PREVIEW / futures_30min / 2016-05-15

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-05-15.parquet
  size:    22 KB
  rows:    544

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
2016-05-15 18:00:00	ES	Futures	2204.39	2204.66	2197.64	2199.8	11841.0
2016-05-15 18:30:00	ES	Futures	2200.07	2200.88	2199.8	2200.88	2641.0
2016-05-15 19:00:00	ES	Futures	2200.88	2203.31	2200.61	2203.04	4719.0
2016-05-15 19:30:00	ES	Futures	2203.04	2204.39	2202.5	2203.58	3861.0
2016-05-15 20:00:00	ES	Futures	2203.31	2208.17	2203.31	2207.9	11656.0
2016-05-15 20:30:00	ES	Futures	2207.63	2209.25	2206.01	2208.17	6900.0
2016-05-15 21:00:00	ES	Futures	2208.17	2208.17	2204.93	2205.2	5243.0
2016-05-15 21:30:00	ES	Futures	2205.2	2207.36	2204.93	2206.01	3416.0
2016-05-15 22:00:00	ES	Futures	2206.28	2207.36	2205.47	2207.36	2857.0
2016-05-15 22:30:00	ES	Futures	2207.09	2210.6	2207.09	2210.6	5685.0
2016-05-15 23:00:00	ES	Futures	2210.6	2213.03	2210.6	2211.41	6029.0
2016-05-15 23:30:00	ES	Futures	2211.68	2213.03	2211.41	2211.95	3271.0
2016-05-15 18:00:00	NQ	Futures	5136.55	5141.31	5124.06	5129.41	1044.0
2016-05-15 18:30:00	NQ	Futures	5130.01	5132.39	5129.11	5130.6	148.0
2016-05-15 19:00:00	NQ	Futures	5130.9	5135.36	5130.6	5134.47	497.0
2016-05-15 19:30:00	NQ	Futures	5134.47	5137.45	5133.28	5136.26	764.0
2016-05-15 20:00:00	NQ	Futures	5136.26	5146.37	5135.96	5145.78	1382.0
2016-05-15 20:30:00	NQ	Futures	5146.07	5149.64	5141.61	5147.56	601.0
2016-05-15 21:00:00	NQ	Futures	5147.86	5148.16	5139.83	5140.42	662.0
2016-05-15 21:30:00	NQ	Futures	5141.02	5146.97	5140.42	5143.99	540.0
2016-05-15 22:00:00	NQ	Futures	5143.1	5147.26	5142.21	5146.07	410.0
2016-05-15 22:30:00	NQ	Futures	5146.67	5155.59	5146.37	5154.7	742.0
2016-05-15 23:00:00	NQ	Futures	5155.3	5160.65	5155.3	5157.97	685.0
2016-05-15 23:30:00	NQ	Futures	5157.97	5160.06	5157.38	5159.46	283.0
2016-05-15 18:00:00	YM	Futures	18697.6	18704.0	18647.3	18673.0	1638.0
2016-05-15 18:30:00	YM	Futures	18674.0	18679.4	18670.8	18679.4	417.0
2016-05-15 19:00:00	YM	Futures	18679.4	18695.4	18678.3	18693.3	780.0
2016-05-15 19:30:00	YM	Futures	18692.2	18701.9	18686.9	18695.4	581.0
2016-05-15 20:00:00	YM	Futures	18695.4	18729.7	18693.3	18728.6	1756.0
2016-05-15 20:30:00	YM	Futures	18728.6	18740.4	18715.8	18734.0	1096.0
2016-05-15 21:00:00	YM	Futures	18734.0	18739.3	18719.0	18719.0	1441.0
2016-05-15 21:30:00	YM	Futures	18720.0	18736.1	18716.8	18727.5	711.0
2016-05-15 22:00:00	YM	Futures	18725.4	18738.2	18722.2	18736.1	662.0
2016-05-15 22:30:00	YM	Futures	18735.0	18762.9	18735.0	18760.7	1027.0
2016-05-15 23:00:00	YM	Futures	18761.8	18777.9	18761.8	18765.0	958.0
2016-05-15 23:30:00	YM	Futures	18766.1	18772.5	18761.8	18768.2	414.0
2016-05-15 18:00:00	CL	Futures	49.82	50.06	49.7	49.99	1005.0
2016-05-15 18:30:00	CL	Futures	50.02	50.02	49.82	49.83	139.0
2016-05-15 19:00:00	CL	Futures	49.85	49.87	49.81	49.87	103.0
2016-05-15 19:30:00	CL	Futures	49.88	49.9	49.83	49.89	97.0
2016-05-15 20:00:00	CL	Futures	49.88	49.89	49.81	49.85	179.0
2016-05-15 20:30:00	CL	Futures	49.85	49.92	49.8	49.84	491.0
2016-05-15 21:00:00	CL	Futures	49.82	49.87	49.76	49.84	605.0
2016-05-15 21:30:00	CL	Futures	49.84	50.27	49.84	50.22	1427.0
2016-05-15 22:00:00	CL	Futures	50.24	50.62	50.21	50.57	3561.0
2016-05-15 22:30:00	CL	Futures	50.57	50.59	50.47	50.51	954.0
2016-05-15 23:00:00	CL	Futures	50.51	50.52	50.37	50.45	787.0
2016-05-15 23:30:00	CL	Futures	50.45	50.45	50.36	50.39	562.0
2016-05-15 18:00:00	GC	Futures	1736.3	1740.2	1735.1	1737.6	1526.0
2016-05-15 18:30:00	GC	Futures	1737.4	1738.2	1737.0	1737.6	277.0

> showing 50 of 544 rows — these rows as CSV

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