PREVIEW / futures_30min / 2016-05-29

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-05-29.parquet
  size:    18 KB
  rows:    456

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
2016-05-29 18:00:00	ES	Futures	2267.83	2269.45	2266.48	2268.1	4213.0
2016-05-29 18:30:00	ES	Futures	2268.1	2268.91	2268.1	2268.37	775.0
2016-05-29 19:00:00	ES	Futures	2268.64	2268.91	2268.1	2268.37	844.0
2016-05-29 19:30:00	ES	Futures	2268.37	2271.34	2268.1	2269.18	7407.0
2016-05-29 20:00:00	ES	Futures	2269.18	2270.26	2268.91	2269.18	2796.0
2016-05-29 20:30:00	ES	Futures	2269.18	2269.45	2268.64	2268.91	1354.0
2016-05-29 21:00:00	ES	Futures	2268.91	2269.18	2267.56	2267.83	2389.0
2016-05-29 21:30:00	ES	Futures	2267.83	2270.53	2267.83	2268.91	3275.0
2016-05-29 22:00:00	ES	Futures	2269.18	2269.72	2268.91	2269.45	761.0
2016-05-29 22:30:00	ES	Futures	2269.45	2271.88	2269.18	2271.34	3106.0
2016-05-29 23:00:00	ES	Futures	2271.34	2271.88	2271.07	2271.07	1457.0
2016-05-29 23:30:00	ES	Futures	2271.07	2271.34	2270.53	2271.07	1305.0
2016-05-29 18:00:00	NQ	Futures	5377.25	5377.85	5373.39	5376.06	477.0
2016-05-29 18:30:00	NQ	Futures	5376.36	5377.55	5375.77	5376.96	86.0
2016-05-29 19:00:00	NQ	Futures	5376.06	5376.36	5374.87	5375.17	228.0
2016-05-29 19:30:00	NQ	Futures	5375.47	5382.31	5375.17	5379.04	548.0
2016-05-29 20:00:00	NQ	Futures	5378.44	5379.63	5376.36	5376.96	224.0
2016-05-29 20:30:00	NQ	Futures	5377.25	5377.55	5374.87	5375.77	142.0
2016-05-29 21:00:00	NQ	Futures	5375.17	5376.96	5372.2	5373.39	393.0
2016-05-29 21:30:00	NQ	Futures	5373.09	5381.42	5373.09	5376.36	700.0
2016-05-29 22:00:00	NQ	Futures	5377.25	5378.74	5376.36	5378.44	169.0
2016-05-29 22:30:00	NQ	Futures	5378.74	5383.2	5377.85	5382.01	199.0
2016-05-29 23:00:00	NQ	Futures	5382.61	5384.99	5382.01	5383.8	253.0
2016-05-29 23:30:00	NQ	Futures	5383.8	5384.4	5382.91	5383.8	195.0
2016-05-29 18:00:00	YM	Futures	19131.1	19145.0	19122.5	19134.3	735.0
2016-05-29 18:30:00	YM	Futures	19133.2	19137.5	19133.2	19135.4	134.0
2016-05-29 19:00:00	YM	Futures	19136.4	19137.5	19133.2	19135.4	209.0
2016-05-29 19:30:00	YM	Futures	19135.4	19155.7	19135.4	19145.0	1376.0
2016-05-29 20:00:00	YM	Futures	19143.9	19149.3	19141.8	19141.8	474.0
2016-05-29 20:30:00	YM	Futures	19141.8	19145.0	19140.7	19143.9	235.0
2016-05-29 21:00:00	YM	Futures	19142.9	19145.0	19133.2	19135.4	699.0
2016-05-29 21:30:00	YM	Futures	19136.4	19154.6	19135.4	19143.9	586.0
2016-05-29 22:00:00	YM	Futures	19142.9	19150.3	19142.9	19147.1	247.0
2016-05-29 22:30:00	YM	Futures	19147.1	19166.4	19147.1	19166.4	716.0
2016-05-29 23:00:00	YM	Futures	19166.4	19169.6	19164.3	19166.4	442.0
2016-05-29 23:30:00	YM	Futures	19166.4	19167.5	19162.1	19164.3	303.0
2016-05-29 18:00:00	CL	Futures	52.56	52.75	52.54	52.69	1113.0
2016-05-29 18:30:00	CL	Futures	52.69	52.74	52.69	52.72	439.0
2016-05-29 19:00:00	CL	Futures	52.72	52.72	52.59	52.61	767.0
2016-05-29 19:30:00	CL	Futures	52.61	52.71	52.55	52.59	1222.0
2016-05-29 20:00:00	CL	Futures	52.6	52.62	52.51	52.53	1157.0
2016-05-29 20:30:00	CL	Futures	52.54	52.56	52.43	52.45	1151.0
2016-05-29 21:00:00	CL	Futures	52.44	52.53	52.39	52.41	2405.0
2016-05-29 21:30:00	CL	Futures	52.42	52.46	52.35	52.35	1414.0
2016-05-29 22:00:00	CL	Futures	52.36	52.38	52.32	52.34	1184.0
2016-05-29 22:30:00	CL	Futures	52.34	52.39	52.33	52.37	688.0
2016-05-29 23:00:00	CL	Futures	52.38	52.39	52.36	52.37	355.0
2016-05-29 23:30:00	CL	Futures	52.37	52.39	52.26	52.28	1071.0
2016-05-29 18:00:00	GC	Futures	1653.6	1654.7	1650.9	1651.0	1059.0
2016-05-29 18:30:00	GC	Futures	1651.0	1651.1	1647.1	1648.4	987.0

> showing 50 of 456 rows — these rows as CSV

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