PREVIEW / futures_30min / 2016-05-08

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-05-08.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
2016-05-08 18:00:00	ES	Futures	2217.08	2221.13	2216.27	2220.59	7783.0
2016-05-08 18:30:00	ES	Futures	2220.59	2221.67	2220.05	2221.13	2977.0
2016-05-08 19:00:00	ES	Futures	2221.13	2221.4	2220.59	2220.59	1822.0
2016-05-08 19:30:00	ES	Futures	2220.59	2221.94	2219.78	2221.94	2635.0
2016-05-08 20:00:00	ES	Futures	2221.94	2221.94	2220.59	2220.86	3962.0
2016-05-08 20:30:00	ES	Futures	2220.86	2222.21	2220.05	2220.05	4208.0
2016-05-08 21:00:00	ES	Futures	2220.32	2221.13	2219.51	2220.05	3117.0
2016-05-08 21:30:00	ES	Futures	2220.32	2220.32	2217.62	2219.24	5129.0
2016-05-08 22:00:00	ES	Futures	2219.24	2220.32	2217.89	2220.05	3619.0
2016-05-08 22:30:00	ES	Futures	2220.05	2220.05	2218.7	2219.51	1687.0
2016-05-08 23:00:00	ES	Futures	2219.51	2219.51	2217.89	2218.16	2130.0
2016-05-08 23:30:00	ES	Futures	2217.89	2218.7	2217.62	2218.7	2034.0
2016-05-08 18:00:00	NQ	Futures	5152.92	5160.95	5149.64	5160.36	1128.0
2016-05-08 18:30:00	NQ	Futures	5160.06	5161.84	5157.97	5159.17	292.0
2016-05-08 19:00:00	NQ	Futures	5159.46	5159.76	5157.08	5157.97	227.0
2016-05-08 19:30:00	NQ	Futures	5158.27	5161.25	5155.3	5160.36	321.0
2016-05-08 20:00:00	NQ	Futures	5160.36	5160.95	5157.08	5159.76	291.0
2016-05-08 20:30:00	NQ	Futures	5160.06	5161.25	5156.78	5157.08	697.0
2016-05-08 21:00:00	NQ	Futures	5157.38	5159.76	5152.92	5155.89	548.0
2016-05-08 21:30:00	NQ	Futures	5155.59	5155.89	5148.45	5152.62	631.0
2016-05-08 22:00:00	NQ	Futures	5152.32	5155.59	5149.35	5154.4	466.0
2016-05-08 22:30:00	NQ	Futures	5154.7	5155.0	5151.43	5153.51	146.0
2016-05-08 23:00:00	NQ	Futures	5154.11	5154.11	5149.35	5149.64	381.0
2016-05-08 23:30:00	NQ	Futures	5149.35	5150.83	5147.56	5150.24	298.0
2016-05-08 18:00:00	YM	Futures	18917.0	18955.5	18912.7	18944.8	1240.0
2016-05-08 18:30:00	YM	Futures	18944.8	18953.4	18942.7	18947.0	372.0
2016-05-08 19:00:00	YM	Futures	18948.0	18950.2	18942.7	18943.8	287.0
2016-05-08 19:30:00	YM	Futures	18943.8	18953.4	18936.3	18953.4	358.0
2016-05-08 20:00:00	YM	Futures	18952.3	18953.4	18943.8	18947.0	648.0
2016-05-08 20:30:00	YM	Futures	18948.0	18955.5	18942.7	18944.8	555.0
2016-05-08 21:00:00	YM	Futures	18944.8	18950.2	18933.1	18936.3	971.0
2016-05-08 21:30:00	YM	Futures	18936.3	18937.3	18918.1	18928.8	972.0
2016-05-08 22:00:00	YM	Futures	18926.6	18939.5	18919.1	18937.3	817.0
2016-05-08 22:30:00	YM	Futures	18938.4	18939.5	18927.7	18933.1	291.0
2016-05-08 23:00:00	YM	Futures	18933.1	18934.1	18920.2	18920.2	471.0
2016-05-08 23:30:00	YM	Futures	18920.2	18927.7	18918.1	18927.7	332.0
2016-05-08 18:00:00	CL	Futures	48.35	49.34	48.35	49.34	12628.0
2016-05-08 18:30:00	CL	Futures	49.35	49.36	49.17	49.2	2940.0
2016-05-08 19:00:00	CL	Futures	49.2	49.23	49.04	49.2	2954.0
2016-05-08 19:30:00	CL	Futures	49.19	49.19	48.99	49.0	2856.0
2016-05-08 20:00:00	CL	Futures	49.01	49.03	48.9	48.97	2283.0
2016-05-08 20:30:00	CL	Futures	48.96	48.99	48.86	48.91	1374.0
2016-05-08 21:00:00	CL	Futures	48.92	49.16	48.87	49.11	2999.0
2016-05-08 21:30:00	CL	Futures	49.12	49.12	48.83	48.92	3388.0
2016-05-08 22:00:00	CL	Futures	48.93	49.02	48.86	48.94	1853.0
2016-05-08 22:30:00	CL	Futures	48.95	49.0	48.88	48.95	1171.0
2016-05-08 23:00:00	CL	Futures	48.95	48.99	48.78	48.81	2837.0
2016-05-08 23:30:00	CL	Futures	48.81	48.86	48.63	48.81	4637.0
2016-05-08 18:00:00	GC	Futures	1754.9	1757.2	1753.9	1756.2	1590.0
2016-05-08 18:30:00	GC	Futures	1756.1	1757.9	1754.7	1757.7	751.0

> showing 50 of 557 rows — these rows as CSV

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