PREVIEW / futures_30min / 2016-05-01

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-05-01.parquet
  size:    21 KB
  rows:    557

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
2016-05-01 18:00:00	ES	Futures	2225.45	2225.98	2223.02	2224.37	6606.0
2016-05-01 18:30:00	ES	Futures	2224.37	2224.64	2223.56	2223.83	1356.0
2016-05-01 19:00:00	ES	Futures	2224.1	2224.64	2221.94	2222.48	2670.0
2016-05-01 19:30:00	ES	Futures	2222.48	2222.48	2220.05	2221.67	5455.0
2016-05-01 20:00:00	ES	Futures	2221.94	2223.83	2221.67	2223.02	7426.0
2016-05-01 20:30:00	ES	Futures	2223.02	2223.29	2219.78	2222.75	8280.0
2016-05-01 21:00:00	ES	Futures	2222.75	2223.56	2222.75	2223.29	2901.0
2016-05-01 21:30:00	ES	Futures	2223.56	2223.56	2221.94	2222.75	2343.0
2016-05-01 22:00:00	ES	Futures	2222.48	2223.02	2221.94	2222.21	2049.0
2016-05-01 22:30:00	ES	Futures	2222.21	2222.48	2221.67	2222.48	1816.0
2016-05-01 23:00:00	ES	Futures	2222.48	2223.56	2222.21	2223.02	1670.0
2016-05-01 23:30:00	ES	Futures	2223.29	2223.56	2221.94	2222.21	1673.0
2016-05-01 18:00:00	NQ	Futures	5161.55	5163.63	5151.13	5153.51	1231.0
2016-05-01 18:30:00	NQ	Futures	5153.51	5154.4	5151.13	5152.32	648.0
2016-05-01 19:00:00	NQ	Futures	5152.92	5153.81	5145.48	5146.07	988.0
2016-05-01 19:30:00	NQ	Futures	5146.37	5146.67	5141.02	5143.99	1195.0
2016-05-01 20:00:00	NQ	Futures	5144.59	5149.94	5143.69	5146.97	774.0
2016-05-01 20:30:00	NQ	Futures	5147.56	5147.56	5138.93	5146.67	1129.0
2016-05-01 21:00:00	NQ	Futures	5147.26	5148.75	5146.37	5147.86	253.0
2016-05-01 21:30:00	NQ	Futures	5148.16	5148.16	5143.69	5145.78	269.0
2016-05-01 22:00:00	NQ	Futures	5145.48	5146.07	5143.69	5144.29	243.0
2016-05-01 22:30:00	NQ	Futures	5144.29	5146.97	5143.69	5146.97	300.0
2016-05-01 23:00:00	NQ	Futures	5146.37	5150.24	5146.07	5149.35	342.0
2016-05-01 23:30:00	NQ	Futures	5149.64	5150.54	5146.07	5146.97	280.0
2016-05-01 18:00:00	YM	Futures	18985.5	18993.0	18941.6	18951.3	754.0
2016-05-01 18:30:00	YM	Futures	18951.3	18958.7	18945.9	18949.1	329.0
2016-05-01 19:00:00	YM	Futures	18950.2	18954.5	18933.1	18936.3	334.0
2016-05-01 19:30:00	YM	Futures	18936.3	18938.4	18921.3	18930.9	856.0
2016-05-01 20:00:00	YM	Futures	18930.9	18948.0	18929.8	18941.6	984.0
2016-05-01 20:30:00	YM	Futures	18942.7	18943.8	18910.6	18934.1	1516.0
2016-05-01 21:00:00	YM	Futures	18936.3	18942.7	18934.1	18938.4	410.0
2016-05-01 21:30:00	YM	Futures	18937.3	18939.5	18927.7	18935.2	442.0
2016-05-01 22:00:00	YM	Futures	18934.1	18937.3	18929.8	18930.9	206.0
2016-05-01 22:30:00	YM	Futures	18930.9	18933.1	18926.6	18929.8	297.0
2016-05-01 23:00:00	YM	Futures	18929.8	18938.4	18928.8	18935.2	345.0
2016-05-01 23:30:00	YM	Futures	18936.3	18939.5	18927.7	18928.8	242.0
2016-05-01 18:00:00	CL	Futures	49.32	49.38	49.01	49.05	3003.0
2016-05-01 18:30:00	CL	Futures	49.05	49.1	48.94	48.96	1143.0
2016-05-01 19:00:00	CL	Futures	48.99	49.04	48.95	48.97	885.0
2016-05-01 19:30:00	CL	Futures	48.97	49.08	48.97	49.06	754.0
2016-05-01 20:00:00	CL	Futures	49.06	49.08	49.02	49.04	924.0
2016-05-01 20:30:00	CL	Futures	49.05	49.06	48.97	49.04	938.0
2016-05-01 21:00:00	CL	Futures	49.04	49.04	48.99	49.02	452.0
2016-05-01 21:30:00	CL	Futures	49.02	49.08	48.99	49.01	859.0
2016-05-01 22:00:00	CL	Futures	49.02	49.05	48.96	48.96	602.0
2016-05-01 22:30:00	CL	Futures	48.96	49.01	48.94	48.97	753.0
2016-05-01 23:00:00	CL	Futures	48.97	49.01	48.92	48.93	507.0
2016-05-01 23:30:00	CL	Futures	48.94	48.95	48.86	48.86	807.0
2016-05-01 18:00:00	GC	Futures	1763.7	1768.4	1762.8	1764.4	1737.0
2016-05-01 18:30:00	GC	Futures	1764.4	1765.2	1763.3	1765.2	419.0

> showing 50 of 557 rows — these rows as CSV

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