PREVIEW / futures_30min / 2014-01-12

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-01-12.parquet
  size:    19 KB
  rows:    505

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
2014-01-12 18:00:00	ES	Futures	1902.14	1902.39	1900.58	1901.62	4841.0
2014-01-12 18:30:00	ES	Futures	1901.62	1901.88	1901.1	1901.88	1171.0
2014-01-12 19:00:00	ES	Futures	1901.88	1901.88	1900.33	1900.58	1339.0
2014-01-12 19:30:00	ES	Futures	1900.58	1900.84	1899.03	1900.07	3961.0
2014-01-12 20:00:00	ES	Futures	1899.81	1901.1	1899.81	1900.58	1806.0
2014-01-12 20:30:00	ES	Futures	1900.33	1900.58	1898.77	1899.03	2861.0
2014-01-12 21:00:00	ES	Futures	1899.03	1899.03	1895.67	1896.19	5642.0
2014-01-12 21:30:00	ES	Futures	1895.93	1896.96	1895.41	1896.96	2766.0
2014-01-12 22:00:00	ES	Futures	1896.96	1897.48	1896.7	1896.7	1422.0
2014-01-12 22:30:00	ES	Futures	1896.96	1897.48	1896.7	1897.22	1752.0
2014-01-12 23:00:00	ES	Futures	1897.22	1897.22	1895.93	1896.7	2799.0
2014-01-12 23:30:00	ES	Futures	1896.45	1896.96	1895.93	1896.96	1361.0
2014-01-12 18:00:00	NQ	Futures	4143.13	4143.13	4139.35	4141.09	296.0
2014-01-12 18:30:00	NQ	Futures	4141.09	4141.39	4139.93	4140.51	100.0
2014-01-12 19:00:00	NQ	Futures	4140.22	4140.51	4137.9	4138.19	124.0
2014-01-12 19:30:00	NQ	Futures	4138.19	4138.48	4135.86	4137.03	275.0
2014-01-12 20:00:00	NQ	Futures	4137.32	4140.22	4137.32	4138.77	152.0
2014-01-12 20:30:00	NQ	Futures	4138.48	4138.48	4135.57	4135.57	284.0
2014-01-12 21:00:00	NQ	Futures	4135.86	4135.86	4129.18	4129.76	785.0
2014-01-12 21:30:00	NQ	Futures	4129.76	4131.79	4128.89	4131.5	326.0
2014-01-12 22:00:00	NQ	Futures	4131.5	4132.66	4131.5	4131.79	181.0
2014-01-12 22:30:00	NQ	Futures	4131.79	4132.96	4131.5	4132.37	98.0
2014-01-12 23:00:00	NQ	Futures	4132.37	4132.37	4130.92	4131.79	333.0
2014-01-12 23:30:00	NQ	Futures	4131.5	4132.37	4130.92	4131.21	219.0
2014-01-12 18:00:00	YM	Futures	16803.3	16804.3	16789.9	16796.1	361.0
2014-01-12 18:30:00	YM	Futures	16795.1	16798.2	16791.0	16797.1	173.0
2014-01-12 19:00:00	YM	Futures	16797.1	16797.1	16786.9	16787.9	153.0
2014-01-12 19:30:00	YM	Futures	16788.9	16788.9	16776.6	16784.8	347.0
2014-01-12 20:00:00	YM	Futures	16784.8	16794.0	16784.8	16788.9	279.0
2014-01-12 20:30:00	YM	Futures	16787.9	16787.9	16774.6	16774.6	475.0
2014-01-12 21:00:00	YM	Futures	16774.6	16774.6	16748.9	16751.0	681.0
2014-01-12 21:30:00	YM	Futures	16751.0	16759.2	16747.9	16759.2	466.0
2014-01-12 22:00:00	YM	Futures	16759.2	16764.3	16759.2	16762.3	263.0
2014-01-12 22:30:00	YM	Futures	16762.3	16765.3	16760.2	16763.3	195.0
2014-01-12 23:00:00	YM	Futures	16762.3	16763.3	16756.1	16759.2	262.0
2014-01-12 23:30:00	YM	Futures	16759.2	16759.2	16755.1	16759.2	238.0
2014-01-12 18:00:00	CL	Futures	146.18	146.26	146.13	146.16	576.0
2014-01-12 18:30:00	CL	Futures	146.16	146.21	146.16	146.16	78.0
2014-01-12 19:00:00	CL	Futures	146.15	146.26	146.09	146.15	552.0
2014-01-12 19:30:00	CL	Futures	146.13	146.16	145.77	145.96	745.0
2014-01-12 20:00:00	CL	Futures	145.94	146.13	145.85	146.01	470.0
2014-01-12 20:30:00	CL	Futures	145.99	146.05	145.52	145.72	734.0
2014-01-12 21:00:00	CL	Futures	145.71	145.71	145.46	145.5	320.0
2014-01-12 21:30:00	CL	Futures	145.5	145.64	145.47	145.55	376.0
2014-01-12 22:00:00	CL	Futures	145.55	145.57	145.52	145.57	136.0
2014-01-12 22:30:00	CL	Futures	145.57	145.61	145.57	145.58	138.0
2014-01-12 23:00:00	CL	Futures	145.58	145.61	145.53	145.61	83.0
2014-01-12 23:30:00	CL	Futures	145.61	145.61	145.36	145.49	509.0
2014-01-12 18:00:00	GC	Futures	1710.3	1713.9	1709.3	1710.6	1746.0
2014-01-12 18:30:00	GC	Futures	1710.4	1712.0	1709.1	1711.0	982.0

> showing 50 of 505 rows — these rows as CSV

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