PREVIEW / futures_30min / 2014-02-09

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-02-09.parquet
  size:    19 KB
  rows:    522

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
2014-02-09 18:00:00	ES	Futures	1855.06	1856.61	1853.77	1855.32	6324.0
2014-02-09 18:30:00	ES	Futures	1855.32	1856.1	1853.51	1853.77	2511.0
2014-02-09 19:00:00	ES	Futures	1853.77	1854.8	1852.99	1853.77	4586.0
2014-02-09 19:30:00	ES	Futures	1853.77	1854.54	1853.25	1853.77	2436.0
2014-02-09 20:00:00	ES	Futures	1853.77	1854.8	1853.25	1853.51	2725.0
2014-02-09 20:30:00	ES	Futures	1853.51	1855.06	1852.99	1854.54	3396.0
2014-02-09 21:00:00	ES	Futures	1854.8	1855.06	1853.51	1853.51	1572.0
2014-02-09 21:30:00	ES	Futures	1853.51	1853.77	1852.99	1853.25	1592.0
2014-02-09 22:00:00	ES	Futures	1853.25	1854.03	1852.99	1853.25	1420.0
2014-02-09 22:30:00	ES	Futures	1853.25	1854.29	1853.25	1854.03	1584.0
2014-02-09 23:00:00	ES	Futures	1854.03	1854.03	1852.99	1853.25	1410.0
2014-02-09 23:30:00	ES	Futures	1853.25	1854.29	1853.25	1854.29	1040.0
2014-02-09 18:00:00	NQ	Futures	4139.64	4143.71	4138.77	4141.39	1134.0
2014-02-09 18:30:00	NQ	Futures	4140.8	4143.13	4137.61	4138.19	471.0
2014-02-09 19:00:00	NQ	Futures	4138.19	4139.93	4134.99	4136.73	617.0
2014-02-09 19:30:00	NQ	Futures	4137.03	4139.06	4136.44	4137.32	290.0
2014-02-09 20:00:00	NQ	Futures	4137.32	4138.77	4134.99	4135.86	436.0
2014-02-09 20:30:00	NQ	Futures	4135.57	4139.64	4135.57	4139.06	479.0
2014-02-09 21:00:00	NQ	Futures	4139.06	4139.06	4136.73	4136.73	206.0
2014-02-09 21:30:00	NQ	Futures	4136.73	4137.61	4136.44	4137.32	199.0
2014-02-09 22:00:00	NQ	Futures	4137.9	4138.48	4136.44	4136.73	143.0
2014-02-09 22:30:00	NQ	Futures	4137.03	4138.48	4136.44	4137.9	82.0
2014-02-09 23:00:00	NQ	Futures	4137.61	4137.9	4137.03	4137.61	69.0
2014-02-09 23:30:00	NQ	Futures	4137.32	4139.35	4137.03	4139.35	112.0
2014-02-09 18:00:00	YM	Futures	16148.0	16158.3	16137.8	16151.1	721.0
2014-02-09 18:30:00	YM	Futures	16152.1	16156.2	16136.8	16138.8	411.0
2014-02-09 19:00:00	YM	Futures	16138.8	16145.0	16129.6	16133.7	394.0
2014-02-09 19:30:00	YM	Futures	16135.7	16143.9	16132.7	16137.8	289.0
2014-02-09 20:00:00	YM	Futures	16136.8	16145.0	16131.6	16135.7	433.0
2014-02-09 20:30:00	YM	Futures	16134.7	16146.0	16133.7	16141.9	818.0
2014-02-09 21:00:00	YM	Futures	16141.9	16145.0	16133.7	16133.7	298.0
2014-02-09 21:30:00	YM	Futures	16133.7	16136.8	16131.6	16132.7	328.0
2014-02-09 22:00:00	YM	Futures	16133.7	16137.8	16131.6	16132.7	152.0
2014-02-09 22:30:00	YM	Futures	16133.7	16138.8	16131.6	16136.8	125.0
2014-02-09 23:00:00	YM	Futures	16135.7	16137.8	16131.6	16133.7	98.0
2014-02-09 23:30:00	YM	Futures	16132.7	16140.9	16131.6	16139.8	134.0
2014-02-09 18:00:00	CL	Futures	157.17	157.82	157.16	157.71	1120.0
2014-02-09 18:30:00	CL	Futures	157.71	157.72	157.53	157.55	667.0
2014-02-09 19:00:00	CL	Futures	157.53	157.63	157.42	157.49	539.0
2014-02-09 19:30:00	CL	Futures	157.49	157.53	157.46	157.46	368.0
2014-02-09 20:00:00	CL	Futures	157.46	157.47	157.17	157.17	866.0
2014-02-09 20:30:00	CL	Futures	157.17	157.28	157.09	157.19	605.0
2014-02-09 21:00:00	CL	Futures	157.19	157.24	157.14	157.14	167.0
2014-02-09 21:30:00	CL	Futures	157.16	157.16	156.91	156.98	755.0
2014-02-09 22:00:00	CL	Futures	156.97	157.0	156.87	156.97	524.0
2014-02-09 22:30:00	CL	Futures	156.97	156.98	156.81	156.89	251.0
2014-02-09 23:00:00	CL	Futures	156.87	156.95	156.81	156.84	167.0
2014-02-09 23:30:00	CL	Futures	156.86	156.86	156.73	156.75	273.0
2014-02-09 18:00:00	GC	Futures	1733.1	1739.1	1732.8	1738.1	1477.0
2014-02-09 18:30:00	GC	Futures	1738.1	1738.1	1735.4	1735.4	508.0

> showing 50 of 522 rows — these rows as CSV

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