PREVIEW / futures_30min / 2016-03-20

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-03-20.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
2016-03-20 18:00:00	ES	Futures	2199.26	2200.34	2197.64	2198.18	4642.0
2016-03-20 18:30:00	ES	Futures	2197.91	2199.26	2197.91	2198.99	1601.0
2016-03-20 19:00:00	ES	Futures	2198.72	2200.07	2198.72	2198.99	1509.0
2016-03-20 19:30:00	ES	Futures	2199.26	2199.8	2198.45	2199.26	820.0
2016-03-20 20:00:00	ES	Futures	2199.26	2199.8	2197.91	2198.99	2278.0
2016-03-20 20:30:00	ES	Futures	2198.99	2199.53	2197.64	2198.18	2816.0
2016-03-20 21:00:00	ES	Futures	2197.91	2198.18	2195.48	2196.02	4534.0
2016-03-20 21:30:00	ES	Futures	2195.75	2196.02	2193.32	2195.48	5789.0
2016-03-20 22:00:00	ES	Futures	2195.48	2196.02	2194.94	2195.75	1575.0
2016-03-20 22:30:00	ES	Futures	2195.48	2197.1	2195.48	2197.1	1470.0
2016-03-20 23:00:00	ES	Futures	2196.83	2197.37	2196.02	2196.56	1132.0
2016-03-20 23:30:00	ES	Futures	2196.29	2196.83	2195.48	2196.56	1037.0
2016-03-20 18:00:00	NQ	Futures	5230.27	5230.27	5219.56	5221.94	579.0
2016-03-20 18:30:00	NQ	Futures	5222.24	5225.81	5220.46	5223.73	239.0
2016-03-20 19:00:00	NQ	Futures	5223.43	5227.6	5223.43	5224.62	192.0
2016-03-20 19:30:00	NQ	Futures	5224.62	5226.41	5222.84	5224.32	83.0
2016-03-20 20:00:00	NQ	Futures	5225.81	5226.11	5221.05	5224.62	216.0
2016-03-20 20:30:00	NQ	Futures	5224.32	5225.51	5220.75	5221.94	210.0
2016-03-20 21:00:00	NQ	Futures	5221.94	5222.24	5214.8	5217.18	651.0
2016-03-20 21:30:00	NQ	Futures	5217.18	5217.78	5211.53	5217.18	585.0
2016-03-20 22:00:00	NQ	Futures	5217.48	5218.37	5214.8	5217.78	155.0
2016-03-20 22:30:00	NQ	Futures	5216.89	5222.54	5216.89	5222.24	253.0
2016-03-20 23:00:00	NQ	Futures	5222.54	5222.54	5216.89	5217.78	196.0
2016-03-20 23:30:00	NQ	Futures	5217.18	5219.27	5215.1	5217.48	270.0
2016-03-20 18:00:00	YM	Futures	18721.1	18722.2	18699.7	18704.0	649.0
2016-03-20 18:30:00	YM	Futures	18702.9	18713.6	18701.9	18710.4	264.0
2016-03-20 19:00:00	YM	Futures	18710.4	18720.0	18709.3	18710.4	157.0
2016-03-20 19:30:00	YM	Futures	18710.4	18720.0	18707.2	18713.6	220.0
2016-03-20 20:00:00	YM	Futures	18713.6	18717.9	18702.9	18714.7	240.0
2016-03-20 20:30:00	YM	Futures	18712.6	18712.6	18702.9	18705.1	299.0
2016-03-20 21:00:00	YM	Futures	18706.1	18707.2	18684.7	18689.0	748.0
2016-03-20 21:30:00	YM	Futures	18687.9	18691.1	18670.8	18686.9	1065.0
2016-03-20 22:00:00	YM	Futures	18684.7	18692.2	18679.4	18689.0	288.0
2016-03-20 22:30:00	YM	Futures	18689.0	18701.9	18687.9	18698.6	381.0
2016-03-20 23:00:00	YM	Futures	18699.7	18701.9	18690.1	18692.2	162.0
2016-03-20 23:30:00	YM	Futures	18691.1	18697.6	18684.7	18694.4	148.0
2016-03-20 18:00:00	CL	Futures	45.59	45.66	45.35	45.62	2258.0
2016-03-20 18:30:00	CL	Futures	45.63	45.64	45.52	45.53	628.0
2016-03-20 19:00:00	CL	Futures	45.53	45.54	45.38	45.43	1379.0
2016-03-20 19:30:00	CL	Futures	45.43	45.43	45.31	45.31	1095.0
2016-03-20 20:00:00	CL	Futures	45.31	45.42	45.3	45.3	990.0
2016-03-20 20:30:00	CL	Futures	45.3	45.33	45.21	45.3	1704.0
2016-03-20 21:00:00	CL	Futures	45.3	45.41	45.14	45.21	2234.0
2016-03-20 21:30:00	CL	Futures	45.21	45.28	45.18	45.23	1473.0
2016-03-20 22:00:00	CL	Futures	45.23	45.32	45.21	45.29	953.0
2016-03-20 22:30:00	CL	Futures	45.3	45.39	45.28	45.36	964.0
2016-03-20 23:00:00	CL	Futures	45.35	45.36	45.24	45.29	843.0
2016-03-20 23:30:00	CL	Futures	45.29	45.31	45.2	45.22	646.0
2016-03-20 18:00:00	GC	Futures	1713.5	1715.5	1712.4	1715.4	564.0
2016-03-20 18:30:00	GC	Futures	1715.1	1715.5	1713.9	1714.7	296.0

> showing 50 of 542 rows — these rows as CSV

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