PREVIEW / futures_30min / 2016-06-12

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-06-12.parquet
  size:    21 KB
  rows:    546

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
2016-06-12 18:00:00	ES	Futures	2256.22	2259.19	2256.22	2258.92	4560.0
2016-06-12 18:30:00	ES	Futures	2258.65	2260.27	2258.38	2258.65	1190.0
2016-06-12 19:00:00	ES	Futures	2258.65	2261.08	2258.65	2260.54	1483.0
2016-06-12 19:30:00	ES	Futures	2260.54	2260.81	2258.11	2258.65	1203.0
2016-06-12 20:00:00	ES	Futures	2258.65	2258.65	2257.57	2258.38	1592.0
2016-06-12 20:30:00	ES	Futures	2258.65	2258.92	2256.49	2256.49	1811.0
2016-06-12 21:00:00	ES	Futures	2256.76	2258.65	2255.41	2255.41	2634.0
2016-06-12 21:30:00	ES	Futures	2255.68	2256.76	2254.87	2255.41	1764.0
2016-06-12 22:00:00	ES	Futures	2255.68	2257.03	2255.14	2255.68	2580.0
2016-06-12 22:30:00	ES	Futures	2255.95	2255.95	2254.87	2254.87	864.0
2016-06-12 23:00:00	ES	Futures	2255.14	2255.41	2254.33	2254.87	1094.0
2016-06-12 23:30:00	ES	Futures	2254.6	2254.87	2254.06	2254.6	971.0
2016-06-12 18:00:00	NQ	Futures	5306.44	5306.44	5297.22	5300.49	240.0
2016-06-12 18:30:00	NQ	Futures	5300.19	5302.87	5300.19	5300.49	155.0
2016-06-12 19:00:00	NQ	Futures	5301.38	5306.74	5300.79	5306.74	77.0
2016-06-12 19:30:00	NQ	Futures	5306.14	5307.93	5300.19	5301.68	162.0
2016-06-12 20:00:00	NQ	Futures	5301.09	5303.76	5300.19	5303.47	114.0
2016-06-12 20:30:00	NQ	Futures	5303.47	5303.47	5298.41	5298.41	93.0
2016-06-12 21:00:00	NQ	Futures	5298.41	5301.68	5293.65	5294.24	91.0
2016-06-12 21:30:00	NQ	Futures	5293.95	5295.73	5291.86	5293.95	211.0
2016-06-12 22:00:00	NQ	Futures	5294.54	5298.71	5293.95	5294.84	107.0
2016-06-12 22:30:00	NQ	Futures	5294.84	5295.43	5293.65	5294.24	23.0
2016-06-12 23:00:00	NQ	Futures	5294.24	5295.73	5293.95	5293.95	41.0
2016-06-12 23:30:00	NQ	Futures	5293.65	5294.24	5292.16	5293.05	42.0
2016-06-12 18:00:00	YM	Futures	19073.6	19091.9	19072.5	19090.8	642.0
2016-06-12 18:30:00	YM	Futures	19090.8	19100.5	19085.4	19086.5	392.0
2016-06-12 19:00:00	YM	Futures	19086.5	19100.5	19086.5	19099.4	417.0
2016-06-12 19:30:00	YM	Futures	19099.4	19099.4	19084.3	19086.5	542.0
2016-06-12 20:00:00	YM	Futures	19086.5	19093.0	19083.3	19089.7	408.0
2016-06-12 20:30:00	YM	Futures	19089.7	19093.0	19076.8	19077.9	447.0
2016-06-12 21:00:00	YM	Futures	19076.8	19087.6	19066.0	19067.1	912.0
2016-06-12 21:30:00	YM	Futures	19068.2	19070.4	19058.5	19061.7	917.0
2016-06-12 22:00:00	YM	Futures	19061.7	19072.5	19059.6	19066.0	731.0
2016-06-12 22:30:00	YM	Futures	19067.1	19067.1	19059.6	19059.6	371.0
2016-06-12 23:00:00	YM	Futures	19059.6	19061.7	19053.1	19057.4	468.0
2016-06-12 23:30:00	YM	Futures	19056.4	19058.5	19052.1	19056.4	184.0
2016-06-12 18:00:00	CL	Futures	51.83	51.91	51.54	51.69	2407.0
2016-06-12 18:30:00	CL	Futures	51.69	51.73	51.64	51.7	734.0
2016-06-12 19:00:00	CL	Futures	51.7	51.71	51.65	51.7	418.0
2016-06-12 19:30:00	CL	Futures	51.69	51.7	51.58	51.63	1054.0
2016-06-12 20:00:00	CL	Futures	51.63	51.7	51.62	51.67	1130.0
2016-06-12 20:30:00	CL	Futures	51.67	51.68	51.55	51.61	1306.0
2016-06-12 21:00:00	CL	Futures	51.59	51.59	51.15	51.15	5669.0
2016-06-12 21:30:00	CL	Futures	51.15	51.37	51.15	51.31	2965.0
2016-06-12 22:00:00	CL	Futures	51.31	51.45	51.27	51.38	2166.0
2016-06-12 22:30:00	CL	Futures	51.38	51.46	51.38	51.46	1428.0
2016-06-12 23:00:00	CL	Futures	51.45	51.56	51.41	51.54	1809.0
2016-06-12 23:30:00	CL	Futures	51.54	51.56	51.43	51.44	1240.0
2016-06-12 18:00:00	GC	Futures	1739.6	1742.2	1737.8	1741.5	2385.0
2016-06-12 18:30:00	GC	Futures	1741.5	1742.2	1740.3	1741.2	853.0

> showing 50 of 546 rows — these rows as CSV

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