PREVIEW / futures_30min / 2016-02-28

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-02-28.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
2016-02-28 18:00:00	ES	Futures	2088.41	2088.94	2083.03	2086.53	11368.0
2016-02-28 18:30:00	ES	Futures	2086.53	2086.53	2084.38	2084.91	4108.0
2016-02-28 19:00:00	ES	Futures	2084.91	2091.9	2084.64	2091.36	8162.0
2016-02-28 19:30:00	ES	Futures	2091.36	2092.71	2089.21	2091.09	4649.0
2016-02-28 20:00:00	ES	Futures	2091.36	2092.17	2085.72	2086.26	6606.0
2016-02-28 20:30:00	ES	Futures	2086.26	2088.68	2083.57	2084.11	7181.0
2016-02-28 21:00:00	ES	Futures	2083.84	2087.06	2081.42	2084.38	7973.0
2016-02-28 21:30:00	ES	Futures	2084.38	2087.06	2084.11	2086.79	2428.0
2016-02-28 22:00:00	ES	Futures	2087.06	2089.48	2086.26	2086.26	4310.0
2016-02-28 22:30:00	ES	Futures	2086.53	2087.33	2084.38	2085.18	2822.0
2016-02-28 23:00:00	ES	Futures	2084.91	2086.53	2083.84	2084.38	2623.0
2016-02-28 23:30:00	ES	Futures	2084.38	2084.64	2080.61	2081.69	4887.0
2016-02-28 18:00:00	NQ	Futures	5018.44	5027.64	5007.75	5019.03	1539.0
2016-02-28 18:30:00	NQ	Futures	5018.14	5018.73	5012.5	5014.28	335.0
2016-02-28 19:00:00	NQ	Futures	5014.58	5032.1	5014.58	5030.91	760.0
2016-02-28 19:30:00	NQ	Futures	5030.61	5034.17	5025.27	5031.2	576.0
2016-02-28 20:00:00	NQ	Futures	5031.2	5033.58	5016.36	5017.55	847.0
2016-02-28 20:30:00	NQ	Futures	5017.84	5023.78	5008.64	5008.93	1310.0
2016-02-28 21:00:00	NQ	Futures	5008.93	5016.66	5000.92	5008.93	1531.0
2016-02-28 21:30:00	NQ	Futures	5008.93	5016.36	5008.93	5016.36	402.0
2016-02-28 22:00:00	NQ	Futures	5016.66	5023.48	5014.87	5014.87	851.0
2016-02-28 22:30:00	NQ	Futures	5015.17	5016.95	5009.53	5009.53	700.0
2016-02-28 23:00:00	NQ	Futures	5009.23	5012.5	5005.97	5006.86	576.0
2016-02-28 23:30:00	NQ	Futures	5006.86	5007.75	4995.87	4998.54	987.0
2016-02-28 18:00:00	YM	Futures	17670.3	17681.0	17619.2	17656.5	910.0
2016-02-28 18:30:00	YM	Futures	17655.4	17655.4	17635.2	17640.5	437.0
2016-02-28 19:00:00	YM	Futures	17642.7	17698.0	17642.7	17697.0	965.0
2016-02-28 19:30:00	YM	Futures	17693.8	17704.4	17677.8	17692.7	581.0
2016-02-28 20:00:00	YM	Futures	17690.6	17700.1	17650.1	17654.4	1189.0
2016-02-28 20:30:00	YM	Futures	17655.4	17673.5	17631.0	17635.2	1146.0
2016-02-28 21:00:00	YM	Futures	17633.1	17656.5	17618.2	17634.1	1179.0
2016-02-28 21:30:00	YM	Futures	17634.1	17656.5	17634.1	17655.4	387.0
2016-02-28 22:00:00	YM	Futures	17657.6	17673.5	17649.1	17650.1	646.0
2016-02-28 22:30:00	YM	Futures	17651.2	17656.5	17635.2	17639.5	358.0
2016-02-28 23:00:00	YM	Futures	17639.5	17649.1	17629.9	17634.1	343.0
2016-02-28 23:30:00	YM	Futures	17634.1	17637.3	17606.5	17616.1	839.0
2016-02-28 18:00:00	CL	Futures	37.82	37.98	37.68	37.74	1743.0
2016-02-28 18:30:00	CL	Futures	37.75	37.75	37.6	37.65	1542.0
2016-02-28 19:00:00	CL	Futures	37.65	37.96	37.65	37.95	1821.0
2016-02-28 19:30:00	CL	Futures	37.94	38.08	37.87	38.01	1586.0
2016-02-28 20:00:00	CL	Futures	38.01	38.12	37.89	38.05	1710.0
2016-02-28 20:30:00	CL	Futures	38.05	38.28	37.95	38.02	3198.0
2016-02-28 21:00:00	CL	Futures	38.02	38.19	37.95	38.15	2333.0
2016-02-28 21:30:00	CL	Futures	38.15	38.17	38.05	38.16	1161.0
2016-02-28 22:00:00	CL	Futures	38.16	38.27	38.0	38.04	1805.0
2016-02-28 22:30:00	CL	Futures	38.05	38.08	37.95	37.98	787.0
2016-02-28 23:00:00	CL	Futures	38.0	38.11	37.96	38.11	911.0
2016-02-28 23:30:00	CL	Futures	38.11	38.17	38.01	38.04	1058.0
2016-02-28 18:00:00	GC	Futures	1669.6	1669.9	1660.4	1664.2	2776.0
2016-02-28 18:30:00	GC	Futures	1664.2	1670.3	1663.6	1668.0	1010.0

> showing 50 of 542 rows — these rows as CSV

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