PREVIEW / futures_30min / 2016-09-04

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-09-04.parquet
  size:    17 KB
  rows:    438

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
2016-09-04 18:00:00	ES	Futures	2363.93	2366.64	2362.85	2365.29	3360.0
2016-09-04 18:30:00	ES	Futures	2365.29	2365.56	2364.75	2365.29	946.0
2016-09-04 19:00:00	ES	Futures	2365.02	2365.29	2364.75	2364.75	204.0
2016-09-04 19:30:00	ES	Futures	2365.02	2366.1	2364.75	2365.56	1295.0
2016-09-04 20:00:00	ES	Futures	2365.56	2366.1	2365.02	2365.83	2321.0
2016-09-04 20:30:00	ES	Futures	2366.1	2366.1	2365.02	2365.83	1293.0
2016-09-04 21:00:00	ES	Futures	2365.83	2366.1	2365.29	2365.56	1564.0
2016-09-04 21:30:00	ES	Futures	2365.56	2365.83	2365.02	2365.83	1331.0
2016-09-04 22:00:00	ES	Futures	2365.56	2366.64	2365.56	2366.1	2449.0
2016-09-04 22:30:00	ES	Futures	2366.37	2366.37	2365.29	2365.29	857.0
2016-09-04 23:00:00	ES	Futures	2365.29	2365.56	2365.02	2365.29	1170.0
2016-09-04 23:30:00	ES	Futures	2365.29	2366.1	2365.02	2366.1	683.0
2016-09-04 18:00:00	NQ	Futures	5724.08	5726.46	5718.72	5723.48	695.0
2016-09-04 18:30:00	NQ	Futures	5723.48	5724.08	5721.99	5723.19	120.0
2016-09-04 19:00:00	NQ	Futures	5722.89	5723.19	5721.99	5722.59	39.0
2016-09-04 19:30:00	NQ	Futures	5722.59	5724.97	5721.99	5723.78	253.0
2016-09-04 20:00:00	NQ	Futures	5723.78	5726.17	5723.19	5724.97	199.0
2016-09-04 20:30:00	NQ	Futures	5724.97	5724.97	5722.89	5724.68	165.0
2016-09-04 21:00:00	NQ	Futures	5724.97	5727.95	5724.38	5725.57	348.0
2016-09-04 21:30:00	NQ	Futures	5725.27	5726.17	5724.08	5724.97	192.0
2016-09-04 22:00:00	NQ	Futures	5725.27	5727.06	5724.68	5725.87	202.0
2016-09-04 22:30:00	NQ	Futures	5725.87	5726.17	5722.89	5723.19	236.0
2016-09-04 23:00:00	NQ	Futures	5723.19	5724.97	5723.19	5724.97	138.0
2016-09-04 23:30:00	NQ	Futures	5724.68	5726.17	5724.08	5725.57	115.0
2016-09-04 18:00:00	YM	Futures	19898.0	19933.5	19890.4	19911.9	1235.0
2016-09-04 18:30:00	YM	Futures	19910.9	19917.3	19908.7	19913.0	239.0
2016-09-04 19:00:00	YM	Futures	19914.1	19915.2	19910.9	19914.1	57.0
2016-09-04 19:30:00	YM	Futures	19914.1	19916.2	19909.8	19914.1	197.0
2016-09-04 20:00:00	YM	Futures	19914.1	19918.4	19909.8	19915.2	261.0
2016-09-04 20:30:00	YM	Futures	19917.3	19917.3	19909.8	19915.2	138.0
2016-09-04 21:00:00	YM	Futures	19916.2	19923.8	19913.0	19918.4	335.0
2016-09-04 21:30:00	YM	Futures	19917.3	19919.5	19913.0	19918.4	166.0
2016-09-04 22:00:00	YM	Futures	19918.4	19928.1	19918.4	19923.8	405.0
2016-09-04 22:30:00	YM	Futures	19924.9	19924.9	19917.3	19917.3	135.0
2016-09-04 23:00:00	YM	Futures	19916.2	19917.3	19913.0	19916.2	122.0
2016-09-04 23:30:00	YM	Futures	19916.2	19919.5	19916.2	19919.5	43.0
2016-09-04 18:00:00	CL	Futures	44.85	45.08	44.76	44.97	1366.0
2016-09-04 18:30:00	CL	Futures	44.96	45.0	44.91	44.92	497.0
2016-09-04 19:00:00	CL	Futures	44.91	44.94	44.82	44.85	608.0
2016-09-04 19:30:00	CL	Futures	44.86	44.88	44.8	44.8	363.0
2016-09-04 20:00:00	CL	Futures	44.81	44.85	44.77	44.85	835.0
2016-09-04 20:30:00	CL	Futures	44.84	44.89	44.82	44.89	721.0
2016-09-04 21:00:00	CL	Futures	44.89	44.89	44.82	44.84	696.0
2016-09-04 21:30:00	CL	Futures	44.83	44.84	44.78	44.81	835.0
2016-09-04 22:00:00	CL	Futures	44.81	44.82	44.77	44.78	532.0
2016-09-04 22:30:00	CL	Futures	44.78	44.82	44.78	44.8	503.0
2016-09-04 23:00:00	CL	Futures	44.8	44.82	44.79	44.82	427.0
2016-09-04 23:30:00	CL	Futures	44.81	44.82	44.77	44.78	596.0
2016-09-04 18:00:00	GC	Futures	1796.9	1797.8	1796.5	1796.9	528.0
2016-09-04 18:30:00	GC	Futures	1797.0	1797.4	1796.5	1796.6	251.0

> showing 50 of 438 rows — these rows as CSV

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