PREVIEW / futures_30min / 2016-07-24

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-07-24.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
2016-07-24 18:00:00	ES	Futures	2351.46	2351.73	2350.1	2351.19	3038.0
2016-07-24 18:30:00	ES	Futures	2351.19	2351.46	2350.64	2351.19	580.0
2016-07-24 19:00:00	ES	Futures	2351.19	2351.73	2351.19	2351.73	951.0
2016-07-24 19:30:00	ES	Futures	2351.73	2351.73	2350.64	2350.92	1290.0
2016-07-24 20:00:00	ES	Futures	2351.19	2353.63	2350.64	2353.36	5091.0
2016-07-24 20:30:00	ES	Futures	2353.36	2353.9	2352.54	2353.36	2632.0
2016-07-24 21:00:00	ES	Futures	2353.08	2356.61	2352.81	2353.9	7909.0
2016-07-24 21:30:00	ES	Futures	2353.9	2354.44	2350.64	2351.19	4942.0
2016-07-24 22:00:00	ES	Futures	2351.46	2351.46	2349.56	2350.64	3275.0
2016-07-24 22:30:00	ES	Futures	2350.92	2351.46	2350.1	2351.19	1935.0
2016-07-24 23:00:00	ES	Futures	2351.19	2351.19	2350.64	2350.92	536.0
2016-07-24 23:30:00	ES	Futures	2350.64	2350.64	2349.29	2349.83	1718.0
2016-07-24 18:00:00	NQ	Futures	5554.79	5555.68	5551.51	5553.0	295.0
2016-07-24 18:30:00	NQ	Futures	5553.3	5554.79	5552.7	5554.19	38.0
2016-07-24 19:00:00	NQ	Futures	5554.19	5555.09	5553.59	5554.49	174.0
2016-07-24 19:30:00	NQ	Futures	5554.79	5555.09	5553.0	5553.0	104.0
2016-07-24 20:00:00	NQ	Futures	5553.0	5559.56	5552.1	5559.26	622.0
2016-07-24 20:30:00	NQ	Futures	5559.26	5561.05	5557.47	5559.56	313.0
2016-07-24 21:00:00	NQ	Futures	5559.26	5567.01	5558.66	5561.05	1062.0
2016-07-24 21:30:00	NQ	Futures	5560.15	5561.64	5550.02	5551.51	767.0
2016-07-24 22:00:00	NQ	Futures	5551.81	5552.4	5547.34	5549.12	673.0
2016-07-24 22:30:00	NQ	Futures	5549.72	5552.1	5547.93	5551.21	244.0
2016-07-24 23:00:00	NQ	Futures	5550.32	5550.32	5549.12	5549.42	133.0
2016-07-24 23:30:00	NQ	Futures	5548.83	5548.83	5544.95	5546.74	556.0
2016-07-24 18:00:00	YM	Futures	19896.9	19896.9	19884.0	19892.6	845.0
2016-07-24 18:30:00	YM	Futures	19892.6	19896.9	19890.4	19894.7	69.0
2016-07-24 19:00:00	YM	Futures	19893.6	19899.0	19893.6	19896.9	194.0
2016-07-24 19:30:00	YM	Futures	19896.9	19896.9	19892.6	19892.6	129.0
2016-07-24 20:00:00	YM	Futures	19893.6	19914.1	19892.6	19911.9	785.0
2016-07-24 20:30:00	YM	Futures	19913.0	19919.5	19909.8	19915.2	605.0
2016-07-24 21:00:00	YM	Futures	19915.2	19938.9	19913.0	19915.2	1543.0
2016-07-24 21:30:00	YM	Futures	19914.1	19917.3	19887.2	19892.6	1006.0
2016-07-24 22:00:00	YM	Futures	19892.6	19893.6	19880.7	19891.5	583.0
2016-07-24 22:30:00	YM	Futures	19891.5	19900.1	19888.3	19894.7	393.0
2016-07-24 23:00:00	YM	Futures	19896.9	19896.9	19891.5	19893.6	225.0
2016-07-24 23:30:00	YM	Futures	19892.6	19892.6	19879.7	19885.0	336.0
2016-07-24 18:00:00	CL	Futures	45.58	45.64	45.41	45.5	1730.0
2016-07-24 18:30:00	CL	Futures	45.51	45.56	45.49	45.52	566.0
2016-07-24 19:00:00	CL	Futures	45.51	45.65	45.51	45.58	1148.0
2016-07-24 19:30:00	CL	Futures	45.58	45.67	45.58	45.62	1314.0
2016-07-24 20:00:00	CL	Futures	45.62	45.76	45.61	45.74	1791.0
2016-07-24 20:30:00	CL	Futures	45.73	45.76	45.65	45.71	1000.0
2016-07-24 21:00:00	CL	Futures	45.71	45.76	45.55	45.58	2392.0
2016-07-24 21:30:00	CL	Futures	45.59	45.61	45.51	45.54	1334.0
2016-07-24 22:00:00	CL	Futures	45.54	45.6	45.53	45.57	932.0
2016-07-24 22:30:00	CL	Futures	45.57	45.57	45.46	45.48	1791.0
2016-07-24 23:00:00	CL	Futures	45.48	45.54	45.45	45.52	1469.0
2016-07-24 23:30:00	CL	Futures	45.52	45.54	45.49	45.51	531.0
2016-07-24 18:00:00	GC	Futures	1800.0	1800.2	1796.4	1797.4	902.0
2016-07-24 18:30:00	GC	Futures	1797.3	1798.7	1796.9	1798.5	609.0

> showing 50 of 537 rows — these rows as CSV

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