PREVIEW / futures_30min / 2016-12-04

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-12-04.parquet
  size:    22 KB
  rows:    546

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
2016-12-04 18:00:00	ES	Futures	2376.88	2377.7	2371.44	2374.16	20074.0
2016-12-04 18:30:00	ES	Futures	2374.16	2378.51	2373.89	2376.07	9302.0
2016-12-04 19:00:00	ES	Futures	2376.34	2378.51	2375.25	2376.07	4783.0
2016-12-04 19:30:00	ES	Futures	2376.07	2377.97	2375.79	2377.43	3609.0
2016-12-04 20:00:00	ES	Futures	2377.43	2380.15	2376.88	2378.24	8336.0
2016-12-04 20:30:00	ES	Futures	2378.24	2381.78	2377.97	2380.96	6509.0
2016-12-04 21:00:00	ES	Futures	2380.96	2382.32	2380.69	2380.69	3210.0
2016-12-04 21:30:00	ES	Futures	2380.42	2381.51	2379.06	2379.6	4268.0
2016-12-04 22:00:00	ES	Futures	2379.6	2379.87	2378.79	2379.06	1830.0
2016-12-04 22:30:00	ES	Futures	2379.06	2379.87	2377.97	2378.51	2835.0
2016-12-04 23:00:00	ES	Futures	2378.24	2379.06	2378.24	2378.79	1001.0
2016-12-04 23:30:00	ES	Futures	2379.06	2379.87	2378.51	2379.6	1504.0
2016-12-04 18:00:00	NQ	Futures	5631.37	5631.67	5610.49	5613.77	2935.0
2016-12-04 18:30:00	NQ	Futures	5613.47	5630.18	5613.17	5626.0	2044.0
2016-12-04 19:00:00	NQ	Futures	5625.7	5634.05	5622.42	5626.89	1149.0
2016-12-04 19:30:00	NQ	Futures	5626.89	5631.67	5624.51	5629.88	736.0
2016-12-04 20:00:00	NQ	Futures	5629.88	5637.64	5628.09	5636.44	1911.0
2016-12-04 20:30:00	NQ	Futures	5635.85	5642.41	5635.85	5639.72	1060.0
2016-12-04 21:00:00	NQ	Futures	5639.43	5644.5	5639.43	5639.43	483.0
2016-12-04 21:30:00	NQ	Futures	5639.43	5646.59	5637.04	5639.43	1044.0
2016-12-04 22:00:00	NQ	Futures	5640.02	5640.32	5636.74	5637.93	382.0
2016-12-04 22:30:00	NQ	Futures	5638.23	5639.43	5635.55	5636.14	179.0
2016-12-04 23:00:00	NQ	Futures	5636.14	5639.72	5636.14	5638.83	168.0
2016-12-04 23:30:00	NQ	Futures	5638.83	5640.92	5637.93	5640.62	229.0
2016-12-04 18:00:00	YM	Futures	20653.4	20663.1	20624.2	20653.4	3517.0
2016-12-04 18:30:00	YM	Futures	20652.3	20678.2	20649.1	20663.1	2150.0
2016-12-04 19:00:00	YM	Futures	20665.3	20676.1	20654.5	20660.9	956.0
2016-12-04 19:30:00	YM	Futures	20660.9	20677.2	20657.7	20671.7	763.0
2016-12-04 20:00:00	YM	Futures	20671.7	20688.0	20666.3	20673.9	1608.0
2016-12-04 20:30:00	YM	Futures	20672.8	20698.8	20671.7	20688.0	1490.0
2016-12-04 21:00:00	YM	Futures	20688.0	20699.8	20685.8	20685.8	659.0
2016-12-04 21:30:00	YM	Futures	20684.7	20692.3	20675.0	20679.3	675.0
2016-12-04 22:00:00	YM	Futures	20680.4	20681.5	20672.8	20676.1	362.0
2016-12-04 22:30:00	YM	Futures	20677.2	20683.6	20667.4	20667.4	506.0
2016-12-04 23:00:00	YM	Futures	20668.5	20672.8	20667.4	20671.7	371.0
2016-12-04 23:30:00	YM	Futures	20671.7	20679.3	20669.6	20678.2	327.0
2016-12-04 18:00:00	CL	Futures	50.4	50.57	50.09	50.26	5094.0
2016-12-04 18:30:00	CL	Futures	50.27	50.43	50.21	50.33	2470.0
2016-12-04 19:00:00	CL	Futures	50.32	50.34	50.15	50.19	2091.0
2016-12-04 19:30:00	CL	Futures	50.19	50.32	50.16	50.21	1451.0
2016-12-04 20:00:00	CL	Futures	50.21	50.21	50.02	50.04	2924.0
2016-12-04 20:30:00	CL	Futures	50.03	50.14	49.99	50.1	2620.0
2016-12-04 21:00:00	CL	Futures	50.1	50.21	50.1	50.17	2060.0
2016-12-04 21:30:00	CL	Futures	50.17	50.2	50.06	50.13	1740.0
2016-12-04 22:00:00	CL	Futures	50.14	50.19	50.1	50.19	953.0
2016-12-04 22:30:00	CL	Futures	50.18	50.2	50.1	50.14	1085.0
2016-12-04 23:00:00	CL	Futures	50.14	50.19	50.03	50.06	1294.0
2016-12-04 23:30:00	CL	Futures	50.06	50.27	50.03	50.25	3049.0
2016-12-04 18:00:00	GC	Futures	1596.2	1606.5	1596.2	1604.3	7136.0
2016-12-04 18:30:00	GC	Futures	1604.4	1604.8	1592.4	1595.8	5864.0

> showing 50 of 546 rows — these rows as CSV

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