PREVIEW / futures_30min / 2016-08-28

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-08-28.parquet
  size:    21 KB
  rows:    542

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
2016-08-28 18:00:00	ES	Futures	2351.46	2351.46	2347.93	2350.1	7617.0
2016-08-28 18:30:00	ES	Futures	2350.1	2350.37	2348.47	2348.75	1086.0
2016-08-28 19:00:00	ES	Futures	2349.02	2349.83	2348.75	2348.75	1146.0
2016-08-28 19:30:00	ES	Futures	2349.02	2351.73	2348.75	2351.46	2815.0
2016-08-28 20:00:00	ES	Futures	2351.46	2352.54	2350.64	2351.46	2818.0
2016-08-28 20:30:00	ES	Futures	2351.46	2352.27	2351.19	2351.46	2011.0
2016-08-28 21:00:00	ES	Futures	2351.19	2352.0	2350.92	2352.0	1966.0
2016-08-28 21:30:00	ES	Futures	2352.0	2352.0	2349.83	2351.19	3113.0
2016-08-28 22:00:00	ES	Futures	2351.19	2351.46	2349.56	2350.64	1886.0
2016-08-28 22:30:00	ES	Futures	2350.64	2351.46	2350.1	2350.92	1065.0
2016-08-28 23:00:00	ES	Futures	2350.92	2351.46	2350.64	2350.64	753.0
2016-08-28 23:30:00	ES	Futures	2350.64	2350.92	2350.1	2350.37	1037.0
2016-08-28 18:00:00	NQ	Futures	5705.9	5708.88	5699.64	5703.51	1039.0
2016-08-28 18:30:00	NQ	Futures	5703.22	5703.51	5697.26	5698.15	455.0
2016-08-28 19:00:00	NQ	Futures	5698.15	5699.64	5691.59	5694.28	1424.0
2016-08-28 19:30:00	NQ	Futures	5694.57	5700.53	5693.68	5699.94	706.0
2016-08-28 20:00:00	NQ	Futures	5700.24	5702.32	5697.26	5699.64	738.0
2016-08-28 20:30:00	NQ	Futures	5699.94	5702.02	5699.04	5699.34	388.0
2016-08-28 21:00:00	NQ	Futures	5699.04	5699.94	5697.26	5699.34	478.0
2016-08-28 21:30:00	NQ	Futures	5699.64	5699.94	5693.98	5699.64	888.0
2016-08-28 22:00:00	NQ	Futures	5699.34	5700.53	5696.36	5698.75	410.0
2016-08-28 22:30:00	NQ	Futures	5698.45	5700.83	5697.55	5700.53	274.0
2016-08-28 23:00:00	NQ	Futures	5700.53	5701.43	5699.94	5700.24	162.0
2016-08-28 23:30:00	NQ	Futures	5699.94	5699.94	5698.15	5698.75	252.0
2016-08-28 18:00:00	YM	Futures	19780.6	19785.0	19757.0	19776.3	1351.0
2016-08-28 18:30:00	YM	Futures	19775.3	19775.3	19759.1	19764.5	302.0
2016-08-28 19:00:00	YM	Futures	19764.5	19769.9	19759.1	19761.3	172.0
2016-08-28 19:30:00	YM	Futures	19762.4	19780.6	19762.4	19777.4	350.0
2016-08-28 20:00:00	YM	Futures	19778.5	19786.0	19772.0	19779.6	504.0
2016-08-28 20:30:00	YM	Futures	19779.6	19782.8	19776.3	19777.4	193.0
2016-08-28 21:00:00	YM	Futures	19776.3	19782.8	19773.1	19779.6	486.0
2016-08-28 21:30:00	YM	Futures	19780.6	19780.6	19760.2	19773.1	554.0
2016-08-28 22:00:00	YM	Futures	19773.1	19776.3	19763.4	19769.9	290.0
2016-08-28 22:30:00	YM	Futures	19769.9	19777.4	19767.7	19776.3	216.0
2016-08-28 23:00:00	YM	Futures	19776.3	19779.6	19775.3	19776.3	174.0
2016-08-28 23:30:00	YM	Futures	19775.3	19778.5	19772.0	19774.2	204.0
2016-08-28 18:00:00	CL	Futures	47.97	47.99	47.79	47.88	1765.0
2016-08-28 18:30:00	CL	Futures	47.87	47.91	47.81	47.83	805.0
2016-08-28 19:00:00	CL	Futures	47.84	47.85	47.79	47.82	848.0
2016-08-28 19:30:00	CL	Futures	47.82	47.93	47.82	47.86	2256.0
2016-08-28 20:00:00	CL	Futures	47.86	48.0	47.85	47.96	2049.0
2016-08-28 20:30:00	CL	Futures	47.96	48.03	47.94	47.96	1080.0
2016-08-28 21:00:00	CL	Futures	47.96	47.97	47.82	47.84	2094.0
2016-08-28 21:30:00	CL	Futures	47.84	47.86	47.76	47.78	1153.0
2016-08-28 22:00:00	CL	Futures	47.77	47.85	47.76	47.84	1453.0
2016-08-28 22:30:00	CL	Futures	47.84	47.85	47.78	47.8	706.0
2016-08-28 23:00:00	CL	Futures	47.79	47.85	47.78	47.84	612.0
2016-08-28 23:30:00	CL	Futures	47.83	47.84	47.8	47.82	423.0
2016-08-28 18:00:00	GC	Futures	1791.0	1791.2	1787.9	1788.7	1703.0
2016-08-28 18:30:00	GC	Futures	1788.6	1790.2	1788.3	1789.7	517.0

> showing 50 of 542 rows — these rows as CSV

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