PREVIEW / futures_30min / 2016-02-21

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-02-21.parquet
  size:    21 KB
  rows:    542

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
2016-02-21 18:00:00	ES	Futures	2054.01	2054.01	2051.06	2053.21	8326.0
2016-02-21 18:30:00	ES	Futures	2053.21	2053.21	2052.67	2052.94	1655.0
2016-02-21 19:00:00	ES	Futures	2052.94	2057.24	2052.67	2055.62	6237.0
2016-02-21 19:30:00	ES	Futures	2055.62	2059.39	2053.21	2059.12	7255.0
2016-02-21 20:00:00	ES	Futures	2059.12	2065.57	2058.85	2064.49	11731.0
2016-02-21 20:30:00	ES	Futures	2064.49	2067.45	2063.15	2063.69	6761.0
2016-02-21 21:00:00	ES	Futures	2063.95	2065.03	2061.8	2062.61	3858.0
2016-02-21 21:30:00	ES	Futures	2062.61	2065.57	2061.8	2064.76	3013.0
2016-02-21 22:00:00	ES	Futures	2065.03	2068.25	2065.03	2067.98	4224.0
2016-02-21 22:30:00	ES	Futures	2068.25	2069.6	2067.72	2069.06	4458.0
2016-02-21 23:00:00	ES	Futures	2069.06	2070.67	2066.91	2070.4	4365.0
2016-02-21 23:30:00	ES	Futures	2070.13	2070.67	2068.79	2069.87	2566.0
2016-02-21 18:00:00	NQ	Futures	4935.3	4935.3	4924.9	4930.54	896.0
2016-02-21 18:30:00	NQ	Futures	4930.54	4930.54	4927.28	4927.87	492.0
2016-02-21 19:00:00	NQ	Futures	4927.58	4940.64	4927.58	4936.78	901.0
2016-02-21 19:30:00	NQ	Futures	4936.48	4945.99	4930.25	4945.39	1280.0
2016-02-21 20:00:00	NQ	Futures	4945.99	4963.21	4944.8	4960.83	2036.0
2016-02-21 20:30:00	NQ	Futures	4960.54	4967.36	4956.38	4959.05	1323.0
2016-02-21 21:00:00	NQ	Futures	4958.75	4961.43	4952.52	4954.3	832.0
2016-02-21 21:30:00	NQ	Futures	4954.0	4962.32	4953.11	4960.83	475.0
2016-02-21 22:00:00	NQ	Futures	4960.83	4969.74	4960.83	4968.55	611.0
2016-02-21 22:30:00	NQ	Futures	4969.44	4973.3	4968.55	4972.12	467.0
2016-02-21 23:00:00	NQ	Futures	4972.41	4976.87	4967.07	4976.57	552.0
2016-02-21 23:30:00	NQ	Futures	4975.98	4976.87	4971.82	4975.68	256.0
2016-02-21 18:00:00	YM	Futures	17396.8	17396.8	17368.0	17386.1	901.0
2016-02-21 18:30:00	YM	Futures	17386.1	17386.1	17381.9	17382.9	122.0
2016-02-21 19:00:00	YM	Futures	17385.1	17420.2	17384.0	17408.5	968.0
2016-02-21 19:30:00	YM	Futures	17409.5	17433.0	17390.4	17430.8	1296.0
2016-02-21 20:00:00	YM	Futures	17430.8	17486.2	17428.7	17474.5	2074.0
2016-02-21 20:30:00	YM	Futures	17475.5	17495.8	17461.7	17467.0	1013.0
2016-02-21 21:00:00	YM	Futures	17467.0	17477.7	17451.1	17456.4	776.0
2016-02-21 21:30:00	YM	Futures	17455.3	17481.9	17451.1	17474.5	566.0
2016-02-21 22:00:00	YM	Futures	17478.7	17504.3	17478.7	17501.1	617.0
2016-02-21 22:30:00	YM	Futures	17501.1	17513.9	17500.0	17507.5	583.0
2016-02-21 23:00:00	YM	Futures	17507.5	17520.2	17489.4	17519.2	546.0
2016-02-21 23:30:00	YM	Futures	17518.1	17518.1	17504.3	17516.0	380.0
2016-02-21 18:00:00	CL	Futures	36.94	37.0	36.54	36.7	2608.0
2016-02-21 18:30:00	CL	Futures	36.69	36.79	36.67	36.76	707.0
2016-02-21 19:00:00	CL	Futures	36.77	36.97	36.76	36.91	1612.0
2016-02-21 19:30:00	CL	Futures	36.9	36.91	36.7	36.89	2296.0
2016-02-21 20:00:00	CL	Futures	36.9	37.17	36.89	37.11	2430.0
2016-02-21 20:30:00	CL	Futures	37.11	37.19	37.04	37.12	1452.0
2016-02-21 21:00:00	CL	Futures	37.12	37.21	37.06	37.11	1288.0
2016-02-21 21:30:00	CL	Futures	37.12	37.29	37.09	37.27	1584.0
2016-02-21 22:00:00	CL	Futures	37.27	37.42	37.23	37.37	1679.0
2016-02-21 22:30:00	CL	Futures	37.37	37.54	37.33	37.39	2706.0
2016-02-21 23:00:00	CL	Futures	37.41	37.44	37.28	37.43	1033.0
2016-02-21 23:30:00	CL	Futures	37.43	37.46	37.3	37.37	888.0
2016-02-21 18:00:00	GC	Futures	1674.8	1674.8	1671.0	1673.5	1470.0
2016-02-21 18:30:00	GC	Futures	1673.3	1674.7	1672.8	1673.7	451.0

> showing 50 of 542 rows — these rows as CSV

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