PREVIEW / futures_30min / 2014-01-26

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-01-26.parquet
  size:    21 KB
  rows:    524

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
2014-01-26 18:00:00	ES	Futures	1843.42	1844.72	1837.73	1838.25	22718.0
2014-01-26 18:30:00	ES	Futures	1838.51	1842.39	1838.25	1842.39	9065.0
2014-01-26 19:00:00	ES	Futures	1842.13	1842.39	1839.8	1841.87	7221.0
2014-01-26 19:30:00	ES	Futures	1842.13	1845.75	1841.61	1845.75	9114.0
2014-01-26 20:00:00	ES	Futures	1845.75	1845.75	1843.16	1844.46	5464.0
2014-01-26 20:30:00	ES	Futures	1844.46	1846.27	1844.2	1846.01	6517.0
2014-01-26 21:00:00	ES	Futures	1846.01	1847.3	1844.97	1847.04	6192.0
2014-01-26 21:30:00	ES	Futures	1847.04	1847.56	1845.49	1847.3	4109.0
2014-01-26 22:00:00	ES	Futures	1847.56	1847.56	1844.2	1844.72	3771.0
2014-01-26 22:30:00	ES	Futures	1844.72	1847.56	1844.72	1846.78	3007.0
2014-01-26 23:00:00	ES	Futures	1847.04	1849.37	1846.53	1848.08	6832.0
2014-01-26 23:30:00	ES	Futures	1848.08	1848.59	1847.04	1848.34	1769.0
2014-01-26 18:00:00	NQ	Futures	4106.5	4108.25	4093.13	4094.88	3078.0
2014-01-26 18:30:00	NQ	Futures	4095.17	4103.31	4094.0	4103.02	1082.0
2014-01-26 19:00:00	NQ	Futures	4102.72	4102.72	4098.07	4101.85	827.0
2014-01-26 19:30:00	NQ	Futures	4101.85	4111.74	4101.27	4110.57	1068.0
2014-01-26 20:00:00	NQ	Futures	4110.28	4112.32	4105.63	4107.38	1043.0
2014-01-26 20:30:00	NQ	Futures	4107.38	4112.32	4106.79	4110.28	821.0
2014-01-26 21:00:00	NQ	Futures	4110.57	4113.19	4109.12	4112.9	619.0
2014-01-26 21:30:00	NQ	Futures	4112.9	4114.64	4109.7	4114.06	818.0
2014-01-26 22:00:00	NQ	Futures	4113.77	4113.77	4103.6	4103.6	1008.0
2014-01-26 22:30:00	NQ	Futures	4104.18	4110.57	4104.18	4109.7	682.0
2014-01-26 23:00:00	NQ	Futures	4109.99	4114.64	4108.25	4112.9	578.0
2014-01-26 23:30:00	NQ	Futures	4113.19	4113.48	4109.41	4112.32	411.0
2014-01-26 18:00:00	YM	Futures	16202.4	16218.8	16143.9	16151.1	4001.0
2014-01-26 18:30:00	YM	Futures	16150.1	16180.9	16145.0	16179.8	1850.0
2014-01-26 19:00:00	YM	Futures	16179.8	16180.9	16156.2	16177.8	1533.0
2014-01-26 19:30:00	YM	Futures	16177.8	16207.5	16176.8	16206.5	931.0
2014-01-26 20:00:00	YM	Futures	16205.5	16206.5	16183.9	16195.2	1011.0
2014-01-26 20:30:00	YM	Futures	16196.2	16208.5	16192.1	16207.5	1027.0
2014-01-26 21:00:00	YM	Futures	16207.5	16217.8	16202.4	16215.7	646.0
2014-01-26 21:30:00	YM	Futures	16215.7	16219.8	16205.5	16219.8	638.0
2014-01-26 22:00:00	YM	Futures	16219.8	16219.8	16194.2	16197.3	825.0
2014-01-26 22:30:00	YM	Futures	16198.3	16219.8	16198.3	16216.7	530.0
2014-01-26 23:00:00	YM	Futures	16217.8	16234.2	16212.6	16227.0	974.0
2014-01-26 23:30:00	YM	Futures	16228.0	16229.1	16215.7	16226.0	431.0
2014-01-26 18:00:00	CL	Futures	152.22	152.52	152.21	152.46	535.0
2014-01-26 18:30:00	CL	Futures	152.44	152.62	152.43	152.55	248.0
2014-01-26 19:00:00	CL	Futures	152.52	152.57	152.48	152.54	189.0
2014-01-26 19:30:00	CL	Futures	152.55	152.66	152.51	152.52	290.0
2014-01-26 20:00:00	CL	Futures	152.52	152.52	152.02	152.08	754.0
2014-01-26 20:30:00	CL	Futures	152.08	152.15	152.04	152.11	304.0
2014-01-26 21:00:00	CL	Futures	152.13	152.15	152.1	152.15	125.0
2014-01-26 21:30:00	CL	Futures	152.15	152.15	151.8	151.82	434.0
2014-01-26 22:00:00	CL	Futures	151.82	151.97	151.75	151.83	440.0
2014-01-26 22:30:00	CL	Futures	151.83	151.96	151.83	151.91	117.0
2014-01-26 23:00:00	CL	Futures	151.91	151.96	151.85	151.91	136.0
2014-01-26 23:30:00	CL	Futures	151.91	151.99	151.89	151.96	156.0
2014-01-26 18:00:00	GC	Futures	1739.2	1744.2	1739.2	1742.8	547.0
2014-01-26 18:30:00	GC	Futures	1742.2	1753.2	1742.1	1747.0	813.0

> showing 50 of 524 rows — these rows as CSV

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