PREVIEW / futures_30min / 2016-12-26

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-12-26.parquet
  size:    19 KB
  rows:    517

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
2016-12-26 18:00:00	ES	Futures	2464.47	2465.83	2464.47	2465.29	1539.0
2016-12-26 18:30:00	ES	Futures	2465.01	2465.29	2463.65	2464.74	997.0
2016-12-26 19:00:00	ES	Futures	2465.01	2465.01	2463.92	2464.19	1003.0
2016-12-26 19:30:00	ES	Futures	2464.19	2464.47	2463.38	2464.47	556.0
2016-12-26 20:00:00	ES	Futures	2464.19	2464.74	2463.92	2464.47	601.0
2016-12-26 20:30:00	ES	Futures	2464.47	2464.74	2464.19	2464.74	413.0
2016-12-26 21:00:00	ES	Futures	2464.47	2464.74	2464.47	2464.47	180.0
2016-12-26 21:30:00	ES	Futures	2464.47	2465.01	2464.47	2464.74	223.0
2016-12-26 22:00:00	ES	Futures	2464.74	2465.56	2464.74	2465.56	374.0
2016-12-26 22:30:00	ES	Futures	2465.29	2465.29	2463.92	2464.19	898.0
2016-12-26 23:00:00	ES	Futures	2464.19	2464.74	2464.19	2464.19	337.0
2016-12-26 23:30:00	ES	Futures	2464.19	2464.47	2463.92	2464.19	291.0
2016-12-26 18:00:00	NQ	Futures	5897.19	5900.47	5894.8	5898.68	336.0
2016-12-26 18:30:00	NQ	Futures	5898.98	5899.27	5895.1	5898.08	177.0
2016-12-26 19:00:00	NQ	Futures	5898.38	5898.98	5896.89	5897.48	189.0
2016-12-26 19:30:00	NQ	Futures	5897.48	5897.78	5895.69	5897.78	155.0
2016-12-26 20:00:00	NQ	Futures	5897.78	5898.38	5896.29	5896.89	183.0
2016-12-26 20:30:00	NQ	Futures	5896.89	5898.98	5896.89	5898.38	151.0
2016-12-26 21:00:00	NQ	Futures	5898.08	5898.98	5897.48	5897.48	63.0
2016-12-26 21:30:00	NQ	Futures	5897.48	5898.68	5897.48	5897.78	81.0
2016-12-26 22:00:00	NQ	Futures	5898.08	5898.98	5897.48	5898.98	84.0
2016-12-26 22:30:00	NQ	Futures	5898.98	5898.98	5896.89	5897.48	211.0
2016-12-26 23:00:00	NQ	Futures	5897.19	5899.57	5897.19	5898.38	172.0
2016-12-26 23:30:00	NQ	Futures	5898.38	5898.68	5897.78	5898.08	179.0
2016-12-26 18:00:00	YM	Futures	21546.7	21557.6	21544.5	21554.3	421.0
2016-12-26 18:30:00	YM	Futures	21554.3	21555.4	21543.5	21553.2	331.0
2016-12-26 19:00:00	YM	Futures	21555.4	21555.4	21547.8	21550.0	233.0
2016-12-26 19:30:00	YM	Futures	21548.9	21550.0	21544.5	21550.0	199.0
2016-12-26 20:00:00	YM	Futures	21548.9	21552.1	21547.8	21551.0	153.0
2016-12-26 20:30:00	YM	Futures	21550.0	21553.2	21550.0	21553.2	118.0
2016-12-26 21:00:00	YM	Futures	21553.2	21555.4	21552.1	21553.2	125.0
2016-12-26 21:30:00	YM	Futures	21553.2	21557.6	21553.2	21555.4	137.0
2016-12-26 22:00:00	YM	Futures	21556.5	21560.8	21555.4	21559.7	140.0
2016-12-26 22:30:00	YM	Futures	21559.7	21559.7	21550.0	21552.1	324.0
2016-12-26 23:00:00	YM	Futures	21552.1	21554.3	21550.0	21550.0	117.0
2016-12-26 23:30:00	YM	Futures	21550.0	21551.0	21548.9	21551.0	73.0
2016-12-26 18:00:00	CL	Futures	51.27	51.32	51.2	51.22	1329.0
2016-12-26 18:30:00	CL	Futures	51.23	51.23	51.11	51.16	726.0
2016-12-26 19:00:00	CL	Futures	51.16	51.21	51.15	51.16	971.0
2016-12-26 19:30:00	CL	Futures	51.15	51.17	51.12	51.12	396.0
2016-12-26 20:00:00	CL	Futures	51.13	51.16	51.02	51.08	2050.0
2016-12-26 20:30:00	CL	Futures	51.07	51.14	51.04	51.12	1510.0
2016-12-26 21:00:00	CL	Futures	51.12	51.18	51.1	51.11	1325.0
2016-12-26 21:30:00	CL	Futures	51.11	51.12	51.06	51.1	1485.0
2016-12-26 22:00:00	CL	Futures	51.09	51.13	51.09	51.1	453.0
2016-12-26 22:30:00	CL	Futures	51.1	51.11	51.09	51.09	398.0
2016-12-26 23:00:00	CL	Futures	51.09	51.12	51.09	51.12	411.0
2016-12-26 23:30:00	CL	Futures	51.12	51.13	51.1	51.13	373.0
2016-12-26 18:00:00	GC	Futures	1532.4	1533.6	1531.8	1532.2	1256.0
2016-12-26 18:30:00	GC	Futures	1532.2	1532.8	1531.0	1531.3	1154.0

> showing 50 of 517 rows — these rows as CSV

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