PREVIEW / futures_30min / 2016-10-09

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-10-09.parquet
  size:    21 KB
  rows:    546

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
2016-10-09 18:00:00	ES	Futures	2342.06	2343.42	2340.7	2342.33	10160.0
2016-10-09 18:30:00	ES	Futures	2342.6	2343.96	2342.06	2342.33	3325.0
2016-10-09 19:00:00	ES	Futures	2342.33	2342.6	2340.97	2341.24	2388.0
2016-10-09 19:30:00	ES	Futures	2341.51	2341.78	2340.15	2341.24	1736.0
2016-10-09 20:00:00	ES	Futures	2341.24	2341.51	2340.42	2341.51	1907.0
2016-10-09 20:30:00	ES	Futures	2341.51	2342.06	2340.42	2342.06	2253.0
2016-10-09 21:00:00	ES	Futures	2341.78	2345.05	2341.78	2342.87	5846.0
2016-10-09 21:30:00	ES	Futures	2342.6	2342.6	2340.7	2341.24	3758.0
2016-10-09 22:00:00	ES	Futures	2341.24	2342.6	2340.97	2342.33	1552.0
2016-10-09 22:30:00	ES	Futures	2342.33	2342.6	2341.24	2341.24	1594.0
2016-10-09 23:00:00	ES	Futures	2341.24	2341.78	2339.34	2341.24	5312.0
2016-10-09 23:30:00	ES	Futures	2340.97	2342.6	2340.7	2342.06	1490.0
2016-10-09 18:00:00	NQ	Futures	5809.18	5816.64	5809.18	5812.16	1345.0
2016-10-09 18:30:00	NQ	Futures	5811.86	5815.74	5811.56	5813.06	356.0
2016-10-09 19:00:00	NQ	Futures	5813.06	5813.35	5808.58	5810.97	455.0
2016-10-09 19:30:00	NQ	Futures	5810.97	5812.16	5807.69	5809.48	227.0
2016-10-09 20:00:00	NQ	Futures	5809.77	5810.97	5807.98	5810.37	193.0
2016-10-09 20:30:00	NQ	Futures	5810.67	5812.76	5809.18	5812.16	243.0
2016-10-09 21:00:00	NQ	Futures	5812.46	5818.43	5811.56	5811.56	617.0
2016-10-09 21:30:00	NQ	Futures	5811.86	5812.46	5807.98	5809.48	478.0
2016-10-09 22:00:00	NQ	Futures	5809.18	5811.86	5807.98	5811.86	153.0
2016-10-09 22:30:00	NQ	Futures	5811.56	5812.16	5808.88	5808.88	145.0
2016-10-09 23:00:00	NQ	Futures	5809.18	5809.77	5805.0	5808.58	389.0
2016-10-09 23:30:00	NQ	Futures	5808.58	5811.56	5807.69	5810.97	164.0
2016-10-09 18:00:00	YM	Futures	19650.4	19685.0	19650.4	19669.9	1261.0
2016-10-09 18:30:00	YM	Futures	19669.9	19679.6	19665.6	19672.0	460.0
2016-10-09 19:00:00	YM	Futures	19672.0	19672.0	19656.9	19663.4	405.0
2016-10-09 19:30:00	YM	Futures	19663.4	19666.6	19653.7	19658.0	230.0
2016-10-09 20:00:00	YM	Futures	19659.1	19667.7	19654.8	19663.4	329.0
2016-10-09 20:30:00	YM	Futures	19664.5	19671.0	19660.2	19671.0	603.0
2016-10-09 21:00:00	YM	Futures	19672.0	19690.4	19671.0	19673.1	1033.0
2016-10-09 21:30:00	YM	Futures	19671.0	19672.0	19655.8	19659.1	591.0
2016-10-09 22:00:00	YM	Futures	19659.1	19666.6	19656.9	19665.6	272.0
2016-10-09 22:30:00	YM	Futures	19665.6	19666.6	19656.9	19656.9	223.0
2016-10-09 23:00:00	YM	Futures	19658.0	19660.2	19641.8	19656.9	633.0
2016-10-09 23:30:00	YM	Futures	19655.8	19666.6	19654.8	19664.5	242.0
2016-10-09 18:00:00	CL	Futures	49.76	49.95	49.72	49.78	1841.0
2016-10-09 18:30:00	CL	Futures	49.77	49.77	49.55	49.61	1869.0
2016-10-09 19:00:00	CL	Futures	49.61	49.68	49.34	49.52	5325.0
2016-10-09 19:30:00	CL	Futures	49.52	49.66	49.37	49.48	3422.0
2016-10-09 20:00:00	CL	Futures	49.48	49.58	49.41	49.48	2587.0
2016-10-09 20:30:00	CL	Futures	49.48	49.55	49.46	49.49	972.0
2016-10-09 21:00:00	CL	Futures	49.49	49.54	49.41	49.45	1623.0
2016-10-09 21:30:00	CL	Futures	49.46	49.48	49.39	49.39	1235.0
2016-10-09 22:00:00	CL	Futures	49.4	49.5	49.39	49.49	829.0
2016-10-09 22:30:00	CL	Futures	49.5	49.54	49.43	49.48	1205.0
2016-10-09 23:00:00	CL	Futures	49.49	49.56	49.47	49.53	1292.0
2016-10-09 23:30:00	CL	Futures	49.52	49.57	49.5	49.55	901.0
2016-10-09 18:00:00	GC	Futures	1702.7	1704.6	1702.7	1704.3	1073.0
2016-10-09 18:30:00	GC	Futures	1704.5	1705.4	1704.2	1705.1	793.0

> showing 50 of 546 rows — these rows as CSV

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