PREVIEW / futures_30min / 2016-07-10

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-07-10.parquet
  size:    21 KB
  rows:    548

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
2016-07-10 18:00:00	ES	Futures	2299.93	2300.47	2299.66	2300.2	6107.0
2016-07-10 18:30:00	ES	Futures	2300.2	2300.2	2299.66	2300.2	1583.0
2016-07-10 19:00:00	ES	Futures	2300.2	2302.1	2299.66	2301.83	2241.0
2016-07-10 19:30:00	ES	Futures	2301.83	2302.1	2301.29	2301.83	1796.0
2016-07-10 20:00:00	ES	Futures	2301.56	2303.73	2301.56	2302.92	6207.0
2016-07-10 20:30:00	ES	Futures	2302.92	2303.73	2302.1	2303.46	3551.0
2016-07-10 21:00:00	ES	Futures	2303.46	2304.81	2302.92	2304.54	4023.0
2016-07-10 21:30:00	ES	Futures	2304.27	2304.54	2302.37	2302.37	3631.0
2016-07-10 22:00:00	ES	Futures	2302.64	2306.17	2302.37	2305.08	5444.0
2016-07-10 22:30:00	ES	Futures	2305.36	2313.76	2304.54	2311.59	17222.0
2016-07-10 23:00:00	ES	Futures	2311.59	2311.86	2309.42	2309.69	3577.0
2016-07-10 23:30:00	ES	Futures	2309.69	2309.69	2308.34	2308.88	3539.0
2016-07-10 18:00:00	NQ	Futures	5388.18	5388.18	5383.71	5385.2	574.0
2016-07-10 18:30:00	NQ	Futures	5384.9	5387.58	5384.9	5385.79	129.0
2016-07-10 19:00:00	NQ	Futures	5385.2	5390.26	5384.9	5389.67	259.0
2016-07-10 19:30:00	NQ	Futures	5389.37	5390.26	5388.77	5389.07	114.0
2016-07-10 20:00:00	NQ	Futures	5389.37	5395.03	5389.37	5391.75	703.0
2016-07-10 20:30:00	NQ	Futures	5392.35	5396.82	5391.16	5395.03	374.0
2016-07-10 21:00:00	NQ	Futures	5395.33	5399.5	5394.44	5398.31	625.0
2016-07-10 21:30:00	NQ	Futures	5398.01	5398.01	5392.35	5393.54	503.0
2016-07-10 22:00:00	NQ	Futures	5393.54	5402.18	5393.24	5399.8	525.0
2016-07-10 22:30:00	NQ	Futures	5400.4	5417.98	5398.61	5414.7	2064.0
2016-07-10 23:00:00	NQ	Futures	5414.7	5415.6	5410.23	5411.13	456.0
2016-07-10 23:30:00	NQ	Futures	5410.83	5410.83	5407.85	5408.44	436.0
2016-07-10 18:00:00	YM	Futures	19419.0	19423.3	19407.2	19412.6	545.0
2016-07-10 18:30:00	YM	Futures	19412.6	19413.7	19408.3	19409.4	120.0
2016-07-10 19:00:00	YM	Futures	19409.4	19427.7	19409.4	19424.4	274.0
2016-07-10 19:30:00	YM	Futures	19425.5	19427.7	19419.0	19424.4	276.0
2016-07-10 20:00:00	YM	Futures	19423.3	19443.8	19423.3	19434.1	821.0
2016-07-10 20:30:00	YM	Futures	19435.2	19447.0	19429.8	19442.7	810.0
2016-07-10 21:00:00	YM	Futures	19443.8	19456.7	19439.5	19452.4	944.0
2016-07-10 21:30:00	YM	Futures	19452.4	19452.4	19437.3	19440.6	726.0
2016-07-10 22:00:00	YM	Futures	19439.5	19468.5	19438.4	19463.2	1181.0
2016-07-10 22:30:00	YM	Futures	19463.2	19522.4	19457.8	19510.5	3314.0
2016-07-10 23:00:00	YM	Futures	19510.5	19513.7	19495.5	19498.7	766.0
2016-07-10 23:30:00	YM	Futures	19497.6	19498.7	19484.7	19492.2	613.0
2016-07-10 18:00:00	CL	Futures	47.19	47.42	46.99	47.31	2770.0
2016-07-10 18:30:00	CL	Futures	47.31	47.36	47.24	47.33	877.0
2016-07-10 19:00:00	CL	Futures	47.32	47.34	47.21	47.21	443.0
2016-07-10 19:30:00	CL	Futures	47.21	47.23	47.04	47.19	1677.0
2016-07-10 20:00:00	CL	Futures	47.19	47.28	47.12	47.14	1066.0
2016-07-10 20:30:00	CL	Futures	47.15	47.17	47.07	47.1	584.0
2016-07-10 21:00:00	CL	Futures	47.1	47.24	47.07	47.22	1149.0
2016-07-10 21:30:00	CL	Futures	47.22	47.22	46.99	47.02	2373.0
2016-07-10 22:00:00	CL	Futures	47.02	47.07	46.91	47.0	2976.0
2016-07-10 22:30:00	CL	Futures	46.99	47.1	46.97	47.05	1241.0
2016-07-10 23:00:00	CL	Futures	47.05	47.11	47.05	47.1	637.0
2016-07-10 23:30:00	CL	Futures	47.1	47.17	47.06	47.14	743.0
2016-07-10 18:00:00	GC	Futures	1862.9	1866.3	1861.9	1864.3	2686.0
2016-07-10 18:30:00	GC	Futures	1864.4	1873.2	1863.9	1870.1	3164.0

> showing 50 of 548 rows — these rows as CSV

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