PREVIEW / futures_30min / 2016-06-26

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-06-26.parquet
  size:    23 KB
  rows:    574

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
2016-06-26 18:00:00	ES	Futures	2184.41	2185.76	2173.83	2178.44	44381.0
2016-06-26 18:30:00	ES	Futures	2178.44	2180.34	2173.83	2180.07	9846.0
2016-06-26 19:00:00	ES	Futures	2180.07	2181.42	2175.46	2176.54	13158.0
2016-06-26 19:30:00	ES	Futures	2176.27	2177.63	2171.12	2177.36	17633.0
2016-06-26 20:00:00	ES	Futures	2177.36	2180.88	2174.1	2175.19	18068.0
2016-06-26 20:30:00	ES	Futures	2175.19	2178.98	2173.83	2175.19	11839.0
2016-06-26 21:00:00	ES	Futures	2175.46	2179.53	2172.47	2175.46	12987.0
2016-06-26 21:30:00	ES	Futures	2175.73	2178.71	2172.75	2178.71	12155.0
2016-06-26 22:00:00	ES	Futures	2178.98	2179.25	2175.46	2177.9	8123.0
2016-06-26 22:30:00	ES	Futures	2177.9	2179.8	2176.81	2179.53	5979.0
2016-06-26 23:00:00	ES	Futures	2179.8	2183.32	2179.8	2181.69	8417.0
2016-06-26 23:30:00	ES	Futures	2181.42	2182.51	2180.34	2181.69	4996.0
2016-06-26 18:00:00	NQ	Futures	5066.88	5070.45	5041.54	5050.78	2672.0
2016-06-26 18:30:00	NQ	Futures	5050.48	5054.06	5037.37	5051.97	1354.0
2016-06-26 19:00:00	NQ	Futures	5051.97	5057.64	5043.63	5046.31	660.0
2016-06-26 19:30:00	NQ	Futures	5046.61	5048.4	5025.15	5047.21	1340.0
2016-06-26 20:00:00	NQ	Futures	5047.8	5056.15	5039.46	5041.84	1231.0
2016-06-26 20:30:00	NQ	Futures	5040.95	5051.38	5039.16	5041.54	837.0
2016-06-26 21:00:00	NQ	Futures	5043.03	5051.08	5037.37	5043.63	865.0
2016-06-26 21:30:00	NQ	Futures	5044.22	5051.97	5036.18	5051.68	769.0
2016-06-26 22:00:00	NQ	Futures	5051.08	5054.36	5044.82	5050.78	803.0
2016-06-26 22:30:00	NQ	Futures	5051.68	5054.95	5048.7	5054.66	269.0
2016-06-26 23:00:00	NQ	Futures	5054.66	5065.68	5054.66	5061.51	922.0
2016-06-26 23:30:00	NQ	Futures	5061.21	5063.9	5059.43	5063.0	565.0
2016-06-26 18:00:00	YM	Futures	18494.6	18544.1	18426.8	18459.1	3080.0
2016-06-26 18:30:00	YM	Futures	18459.1	18477.4	18428.9	18475.2	1373.0
2016-06-26 19:00:00	YM	Futures	18475.2	18489.2	18447.2	18452.6	1346.0
2016-06-26 19:30:00	YM	Futures	18454.8	18459.1	18408.5	18454.8	2002.0
2016-06-26 20:00:00	YM	Futures	18454.8	18478.4	18431.1	18441.8	3859.0
2016-06-26 20:30:00	YM	Futures	18441.8	18466.6	18431.1	18440.8	2402.0
2016-06-26 21:00:00	YM	Futures	18444.0	18469.8	18426.8	18446.2	2917.0
2016-06-26 21:30:00	YM	Futures	18448.3	18465.5	18424.6	18464.4	2393.0
2016-06-26 22:00:00	YM	Futures	18466.6	18470.9	18440.8	18459.1	1550.0
2016-06-26 22:30:00	YM	Futures	18460.1	18476.3	18454.8	18476.3	857.0
2016-06-26 23:00:00	YM	Futures	18477.4	18508.6	18477.4	18490.3	1546.0
2016-06-26 23:30:00	YM	Futures	18490.3	18501.0	18482.7	18497.8	1056.0
2016-06-26 18:00:00	CL	Futures	50.05	50.06	49.6	49.64	3280.0
2016-06-26 18:30:00	CL	Futures	49.64	49.65	49.5	49.55	1548.0
2016-06-26 19:00:00	CL	Futures	49.55	49.57	49.36	49.39	1460.0
2016-06-26 19:30:00	CL	Futures	49.38	49.39	49.12	49.26	2963.0
2016-06-26 20:00:00	CL	Futures	49.27	49.5	49.26	49.26	2622.0
2016-06-26 20:30:00	CL	Futures	49.27	49.34	49.18	49.34	2152.0
2016-06-26 21:00:00	CL	Futures	49.34	49.45	49.26	49.42	3699.0
2016-06-26 21:30:00	CL	Futures	49.42	49.64	49.35	49.53	3371.0
2016-06-26 22:00:00	CL	Futures	49.55	49.64	49.5	49.61	2101.0
2016-06-26 22:30:00	CL	Futures	49.6	49.65	49.55	49.6	1221.0
2016-06-26 23:00:00	CL	Futures	49.6	49.71	49.6	49.61	1253.0
2016-06-26 23:30:00	CL	Futures	49.6	49.65	49.56	49.62	866.0
2016-06-26 18:00:00	GC	Futures	1799.5	1814.0	1799.3	1809.8	8234.0
2016-06-26 18:30:00	GC	Futures	1809.7	1815.4	1808.7	1814.7	2740.0

> showing 50 of 574 rows — these rows as CSV

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