PREVIEW / futures_30min / 2016-04-17

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-04-17.parquet
  size:    21 KB
  rows:    562

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
2016-04-17 18:00:00	ES	Futures	2229.22	2230.03	2226.79	2229.22	18051.0
2016-04-17 18:30:00	ES	Futures	2228.95	2231.65	2228.95	2229.76	4377.0
2016-04-17 19:00:00	ES	Futures	2229.76	2230.84	2228.95	2230.03	3120.0
2016-04-17 19:30:00	ES	Futures	2229.76	2230.3	2227.87	2228.14	4082.0
2016-04-17 20:00:00	ES	Futures	2227.87	2228.95	2226.79	2227.33	7714.0
2016-04-17 20:30:00	ES	Futures	2227.33	2228.14	2225.45	2225.45	8178.0
2016-04-17 21:00:00	ES	Futures	2225.45	2230.3	2225.45	2228.41	7683.0
2016-04-17 21:30:00	ES	Futures	2228.68	2229.22	2227.06	2227.33	5170.0
2016-04-17 22:00:00	ES	Futures	2227.06	2228.14	2226.79	2227.6	2665.0
2016-04-17 22:30:00	ES	Futures	2227.87	2228.41	2227.06	2227.6	2057.0
2016-04-17 23:00:00	ES	Futures	2227.6	2227.6	2226.79	2227.33	1663.0
2016-04-17 23:30:00	ES	Futures	2227.33	2228.68	2227.06	2227.6	1825.0
2016-04-17 18:00:00	NQ	Futures	5377.85	5378.15	5363.57	5368.92	2023.0
2016-04-17 18:30:00	NQ	Futures	5369.52	5377.55	5368.92	5373.09	662.0
2016-04-17 19:00:00	NQ	Futures	5372.49	5375.77	5371.9	5373.68	292.0
2016-04-17 19:30:00	NQ	Futures	5373.39	5373.68	5365.65	5365.65	892.0
2016-04-17 20:00:00	NQ	Futures	5366.25	5368.92	5361.78	5362.97	1069.0
2016-04-17 20:30:00	NQ	Futures	5362.97	5366.84	5360.89	5361.19	1399.0
2016-04-17 21:00:00	NQ	Futures	5360.89	5372.79	5360.3	5368.63	834.0
2016-04-17 21:30:00	NQ	Futures	5369.52	5370.41	5365.06	5365.35	621.0
2016-04-17 22:00:00	NQ	Futures	5365.65	5368.03	5364.46	5365.65	568.0
2016-04-17 22:30:00	NQ	Futures	5365.95	5368.33	5363.87	5365.06	360.0
2016-04-17 23:00:00	NQ	Futures	5364.46	5365.35	5363.27	5364.76	193.0
2016-04-17 23:30:00	NQ	Futures	5364.46	5368.03	5363.87	5365.35	267.0
2016-04-17 18:00:00	YM	Futures	18982.3	18982.3	18951.3	18971.6	2524.0
2016-04-17 18:30:00	YM	Futures	18972.7	18989.8	18970.5	18974.8	639.0
2016-04-17 19:00:00	YM	Futures	18976.9	18986.6	18973.7	18981.2	470.0
2016-04-17 19:30:00	YM	Futures	18981.2	18984.4	18963.0	18966.2	436.0
2016-04-17 20:00:00	YM	Futures	18964.1	18970.5	18955.5	18960.9	642.0
2016-04-17 20:30:00	YM	Futures	18959.8	18967.3	18950.2	18951.3	885.0
2016-04-17 21:00:00	YM	Futures	18950.2	18984.4	18948.0	18971.6	832.0
2016-04-17 21:30:00	YM	Futures	18974.8	18980.2	18963.0	18964.1	510.0
2016-04-17 22:00:00	YM	Futures	18963.0	18970.5	18960.9	18965.2	302.0
2016-04-17 22:30:00	YM	Futures	18965.2	18970.5	18960.9	18963.0	227.0
2016-04-17 23:00:00	YM	Futures	18962.0	18964.1	18957.7	18964.1	144.0
2016-04-17 23:30:00	YM	Futures	18962.0	18970.5	18960.9	18964.1	258.0
2016-04-17 18:00:00	CL	Futures	42.87	42.98	41.9	42.29	20705.0
2016-04-17 18:30:00	CL	Futures	42.29	42.53	42.21	42.36	4965.0
2016-04-17 19:00:00	CL	Futures	42.37	42.51	42.34	42.46	3270.0
2016-04-17 19:30:00	CL	Futures	42.46	42.48	42.34	42.46	2418.0
2016-04-17 20:00:00	CL	Futures	42.44	42.47	42.33	42.38	2300.0
2016-04-17 20:30:00	CL	Futures	42.38	42.47	42.36	42.43	2201.0
2016-04-17 21:00:00	CL	Futures	42.43	42.94	42.41	42.88	6081.0
2016-04-17 21:30:00	CL	Futures	42.88	42.98	42.73	42.83	3808.0
2016-04-17 22:00:00	CL	Futures	42.83	42.86	42.69	42.7	1568.0
2016-04-17 22:30:00	CL	Futures	42.7	42.76	42.55	42.67	2337.0
2016-04-17 23:00:00	CL	Futures	42.67	42.75	42.66	42.73	1295.0
2016-04-17 23:30:00	CL	Futures	42.72	42.8	42.69	42.75	906.0
2016-04-17 18:00:00	GC	Futures	1686.1	1692.8	1685.9	1691.9	3029.0
2016-04-17 18:30:00	GC	Futures	1691.6	1692.7	1690.1	1691.1	786.0

> showing 50 of 562 rows — these rows as CSV

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