PREVIEW / futures_30min / 2016-10-02

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-10-02.parquet
  size:    21 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
2016-10-02 18:00:00	ES	Futures	2349.4	2351.58	2348.59	2351.58	6398.0
2016-10-02 18:30:00	ES	Futures	2351.58	2351.85	2350.22	2351.58	2159.0
2016-10-02 19:00:00	ES	Futures	2351.31	2352.94	2351.31	2352.67	2426.0
2016-10-02 19:30:00	ES	Futures	2352.4	2352.94	2351.85	2352.67	1507.0
2016-10-02 20:00:00	ES	Futures	2352.67	2352.94	2350.76	2351.58	1942.0
2016-10-02 20:30:00	ES	Futures	2351.58	2352.4	2351.31	2352.12	1681.0
2016-10-02 21:00:00	ES	Futures	2352.12	2355.12	2352.12	2354.57	4343.0
2016-10-02 21:30:00	ES	Futures	2354.57	2355.12	2353.21	2354.03	3031.0
2016-10-02 22:00:00	ES	Futures	2354.3	2354.57	2353.48	2354.03	1740.0
2016-10-02 22:30:00	ES	Futures	2353.76	2354.3	2353.48	2354.3	1098.0
2016-10-02 23:00:00	ES	Futures	2354.3	2354.57	2353.76	2354.3	996.0
2016-10-02 23:30:00	ES	Futures	2354.03	2354.03	2352.67	2352.67	1940.0
2016-10-02 18:00:00	NQ	Futures	5808.28	5815.14	5806.49	5815.14	932.0
2016-10-02 18:30:00	NQ	Futures	5815.14	5815.14	5811.56	5814.55	273.0
2016-10-02 19:00:00	NQ	Futures	5814.55	5817.83	5813.95	5816.93	368.0
2016-10-02 19:30:00	NQ	Futures	5816.93	5818.13	5816.04	5817.53	202.0
2016-10-02 20:00:00	NQ	Futures	5817.23	5817.23	5813.06	5814.85	233.0
2016-10-02 20:30:00	NQ	Futures	5814.85	5816.34	5812.76	5815.14	363.0
2016-10-02 21:00:00	NQ	Futures	5814.85	5822.9	5814.85	5820.81	800.0
2016-10-02 21:30:00	NQ	Futures	5820.51	5821.41	5816.93	5819.92	418.0
2016-10-02 22:00:00	NQ	Futures	5820.51	5820.51	5817.53	5818.72	149.0
2016-10-02 22:30:00	NQ	Futures	5818.72	5821.11	5817.83	5819.62	120.0
2016-10-02 23:00:00	NQ	Futures	5820.22	5820.51	5818.43	5819.92	59.0
2016-10-02 23:30:00	NQ	Futures	5819.92	5819.92	5816.34	5817.53	238.0
2016-10-02 18:00:00	YM	Futures	19673.1	19696.9	19673.1	19696.9	1301.0
2016-10-02 18:30:00	YM	Futures	19696.9	19699.1	19686.1	19695.8	544.0
2016-10-02 19:00:00	YM	Futures	19695.8	19709.9	19694.7	19704.5	328.0
2016-10-02 19:30:00	YM	Futures	19703.4	19708.8	19699.1	19706.6	366.0
2016-10-02 20:00:00	YM	Futures	19706.6	19706.6	19691.5	19695.8	498.0
2016-10-02 20:30:00	YM	Futures	19695.8	19702.3	19693.7	19702.3	245.0
2016-10-02 21:00:00	YM	Futures	19701.2	19727.2	19701.2	19721.8	761.0
2016-10-02 21:30:00	YM	Futures	19720.7	19722.8	19708.8	19720.7	522.0
2016-10-02 22:00:00	YM	Futures	19719.6	19720.7	19713.1	19714.2	257.0
2016-10-02 22:30:00	YM	Futures	19714.2	19721.8	19713.1	19718.5	192.0
2016-10-02 23:00:00	YM	Futures	19719.6	19721.8	19714.2	19718.5	126.0
2016-10-02 23:30:00	YM	Futures	19718.5	19718.5	19704.5	19707.7	311.0
2016-10-02 18:00:00	CL	Futures	48.22	48.22	48.03	48.06	1643.0
2016-10-02 18:30:00	CL	Futures	48.07	48.08	48.02	48.05	571.0
2016-10-02 19:00:00	CL	Futures	48.05	48.07	48.0	48.01	770.0
2016-10-02 19:30:00	CL	Futures	48.01	48.02	47.96	47.99	1326.0
2016-10-02 20:00:00	CL	Futures	47.98	48.05	47.97	48.03	874.0
2016-10-02 20:30:00	CL	Futures	48.03	48.06	48.02	48.05	494.0
2016-10-02 21:00:00	CL	Futures	48.04	48.25	48.0	48.19	2435.0
2016-10-02 21:30:00	CL	Futures	48.2	48.2	48.1	48.16	1473.0
2016-10-02 22:00:00	CL	Futures	48.16	48.18	48.11	48.12	640.0
2016-10-02 22:30:00	CL	Futures	48.12	48.16	48.11	48.15	456.0
2016-10-02 23:00:00	CL	Futures	48.15	48.23	48.15	48.19	1186.0
2016-10-02 23:30:00	CL	Futures	48.18	48.2	48.15	48.16	561.0
2016-10-02 18:00:00	GC	Futures	1787.3	1787.9	1783.7	1784.5	1086.0
2016-10-02 18:30:00	GC	Futures	1784.5	1784.8	1784.3	1784.4	228.0

> showing 50 of 556 rows — these rows as CSV

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