PREVIEW / futures_30min / 2016-10-16

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-10-16.parquet
  size:    22 KB
  rows:    562

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
2016-10-16 18:00:00	ES	Futures	2314.03	2316.75	2311.58	2311.86	5925.0
2016-10-16 18:30:00	ES	Futures	2311.86	2312.13	2305.6	2307.77	8294.0
2016-10-16 19:00:00	ES	Futures	2307.5	2308.86	2307.23	2308.32	2119.0
2016-10-16 19:30:00	ES	Futures	2308.59	2310.49	2308.32	2310.22	2054.0
2016-10-16 20:00:00	ES	Futures	2310.22	2311.31	2309.95	2311.04	4262.0
2016-10-16 20:30:00	ES	Futures	2311.04	2311.31	2308.86	2309.95	3858.0
2016-10-16 21:00:00	ES	Futures	2309.68	2309.68	2305.33	2305.6	7589.0
2016-10-16 21:30:00	ES	Futures	2305.33	2306.96	2303.69	2306.69	9018.0
2016-10-16 22:00:00	ES	Futures	2306.41	2308.59	2305.33	2308.32	2696.0
2016-10-16 22:30:00	ES	Futures	2308.32	2310.22	2307.23	2308.86	2583.0
2016-10-16 23:00:00	ES	Futures	2308.86	2310.49	2308.32	2309.95	1771.0
2016-10-16 23:30:00	ES	Futures	2309.95	2310.22	2308.32	2309.41	1392.0
2016-10-16 18:00:00	NQ	Futures	5732.21	5735.19	5722.06	5722.36	1055.0
2016-10-16 18:30:00	NQ	Futures	5722.36	5722.96	5709.53	5714.01	1496.0
2016-10-16 19:00:00	NQ	Futures	5714.9	5717.29	5713.71	5716.4	514.0
2016-10-16 19:30:00	NQ	Futures	5716.69	5720.57	5715.5	5719.98	544.0
2016-10-16 20:00:00	NQ	Futures	5720.27	5725.05	5719.38	5724.45	956.0
2016-10-16 20:30:00	NQ	Futures	5724.45	5725.05	5718.19	5721.77	764.0
2016-10-16 21:00:00	NQ	Futures	5721.77	5721.77	5706.85	5709.24	1512.0
2016-10-16 21:30:00	NQ	Futures	5708.94	5713.11	5705.36	5711.92	1320.0
2016-10-16 22:00:00	NQ	Futures	5711.62	5716.4	5707.45	5714.9	628.0
2016-10-16 22:30:00	NQ	Futures	5715.5	5719.38	5712.82	5716.1	597.0
2016-10-16 23:00:00	NQ	Futures	5716.69	5721.77	5715.5	5720.27	521.0
2016-10-16 23:30:00	NQ	Futures	5719.98	5720.87	5715.2	5717.29	259.0
2016-10-16 18:00:00	YM	Futures	19507.8	19542.4	19492.6	19494.8	1520.0
2016-10-16 18:30:00	YM	Futures	19493.7	19495.9	19450.5	19465.6	1645.0
2016-10-16 19:00:00	YM	Futures	19464.5	19475.3	19462.4	19471.0	516.0
2016-10-16 19:30:00	YM	Futures	19472.1	19489.4	19468.9	19487.2	569.0
2016-10-16 20:00:00	YM	Futures	19487.2	19499.1	19485.1	19494.8	1120.0
2016-10-16 20:30:00	YM	Futures	19494.8	19494.8	19476.4	19484.0	829.0
2016-10-16 21:00:00	YM	Futures	19484.0	19484.0	19446.2	19449.4	1851.0
2016-10-16 21:30:00	YM	Futures	19448.3	19460.2	19435.4	19459.1	1751.0
2016-10-16 22:00:00	YM	Futures	19457.0	19473.2	19445.1	19468.9	732.0
2016-10-16 22:30:00	YM	Futures	19471.0	19481.8	19462.4	19474.3	625.0
2016-10-16 23:00:00	YM	Futures	19475.3	19486.2	19467.8	19481.8	714.0
2016-10-16 23:30:00	YM	Futures	19480.7	19482.9	19469.9	19476.4	366.0
2016-10-16 18:00:00	CL	Futures	50.5	50.54	50.35	50.46	570.0
2016-10-16 18:30:00	CL	Futures	50.45	50.46	50.34	50.36	196.0
2016-10-16 19:00:00	CL	Futures	50.35	50.37	50.34	50.34	103.0
2016-10-16 19:30:00	CL	Futures	50.34	50.36	50.31	50.36	293.0
2016-10-16 20:00:00	CL	Futures	50.37	50.37	50.26	50.31	496.0
2016-10-16 20:30:00	CL	Futures	50.31	50.47	50.3	50.42	912.0
2016-10-16 21:00:00	CL	Futures	50.41	50.46	50.32	50.33	988.0
2016-10-16 21:30:00	CL	Futures	50.33	50.38	50.31	50.37	403.0
2016-10-16 22:00:00	CL	Futures	50.37	50.47	50.36	50.45	410.0
2016-10-16 22:30:00	CL	Futures	50.45	50.47	50.42	50.43	264.0
2016-10-16 23:00:00	CL	Futures	50.44	50.5	50.44	50.48	518.0
2016-10-16 23:30:00	CL	Futures	50.47	50.51	50.43	50.47	225.0
2016-10-16 18:00:00	GC	Futures	1695.1	1695.3	1692.7	1694.2	961.0
2016-10-16 18:30:00	GC	Futures	1694.2	1696.3	1694.0	1695.3	501.0

> showing 50 of 562 rows — these rows as CSV

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