PREVIEW / futures_30min / 2016-11-13

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-11-13.parquet
  size:    23 KB
  rows:    564

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
2016-11-13 18:00:00	ES	Futures	2355.66	2360.01	2354.3	2358.92	11940.0
2016-11-13 18:30:00	ES	Futures	2358.65	2359.47	2358.11	2359.2	2887.0
2016-11-13 19:00:00	ES	Futures	2359.2	2361.65	2358.38	2361.37	7479.0
2016-11-13 19:30:00	ES	Futures	2361.37	2363.01	2361.37	2363.01	8133.0
2016-11-13 20:00:00	ES	Futures	2362.73	2365.73	2361.92	2363.28	10403.0
2016-11-13 20:30:00	ES	Futures	2363.28	2363.82	2357.29	2357.56	13820.0
2016-11-13 21:00:00	ES	Futures	2357.29	2360.29	2357.02	2360.01	5359.0
2016-11-13 21:30:00	ES	Futures	2360.29	2362.19	2360.29	2361.92	3029.0
2016-11-13 22:00:00	ES	Futures	2361.65	2363.01	2361.1	2361.65	3129.0
2016-11-13 22:30:00	ES	Futures	2361.65	2363.28	2361.1	2361.65	2630.0
2016-11-13 23:00:00	ES	Futures	2361.65	2362.73	2361.1	2361.37	1814.0
2016-11-13 23:30:00	ES	Futures	2361.37	2364.64	2361.1	2364.09	2845.0
2016-11-13 18:00:00	NQ	Futures	5671.94	5688.05	5668.07	5686.56	1410.0
2016-11-13 18:30:00	NQ	Futures	5687.16	5691.63	5686.86	5688.65	1021.0
2016-11-13 19:00:00	NQ	Futures	5687.76	5696.41	5687.16	5695.81	990.0
2016-11-13 19:30:00	NQ	Futures	5695.21	5701.78	5694.02	5701.48	1090.0
2016-11-13 20:00:00	NQ	Futures	5701.18	5709.53	5698.5	5703.27	1763.0
2016-11-13 20:30:00	NQ	Futures	5703.57	5704.46	5680.3	5680.3	2959.0
2016-11-13 21:00:00	NQ	Futures	5680.6	5687.16	5680.0	5686.56	1145.0
2016-11-13 21:30:00	NQ	Futures	5686.86	5691.63	5686.86	5690.44	541.0
2016-11-13 22:00:00	NQ	Futures	5690.44	5696.71	5689.84	5691.93	880.0
2016-11-13 22:30:00	NQ	Futures	5691.63	5696.11	5691.34	5694.02	493.0
2016-11-13 23:00:00	NQ	Futures	5693.72	5696.71	5692.83	5692.83	318.0
2016-11-13 23:30:00	NQ	Futures	5692.83	5699.69	5692.83	5697.6	312.0
2016-11-13 18:00:00	YM	Futures	20324.8	20376.7	20316.2	20362.6	2177.0
2016-11-13 18:30:00	YM	Futures	20362.6	20368.1	20357.2	20363.7	866.0
2016-11-13 19:00:00	YM	Futures	20363.7	20387.5	20358.3	20385.3	1566.0
2016-11-13 19:30:00	YM	Futures	20385.3	20403.7	20382.1	20401.6	1734.0
2016-11-13 20:00:00	YM	Futures	20402.6	20425.3	20397.2	20410.2	2159.0
2016-11-13 20:30:00	YM	Futures	20409.1	20412.4	20370.2	20371.3	3163.0
2016-11-13 21:00:00	YM	Futures	20371.3	20390.7	20369.1	20387.5	1414.0
2016-11-13 21:30:00	YM	Futures	20388.6	20402.6	20386.4	20401.6	851.0
2016-11-13 22:00:00	YM	Futures	20401.6	20417.8	20397.2	20401.6	1013.0
2016-11-13 22:30:00	YM	Futures	20402.6	20414.5	20400.5	20401.6	630.0
2016-11-13 23:00:00	YM	Futures	20401.6	20409.1	20397.2	20399.4	337.0
2016-11-13 23:30:00	YM	Futures	20398.3	20419.9	20398.3	20413.4	516.0
2016-11-13 18:00:00	CL	Futures	42.99	43.32	42.93	43.29	472.0
2016-11-13 18:30:00	CL	Futures	43.28	43.37	43.24	43.37	252.0
2016-11-13 19:00:00	CL	Futures	43.35	43.45	43.35	43.42	366.0
2016-11-13 19:30:00	CL	Futures	43.41	43.43	43.36	43.43	203.0
2016-11-13 20:00:00	CL	Futures	43.42	43.44	43.29	43.38	653.0
2016-11-13 20:30:00	CL	Futures	43.39	43.4	43.16	43.16	663.0
2016-11-13 21:00:00	CL	Futures	43.16	43.21	43.1	43.2	600.0
2016-11-13 21:30:00	CL	Futures	43.21	43.27	43.17	43.24	419.0
2016-11-13 22:00:00	CL	Futures	43.25	43.28	43.16	43.16	326.0
2016-11-13 22:30:00	CL	Futures	43.16	43.23	43.13	43.21	299.0
2016-11-13 23:00:00	CL	Futures	43.21	43.26	43.21	43.22	178.0
2016-11-13 23:30:00	CL	Futures	43.23	43.27	43.23	43.24	86.0
2016-11-13 18:00:00	GC	Futures	1661.0	1665.4	1659.5	1661.6	3138.0
2016-11-13 18:30:00	GC	Futures	1661.6	1664.0	1660.2	1663.1	2280.0

> showing 50 of 564 rows — these rows as CSV

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