PREVIEW / futures_30min / 2016-10-30

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-10-30.parquet
  size:    21 KB
  rows:    552

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
2016-10-30 18:00:00	ES	Futures	2307.23	2309.41	2301.52	2307.5	12037.0
2016-10-30 18:30:00	ES	Futures	2307.23	2309.41	2306.96	2307.5	2643.0
2016-10-30 19:00:00	ES	Futures	2307.77	2309.41	2306.96	2307.23	2371.0
2016-10-30 19:30:00	ES	Futures	2307.23	2308.59	2306.14	2307.5	2898.0
2016-10-30 20:00:00	ES	Futures	2307.5	2308.05	2306.14	2307.5	4092.0
2016-10-30 20:30:00	ES	Futures	2307.77	2308.32	2306.41	2306.96	1941.0
2016-10-30 21:00:00	ES	Futures	2306.96	2308.86	2305.87	2308.59	4474.0
2016-10-30 21:30:00	ES	Futures	2308.59	2310.22	2308.32	2309.13	4192.0
2016-10-30 22:00:00	ES	Futures	2309.13	2311.58	2308.86	2311.31	4631.0
2016-10-30 22:30:00	ES	Futures	2311.31	2312.67	2310.49	2312.4	3816.0
2016-10-30 23:00:00	ES	Futures	2312.4	2316.75	2312.4	2315.12	9322.0
2016-10-30 23:30:00	ES	Futures	2315.39	2315.94	2314.58	2314.85	2980.0
2016-10-30 18:00:00	NQ	Futures	5722.36	5729.22	5714.01	5726.84	1527.0
2016-10-30 18:30:00	NQ	Futures	5726.54	5732.21	5725.94	5729.22	743.0
2016-10-30 19:00:00	NQ	Futures	5728.93	5733.7	5728.63	5729.82	670.0
2016-10-30 19:30:00	NQ	Futures	5729.82	5733.4	5728.33	5731.01	1015.0
2016-10-30 20:00:00	NQ	Futures	5730.72	5731.91	5724.75	5727.43	1624.0
2016-10-30 20:30:00	NQ	Futures	5727.43	5729.52	5724.15	5725.35	472.0
2016-10-30 21:00:00	NQ	Futures	5725.05	5730.12	5722.36	5729.52	642.0
2016-10-30 21:30:00	NQ	Futures	5729.52	5736.09	5729.22	5734.0	760.0
2016-10-30 22:00:00	NQ	Futures	5734.0	5741.75	5732.8	5739.37	1022.0
2016-10-30 22:30:00	NQ	Futures	5739.37	5745.33	5738.47	5745.33	788.0
2016-10-30 23:00:00	NQ	Futures	5745.33	5756.37	5745.04	5753.69	2673.0
2016-10-30 23:30:00	NQ	Futures	5753.39	5756.07	5752.49	5753.09	793.0
2016-10-30 18:00:00	YM	Futures	19524.0	19545.6	19488.3	19530.5	1656.0
2016-10-30 18:30:00	YM	Futures	19530.5	19546.7	19528.3	19530.5	356.0
2016-10-30 19:00:00	YM	Futures	19530.5	19545.6	19529.4	19530.5	392.0
2016-10-30 19:30:00	YM	Futures	19529.4	19539.1	19522.9	19530.5	836.0
2016-10-30 20:00:00	YM	Futures	19530.5	19533.7	19519.7	19531.5	747.0
2016-10-30 20:30:00	YM	Futures	19532.6	19536.9	19522.9	19525.1	306.0
2016-10-30 21:00:00	YM	Futures	19525.1	19539.1	19515.3	19536.9	802.0
2016-10-30 21:30:00	YM	Futures	19536.9	19551.0	19535.9	19540.2	868.0
2016-10-30 22:00:00	YM	Futures	19541.3	19560.7	19536.9	19556.4	937.0
2016-10-30 22:30:00	YM	Futures	19556.4	19568.3	19552.1	19567.2	790.0
2016-10-30 23:00:00	YM	Futures	19568.3	19597.5	19568.3	19588.8	2267.0
2016-10-30 23:30:00	YM	Futures	19588.8	19595.3	19585.6	19587.7	583.0
2016-10-30 18:00:00	CL	Futures	48.11	48.31	48.03	48.14	5565.0
2016-10-30 18:30:00	CL	Futures	48.14	48.21	48.11	48.17	1224.0
2016-10-30 19:00:00	CL	Futures	48.17	48.26	48.16	48.22	1678.0
2016-10-30 19:30:00	CL	Futures	48.22	48.23	48.17	48.21	573.0
2016-10-30 20:00:00	CL	Futures	48.2	48.22	48.12	48.19	1723.0
2016-10-30 20:30:00	CL	Futures	48.2	48.26	48.18	48.25	1480.0
2016-10-30 21:00:00	CL	Futures	48.24	48.33	48.22	48.31	3365.0
2016-10-30 21:30:00	CL	Futures	48.32	48.41	48.3	48.39	3236.0
2016-10-30 22:00:00	CL	Futures	48.39	48.39	48.23	48.34	3426.0
2016-10-30 22:30:00	CL	Futures	48.34	48.36	48.28	48.35	669.0
2016-10-30 23:00:00	CL	Futures	48.34	48.38	48.31	48.32	843.0
2016-10-30 23:30:00	CL	Futures	48.32	48.37	48.31	48.36	601.0
2016-10-30 18:00:00	GC	Futures	1729.5	1732.5	1728.5	1728.7	1828.0
2016-10-30 18:30:00	GC	Futures	1728.7	1730.3	1728.0	1729.9	590.0

> showing 50 of 552 rows — these rows as CSV

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