PREVIEW / futures_30min / 2016-04-03

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-04-03.parquet
  size:    20 KB
  rows:    535

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
2016-04-03 18:00:00	ES	Futures	2228.95	2229.22	2225.98	2227.06	5311.0
2016-04-03 18:30:00	ES	Futures	2227.33	2228.14	2227.06	2227.6	1160.0
2016-04-03 19:00:00	ES	Futures	2227.87	2227.87	2226.79	2227.33	1814.0
2016-04-03 19:30:00	ES	Futures	2227.6	2227.87	2225.98	2226.25	2591.0
2016-04-03 20:00:00	ES	Futures	2226.25	2228.95	2225.72	2227.87	7362.0
2016-04-03 20:30:00	ES	Futures	2228.14	2230.03	2227.87	2228.68	5279.0
2016-04-03 21:00:00	ES	Futures	2228.68	2230.3	2228.41	2229.22	2781.0
2016-04-03 21:30:00	ES	Futures	2229.22	2229.49	2228.14	2228.68	2238.0
2016-04-03 22:00:00	ES	Futures	2228.68	2229.22	2227.87	2229.22	2677.0
2016-04-03 22:30:00	ES	Futures	2229.49	2230.03	2229.22	2229.49	1388.0
2016-04-03 23:00:00	ES	Futures	2229.76	2233.27	2229.76	2232.73	5027.0
2016-04-03 23:30:00	ES	Futures	2232.73	2232.73	2230.57	2231.11	3718.0
2016-04-03 18:00:00	NQ	Futures	5387.37	5388.86	5380.82	5382.91	806.0
2016-04-03 18:30:00	NQ	Futures	5382.91	5385.29	5382.31	5383.8	193.0
2016-04-03 19:00:00	NQ	Futures	5384.4	5384.69	5381.12	5382.31	285.0
2016-04-03 19:30:00	NQ	Futures	5382.61	5383.8	5379.34	5379.34	267.0
2016-04-03 20:00:00	NQ	Futures	5379.63	5386.78	5378.15	5383.8	721.0
2016-04-03 20:30:00	NQ	Futures	5383.8	5388.56	5383.2	5385.29	605.0
2016-04-03 21:00:00	NQ	Futures	5384.99	5389.45	5384.69	5387.07	239.0
2016-04-03 21:30:00	NQ	Futures	5386.78	5387.07	5383.5	5385.88	195.0
2016-04-03 22:00:00	NQ	Futures	5385.59	5386.48	5383.5	5386.48	138.0
2016-04-03 22:30:00	NQ	Futures	5386.78	5388.56	5386.18	5387.97	166.0
2016-04-03 23:00:00	NQ	Futures	5388.56	5396.89	5388.26	5395.4	610.0
2016-04-03 23:30:00	NQ	Futures	5395.11	5395.4	5389.75	5391.83	439.0
2016-04-03 18:00:00	YM	Futures	18948.0	18948.0	18920.2	18928.8	2241.0
2016-04-03 18:30:00	YM	Futures	18927.7	18936.3	18925.6	18934.1	298.0
2016-04-03 19:00:00	YM	Futures	18933.1	18934.1	18926.6	18932.0	360.0
2016-04-03 19:30:00	YM	Futures	18932.0	18936.3	18923.4	18924.5	408.0
2016-04-03 20:00:00	YM	Futures	18923.4	18950.2	18921.3	18941.6	1848.0
2016-04-03 20:30:00	YM	Futures	18942.7	18955.5	18940.6	18943.8	875.0
2016-04-03 21:00:00	YM	Futures	18943.8	18955.5	18941.6	18945.9	236.0
2016-04-03 21:30:00	YM	Futures	18945.9	18945.9	18936.3	18941.6	381.0
2016-04-03 22:00:00	YM	Futures	18941.6	18945.9	18935.2	18945.9	284.0
2016-04-03 22:30:00	YM	Futures	18945.9	18950.2	18944.8	18949.1	255.0
2016-04-03 23:00:00	YM	Futures	18950.2	18975.9	18950.2	18971.6	954.0
2016-04-03 23:30:00	YM	Futures	18970.5	18970.5	18955.5	18960.9	754.0
2016-04-03 18:00:00	CL	Futures	40.64	40.74	40.2	40.34	4662.0
2016-04-03 18:30:00	CL	Futures	40.33	40.39	40.31	40.34	819.0
2016-04-03 19:00:00	CL	Futures	40.34	40.47	40.33	40.4	1219.0
2016-04-03 19:30:00	CL	Futures	40.39	40.41	40.33	40.38	980.0
2016-04-03 20:00:00	CL	Futures	40.38	40.47	40.19	40.45	7605.0
2016-04-03 20:30:00	CL	Futures	40.46	40.59	40.24	40.34	5982.0
2016-04-03 21:00:00	CL	Futures	40.34	40.38	40.24	40.26	1690.0
2016-04-03 21:30:00	CL	Futures	40.25	40.39	40.16	40.38	2442.0
2016-04-03 22:00:00	CL	Futures	40.37	40.48	40.34	40.38	1566.0
2016-04-03 22:30:00	CL	Futures	40.37	40.41	40.31	40.38	780.0
2016-04-03 23:00:00	CL	Futures	40.38	40.41	40.36	40.41	385.0
2016-04-03 23:30:00	CL	Futures	40.4	40.42	40.34	40.38	659.0
2016-04-03 18:00:00	GC	Futures	1668.0	1668.1	1664.9	1666.0	926.0
2016-04-03 18:30:00	GC	Futures	1665.8	1666.0	1663.1	1664.0	974.0

> showing 50 of 535 rows — these rows as CSV

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