PREVIEW / futures_30min / 2016-12-18

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-12-18.parquet
  size:    21 KB
  rows:    562

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
2016-12-18 18:00:00	ES	Futures	2461.47	2465.29	2461.19	2464.74	5339.0
2016-12-18 18:30:00	ES	Futures	2464.74	2465.29	2464.19	2464.47	1578.0
2016-12-18 19:00:00	ES	Futures	2464.19	2465.01	2463.38	2464.47	2850.0
2016-12-18 19:30:00	ES	Futures	2464.47	2465.29	2463.92	2465.01	797.0
2016-12-18 20:00:00	ES	Futures	2465.01	2465.83	2464.47	2465.01	2039.0
2016-12-18 20:30:00	ES	Futures	2465.01	2465.01	2463.65	2464.47	1665.0
2016-12-18 21:00:00	ES	Futures	2464.19	2465.01	2463.65	2464.74	1158.0
2016-12-18 21:30:00	ES	Futures	2464.47	2465.01	2463.65	2463.92	822.0
2016-12-18 22:00:00	ES	Futures	2463.65	2464.19	2463.65	2463.92	717.0
2016-12-18 22:30:00	ES	Futures	2463.92	2465.01	2463.65	2464.19	880.0
2016-12-18 23:00:00	ES	Futures	2464.19	2464.74	2463.38	2464.47	811.0
2016-12-18 23:30:00	ES	Futures	2464.47	2465.56	2463.92	2464.47	1433.0
2016-12-18 18:00:00	NQ	Futures	5865.86	5875.71	5862.88	5873.62	1204.0
2016-12-18 18:30:00	NQ	Futures	5873.62	5875.11	5873.02	5873.32	280.0
2016-12-18 19:00:00	NQ	Futures	5873.02	5875.41	5872.72	5875.11	578.0
2016-12-18 19:30:00	NQ	Futures	5875.11	5875.11	5873.02	5873.92	224.0
2016-12-18 20:00:00	NQ	Futures	5874.51	5876.01	5873.02	5873.92	497.0
2016-12-18 20:30:00	NQ	Futures	5874.22	5874.51	5870.34	5871.53	286.0
2016-12-18 21:00:00	NQ	Futures	5871.53	5873.92	5870.93	5873.02	169.0
2016-12-18 21:30:00	NQ	Futures	5873.02	5874.22	5870.04	5870.64	187.0
2016-12-18 22:00:00	NQ	Futures	5870.64	5871.23	5869.74	5870.93	119.0
2016-12-18 22:30:00	NQ	Futures	5870.64	5873.02	5870.34	5870.64	170.0
2016-12-18 23:00:00	NQ	Futures	5870.34	5872.13	5869.14	5871.83	203.0
2016-12-18 23:30:00	NQ	Futures	5872.13	5874.51	5871.53	5871.53	147.0
2016-12-18 18:00:00	YM	Futures	21478.4	21507.7	21474.0	21504.4	1202.0
2016-12-18 18:30:00	YM	Futures	21504.4	21506.6	21500.1	21501.1	498.0
2016-12-18 19:00:00	YM	Futures	21501.1	21506.6	21499.0	21504.4	626.0
2016-12-18 19:30:00	YM	Futures	21503.3	21506.6	21500.1	21505.5	266.0
2016-12-18 20:00:00	YM	Futures	21505.5	21514.2	21504.4	21508.7	840.0
2016-12-18 20:30:00	YM	Futures	21508.7	21508.7	21502.2	21507.7	491.0
2016-12-18 21:00:00	YM	Futures	21506.6	21509.8	21503.3	21507.7	241.0
2016-12-18 21:30:00	YM	Futures	21506.6	21510.9	21502.2	21503.3	203.0
2016-12-18 22:00:00	YM	Futures	21502.2	21506.6	21501.1	21503.3	144.0
2016-12-18 22:30:00	YM	Futures	21503.3	21508.7	21503.3	21503.3	229.0
2016-12-18 23:00:00	YM	Futures	21504.4	21506.6	21500.1	21505.5	277.0
2016-12-18 23:30:00	YM	Futures	21504.4	21513.1	21503.3	21506.6	317.0
2016-12-18 18:00:00	CL	Futures	51.23	51.31	51.14	51.18	2908.0
2016-12-18 18:30:00	CL	Futures	51.17	51.2	50.99	51.05	1741.0
2016-12-18 19:00:00	CL	Futures	51.04	51.15	51.0	51.11	2022.0
2016-12-18 19:30:00	CL	Futures	51.11	51.23	51.09	51.2	1697.0
2016-12-18 20:00:00	CL	Futures	51.21	51.4	51.12	51.36	3834.0
2016-12-18 20:30:00	CL	Futures	51.35	51.49	51.32	51.48	3375.0
2016-12-18 21:00:00	CL	Futures	51.48	51.56	51.37	51.38	4105.0
2016-12-18 21:30:00	CL	Futures	51.39	51.45	51.32	51.32	2291.0
2016-12-18 22:00:00	CL	Futures	51.33	51.41	51.3	51.4	1531.0
2016-12-18 22:30:00	CL	Futures	51.41	51.45	51.34	51.35	1441.0
2016-12-18 23:00:00	CL	Futures	51.35	51.39	51.35	51.36	800.0
2016-12-18 23:30:00	CL	Futures	51.37	51.4	51.34	51.35	755.0
2016-12-18 18:00:00	GC	Futures	1533.4	1536.0	1532.6	1534.4	1045.0
2016-12-18 18:30:00	GC	Futures	1534.5	1536.8	1534.5	1535.5	785.0

> showing 50 of 562 rows — these rows as CSV

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