PREVIEW / futures_30min / 2016-07-17

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-07-17.parquet
  size:    21 KB
  rows:    537

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
2016-07-17 18:00:00	ES	Futures	2337.08	2343.86	2336.0	2342.78	17846.0
2016-07-17 18:30:00	ES	Futures	2342.78	2343.32	2341.42	2341.97	3716.0
2016-07-17 19:00:00	ES	Futures	2341.69	2342.24	2338.44	2338.44	5240.0
2016-07-17 19:30:00	ES	Futures	2338.44	2339.25	2337.9	2338.71	2838.0
2016-07-17 20:00:00	ES	Futures	2338.71	2339.53	2338.17	2338.98	1827.0
2016-07-17 20:30:00	ES	Futures	2338.71	2339.8	2338.44	2338.44	1921.0
2016-07-17 21:00:00	ES	Futures	2338.71	2341.15	2338.44	2340.34	2856.0
2016-07-17 21:30:00	ES	Futures	2340.61	2341.42	2338.44	2338.71	3096.0
2016-07-17 22:00:00	ES	Futures	2338.98	2340.88	2338.44	2340.34	2883.0
2016-07-17 22:30:00	ES	Futures	2340.07	2340.61	2338.17	2338.71	1680.0
2016-07-17 23:00:00	ES	Futures	2338.71	2339.8	2338.17	2338.17	2486.0
2016-07-17 23:30:00	ES	Futures	2338.17	2338.98	2337.9	2338.71	1917.0
2016-07-17 18:00:00	NQ	Futures	5460.3	5478.49	5456.73	5474.91	1947.0
2016-07-17 18:30:00	NQ	Futures	5474.91	5476.4	5468.95	5471.33	620.0
2016-07-17 19:00:00	NQ	Futures	5471.33	5472.52	5465.67	5465.97	820.0
2016-07-17 19:30:00	NQ	Futures	5465.67	5468.95	5464.78	5467.46	602.0
2016-07-17 20:00:00	NQ	Futures	5467.46	5468.95	5465.97	5466.86	433.0
2016-07-17 20:30:00	NQ	Futures	5467.16	5470.44	5466.56	5466.86	322.0
2016-07-17 21:00:00	NQ	Futures	5466.86	5473.12	5466.27	5471.93	529.0
2016-07-17 21:30:00	NQ	Futures	5472.23	5475.21	5467.76	5468.35	733.0
2016-07-17 22:00:00	NQ	Futures	5468.05	5472.52	5467.46	5470.74	722.0
2016-07-17 22:30:00	NQ	Futures	5471.03	5471.33	5465.37	5466.56	787.0
2016-07-17 23:00:00	NQ	Futures	5466.27	5468.35	5463.29	5463.88	852.0
2016-07-17 23:30:00	NQ	Futures	5463.88	5466.86	5463.88	5466.27	409.0
2016-07-17 18:00:00	YM	Futures	19829.1	19881.8	19824.8	19877.5	1751.0
2016-07-17 18:30:00	YM	Futures	19876.4	19879.7	19853.8	19864.6	618.0
2016-07-17 19:00:00	YM	Futures	19864.6	19866.7	19842.0	19842.0	654.0
2016-07-17 19:30:00	YM	Futures	19840.9	19852.8	19839.8	19847.4	393.0
2016-07-17 20:00:00	YM	Futures	19847.4	19851.7	19842.0	19848.4	240.0
2016-07-17 20:30:00	YM	Futures	19848.4	19854.9	19845.2	19847.4	279.0
2016-07-17 21:00:00	YM	Futures	19845.2	19865.7	19844.1	19860.3	611.0
2016-07-17 21:30:00	YM	Futures	19860.3	19870.0	19847.4	19847.4	602.0
2016-07-17 22:00:00	YM	Futures	19848.4	19863.5	19847.4	19860.3	389.0
2016-07-17 22:30:00	YM	Futures	19863.5	19863.5	19847.4	19849.5	213.0
2016-07-17 23:00:00	YM	Futures	19849.5	19864.6	19838.8	19840.9	2577.0
2016-07-17 23:30:00	YM	Futures	19842.0	19850.6	19835.5	19844.1	1018.0
2016-07-17 18:00:00	CL	Futures	48.29	48.3	47.82	47.95	2287.0
2016-07-17 18:30:00	CL	Futures	47.95	48.1	47.94	48.06	792.0
2016-07-17 19:00:00	CL	Futures	48.04	48.12	47.98	48.08	865.0
2016-07-17 19:30:00	CL	Futures	48.08	48.13	48.04	48.08	538.0
2016-07-17 20:00:00	CL	Futures	48.07	48.09	47.91	47.95	1248.0
2016-07-17 20:30:00	CL	Futures	47.96	48.06	47.96	48.03	465.0
2016-07-17 21:00:00	CL	Futures	48.02	48.04	47.92	47.98	1085.0
2016-07-17 21:30:00	CL	Futures	47.98	48.11	47.97	48.06	957.0
2016-07-17 22:00:00	CL	Futures	48.06	48.2	48.02	48.19	1580.0
2016-07-17 22:30:00	CL	Futures	48.19	48.19	48.13	48.18	1031.0
2016-07-17 23:00:00	CL	Futures	48.17	48.24	48.15	48.19	1312.0
2016-07-17 23:30:00	CL	Futures	48.18	48.23	48.16	48.21	921.0
2016-07-17 18:00:00	GC	Futures	1814.6	1816.6	1811.6	1812.1	2421.0
2016-07-17 18:30:00	GC	Futures	1812.3	1813.0	1810.2	1811.6	1058.0

> showing 50 of 537 rows — these rows as CSV

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