PREVIEW / futures_30min / 2016-08-14

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-08-14.parquet
  size:    21 KB
  rows:    538

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
2016-08-14 18:00:00	ES	Futures	2365.56	2366.64	2365.29	2366.37	1781.0
2016-08-14 18:30:00	ES	Futures	2366.37	2366.64	2366.1	2366.1	397.0
2016-08-14 19:00:00	ES	Futures	2366.37	2366.92	2366.1	2366.64	825.0
2016-08-14 19:30:00	ES	Futures	2366.64	2367.19	2366.64	2367.19	1330.0
2016-08-14 20:00:00	ES	Futures	2366.92	2367.19	2365.83	2366.37	1636.0
2016-08-14 20:30:00	ES	Futures	2366.37	2366.92	2366.37	2366.64	804.0
2016-08-14 21:00:00	ES	Futures	2366.64	2368.27	2366.37	2368.0	2121.0
2016-08-14 21:30:00	ES	Futures	2368.0	2369.08	2368.0	2368.81	3914.0
2016-08-14 22:00:00	ES	Futures	2368.54	2368.81	2368.0	2368.0	2044.0
2016-08-14 22:30:00	ES	Futures	2368.27	2368.81	2368.0	2368.54	1222.0
2016-08-14 23:00:00	ES	Futures	2368.54	2368.81	2368.27	2368.81	935.0
2016-08-14 23:30:00	ES	Futures	2369.08	2369.36	2368.54	2368.54	1976.0
2016-08-14 18:00:00	NQ	Futures	5730.64	5731.53	5728.55	5730.34	413.0
2016-08-14 18:30:00	NQ	Futures	5730.04	5731.23	5730.04	5730.34	69.0
2016-08-14 19:00:00	NQ	Futures	5730.34	5730.64	5728.55	5730.64	237.0
2016-08-14 19:30:00	NQ	Futures	5730.64	5731.23	5730.34	5730.34	207.0
2016-08-14 20:00:00	NQ	Futures	5730.34	5730.64	5728.55	5729.45	160.0
2016-08-14 20:30:00	NQ	Futures	5729.45	5731.23	5729.45	5730.64	143.0
2016-08-14 21:00:00	NQ	Futures	5730.64	5734.51	5728.85	5733.92	436.0
2016-08-14 21:30:00	NQ	Futures	5733.92	5737.79	5733.62	5736.9	554.0
2016-08-14 22:00:00	NQ	Futures	5736.9	5737.19	5735.11	5736.0	216.0
2016-08-14 22:30:00	NQ	Futures	5736.0	5737.19	5736.0	5736.6	178.0
2016-08-14 23:00:00	NQ	Futures	5737.19	5737.79	5736.6	5737.79	148.0
2016-08-14 23:30:00	NQ	Futures	5738.09	5738.68	5736.9	5737.49	236.0
2016-08-14 18:00:00	YM	Futures	19945.3	19946.4	19936.7	19944.2	326.0
2016-08-14 18:30:00	YM	Futures	19944.2	19947.5	19943.2	19945.3	119.0
2016-08-14 19:00:00	YM	Futures	19945.3	19950.7	19941.0	19950.7	201.0
2016-08-14 19:30:00	YM	Futures	19950.7	19952.8	19947.5	19949.6	193.0
2016-08-14 20:00:00	YM	Futures	19949.6	19950.7	19944.2	19947.5	295.0
2016-08-14 20:30:00	YM	Futures	19946.4	19949.6	19945.3	19949.6	58.0
2016-08-14 21:00:00	YM	Futures	19949.6	19962.5	19945.3	19961.5	346.0
2016-08-14 21:30:00	YM	Futures	19961.5	19978.7	19961.5	19974.4	1161.0
2016-08-14 22:00:00	YM	Futures	19975.4	19975.4	19969.0	19970.1	265.0
2016-08-14 22:30:00	YM	Futures	19971.1	19974.4	19970.1	19973.3	190.0
2016-08-14 23:00:00	YM	Futures	19974.4	19975.4	19969.0	19974.4	279.0
2016-08-14 23:30:00	YM	Futures	19974.4	19977.6	19973.3	19974.4	212.0
2016-08-14 18:00:00	CL	Futures	46.09	46.15	45.89	46.05	313.0
2016-08-14 18:30:00	CL	Futures	46.06	46.06	46.03	46.04	22.0
2016-08-14 19:00:00	CL	Futures	46.03	46.05	45.99	45.99	66.0
2016-08-14 19:30:00	CL	Futures	45.99	46.0	45.98	45.99	44.0
2016-08-14 20:00:00	CL	Futures	45.98	46.08	45.98	46.02	396.0
2016-08-14 20:30:00	CL	Futures	46.03	46.08	46.03	46.06	153.0
2016-08-14 21:00:00	CL	Futures	46.07	46.13	46.07	46.13	315.0
2016-08-14 21:30:00	CL	Futures	46.13	46.32	46.13	46.27	851.0
2016-08-14 22:00:00	CL	Futures	46.28	46.3	46.22	46.28	313.0
2016-08-14 22:30:00	CL	Futures	46.28	46.34	46.27	46.33	266.0
2016-08-14 23:00:00	CL	Futures	46.33	46.34	46.19	46.21	314.0
2016-08-14 23:30:00	CL	Futures	46.23	46.27	46.18	46.23	190.0
2016-08-14 18:00:00	GC	Futures	1817.8	1818.0	1815.8	1817.4	754.0
2016-08-14 18:30:00	GC	Futures	1817.4	1818.2	1817.2	1817.3	291.0

> showing 50 of 538 rows — these rows as CSV

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