PREVIEW / futures_30min / 2016-05-22

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-05-22.parquet
  size:    20 KB
  rows:    524

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
2016-05-22 18:00:00	ES	Futures	2217.35	2217.62	2214.65	2215.73	3885.0
2016-05-22 18:30:00	ES	Futures	2215.73	2215.73	2214.11	2214.65	1379.0
2016-05-22 19:00:00	ES	Futures	2214.65	2214.65	2213.84	2214.11	1205.0
2016-05-22 19:30:00	ES	Futures	2214.11	2215.19	2213.84	2214.11	1537.0
2016-05-22 20:00:00	ES	Futures	2214.38	2215.19	2210.87	2211.68	5493.0
2016-05-22 20:30:00	ES	Futures	2211.95	2211.95	2209.79	2210.6	4642.0
2016-05-22 21:00:00	ES	Futures	2210.87	2211.14	2208.17	2210.87	5892.0
2016-05-22 21:30:00	ES	Futures	2210.87	2213.57	2210.33	2213.03	5191.0
2016-05-22 22:00:00	ES	Futures	2213.03	2214.92	2212.49	2214.38	2862.0
2016-05-22 22:30:00	ES	Futures	2214.38	2214.38	2213.3	2214.38	1286.0
2016-05-22 23:00:00	ES	Futures	2214.11	2214.65	2213.57	2213.84	862.0
2016-05-22 23:30:00	ES	Futures	2214.11	2217.89	2214.11	2216.81	3460.0
2016-05-22 18:00:00	NQ	Futures	5198.14	5204.69	5193.98	5198.44	639.0
2016-05-22 18:30:00	NQ	Futures	5198.44	5198.44	5195.46	5196.65	245.0
2016-05-22 19:00:00	NQ	Futures	5196.06	5196.95	5195.46	5196.65	280.0
2016-05-22 19:30:00	NQ	Futures	5196.36	5199.03	5195.17	5196.06	456.0
2016-05-22 20:00:00	NQ	Futures	5196.36	5197.55	5187.43	5189.51	820.0
2016-05-22 20:30:00	NQ	Futures	5189.81	5190.41	5185.05	5187.13	607.0
2016-05-22 21:00:00	NQ	Futures	5186.84	5188.62	5180.88	5187.73	715.0
2016-05-22 21:30:00	NQ	Futures	5188.03	5194.57	5186.24	5193.08	754.0
2016-05-22 22:00:00	NQ	Futures	5193.08	5197.55	5192.19	5195.76	771.0
2016-05-22 22:30:00	NQ	Futures	5196.06	5196.65	5194.27	5196.65	311.0
2016-05-22 23:00:00	NQ	Futures	5196.95	5197.55	5195.46	5196.06	235.0
2016-05-22 23:30:00	NQ	Futures	5196.06	5205.28	5196.06	5203.2	489.0
2016-05-22 18:00:00	YM	Futures	18736.1	18746.8	18716.8	18726.5	567.0
2016-05-22 18:30:00	YM	Futures	18725.4	18726.5	18715.8	18719.0	227.0
2016-05-22 19:00:00	YM	Futures	18715.8	18720.0	18714.7	18715.8	147.0
2016-05-22 19:30:00	YM	Futures	18715.8	18726.5	18713.6	18716.8	338.0
2016-05-22 20:00:00	YM	Futures	18717.9	18724.3	18691.1	18696.5	860.0
2016-05-22 20:30:00	YM	Futures	18696.5	18697.6	18680.4	18687.9	749.0
2016-05-22 21:00:00	YM	Futures	18687.9	18691.1	18670.8	18690.1	936.0
2016-05-22 21:30:00	YM	Futures	18690.1	18715.8	18685.8	18710.4	1147.0
2016-05-22 22:00:00	YM	Futures	18711.5	18726.5	18708.3	18717.9	707.0
2016-05-22 22:30:00	YM	Futures	18719.0	18723.3	18715.8	18721.1	419.0
2016-05-22 23:00:00	YM	Futures	18721.1	18725.4	18717.9	18722.2	324.0
2016-05-22 23:30:00	YM	Futures	18722.2	18750.0	18721.1	18742.5	680.0
2016-05-22 18:00:00	CL	Futures	51.41	51.46	51.16	51.18	2403.0
2016-05-22 18:30:00	CL	Futures	51.19	51.26	51.17	51.18	676.0
2016-05-22 19:00:00	CL	Futures	51.17	51.29	51.02	51.15	2957.0
2016-05-22 19:30:00	CL	Futures	51.14	51.22	51.14	51.19	719.0
2016-05-22 20:00:00	CL	Futures	51.19	51.19	51.04	51.06	1929.0
2016-05-22 20:30:00	CL	Futures	51.05	51.11	51.02	51.09	1325.0
2016-05-22 21:00:00	CL	Futures	51.08	51.16	51.06	51.14	2013.0
2016-05-22 21:30:00	CL	Futures	51.14	51.15	51.08	51.08	1245.0
2016-05-22 22:00:00	CL	Futures	51.08	51.13	51.05	51.11	1062.0
2016-05-22 22:30:00	CL	Futures	51.12	51.16	51.09	51.11	944.0
2016-05-22 23:00:00	CL	Futures	51.11	51.12	51.05	51.05	1472.0
2016-05-22 23:30:00	CL	Futures	51.05	51.1	51.04	51.08	974.0
2016-05-22 18:00:00	GC	Futures	1707.1	1709.2	1703.1	1706.9	1913.0
2016-05-22 18:30:00	GC	Futures	1707.0	1708.8	1706.9	1708.1	360.0

> showing 50 of 524 rows — these rows as CSV

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