PREVIEW / futures_30min / 2016-11-06

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-11-06.parquet
  size:    22 KB
  rows:    591

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
2016-11-06 18:00:00	ES	Futures	2291.99	2296.62	2289.27	2296.35	40334.0
2016-11-06 18:30:00	ES	Futures	2296.35	2297.44	2290.36	2291.72	16338.0
2016-11-06 19:00:00	ES	Futures	2291.72	2293.35	2289.82	2290.09	8235.0
2016-11-06 19:30:00	ES	Futures	2290.09	2290.63	2288.46	2290.36	8755.0
2016-11-06 20:00:00	ES	Futures	2290.09	2291.45	2289.82	2291.18	7848.0
2016-11-06 20:30:00	ES	Futures	2291.18	2292.81	2290.36	2292.81	7943.0
2016-11-06 21:00:00	ES	Futures	2292.81	2293.35	2290.63	2291.18	9137.0
2016-11-06 21:30:00	ES	Futures	2291.18	2291.99	2290.36	2290.63	6301.0
2016-11-06 22:00:00	ES	Futures	2290.63	2292.54	2290.63	2291.99	2944.0
2016-11-06 22:30:00	ES	Futures	2291.99	2292.54	2291.45	2292.54	1882.0
2016-11-06 23:00:00	ES	Futures	2292.54	2293.35	2291.99	2292.81	1768.0
2016-11-06 23:30:00	ES	Futures	2292.81	2293.08	2291.99	2291.99	1801.0
2016-11-06 18:00:00	NQ	Futures	5620.33	5647.18	5620.33	5646.59	4838.0
2016-11-06 18:30:00	NQ	Futures	5646.88	5649.57	5632.56	5634.95	2769.0
2016-11-06 19:00:00	NQ	Futures	5635.55	5638.83	5629.58	5632.26	1293.0
2016-11-06 19:30:00	NQ	Futures	5631.97	5633.16	5626.89	5631.97	1122.0
2016-11-06 20:00:00	NQ	Futures	5631.67	5635.85	5630.77	5634.35	795.0
2016-11-06 20:30:00	NQ	Futures	5634.65	5640.62	5633.76	5640.62	800.0
2016-11-06 21:00:00	NQ	Futures	5640.32	5641.81	5635.85	5637.04	1223.0
2016-11-06 21:30:00	NQ	Futures	5637.04	5640.32	5635.25	5637.04	1294.0
2016-11-06 22:00:00	NQ	Futures	5637.04	5640.62	5635.85	5639.43	353.0
2016-11-06 22:30:00	NQ	Futures	5638.83	5639.72	5636.74	5638.53	404.0
2016-11-06 23:00:00	NQ	Futures	5638.83	5640.92	5637.34	5640.32	294.0
2016-11-06 23:30:00	NQ	Futures	5639.72	5639.72	5637.64	5639.13	199.0
2016-11-06 18:00:00	YM	Futures	19453.7	19497.0	19444.0	19491.6	4697.0
2016-11-06 18:30:00	YM	Futures	19492.6	19506.7	19453.7	19460.2	3342.0
2016-11-06 19:00:00	YM	Futures	19459.1	19473.2	19445.1	19448.3	1557.0
2016-11-06 19:30:00	YM	Futures	19448.3	19457.0	19435.4	19448.3	1527.0
2016-11-06 20:00:00	YM	Futures	19447.2	19462.4	19444.0	19457.0	1545.0
2016-11-06 20:30:00	YM	Futures	19457.0	19474.3	19454.8	19472.1	1300.0
2016-11-06 21:00:00	YM	Futures	19472.1	19479.7	19462.4	19463.5	1855.0
2016-11-06 21:30:00	YM	Futures	19464.5	19473.2	19461.3	19465.6	1040.0
2016-11-06 22:00:00	YM	Futures	19466.7	19479.7	19464.5	19476.4	566.0
2016-11-06 22:30:00	YM	Futures	19476.4	19477.5	19471.0	19477.5	448.0
2016-11-06 23:00:00	YM	Futures	19476.4	19482.9	19475.3	19481.8	334.0
2016-11-06 23:30:00	YM	Futures	19480.7	19484.0	19475.3	19478.6	359.0
2016-11-06 18:00:00	CL	Futures	44.32	44.51	44.27	44.49	5449.0
2016-11-06 18:30:00	CL	Futures	44.49	44.5	44.37	44.41	2114.0
2016-11-06 19:00:00	CL	Futures	44.41	44.42	44.22	44.27	2711.0
2016-11-06 19:30:00	CL	Futures	44.27	44.35	44.23	44.34	1381.0
2016-11-06 20:00:00	CL	Futures	44.34	44.4	44.33	44.34	1662.0
2016-11-06 20:30:00	CL	Futures	44.34	44.35	44.28	44.31	959.0
2016-11-06 21:00:00	CL	Futures	44.31	44.41	44.28	44.38	1659.0
2016-11-06 21:30:00	CL	Futures	44.38	44.41	44.35	44.41	783.0
2016-11-06 22:00:00	CL	Futures	44.41	44.45	44.37	44.44	881.0
2016-11-06 22:30:00	CL	Futures	44.44	44.44	44.4	44.42	729.0
2016-11-06 23:00:00	CL	Futures	44.42	44.44	44.41	44.43	456.0
2016-11-06 23:30:00	CL	Futures	44.43	44.45	44.41	44.45	667.0
2016-11-06 18:00:00	GC	Futures	1751.4	1752.5	1745.9	1746.9	8299.0
2016-11-06 18:30:00	GC	Futures	1746.8	1746.9	1743.0	1745.3	3990.0

> showing 50 of 591 rows — these rows as CSV

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