PREVIEW / futures_30min / 2016-07-31

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-07-31.parquet
  size:    22 KB
  rows:    540

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
2016-07-31 18:00:00	ES	Futures	2358.24	2358.78	2356.61	2357.15	7700.0
2016-07-31 18:30:00	ES	Futures	2357.15	2357.42	2356.34	2356.34	1515.0
2016-07-31 19:00:00	ES	Futures	2356.61	2356.61	2355.25	2355.53	2208.0
2016-07-31 19:30:00	ES	Futures	2355.25	2355.53	2354.71	2354.98	1535.0
2016-07-31 20:00:00	ES	Futures	2355.25	2356.07	2353.9	2355.53	4375.0
2016-07-31 20:30:00	ES	Futures	2355.53	2356.88	2355.53	2356.61	2983.0
2016-07-31 21:00:00	ES	Futures	2356.61	2358.24	2355.8	2357.97	4569.0
2016-07-31 21:30:00	ES	Futures	2357.97	2359.05	2357.15	2358.78	4604.0
2016-07-31 22:00:00	ES	Futures	2358.78	2361.49	2358.51	2361.22	7909.0
2016-07-31 22:30:00	ES	Futures	2361.22	2362.03	2360.68	2361.49	3867.0
2016-07-31 23:00:00	ES	Futures	2361.22	2361.76	2360.95	2361.49	1852.0
2016-07-31 23:30:00	ES	Futures	2361.49	2361.76	2360.95	2361.49	1567.0
2016-07-31 18:00:00	NQ	Futures	5648.08	5649.87	5643.61	5644.8	693.0
2016-07-31 18:30:00	NQ	Futures	5644.5	5644.5	5641.82	5642.12	228.0
2016-07-31 19:00:00	NQ	Futures	5642.12	5642.12	5639.73	5640.92	316.0
2016-07-31 19:30:00	NQ	Futures	5640.63	5640.63	5638.84	5639.43	217.0
2016-07-31 20:00:00	NQ	Futures	5639.73	5642.41	5637.05	5640.63	375.0
2016-07-31 20:30:00	NQ	Futures	5641.22	5643.9	5637.35	5642.12	674.0
2016-07-31 21:00:00	NQ	Futures	5642.12	5645.39	5638.84	5643.31	1623.0
2016-07-31 21:30:00	NQ	Futures	5643.31	5646.59	5641.82	5645.99	865.0
2016-07-31 22:00:00	NQ	Futures	5645.99	5652.85	5645.39	5652.85	1349.0
2016-07-31 22:30:00	NQ	Futures	5652.85	5655.83	5651.95	5654.63	935.0
2016-07-31 23:00:00	NQ	Futures	5655.23	5655.53	5653.44	5654.04	352.0
2016-07-31 23:30:00	NQ	Futures	5654.34	5654.93	5653.14	5654.34	252.0
2016-07-31 18:00:00	YM	Futures	19811.9	19842.0	19798.9	19807.6	1745.0
2016-07-31 18:30:00	YM	Futures	19806.5	19806.5	19797.9	19800.0	182.0
2016-07-31 19:00:00	YM	Futures	19801.1	19801.1	19791.4	19794.6	415.0
2016-07-31 19:30:00	YM	Futures	19793.6	19793.6	19790.3	19791.4	180.0
2016-07-31 20:00:00	YM	Futures	19791.4	19802.2	19785.0	19798.9	620.0
2016-07-31 20:30:00	YM	Futures	19797.9	19807.6	19796.8	19807.6	413.0
2016-07-31 21:00:00	YM	Futures	19806.5	19820.5	19798.9	19820.5	991.0
2016-07-31 21:30:00	YM	Futures	19820.5	19829.1	19814.0	19826.9	911.0
2016-07-31 22:00:00	YM	Futures	19826.9	19844.1	19824.8	19844.1	891.0
2016-07-31 22:30:00	YM	Futures	19844.1	19853.8	19840.9	19850.6	1059.0
2016-07-31 23:00:00	YM	Futures	19850.6	19851.7	19844.1	19845.2	460.0
2016-07-31 23:30:00	YM	Futures	19846.3	19851.7	19844.1	19849.5	339.0
2016-07-31 18:00:00	CL	Futures	42.64	42.75	42.51	42.65	1501.0
2016-07-31 18:30:00	CL	Futures	42.66	42.68	42.62	42.66	485.0
2016-07-31 19:00:00	CL	Futures	42.66	42.66	42.6	42.6	512.0
2016-07-31 19:30:00	CL	Futures	42.61	42.64	42.57	42.63	878.0
2016-07-31 20:00:00	CL	Futures	42.63	42.69	42.62	42.69	1115.0
2016-07-31 20:30:00	CL	Futures	42.69	42.78	42.67	42.74	2311.0
2016-07-31 21:00:00	CL	Futures	42.74	42.92	42.73	42.91	4363.0
2016-07-31 21:30:00	CL	Futures	42.92	42.93	42.82	42.89	1617.0
2016-07-31 22:00:00	CL	Futures	42.89	43.08	42.84	43.04	1734.0
2016-07-31 22:30:00	CL	Futures	43.04	43.14	42.98	43.0	3566.0
2016-07-31 23:00:00	CL	Futures	43.0	43.1	42.99	43.04	1082.0
2016-07-31 23:30:00	CL	Futures	43.04	43.11	43.03	43.06	1402.0
2016-07-31 18:00:00	GC	Futures	1836.2	1837.6	1832.2	1836.1	1010.0
2016-07-31 18:30:00	GC	Futures	1836.1	1837.2	1835.7	1835.7	236.0

> showing 50 of 540 rows — these rows as CSV

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