PREVIEW / futures_30min / 2016-11-20

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-11-20.parquet
  size:    22 KB
  rows:    563

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
2016-11-20 18:00:00	ES	Futures	2371.98	2374.16	2371.71	2373.62	4004.0
2016-11-20 18:30:00	ES	Futures	2373.62	2374.16	2373.35	2373.35	1395.0
2016-11-20 19:00:00	ES	Futures	2373.62	2373.62	2370.9	2372.8	3641.0
2016-11-20 19:30:00	ES	Futures	2373.07	2375.25	2372.8	2374.71	3152.0
2016-11-20 20:00:00	ES	Futures	2374.98	2375.25	2373.07	2373.35	2701.0
2016-11-20 20:30:00	ES	Futures	2373.62	2374.98	2373.07	2374.98	2577.0
2016-11-20 21:00:00	ES	Futures	2374.98	2375.79	2374.71	2375.52	2165.0
2016-11-20 21:30:00	ES	Futures	2375.52	2377.43	2374.71	2376.34	3515.0
2016-11-20 22:00:00	ES	Futures	2376.61	2377.7	2376.07	2376.34	2047.0
2016-11-20 22:30:00	ES	Futures	2376.07	2378.51	2375.79	2377.97	4361.0
2016-11-20 23:00:00	ES	Futures	2377.7	2378.24	2376.88	2377.15	1110.0
2016-11-20 23:30:00	ES	Futures	2377.15	2377.43	2376.61	2377.43	909.0
2016-11-20 18:00:00	NQ	Futures	5744.14	5744.14	5735.49	5740.56	413.0
2016-11-20 18:30:00	NQ	Futures	5740.56	5741.16	5738.77	5739.67	221.0
2016-11-20 19:00:00	NQ	Futures	5739.96	5739.96	5731.91	5736.38	683.0
2016-11-20 19:30:00	NQ	Futures	5736.38	5742.95	5735.79	5742.65	551.0
2016-11-20 20:00:00	NQ	Futures	5742.65	5743.84	5736.38	5738.17	476.0
2016-11-20 20:30:00	NQ	Futures	5737.88	5742.65	5736.98	5741.75	386.0
2016-11-20 21:00:00	NQ	Futures	5742.65	5745.33	5741.46	5742.35	468.0
2016-11-20 21:30:00	NQ	Futures	5742.05	5747.42	5741.46	5745.04	670.0
2016-11-20 22:00:00	NQ	Futures	5745.33	5747.42	5743.25	5744.14	395.0
2016-11-20 22:30:00	NQ	Futures	5743.54	5748.02	5742.65	5747.12	572.0
2016-11-20 23:00:00	NQ	Futures	5747.72	5748.02	5745.63	5746.83	358.0
2016-11-20 23:30:00	NQ	Futures	5746.83	5748.32	5745.93	5747.72	222.0
2016-11-20 18:00:00	YM	Futures	20374.5	20383.2	20365.9	20378.9	787.0
2016-11-20 18:30:00	YM	Futures	20379.9	20381.0	20375.6	20379.9	248.0
2016-11-20 19:00:00	YM	Futures	20379.9	20381.0	20363.7	20376.7	838.0
2016-11-20 19:30:00	YM	Futures	20376.7	20392.9	20376.7	20390.7	569.0
2016-11-20 20:00:00	YM	Futures	20390.7	20392.9	20376.7	20379.9	522.0
2016-11-20 20:30:00	YM	Futures	20379.9	20384.3	20369.1	20376.7	1814.0
2016-11-20 21:00:00	YM	Futures	20377.8	20385.3	20376.7	20381.0	452.0
2016-11-20 21:30:00	YM	Futures	20379.9	20394.0	20378.9	20388.6	837.0
2016-11-20 22:00:00	YM	Futures	20389.7	20396.2	20385.3	20386.4	463.0
2016-11-20 22:30:00	YM	Futures	20387.5	20400.5	20385.3	20397.2	712.0
2016-11-20 23:00:00	YM	Futures	20398.3	20399.4	20388.6	20389.7	320.0
2016-11-20 23:30:00	YM	Futures	20389.7	20394.0	20387.5	20392.9	244.0
2016-11-20 18:00:00	CL	Futures	45.64	45.98	45.5	45.94	7136.0
2016-11-20 18:30:00	CL	Futures	45.93	46.07	45.85	45.87	3693.0
2016-11-20 19:00:00	CL	Futures	45.87	45.9	45.82	45.85	1969.0
2016-11-20 19:30:00	CL	Futures	45.84	45.93	45.83	45.9	1291.0
2016-11-20 20:00:00	CL	Futures	45.91	45.92	45.73	45.75	2875.0
2016-11-20 20:30:00	CL	Futures	45.74	45.86	45.72	45.77	2422.0
2016-11-20 21:00:00	CL	Futures	45.77	45.86	45.77	45.82	1601.0
2016-11-20 21:30:00	CL	Futures	45.82	45.91	45.81	45.89	1481.0
2016-11-20 22:00:00	CL	Futures	45.9	46.0	45.86	45.91	2548.0
2016-11-20 22:30:00	CL	Futures	45.9	45.96	45.89	45.93	888.0
2016-11-20 23:00:00	CL	Futures	45.93	45.97	45.9	45.94	1023.0
2016-11-20 23:30:00	CL	Futures	45.94	46.04	45.94	46.02	1729.0
2016-11-20 18:00:00	GC	Futures	1633.4	1634.4	1632.3	1633.3	987.0
2016-11-20 18:30:00	GC	Futures	1633.2	1633.4	1630.9	1631.7	1360.0

> showing 50 of 563 rows — these rows as CSV

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