PREVIEW / futures_30min / 2016-11-27

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-11-27.parquet
  size:    23 KB
  rows:    574

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
2016-11-27 18:00:00	ES	Futures	2403.0	2403.55	2401.1	2402.19	9640.0
2016-11-27 18:30:00	ES	Futures	2402.46	2403.0	2401.64	2402.19	1941.0
2016-11-27 19:00:00	ES	Futures	2402.19	2403.55	2401.64	2402.19	2646.0
2016-11-27 19:30:00	ES	Futures	2402.19	2402.46	2399.74	2400.55	4161.0
2016-11-27 20:00:00	ES	Futures	2400.55	2401.37	2399.46	2400.01	5132.0
2016-11-27 20:30:00	ES	Futures	2400.01	2401.91	2399.19	2400.28	4034.0
2016-11-27 21:00:00	ES	Futures	2400.01	2401.37	2399.46	2400.01	6231.0
2016-11-27 21:30:00	ES	Futures	2399.74	2400.55	2399.19	2400.28	4672.0
2016-11-27 22:00:00	ES	Futures	2400.28	2402.19	2400.01	2401.91	1951.0
2016-11-27 22:30:00	ES	Futures	2401.91	2402.19	2401.1	2401.91	1333.0
2016-11-27 23:00:00	ES	Futures	2401.91	2402.19	2401.37	2401.37	1246.0
2016-11-27 23:30:00	ES	Futures	2401.37	2402.19	2401.37	2402.19	1057.0
2016-11-27 18:00:00	NQ	Futures	5804.7	5804.7	5797.84	5800.53	953.0
2016-11-27 18:30:00	NQ	Futures	5800.53	5802.61	5800.23	5801.12	302.0
2016-11-27 19:00:00	NQ	Futures	5801.72	5804.11	5800.82	5802.61	464.0
2016-11-27 19:30:00	NQ	Futures	5802.61	5802.61	5795.75	5796.65	754.0
2016-11-27 20:00:00	NQ	Futures	5796.95	5801.42	5795.45	5798.14	703.0
2016-11-27 20:30:00	NQ	Futures	5798.14	5802.61	5796.35	5798.74	689.0
2016-11-27 21:00:00	NQ	Futures	5798.74	5802.02	5796.95	5798.44	546.0
2016-11-27 21:30:00	NQ	Futures	5798.44	5799.63	5796.65	5798.74	442.0
2016-11-27 22:00:00	NQ	Futures	5798.44	5804.7	5798.44	5802.91	308.0
2016-11-27 22:30:00	NQ	Futures	5803.21	5804.11	5802.32	5804.11	171.0
2016-11-27 23:00:00	NQ	Futures	5804.4	5805.0	5802.02	5803.21	143.0
2016-11-27 23:30:00	NQ	Futures	5803.81	5805.9	5802.61	5805.0	282.0
2016-11-27 18:00:00	YM	Futures	20669.6	20670.7	20645.8	20653.4	1447.0
2016-11-27 18:30:00	YM	Futures	20653.4	20659.9	20648.0	20649.1	430.0
2016-11-27 19:00:00	YM	Futures	20649.1	20657.7	20645.8	20651.2	762.0
2016-11-27 19:30:00	YM	Futures	20651.2	20651.2	20627.4	20633.9	1363.0
2016-11-27 20:00:00	YM	Futures	20632.8	20641.5	20627.4	20630.7	854.0
2016-11-27 20:30:00	YM	Futures	20630.7	20645.8	20622.0	20629.6	960.0
2016-11-27 21:00:00	YM	Futures	20629.6	20635.0	20624.2	20625.3	998.0
2016-11-27 21:30:00	YM	Futures	20626.4	20627.4	20610.1	20623.1	1717.0
2016-11-27 22:00:00	YM	Futures	20622.0	20639.3	20622.0	20636.1	618.0
2016-11-27 22:30:00	YM	Futures	20636.1	20637.2	20631.8	20637.2	279.0
2016-11-27 23:00:00	YM	Futures	20637.2	20640.4	20633.9	20633.9	194.0
2016-11-27 23:30:00	YM	Futures	20633.9	20640.4	20632.8	20639.3	163.0
2016-11-27 18:00:00	CL	Futures	44.49	44.84	44.21	44.27	13709.0
2016-11-27 18:30:00	CL	Futures	44.27	44.4	44.22	44.36	2947.0
2016-11-27 19:00:00	CL	Futures	44.36	44.56	44.36	44.45	3373.0
2016-11-27 19:30:00	CL	Futures	44.45	44.5	44.32	44.43	2242.0
2016-11-27 20:00:00	CL	Futures	44.42	44.65	44.42	44.56	3556.0
2016-11-27 20:30:00	CL	Futures	44.56	44.84	44.56	44.8	4549.0
2016-11-27 21:00:00	CL	Futures	44.8	44.94	44.7	44.93	4926.0
2016-11-27 21:30:00	CL	Futures	44.93	45.19	44.9	45.12	5683.0
2016-11-27 22:00:00	CL	Futures	45.12	45.34	45.12	45.25	6266.0
2016-11-27 22:30:00	CL	Futures	45.24	45.25	44.92	45.05	5559.0
2016-11-27 23:00:00	CL	Futures	45.05	45.09	44.84	44.84	3435.0
2016-11-27 23:30:00	CL	Futures	44.85	45.15	44.84	45.15	4376.0
2016-11-27 18:00:00	GC	Futures	1598.6	1604.8	1598.6	1602.6	957.0
2016-11-27 18:30:00	GC	Futures	1602.4	1605.3	1601.7	1605.0	319.0

> showing 50 of 574 rows — these rows as CSV

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