PREVIEW / futures_30min / 2016-04-24

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-04-24.parquet
  size:    21 KB
  rows:    548

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
2016-04-24 18:00:00	ES	Futures	2258.65	2258.65	2254.87	2254.87	4762.0
2016-04-24 18:30:00	ES	Futures	2254.87	2256.49	2254.87	2254.87	1415.0
2016-04-24 19:00:00	ES	Futures	2255.14	2255.68	2254.33	2255.41	1071.0
2016-04-24 19:30:00	ES	Futures	2255.41	2255.41	2254.06	2254.6	1080.0
2016-04-24 20:00:00	ES	Futures	2254.6	2254.87	2253.25	2254.6	4445.0
2016-04-24 20:30:00	ES	Futures	2254.33	2254.6	2252.98	2253.25	3632.0
2016-04-24 21:00:00	ES	Futures	2252.98	2254.33	2252.98	2253.25	4441.0
2016-04-24 21:30:00	ES	Futures	2253.25	2253.52	2250.55	2251.63	7594.0
2016-04-24 22:00:00	ES	Futures	2251.36	2252.98	2250.82	2251.09	2234.0
2016-04-24 22:30:00	ES	Futures	2251.09	2251.09	2248.93	2249.74	2657.0
2016-04-24 23:00:00	ES	Futures	2250.01	2250.28	2249.47	2250.01	1090.0
2016-04-24 23:30:00	ES	Futures	2250.01	2250.01	2248.93	2249.74	1530.0
2016-04-24 18:00:00	NQ	Futures	5328.16	5331.43	5322.81	5323.1	454.0
2016-04-24 18:30:00	NQ	Futures	5323.1	5326.38	5323.1	5323.1	180.0
2016-04-24 19:00:00	NQ	Futures	5323.1	5323.7	5321.02	5322.21	181.0
2016-04-24 19:30:00	NQ	Futures	5322.81	5324.0	5319.53	5321.02	163.0
2016-04-24 20:00:00	NQ	Futures	5320.43	5322.21	5317.45	5319.83	499.0
2016-04-24 20:30:00	NQ	Futures	5319.83	5319.83	5315.37	5316.56	329.0
2016-04-24 21:00:00	NQ	Futures	5316.26	5317.75	5315.37	5315.67	520.0
2016-04-24 21:30:00	NQ	Futures	5316.56	5316.86	5309.12	5310.01	658.0
2016-04-24 22:00:00	NQ	Futures	5310.01	5315.07	5309.72	5311.2	351.0
2016-04-24 22:30:00	NQ	Futures	5310.01	5310.31	5304.95	5307.04	332.0
2016-04-24 23:00:00	NQ	Futures	5307.33	5308.52	5305.55	5306.74	214.0
2016-04-24 23:30:00	NQ	Futures	5306.74	5306.74	5303.47	5305.25	159.0
2016-04-24 18:00:00	YM	Futures	19227.4	19231.7	19195.3	19197.4	404.0
2016-04-24 18:30:00	YM	Futures	19195.3	19209.2	19195.3	19200.7	217.0
2016-04-24 19:00:00	YM	Futures	19199.6	19202.8	19193.2	19199.6	114.0
2016-04-24 19:30:00	YM	Futures	19201.7	19203.9	19188.9	19190.0	196.0
2016-04-24 20:00:00	YM	Futures	19191.0	19192.1	19183.5	19188.9	467.0
2016-04-24 20:30:00	YM	Futures	19188.9	19192.1	19177.1	19180.3	342.0
2016-04-24 21:00:00	YM	Futures	19179.2	19187.8	19177.1	19179.2	488.0
2016-04-24 21:30:00	YM	Futures	19179.2	19182.5	19161.1	19164.3	724.0
2016-04-24 22:00:00	YM	Futures	19164.3	19177.1	19163.2	19166.4	264.0
2016-04-24 22:30:00	YM	Futures	19165.3	19165.3	19149.3	19156.8	434.0
2016-04-24 23:00:00	YM	Futures	19156.8	19160.0	19152.5	19156.8	198.0
2016-04-24 23:30:00	YM	Futures	19157.8	19157.8	19147.1	19153.6	144.0
2016-04-24 18:00:00	CL	Futures	47.01	47.01	46.77	46.81	1260.0
2016-04-24 18:30:00	CL	Futures	46.8	46.83	46.73	46.79	638.0
2016-04-24 19:00:00	CL	Futures	46.78	46.81	46.7	46.75	1078.0
2016-04-24 19:30:00	CL	Futures	46.75	46.79	46.61	46.63	1452.0
2016-04-24 20:00:00	CL	Futures	46.63	46.64	46.42	46.46	2697.0
2016-04-24 20:30:00	CL	Futures	46.46	46.5	46.16	46.22	4916.0
2016-04-24 21:00:00	CL	Futures	46.21	46.42	46.15	46.33	3868.0
2016-04-24 21:30:00	CL	Futures	46.32	46.38	46.27	46.34	2334.0
2016-04-24 22:00:00	CL	Futures	46.34	46.41	46.32	46.4	1317.0
2016-04-24 22:30:00	CL	Futures	46.4	46.42	46.34	46.36	1154.0
2016-04-24 23:00:00	CL	Futures	46.35	46.38	46.3	46.38	873.0
2016-04-24 23:30:00	CL	Futures	46.38	46.38	46.3	46.36	696.0
2016-04-24 18:00:00	GC	Futures	1683.7	1684.1	1681.2	1682.7	933.0
2016-04-24 18:30:00	GC	Futures	1682.9	1683.3	1680.8	1681.5	395.0

> showing 50 of 548 rows — these rows as CSV

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