PREVIEW / futures_30min / 2016-08-07

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-08-07.parquet
  size:    21 KB
  rows:    546

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
2016-08-07 18:00:00	ES	Futures	2360.41	2362.3	2360.41	2362.3	2783.0
2016-08-07 18:30:00	ES	Futures	2362.3	2363.39	2362.03	2362.85	2586.0
2016-08-07 19:00:00	ES	Futures	2362.85	2363.12	2362.3	2362.58	837.0
2016-08-07 19:30:00	ES	Futures	2362.58	2362.58	2361.76	2361.76	1481.0
2016-08-07 20:00:00	ES	Futures	2361.76	2362.3	2361.49	2361.49	1811.0
2016-08-07 20:30:00	ES	Futures	2361.76	2362.58	2361.49	2362.03	1838.0
2016-08-07 21:00:00	ES	Futures	2362.03	2362.58	2360.95	2361.22	1810.0
2016-08-07 21:30:00	ES	Futures	2361.22	2362.3	2360.68	2362.03	1628.0
2016-08-07 22:00:00	ES	Futures	2362.3	2362.58	2361.76	2362.58	1619.0
2016-08-07 22:30:00	ES	Futures	2362.3	2363.39	2362.3	2362.85	1380.0
2016-08-07 23:00:00	ES	Futures	2362.85	2363.12	2362.58	2362.58	837.0
2016-08-07 23:30:00	ES	Futures	2362.58	2362.58	2362.03	2362.3	1262.0
2016-08-07 18:00:00	NQ	Futures	5704.41	5706.79	5701.13	5706.5	465.0
2016-08-07 18:30:00	NQ	Futures	5706.2	5709.18	5706.2	5708.88	377.0
2016-08-07 19:00:00	NQ	Futures	5708.58	5709.18	5707.39	5707.69	155.0
2016-08-07 19:30:00	NQ	Futures	5707.69	5707.99	5706.5	5706.5	240.0
2016-08-07 20:00:00	NQ	Futures	5706.79	5707.39	5705.3	5706.2	243.0
2016-08-07 20:30:00	NQ	Futures	5706.79	5708.28	5706.2	5707.99	220.0
2016-08-07 21:00:00	NQ	Futures	5707.69	5709.18	5704.41	5705.3	295.0
2016-08-07 21:30:00	NQ	Futures	5705.0	5708.28	5704.41	5708.28	197.0
2016-08-07 22:00:00	NQ	Futures	5708.28	5709.77	5707.09	5709.18	229.0
2016-08-07 22:30:00	NQ	Futures	5709.18	5711.56	5708.88	5710.97	299.0
2016-08-07 23:00:00	NQ	Futures	5710.67	5710.97	5710.07	5710.67	77.0
2016-08-07 23:30:00	NQ	Futures	5710.37	5710.37	5708.88	5709.18	226.0
2016-08-07 18:00:00	YM	Futures	19864.6	19880.7	19860.3	19876.4	888.0
2016-08-07 18:30:00	YM	Futures	19877.5	19889.3	19877.5	19888.3	570.0
2016-08-07 19:00:00	YM	Futures	19886.1	19887.2	19882.9	19886.1	316.0
2016-08-07 19:30:00	YM	Futures	19886.1	19886.1	19878.6	19879.7	185.0
2016-08-07 20:00:00	YM	Futures	19879.7	19881.8	19872.1	19875.4	312.0
2016-08-07 20:30:00	YM	Futures	19877.5	19882.9	19877.5	19881.8	263.0
2016-08-07 21:00:00	YM	Futures	19880.7	19882.9	19867.8	19871.0	461.0
2016-08-07 21:30:00	YM	Futures	19870.0	19881.8	19865.7	19880.7	327.0
2016-08-07 22:00:00	YM	Futures	19879.7	19884.0	19877.5	19881.8	217.0
2016-08-07 22:30:00	YM	Futures	19880.7	19889.3	19880.7	19886.1	261.0
2016-08-07 23:00:00	YM	Futures	19886.1	19887.2	19881.8	19882.9	98.0
2016-08-07 23:30:00	YM	Futures	19881.8	19881.8	19877.5	19879.7	179.0
2016-08-07 18:00:00	CL	Futures	43.3	43.31	43.14	43.18	1501.0
2016-08-07 18:30:00	CL	Futures	43.18	43.3	43.17	43.21	886.0
2016-08-07 19:00:00	CL	Futures	43.22	43.28	43.19	43.27	512.0
2016-08-07 19:30:00	CL	Futures	43.26	43.29	43.24	43.27	437.0
2016-08-07 20:00:00	CL	Futures	43.27	43.39	43.26	43.29	1459.0
2016-08-07 20:30:00	CL	Futures	43.29	43.34	43.27	43.29	880.0
2016-08-07 21:00:00	CL	Futures	43.29	43.3	43.17	43.19	2490.0
2016-08-07 21:30:00	CL	Futures	43.19	43.23	43.15	43.23	1157.0
2016-08-07 22:00:00	CL	Futures	43.22	43.24	43.18	43.23	896.0
2016-08-07 22:30:00	CL	Futures	43.24	43.24	43.12	43.19	1337.0
2016-08-07 23:00:00	CL	Futures	43.19	43.23	43.14	43.22	993.0
2016-08-07 23:30:00	CL	Futures	43.22	43.23	43.18	43.2	761.0
2016-08-07 18:00:00	GC	Futures	1814.6	1814.7	1810.0	1812.1	2252.0
2016-08-07 18:30:00	GC	Futures	1812.1	1813.1	1809.3	1810.8	1083.0

> showing 50 of 546 rows — these rows as CSV

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