PREVIEW / futures_30min / 2016-10-23

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-10-23.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
2016-10-23 18:00:00	ES	Futures	2325.73	2328.45	2324.1	2327.91	8132.0
2016-10-23 18:30:00	ES	Futures	2327.91	2328.72	2327.09	2327.64	1843.0
2016-10-23 19:00:00	ES	Futures	2327.64	2328.18	2327.09	2327.36	1324.0
2016-10-23 19:30:00	ES	Futures	2327.36	2327.64	2326.0	2326.28	1598.0
2016-10-23 20:00:00	ES	Futures	2326.28	2326.28	2325.19	2325.73	2553.0
2016-10-23 20:30:00	ES	Futures	2326.0	2326.28	2324.92	2326.28	2249.0
2016-10-23 21:00:00	ES	Futures	2326.0	2327.36	2323.55	2326.28	5888.0
2016-10-23 21:30:00	ES	Futures	2326.28	2326.28	2323.28	2323.83	4141.0
2016-10-23 22:00:00	ES	Futures	2323.83	2324.64	2323.28	2324.64	2295.0
2016-10-23 22:30:00	ES	Futures	2324.64	2326.28	2324.64	2325.73	1981.0
2016-10-23 23:00:00	ES	Futures	2325.73	2326.82	2325.73	2326.0	1668.0
2016-10-23 23:30:00	ES	Futures	2326.0	2326.28	2325.46	2326.28	1432.0
2016-10-23 18:00:00	NQ	Futures	5784.42	5790.98	5781.13	5789.19	1244.0
2016-10-23 18:30:00	NQ	Futures	5789.19	5790.98	5788.29	5789.49	395.0
2016-10-23 19:00:00	NQ	Futures	5789.49	5789.79	5787.7	5789.19	339.0
2016-10-23 19:30:00	NQ	Futures	5789.49	5789.79	5785.31	5785.91	212.0
2016-10-23 20:00:00	NQ	Futures	5785.61	5786.21	5783.22	5785.31	337.0
2016-10-23 20:30:00	NQ	Futures	5785.01	5787.1	5782.92	5786.21	422.0
2016-10-23 21:00:00	NQ	Futures	5785.91	5789.19	5780.24	5786.21	1010.0
2016-10-23 21:30:00	NQ	Futures	5786.21	5786.21	5779.05	5780.54	552.0
2016-10-23 22:00:00	NQ	Futures	5780.54	5782.92	5779.94	5782.92	312.0
2016-10-23 22:30:00	NQ	Futures	5783.52	5787.7	5782.92	5786.5	389.0
2016-10-23 23:00:00	NQ	Futures	5786.5	5788.59	5785.91	5786.5	242.0
2016-10-23 23:30:00	NQ	Futures	5786.21	5788.0	5785.01	5787.1	336.0
2016-10-23 18:00:00	YM	Futures	19540.2	19567.2	19532.6	19561.8	1033.0
2016-10-23 18:30:00	YM	Futures	19560.7	19568.3	19556.4	19558.6	312.0
2016-10-23 19:00:00	YM	Futures	19557.5	19560.7	19552.1	19554.2	377.0
2016-10-23 19:30:00	YM	Futures	19555.3	19555.3	19542.4	19547.8	362.0
2016-10-23 20:00:00	YM	Futures	19547.8	19547.8	19540.2	19544.5	415.0
2016-10-23 20:30:00	YM	Futures	19544.5	19547.8	19532.6	19542.4	536.0
2016-10-23 21:00:00	YM	Futures	19543.4	19555.3	19524.0	19546.7	1383.0
2016-10-23 21:30:00	YM	Futures	19546.7	19546.7	19519.7	19525.1	1247.0
2016-10-23 22:00:00	YM	Futures	19526.1	19532.6	19524.0	19532.6	456.0
2016-10-23 22:30:00	YM	Futures	19533.7	19548.8	19532.6	19544.5	560.0
2016-10-23 23:00:00	YM	Futures	19542.4	19554.2	19542.4	19546.7	345.0
2016-10-23 23:30:00	YM	Futures	19545.6	19548.8	19540.2	19548.8	385.0
2016-10-23 18:00:00	CL	Futures	50.7	50.81	50.41	50.5	3195.0
2016-10-23 18:30:00	CL	Futures	50.49	50.55	50.36	50.51	2132.0
2016-10-23 19:00:00	CL	Futures	50.51	50.53	50.46	50.49	809.0
2016-10-23 19:30:00	CL	Futures	50.5	50.5	50.39	50.45	910.0
2016-10-23 20:00:00	CL	Futures	50.44	50.53	50.42	50.48	872.0
2016-10-23 20:30:00	CL	Futures	50.49	50.54	50.48	50.5	884.0
2016-10-23 21:00:00	CL	Futures	50.5	50.55	50.48	50.51	1734.0
2016-10-23 21:30:00	CL	Futures	50.5	50.51	50.42	50.44	1259.0
2016-10-23 22:00:00	CL	Futures	50.43	50.45	50.26	50.3	3509.0
2016-10-23 22:30:00	CL	Futures	50.31	50.39	50.29	50.37	1620.0
2016-10-23 23:00:00	CL	Futures	50.37	50.51	50.36	50.45	2643.0
2016-10-23 23:30:00	CL	Futures	50.45	50.46	50.42	50.43	527.0
2016-10-23 18:00:00	GC	Futures	1714.1	1714.3	1713.1	1713.5	673.0
2016-10-23 18:30:00	GC	Futures	1713.4	1714.6	1713.0	1713.8	336.0

> showing 50 of 546 rows — these rows as CSV

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