PREVIEW / futures_30min / 2016-12-11

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-12-11.parquet
  size:    20 KB
  rows:    528

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
2016-12-11 18:00:00	ES	Futures	2460.41	2470.75	2459.59	2466.67	12617.0
2016-12-11 18:30:00	ES	Futures	2466.4	2467.76	2465.04	2465.31	1832.0
2016-12-11 19:00:00	ES	Futures	2465.31	2466.12	2464.49	2465.85	2327.0
2016-12-11 19:30:00	ES	Futures	2465.58	2465.85	2463.95	2464.76	995.0
2016-12-11 20:00:00	ES	Futures	2464.49	2464.49	2462.31	2463.95	1985.0
2016-12-11 20:30:00	ES	Futures	2463.95	2464.22	2460.68	2461.23	1249.0
2016-12-11 21:00:00	ES	Futures	2460.95	2461.23	2457.96	2458.51	4180.0
2016-12-11 21:30:00	ES	Futures	2458.78	2459.59	2457.42	2457.42	1149.0
2016-12-11 22:00:00	ES	Futures	2457.69	2457.96	2456.33	2457.96	2063.0
2016-12-11 22:30:00	ES	Futures	2457.96	2459.05	2456.06	2458.51	2255.0
2016-12-11 23:00:00	ES	Futures	2458.78	2459.05	2458.23	2458.23	865.0
2016-12-11 23:30:00	ES	Futures	2457.96	2460.95	2457.96	2460.95	2015.0
2016-12-11 18:00:00	NQ	Futures	5846.17	5867.65	5839.91	5854.52	930.0
2016-12-11 18:30:00	NQ	Futures	5854.23	5860.19	5849.15	5849.15	303.0
2016-12-11 19:00:00	NQ	Futures	5849.15	5851.84	5848.26	5850.35	217.0
2016-12-11 19:30:00	NQ	Futures	5850.94	5850.94	5845.28	5847.66	282.0
2016-12-11 20:00:00	NQ	Futures	5847.66	5847.66	5842.89	5847.36	178.0
2016-12-11 20:30:00	NQ	Futures	5847.07	5847.36	5837.22	5837.22	201.0
2016-12-11 21:00:00	NQ	Futures	5838.12	5838.12	5820.22	5822.9	955.0
2016-12-11 21:30:00	NQ	Futures	5823.5	5827.97	5821.41	5821.41	302.0
2016-12-11 22:00:00	NQ	Futures	5821.11	5821.11	5815.74	5817.53	389.0
2016-12-11 22:30:00	NQ	Futures	5817.83	5817.83	5810.67	5817.23	508.0
2016-12-11 23:00:00	NQ	Futures	5817.83	5821.11	5817.23	5819.02	133.0
2016-12-11 23:30:00	NQ	Futures	5819.92	5823.8	5819.02	5823.8	144.0
2016-12-11 18:00:00	YM	Futures	21378.6	21488.1	21377.5	21456.7	3961.0
2016-12-11 18:30:00	YM	Futures	21456.7	21469.7	21445.8	21448.0	1201.0
2016-12-11 19:00:00	YM	Futures	21446.9	21455.6	21440.4	21446.9	902.0
2016-12-11 19:30:00	YM	Futures	21446.9	21449.1	21436.1	21443.7	545.0
2016-12-11 20:00:00	YM	Futures	21443.7	21444.7	21425.2	21440.4	899.0
2016-12-11 20:30:00	YM	Futures	21440.4	21440.4	21413.3	21415.4	1239.0
2016-12-11 21:00:00	YM	Futures	21415.4	21415.4	21387.2	21392.7	1516.0
2016-12-11 21:30:00	YM	Futures	21393.8	21403.5	21386.2	21386.2	646.0
2016-12-11 22:00:00	YM	Futures	21385.1	21388.3	21374.2	21382.9	945.0
2016-12-11 22:30:00	YM	Futures	21384.0	21397.0	21371.0	21394.8	877.0
2016-12-11 23:00:00	YM	Futures	21395.9	21399.2	21391.6	21394.8	521.0
2016-12-11 23:30:00	YM	Futures	21394.8	21413.3	21392.7	21413.3	630.0
2016-12-11 18:00:00	CL	Futures	51.49	53.38	51.47	52.97	40168.0
2016-12-11 18:30:00	CL	Futures	52.96	53.0	52.79	52.79	6802.0
2016-12-11 19:00:00	CL	Futures	52.8	52.91	52.54	52.7	12521.0
2016-12-11 19:30:00	CL	Futures	52.7	52.77	52.54	52.64	5507.0
2016-12-11 20:00:00	CL	Futures	52.65	52.78	52.59	52.7	3691.0
2016-12-11 20:30:00	CL	Futures	52.71	52.82	52.63	52.72	3900.0
2016-12-11 21:00:00	CL	Futures	52.72	52.82	52.7	52.75	3247.0
2016-12-11 21:30:00	CL	Futures	52.75	52.88	52.73	52.83	3366.0
2016-12-11 22:00:00	CL	Futures	52.83	52.85	52.81	52.84	1689.0
2016-12-11 22:30:00	CL	Futures	52.84	52.86	52.8	52.83	1315.0
2016-12-11 23:00:00	CL	Futures	52.83	52.86	52.82	52.84	1085.0
2016-12-11 23:30:00	CL	Futures	52.84	52.85	52.79	52.82	1459.0
2016-12-11 18:00:00	GC	Futures	1567.6	1568.3	1563.7	1564.4	1843.0
2016-12-11 18:30:00	GC	Futures	1564.4	1566.5	1563.5	1566.0	1005.0

> showing 50 of 528 rows — these rows as CSV

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