PREVIEW / futures_30min / 2016-06-19

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-06-19.parquet
  size:    22 KB
  rows:    562

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
2016-06-19 18:00:00	ES	Futures	2246.51	2254.64	2245.69	2254.37	21680.0
2016-06-19 18:30:00	ES	Futures	2254.37	2255.19	2251.39	2254.1	5430.0
2016-06-19 19:00:00	ES	Futures	2253.83	2254.1	2251.66	2252.47	2951.0
2016-06-19 19:30:00	ES	Futures	2252.47	2254.1	2251.93	2252.47	3849.0
2016-06-19 20:00:00	ES	Futures	2252.2	2256.0	2252.2	2256.0	8503.0
2016-06-19 20:30:00	ES	Futures	2255.73	2257.63	2255.19	2255.73	8750.0
2016-06-19 21:00:00	ES	Futures	2256.0	2258.17	2255.19	2257.63	7337.0
2016-06-19 21:30:00	ES	Futures	2257.36	2257.63	2255.46	2255.73	3707.0
2016-06-19 22:00:00	ES	Futures	2255.73	2257.9	2255.19	2257.08	5785.0
2016-06-19 22:30:00	ES	Futures	2257.08	2257.9	2256.81	2257.08	2148.0
2016-06-19 23:00:00	ES	Futures	2257.08	2258.17	2256.81	2257.9	2839.0
2016-06-19 23:30:00	ES	Futures	2257.63	2260.34	2257.63	2260.07	7704.0
2016-06-19 18:00:00	NQ	Futures	5225.44	5245.41	5225.44	5243.32	2575.0
2016-06-19 18:30:00	NQ	Futures	5243.03	5244.81	5236.47	5242.73	957.0
2016-06-19 19:00:00	NQ	Futures	5242.73	5243.03	5237.66	5238.55	380.0
2016-06-19 19:30:00	NQ	Futures	5239.15	5241.24	5237.66	5238.55	377.0
2016-06-19 20:00:00	NQ	Futures	5238.85	5249.58	5238.85	5249.28	1053.0
2016-06-19 20:30:00	NQ	Futures	5248.99	5251.37	5247.5	5249.28	809.0
2016-06-19 21:00:00	NQ	Futures	5249.28	5255.25	5247.5	5253.46	793.0
2016-06-19 21:30:00	NQ	Futures	5252.86	5253.16	5247.79	5248.39	436.0
2016-06-19 22:00:00	NQ	Futures	5248.69	5252.56	5246.01	5251.07	438.0
2016-06-19 22:30:00	NQ	Futures	5251.37	5252.86	5250.18	5250.77	283.0
2016-06-19 23:00:00	NQ	Futures	5250.18	5253.46	5250.18	5252.86	320.0
2016-06-19 23:30:00	NQ	Futures	5252.86	5260.31	5252.56	5259.72	803.0
2016-06-19 18:00:00	YM	Futures	18983.2	19053.1	18983.2	19051.0	2810.0
2016-06-19 18:30:00	YM	Futures	19051.0	19056.4	19027.3	19047.8	1241.0
2016-06-19 19:00:00	YM	Futures	19048.8	19048.8	19031.6	19033.8	463.0
2016-06-19 19:30:00	YM	Futures	19034.8	19045.6	19033.8	19037.0	514.0
2016-06-19 20:00:00	YM	Futures	19037.0	19071.4	19037.0	19071.4	1630.0
2016-06-19 20:30:00	YM	Futures	19070.4	19080.0	19065.0	19066.0	971.0
2016-06-19 21:00:00	YM	Futures	19066.0	19085.4	19061.7	19079.0	1122.0
2016-06-19 21:30:00	YM	Futures	19077.9	19080.0	19060.7	19063.9	772.0
2016-06-19 22:00:00	YM	Futures	19063.9	19076.8	19057.4	19072.5	712.0
2016-06-19 22:30:00	YM	Futures	19072.5	19076.8	19071.4	19072.5	317.0
2016-06-19 23:00:00	YM	Futures	19072.5	19080.0	19070.4	19077.9	358.0
2016-06-19 23:30:00	YM	Futures	19077.9	19099.4	19075.7	19096.2	1164.0
2016-06-19 18:00:00	CL	Futures	51.39	51.39	51.01	51.19	2297.0
2016-06-19 18:30:00	CL	Futures	51.19	51.24	51.1	51.18	1090.0
2016-06-19 19:00:00	CL	Futures	51.17	51.21	51.09	51.19	1119.0
2016-06-19 19:30:00	CL	Futures	51.21	51.22	51.15	51.16	635.0
2016-06-19 20:00:00	CL	Futures	51.17	51.18	51.12	51.15	621.0
2016-06-19 20:30:00	CL	Futures	51.16	51.24	51.08	51.11	1378.0
2016-06-19 21:00:00	CL	Futures	51.12	51.32	51.11	51.32	1799.0
2016-06-19 21:30:00	CL	Futures	51.32	51.49	51.31	51.41	2727.0
2016-06-19 22:00:00	CL	Futures	51.41	51.48	51.3	51.33	1268.0
2016-06-19 22:30:00	CL	Futures	51.32	51.39	51.28	51.33	1065.0
2016-06-19 23:00:00	CL	Futures	51.32	51.48	51.32	51.45	1142.0
2016-06-19 23:30:00	CL	Futures	51.45	51.5	51.43	51.48	594.0
2016-06-19 18:00:00	GC	Futures	1759.6	1762.3	1745.0	1757.3	7789.0
2016-06-19 18:30:00	GC	Futures	1757.2	1764.8	1756.2	1759.3	2348.0

> showing 50 of 562 rows — these rows as CSV

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