PREVIEW / futures_30min / 2016-09-18

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-09-18.parquet
  size:    22 KB
  rows:    556

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
2016-09-18 18:00:00	ES	Futures	2320.56	2322.47	2319.75	2321.65	3629.0
2016-09-18 18:30:00	ES	Futures	2321.65	2321.92	2320.02	2320.29	1387.0
2016-09-18 19:00:00	ES	Futures	2320.29	2321.11	2320.02	2321.11	877.0
2016-09-18 19:30:00	ES	Futures	2320.83	2330.08	2320.56	2326.82	8963.0
2016-09-18 20:00:00	ES	Futures	2327.09	2327.91	2326.28	2327.09	2351.0
2016-09-18 20:30:00	ES	Futures	2327.09	2327.64	2326.28	2326.55	1543.0
2016-09-18 21:00:00	ES	Futures	2326.82	2327.36	2326.28	2327.36	2257.0
2016-09-18 21:30:00	ES	Futures	2327.36	2328.18	2326.55	2327.09	2682.0
2016-09-18 22:00:00	ES	Futures	2327.09	2328.18	2326.82	2327.91	1106.0
2016-09-18 22:30:00	ES	Futures	2327.91	2328.45	2327.64	2327.91	1584.0
2016-09-18 23:00:00	ES	Futures	2327.91	2328.45	2327.64	2328.18	1236.0
2016-09-18 23:30:00	ES	Futures	2328.18	2328.72	2328.18	2328.18	1133.0
2016-09-18 18:00:00	NQ	Futures	5745.63	5748.02	5743.84	5746.53	877.0
2016-09-18 18:30:00	NQ	Futures	5745.93	5746.53	5742.05	5742.05	295.0
2016-09-18 19:00:00	NQ	Futures	5742.65	5744.14	5740.86	5743.84	233.0
2016-09-18 19:30:00	NQ	Futures	5743.54	5766.22	5742.95	5758.76	2504.0
2016-09-18 20:00:00	NQ	Futures	5758.76	5762.04	5756.97	5759.06	700.0
2016-09-18 20:30:00	NQ	Futures	5759.36	5759.95	5757.27	5758.46	338.0
2016-09-18 21:00:00	NQ	Futures	5758.46	5760.25	5757.27	5759.65	296.0
2016-09-18 21:30:00	NQ	Futures	5759.36	5762.34	5757.86	5759.95	602.0
2016-09-18 22:00:00	NQ	Futures	5759.95	5763.23	5759.36	5762.64	247.0
2016-09-18 22:30:00	NQ	Futures	5762.64	5763.83	5761.74	5761.74	421.0
2016-09-18 23:00:00	NQ	Futures	5761.74	5763.23	5760.55	5762.94	217.0
2016-09-18 23:30:00	NQ	Futures	5763.23	5763.83	5762.34	5762.34	159.0
2016-09-18 18:00:00	YM	Futures	19516.4	19522.9	19492.6	19516.4	507.0
2016-09-18 18:30:00	YM	Futures	19516.4	19517.5	19503.4	19503.4	151.0
2016-09-18 19:00:00	YM	Futures	19504.5	19511.0	19499.1	19507.8	159.0
2016-09-18 19:30:00	YM	Futures	19507.8	19585.6	19507.8	19561.8	1868.0
2016-09-18 20:00:00	YM	Futures	19560.7	19571.5	19556.4	19559.6	605.0
2016-09-18 20:30:00	YM	Futures	19559.6	19566.1	19555.3	19559.6	274.0
2016-09-18 21:00:00	YM	Futures	19559.6	19567.2	19558.6	19565.0	282.0
2016-09-18 21:30:00	YM	Futures	19564.0	19572.6	19558.6	19564.0	394.0
2016-09-18 22:00:00	YM	Futures	19564.0	19574.8	19561.8	19572.6	267.0
2016-09-18 22:30:00	YM	Futures	19572.6	19575.9	19569.4	19572.6	351.0
2016-09-18 23:00:00	YM	Futures	19572.6	19578.0	19569.4	19574.8	292.0
2016-09-18 23:30:00	YM	Futures	19575.9	19578.0	19574.8	19576.9	262.0
2016-09-18 18:00:00	CL	Futures	43.86	44.29	43.82	44.27	3530.0
2016-09-18 18:30:00	CL	Futures	44.27	44.28	44.19	44.22	962.0
2016-09-18 19:00:00	CL	Futures	44.21	44.28	44.18	44.22	1721.0
2016-09-18 19:30:00	CL	Futures	44.22	44.44	44.18	44.41	3052.0
2016-09-18 20:00:00	CL	Futures	44.41	44.47	44.36	44.37	1770.0
2016-09-18 20:30:00	CL	Futures	44.38	44.41	44.35	44.38	1007.0
2016-09-18 21:00:00	CL	Futures	44.38	44.52	44.37	44.51	2112.0
2016-09-18 21:30:00	CL	Futures	44.51	44.52	44.43	44.5	1527.0
2016-09-18 22:00:00	CL	Futures	44.5	44.63	44.48	44.63	2207.0
2016-09-18 22:30:00	CL	Futures	44.63	44.67	44.58	44.66	1923.0
2016-09-18 23:00:00	CL	Futures	44.65	44.67	44.58	44.6	1689.0
2016-09-18 23:30:00	CL	Futures	44.59	44.61	44.53	44.59	1141.0
2016-09-18 18:00:00	GC	Futures	1776.7	1778.9	1776.0	1777.5	991.0
2016-09-18 18:30:00	GC	Futures	1777.4	1779.8	1777.2	1779.8	609.0

> showing 50 of 556 rows — these rows as CSV

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