PREVIEW / futures_30min / 2014-01-05

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-01-05.parquet
  size:    20 KB
  rows:    513

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
2014-01-05 18:00:00	ES	Futures	1887.13	1891.27	1886.88	1891.01	7745.0
2014-01-05 18:30:00	ES	Futures	1891.01	1891.27	1889.98	1890.24	1620.0
2014-01-05 19:00:00	ES	Futures	1890.5	1891.01	1889.72	1891.01	2502.0
2014-01-05 19:30:00	ES	Futures	1890.76	1891.01	1889.98	1890.24	1666.0
2014-01-05 20:00:00	ES	Futures	1890.24	1890.24	1888.94	1889.46	3187.0
2014-01-05 20:30:00	ES	Futures	1889.46	1889.46	1887.13	1888.17	4531.0
2014-01-05 21:00:00	ES	Futures	1888.17	1888.69	1886.1	1886.88	3477.0
2014-01-05 21:30:00	ES	Futures	1887.13	1887.65	1886.36	1886.62	2148.0
2014-01-05 22:00:00	ES	Futures	1886.62	1886.88	1886.1	1886.62	1812.0
2014-01-05 22:30:00	ES	Futures	1886.62	1887.91	1886.36	1887.65	2102.0
2014-01-05 23:00:00	ES	Futures	1887.65	1888.17	1887.13	1887.65	1390.0
2014-01-05 23:30:00	ES	Futures	1887.65	1888.69	1887.39	1888.43	951.0
2014-01-05 18:00:00	NQ	Futures	4105.05	4115.81	4105.05	4114.93	1171.0
2014-01-05 18:30:00	NQ	Futures	4115.22	4116.39	4113.48	4114.06	216.0
2014-01-05 19:00:00	NQ	Futures	4114.06	4115.81	4112.32	4114.93	405.0
2014-01-05 19:30:00	NQ	Futures	4114.64	4115.22	4113.48	4113.48	170.0
2014-01-05 20:00:00	NQ	Futures	4113.48	4113.77	4110.28	4111.44	401.0
2014-01-05 20:30:00	NQ	Futures	4111.74	4112.03	4106.5	4107.96	830.0
2014-01-05 21:00:00	NQ	Futures	4108.25	4109.12	4103.02	4104.76	747.0
2014-01-05 21:30:00	NQ	Futures	4104.76	4106.5	4104.18	4104.76	140.0
2014-01-05 22:00:00	NQ	Futures	4104.76	4104.76	4103.31	4103.6	190.0
2014-01-05 22:30:00	NQ	Futures	4103.6	4107.38	4103.6	4106.79	318.0
2014-01-05 23:00:00	NQ	Futures	4106.5	4108.25	4106.21	4106.5	147.0
2014-01-05 23:30:00	NQ	Futures	4106.5	4108.83	4106.5	4107.96	78.0
2014-01-05 18:00:00	YM	Futures	16815.6	16844.3	16808.4	16842.2	477.0
2014-01-05 18:30:00	YM	Futures	16842.2	16844.3	16834.0	16837.1	143.0
2014-01-05 19:00:00	YM	Futures	16838.1	16843.3	16835.1	16841.2	351.0
2014-01-05 19:30:00	YM	Futures	16841.2	16843.3	16837.1	16837.1	215.0
2014-01-05 20:00:00	YM	Futures	16838.1	16838.1	16826.9	16829.9	383.0
2014-01-05 20:30:00	YM	Futures	16829.9	16832.0	16812.5	16818.7	560.0
2014-01-05 21:00:00	YM	Futures	16818.7	16823.8	16803.3	16808.4	478.0
2014-01-05 21:30:00	YM	Futures	16809.4	16815.6	16808.4	16809.4	286.0
2014-01-05 22:00:00	YM	Futures	16809.4	16810.5	16804.3	16806.4	288.0
2014-01-05 22:30:00	YM	Futures	16806.4	16818.7	16806.4	16816.6	414.0
2014-01-05 23:00:00	YM	Futures	16815.6	16820.7	16813.5	16814.6	259.0
2014-01-05 23:30:00	YM	Futures	16814.6	16821.7	16814.6	16820.7	146.0
2014-01-05 18:00:00	CL	Futures	148.31	148.48	148.1	148.34	780.0
2014-01-05 18:30:00	CL	Futures	148.34	148.4	148.21	148.31	270.0
2014-01-05 19:00:00	CL	Futures	148.32	148.35	148.23	148.34	436.0
2014-01-05 19:30:00	CL	Futures	148.34	148.37	148.13	148.23	337.0
2014-01-05 20:00:00	CL	Futures	148.23	148.42	148.16	148.35	465.0
2014-01-05 20:30:00	CL	Futures	148.35	148.4	148.27	148.32	346.0
2014-01-05 21:00:00	CL	Futures	148.34	148.35	148.23	148.27	249.0
2014-01-05 21:30:00	CL	Futures	148.27	148.34	148.23	148.23	248.0
2014-01-05 22:00:00	CL	Futures	148.23	148.23	148.05	148.07	410.0
2014-01-05 22:30:00	CL	Futures	148.1	148.12	147.96	147.99	425.0
2014-01-05 23:00:00	CL	Futures	147.98	148.07	147.88	147.99	616.0
2014-01-05 23:30:00	CL	Futures	147.98	148.1	147.93	148.09	323.0
2014-01-05 18:00:00	GC	Futures	1695.6	1696.7	1693.6	1694.3	742.0
2014-01-05 18:30:00	GC	Futures	1694.3	1695.1	1690.6	1690.7	864.0

> showing 50 of 513 rows — these rows as CSV

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