PREVIEW / futures_30min / 2016-08-21

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-08-21.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
2016-08-21 18:00:00	ES	Futures	2366.64	2367.46	2365.83	2366.37	3841.0
2016-08-21 18:30:00	ES	Futures	2366.37	2367.19	2366.1	2366.37	1019.0
2016-08-21 19:00:00	ES	Futures	2366.37	2367.19	2366.37	2366.92	939.0
2016-08-21 19:30:00	ES	Futures	2366.92	2367.19	2366.1	2366.37	1372.0
2016-08-21 20:00:00	ES	Futures	2366.37	2366.37	2365.02	2365.29	3295.0
2016-08-21 20:30:00	ES	Futures	2365.29	2365.56	2364.2	2364.47	3142.0
2016-08-21 21:00:00	ES	Futures	2364.2	2365.56	2362.85	2363.39	3921.0
2016-08-21 21:30:00	ES	Futures	2363.12	2364.75	2362.85	2363.93	2575.0
2016-08-21 22:00:00	ES	Futures	2363.93	2364.47	2363.66	2363.93	1044.0
2016-08-21 22:30:00	ES	Futures	2363.93	2363.93	2361.49	2362.3	3477.0
2016-08-21 23:00:00	ES	Futures	2362.03	2362.58	2362.03	2362.58	890.0
2016-08-21 23:30:00	ES	Futures	2362.3	2362.85	2362.03	2362.58	1395.0
2016-08-21 18:00:00	NQ	Futures	5733.62	5733.92	5727.66	5731.53	325.0
2016-08-21 18:30:00	NQ	Futures	5731.23	5732.72	5729.74	5732.13	76.0
2016-08-21 19:00:00	NQ	Futures	5732.13	5733.62	5731.83	5732.72	160.0
2016-08-21 19:30:00	NQ	Futures	5733.02	5733.62	5730.64	5731.23	172.0
2016-08-21 20:00:00	NQ	Futures	5730.94	5731.23	5728.85	5729.15	448.0
2016-08-21 20:30:00	NQ	Futures	5729.45	5730.04	5724.38	5724.38	573.0
2016-08-21 21:00:00	NQ	Futures	5725.27	5729.45	5721.7	5722.29	725.0
2016-08-21 21:30:00	NQ	Futures	5722.29	5727.95	5721.4	5724.97	530.0
2016-08-21 22:00:00	NQ	Futures	5724.38	5726.76	5724.08	5725.57	214.0
2016-08-21 22:30:00	NQ	Futures	5725.57	5725.57	5718.72	5721.4	887.0
2016-08-21 23:00:00	NQ	Futures	5721.1	5721.99	5720.21	5721.4	123.0
2016-08-21 23:30:00	NQ	Futures	5721.7	5722.29	5719.31	5721.4	176.0
2016-08-21 18:00:00	YM	Futures	19957.1	19960.4	19949.6	19953.9	494.0
2016-08-21 18:30:00	YM	Futures	19952.8	19959.3	19949.6	19955.0	76.0
2016-08-21 19:00:00	YM	Futures	19956.1	19958.2	19953.9	19957.1	92.0
2016-08-21 19:30:00	YM	Futures	19957.1	19958.2	19951.8	19951.8	166.0
2016-08-21 20:00:00	YM	Futures	19951.8	19953.9	19939.9	19942.1	399.0
2016-08-21 20:30:00	YM	Futures	19941.0	19945.3	19932.4	19935.6	273.0
2016-08-21 21:00:00	YM	Futures	19935.6	19946.4	19923.8	19923.8	566.0
2016-08-21 21:30:00	YM	Futures	19925.9	19942.1	19922.7	19933.5	600.0
2016-08-21 22:00:00	YM	Futures	19932.4	19937.8	19932.4	19934.5	83.0
2016-08-21 22:30:00	YM	Futures	19933.5	19934.5	19913.0	19918.4	742.0
2016-08-21 23:00:00	YM	Futures	19917.3	19919.5	19914.1	19917.3	275.0
2016-08-21 23:30:00	YM	Futures	19919.5	19921.6	19913.0	19918.4	195.0
2016-08-21 18:00:00	CL	Futures	49.79	49.86	49.38	49.48	3608.0
2016-08-21 18:30:00	CL	Futures	49.48	49.53	49.43	49.45	999.0
2016-08-21 19:00:00	CL	Futures	49.46	49.71	49.44	49.63	4345.0
2016-08-21 19:30:00	CL	Futures	49.64	49.67	49.55	49.58	1192.0
2016-08-21 20:00:00	CL	Futures	49.58	49.64	49.55	49.61	1679.0
2016-08-21 20:30:00	CL	Futures	49.61	49.61	49.5	49.52	1255.0
2016-08-21 21:00:00	CL	Futures	49.52	49.55	49.4	49.45	3341.0
2016-08-21 21:30:00	CL	Futures	49.45	49.48	49.33	49.35	2546.0
2016-08-21 22:00:00	CL	Futures	49.36	49.42	49.35	49.38	1371.0
2016-08-21 22:30:00	CL	Futures	49.38	49.39	49.25	49.27	2741.0
2016-08-21 23:00:00	CL	Futures	49.26	49.32	49.25	49.32	1326.0
2016-08-21 23:30:00	CL	Futures	49.31	49.44	49.28	49.41	2408.0
2016-08-21 18:00:00	GC	Futures	1819.7	1820.7	1811.9	1816.1	4578.0
2016-08-21 18:30:00	GC	Futures	1816.2	1816.5	1813.9	1815.0	918.0

> showing 50 of 540 rows — these rows as CSV

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