NQ	Futures	4817.71	4821.87	4816.82	4820.98	761.0
2016-02-14 23:30:00	NQ	Futures	4821.57	4821.57	4811.18	4814.74	564.0
2016-02-14 18:00:00	YM	Futures	16982.7	17025.3	16982.7	17010.4	783.0
2016-02-14 18:30:00	YM	Futures	17008.2	17065.7	17001.8	17039.1	1334.0
2016-02-14 19:00:00	YM	Futures	17040.2	17046.6	17018.9	17021.0	1573.0
2016-02-14 19:30:00	YM	Futures	17019.9	17040.2	17017.8	17019.9	1171.0
2016-02-14 20:00:00	YM	Futures	17018.9	17065.7	17017.8	17050.8	1318.0
2016-02-14 20:30:00	YM	Futures	17047.6	17081.7	17042.3	17074.2	963.0
2016-02-14 21:00:00	YM	Futures	17074.2	17079.6	17051.9	17073.2	1420.0
2016-02-14 21:30:00	YM	Futures	17074.2	17076.4	17062.5	17076.4	701.0
2016-02-14 22:00:00	YM	Futures	17076.4	17097.7	17076.4	17087.0	692.0
2016-02-14 22:30:00	YM	Futures	17085.9	17105.1	17083.8	17100.8	850.0
2016-02-14 23:00:00	YM	Futures	17100.8	17107.2	17095.5	17104.0	602.0
2016-02-14 23:30:00	YM	Futures	17104.0	17104.0	17076.4	17085.9	903.0
2016-02-14 18:00:00	CL	Futures	36.18	36.44	36.04	36.23	1216.0
2016-02-14 18:30:00	CL	Futures	36.24	36.44	36.23	36.35	363.0
2016-02-14 19:00:00	CL	Futures	36.35	36.46	36.25	36.31	460.0
2016-02-14 19:30:00	CL	Futures	36.31	36.41	36.27	36.28	282.0
2016-02-14 20:00:00	CL	Futures	36.28	36.41	36.25	36.35	434.0
2016-02-14 20:30:00	CL	Futures	36.37	36.41	36.26	36.26	744.0
2016-02-14 21:00:00	CL	Futures	36.27	36.3	36.24	36.3	283.0
2016-02-14 21:30:00	CL	Futures	36.3	36.39	36.26	36.38	294.0
2016-02-14 22:00:00	CL	Futures	36.37	36.59	36.35	36.5	505.0
2016-02-14 22:30:00	CL	Futures	36.5	36.6	36.5	36.59	214.0
2016-02-14 23:00:00	CL	Futures	36.59	36.61	36.46	36.6	207.0
2016-02-14 23:30:00	CL	Futures	36.6	36.6	36.46	36.53	166.0
2016-02-14 18:00:00	GC	Futures	1687.7	1687.7	1680.4	1681.9	2430.0
2016-02-14 18:30:00	GC	Futures	1681.9	1684.8	1681.9	1684.3	729.0

> showing 50 of 495 rows — these rows as CSV

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