PREVIEW / futures_30min / 2016-09-11

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-09-11.parquet
  size:    20 KB
  rows:    515

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
2016-09-11 18:00:00	ES	Futures	2301.56	2303.46	2296.14	2297.49	6343.0
2016-09-11 18:30:00	ES	Futures	2297.49	2299.39	2294.78	2299.12	4061.0
2016-09-11 19:00:00	ES	Futures	2299.12	2300.2	2298.3	2300.2	1913.0
2016-09-11 19:30:00	ES	Futures	2300.2	2301.83	2299.12	2299.39	3464.0
2016-09-11 20:00:00	ES	Futures	2299.66	2300.47	2298.58	2299.93	3666.0
2016-09-11 20:30:00	ES	Futures	2300.2	2300.47	2298.3	2298.58	1962.0
2016-09-11 21:00:00	ES	Futures	2298.85	2299.39	2298.03	2298.03	2064.0
2016-09-11 21:30:00	ES	Futures	2298.3	2298.3	2292.07	2292.07	4975.0
2016-09-11 22:00:00	ES	Futures	2292.07	2292.34	2285.56	2288.54	9768.0
2016-09-11 22:30:00	ES	Futures	2288.54	2290.71	2287.19	2290.44	3072.0
2016-09-11 23:00:00	ES	Futures	2290.44	2290.44	2288.81	2289.9	2170.0
2016-09-11 23:30:00	ES	Futures	2289.63	2289.9	2288.0	2288.54	1283.0
2016-09-11 18:00:00	NQ	Futures	5568.8	5569.99	5552.1	5554.79	1056.0
2016-09-11 18:30:00	NQ	Futures	5553.0	5561.34	5547.93	5560.45	716.0
2016-09-11 19:00:00	NQ	Futures	5561.34	5562.54	5559.26	5562.54	206.0
2016-09-11 19:30:00	NQ	Futures	5562.54	5565.81	5560.15	5560.15	268.0
2016-09-11 20:00:00	NQ	Futures	5559.26	5561.64	5557.17	5560.75	236.0
2016-09-11 20:30:00	NQ	Futures	5561.05	5562.24	5556.58	5556.58	115.0
2016-09-11 21:00:00	NQ	Futures	5556.87	5559.26	5554.19	5555.09	288.0
2016-09-11 21:30:00	NQ	Futures	5554.49	5554.49	5540.48	5540.48	556.0
2016-09-11 22:00:00	NQ	Futures	5540.18	5542.86	5524.68	5531.24	886.0
2016-09-11 22:30:00	NQ	Futures	5531.24	5538.69	5528.26	5537.2	378.0
2016-09-11 23:00:00	NQ	Futures	5537.8	5537.8	5532.43	5536.9	211.0
2016-09-11 23:30:00	NQ	Futures	5536.31	5536.61	5532.43	5532.73	174.0
2016-09-11 18:00:00	YM	Futures	19395.4	19418.1	19364.0	19370.5	3059.0
2016-09-11 18:30:00	YM	Futures	19369.4	19384.6	19348.9	19383.5	1424.0
2016-09-11 19:00:00	YM	Futures	19384.6	19390.0	19375.9	19387.8	688.0
2016-09-11 19:30:00	YM	Futures	19390.0	19406.2	19387.8	19390.0	1065.0
2016-09-11 20:00:00	YM	Futures	19390.0	19395.4	19381.3	19392.1	667.0
2016-09-11 20:30:00	YM	Futures	19392.1	19394.3	19374.8	19375.9	664.0
2016-09-11 21:00:00	YM	Futures	19375.9	19383.5	19371.6	19371.6	672.0
2016-09-11 21:30:00	YM	Futures	19371.6	19374.8	19321.9	19323.0	1300.0
2016-09-11 22:00:00	YM	Futures	19320.8	19324.0	19265.7	19291.6	3174.0
2016-09-11 22:30:00	YM	Futures	19291.6	19312.1	19276.5	19311.1	1370.0
2016-09-11 23:00:00	YM	Futures	19312.1	19312.1	19295.9	19304.6	473.0
2016-09-11 23:30:00	YM	Futures	19303.5	19304.6	19289.5	19293.8	346.0
2016-09-11 18:00:00	CL	Futures	46.29	46.38	45.88	45.89	4218.0
2016-09-11 18:30:00	CL	Futures	45.88	46.08	45.79	46.05	4203.0
2016-09-11 19:00:00	CL	Futures	46.04	46.15	46.01	46.15	1908.0
2016-09-11 19:30:00	CL	Futures	46.14	46.2	46.09	46.14	1406.0
2016-09-11 20:00:00	CL	Futures	46.13	46.16	46.07	46.14	1364.0
2016-09-11 20:30:00	CL	Futures	46.15	46.15	46.02	46.03	1606.0
2016-09-11 21:00:00	CL	Futures	46.04	46.06	45.81	45.85	4942.0
2016-09-11 21:30:00	CL	Futures	45.85	45.94	45.74	45.79	3888.0
2016-09-11 22:00:00	CL	Futures	45.79	45.83	45.74	45.81	2557.0
2016-09-11 22:30:00	CL	Futures	45.81	45.82	45.74	45.79	1331.0
2016-09-11 23:00:00	CL	Futures	45.79	45.85	45.77	45.82	1006.0
2016-09-11 23:30:00	CL	Futures	45.82	45.85	45.8	45.82	816.0
2016-09-11 18:00:00	GC	Futures	1802.1	1802.9	1800.8	1801.6	1525.0
2016-09-11 18:30:00	GC	Futures	1801.7	1802.4	1800.9	1801.6	649.0

> showing 50 of 515 rows — these rows as CSV

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