PREVIEW / futures_30min / 2016-03-06

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-03-06.parquet
  size:    20 KB
  rows:    521

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
2016-03-06 18:00:00	ES	Futures	2143.76	2144.03	2140.54	2143.22	5325.0
2016-03-06 18:30:00	ES	Futures	2143.22	2143.49	2141.07	2141.34	2403.0
2016-03-06 19:00:00	ES	Futures	2141.34	2141.61	2139.46	2139.46	4850.0
2016-03-06 19:30:00	ES	Futures	2139.46	2140.8	2138.92	2139.73	2828.0
2016-03-06 20:00:00	ES	Futures	2140.0	2140.8	2138.39	2140.27	4545.0
2016-03-06 20:30:00	ES	Futures	2140.27	2143.76	2140.27	2142.69	5233.0
2016-03-06 21:00:00	ES	Futures	2142.95	2143.76	2141.88	2143.22	3262.0
2016-03-06 21:30:00	ES	Futures	2143.22	2143.49	2138.92	2139.46	3697.0
2016-03-06 22:00:00	ES	Futures	2139.73	2140.54	2138.92	2140.27	2104.0
2016-03-06 22:30:00	ES	Futures	2140.27	2142.95	2140.0	2142.15	2260.0
2016-03-06 23:00:00	ES	Futures	2142.42	2142.42	2140.54	2141.88	1657.0
2016-03-06 23:30:00	ES	Futures	2141.88	2143.22	2141.61	2141.88	1473.0
2016-03-06 18:00:00	NQ	Futures	5132.16	5132.76	5118.21	5131.86	1269.0
2016-03-06 18:30:00	NQ	Futures	5131.27	5132.76	5125.93	5127.41	590.0
2016-03-06 19:00:00	NQ	Futures	5126.82	5127.41	5119.69	5121.17	910.0
2016-03-06 19:30:00	NQ	Futures	5120.58	5125.03	5119.39	5122.96	437.0
2016-03-06 20:00:00	NQ	Futures	5122.07	5123.25	5117.31	5123.25	427.0
2016-03-06 20:30:00	NQ	Futures	5123.25	5131.86	5122.66	5130.38	764.0
2016-03-06 21:00:00	NQ	Futures	5130.08	5131.57	5127.11	5130.38	455.0
2016-03-06 21:30:00	NQ	Futures	5130.68	5130.68	5117.31	5119.39	767.0
2016-03-06 22:00:00	NQ	Futures	5119.39	5121.47	5117.31	5121.17	313.0
2016-03-06 22:30:00	NQ	Futures	5121.77	5128.0	5121.77	5127.11	186.0
2016-03-06 23:00:00	NQ	Futures	5127.11	5127.11	5122.36	5125.03	135.0
2016-03-06 23:30:00	NQ	Futures	5124.44	5128.0	5124.44	5125.03	215.0
2016-03-06 18:00:00	YM	Futures	18066.3	18067.4	18042.9	18063.1	926.0
2016-03-06 18:30:00	YM	Futures	18062.1	18063.1	18049.3	18052.5	472.0
2016-03-06 19:00:00	YM	Futures	18051.4	18051.4	18030.1	18033.3	694.0
2016-03-06 19:30:00	YM	Futures	18032.3	18044.0	18029.1	18040.8	333.0
2016-03-06 20:00:00	YM	Futures	18039.7	18042.9	18026.9	18041.8	525.0
2016-03-06 20:30:00	YM	Futures	18040.8	18065.3	18040.8	18061.0	660.0
2016-03-06 21:00:00	YM	Futures	18062.1	18066.3	18051.4	18062.1	520.0
2016-03-06 21:30:00	YM	Futures	18062.1	18062.1	18029.1	18034.4	498.0
2016-03-06 22:00:00	YM	Futures	18034.4	18039.7	18026.9	18038.6	280.0
2016-03-06 22:30:00	YM	Futures	18038.6	18057.8	18036.5	18054.6	275.0
2016-03-06 23:00:00	YM	Futures	18054.6	18054.6	18044.0	18049.3	174.0
2016-03-06 23:30:00	YM	Futures	18049.3	18059.9	18049.3	18051.4	202.0
2016-03-06 18:00:00	CL	Futures	41.84	42.18	41.84	42.08	3952.0
2016-03-06 18:30:00	CL	Futures	42.08	42.08	41.9	41.93	959.0
2016-03-06 19:00:00	CL	Futures	41.91	41.96	41.82	41.9	2057.0
2016-03-06 19:30:00	CL	Futures	41.91	42.15	41.89	42.12	2596.0
2016-03-06 20:00:00	CL	Futures	42.13	42.16	41.91	42.05	2010.0
2016-03-06 20:30:00	CL	Futures	42.05	42.45	42.03	42.28	4077.0
2016-03-06 21:00:00	CL	Futures	42.27	42.34	42.17	42.31	1950.0
2016-03-06 21:30:00	CL	Futures	42.3	42.31	42.18	42.24	1118.0
2016-03-06 22:00:00	CL	Futures	42.24	42.3	42.19	42.26	945.0
2016-03-06 22:30:00	CL	Futures	42.26	42.35	42.24	42.34	956.0
2016-03-06 23:00:00	CL	Futures	42.34	42.35	42.25	42.27	730.0
2016-03-06 23:30:00	CL	Futures	42.27	42.37	42.27	42.3	578.0
2016-03-06 18:00:00	GC	Futures	1720.7	1725.6	1718.5	1724.9	2352.0
2016-03-06 18:30:00	GC	Futures	1725.1	1726.4	1724.7	1726.2	763.0

> showing 50 of 521 rows — these rows as CSV

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