PREVIEW / futures_30min / 2014-03-02

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-03-02.parquet
  size:    20 KB
  rows:    523

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
2014-03-02 18:00:00	ES	Futures	1909.9	1910.93	1903.69	1905.24	47434.0
2014-03-02 18:30:00	ES	Futures	1904.98	1907.83	1903.69	1906.02	10342.0
2014-03-02 19:00:00	ES	Futures	1906.02	1906.27	1902.65	1902.91	16757.0
2014-03-02 19:30:00	ES	Futures	1902.91	1903.69	1900.07	1901.1	13880.0
2014-03-02 20:00:00	ES	Futures	1901.1	1903.95	1900.84	1903.17	8471.0
2014-03-02 20:30:00	ES	Futures	1902.91	1906.02	1902.65	1904.98	8338.0
2014-03-02 21:00:00	ES	Futures	1904.98	1906.79	1904.21	1906.79	4463.0
2014-03-02 21:30:00	ES	Futures	1906.79	1908.6	1906.02	1908.09	5297.0
2014-03-02 22:00:00	ES	Futures	1908.34	1908.34	1904.72	1905.24	5908.0
2014-03-02 22:30:00	ES	Futures	1905.24	1906.53	1904.72	1906.02	2698.0
2014-03-02 23:00:00	ES	Futures	1906.27	1906.79	1903.17	1903.95	2972.0
2014-03-02 23:30:00	ES	Futures	1903.95	1907.05	1903.95	1906.79	2417.0
2014-03-02 18:00:00	NQ	Futures	4276.55	4276.55	4258.24	4262.31	5884.0
2014-03-02 18:30:00	NQ	Futures	4262.31	4266.67	4258.53	4262.6	1246.0
2014-03-02 19:00:00	NQ	Futures	4262.6	4263.47	4255.92	4256.21	1418.0
2014-03-02 19:30:00	NQ	Futures	4256.21	4257.95	4246.61	4249.52	2184.0
2014-03-02 20:00:00	NQ	Futures	4250.39	4256.21	4250.1	4253.88	670.0
2014-03-02 20:30:00	NQ	Futures	4253.59	4262.31	4253.59	4259.69	1510.0
2014-03-02 21:00:00	NQ	Futures	4259.98	4264.35	4258.24	4263.76	444.0
2014-03-02 21:30:00	NQ	Futures	4263.76	4267.54	4262.02	4266.67	603.0
2014-03-02 22:00:00	NQ	Futures	4266.67	4266.67	4258.53	4259.98	580.0
2014-03-02 22:30:00	NQ	Futures	4260.28	4263.76	4259.11	4262.02	263.0
2014-03-02 23:00:00	NQ	Futures	4262.31	4264.05	4255.62	4256.79	388.0
2014-03-02 23:30:00	NQ	Futures	4257.37	4265.22	4257.37	4263.47	502.0
2014-03-02 18:00:00	YM	Futures	16637.2	16640.2	16576.7	16595.1	2429.0
2014-03-02 18:30:00	YM	Futures	16594.1	16617.7	16582.8	16598.2	669.0
2014-03-02 19:00:00	YM	Futures	16599.2	16604.3	16575.6	16576.7	997.0
2014-03-02 19:30:00	YM	Futures	16577.7	16585.9	16556.2	16565.4	1115.0
2014-03-02 20:00:00	YM	Futures	16566.4	16590.0	16566.4	16581.8	569.0
2014-03-02 20:30:00	YM	Futures	16581.8	16607.4	16579.7	16597.2	680.0
2014-03-02 21:00:00	YM	Futures	16598.2	16613.6	16591.0	16612.6	383.0
2014-03-02 21:30:00	YM	Futures	16611.5	16627.9	16605.4	16625.9	443.0
2014-03-02 22:00:00	YM	Futures	16625.9	16625.9	16594.1	16598.2	538.0
2014-03-02 22:30:00	YM	Futures	16600.2	16611.5	16596.1	16607.4	244.0
2014-03-02 23:00:00	YM	Futures	16607.4	16613.6	16582.8	16587.9	364.0
2014-03-02 23:30:00	YM	Futures	16585.9	16616.7	16585.9	16613.6	305.0
2014-03-02 18:00:00	CL	Futures	162.82	164.33	162.74	163.89	4425.0
2014-03-02 18:30:00	CL	Futures	163.92	165.33	163.86	165.16	4721.0
2014-03-02 19:00:00	CL	Futures	165.17	165.42	165.06	165.27	2353.0
2014-03-02 19:30:00	CL	Futures	165.28	165.33	164.67	164.68	2010.0
2014-03-02 20:00:00	CL	Futures	164.68	164.73	164.57	164.67	862.0
2014-03-02 20:30:00	CL	Futures	164.67	164.67	164.07	164.08	1601.0
2014-03-02 21:00:00	CL	Futures	164.07	164.08	163.92	164.05	907.0
2014-03-02 21:30:00	CL	Futures	164.07	164.13	163.95	164.0	849.0
2014-03-02 22:00:00	CL	Futures	164.02	164.1	164.02	164.08	300.0
2014-03-02 22:30:00	CL	Futures	164.08	164.13	164.02	164.07	510.0
2014-03-02 23:00:00	CL	Futures	164.05	164.08	164.02	164.07	163.0
2014-03-02 23:30:00	CL	Futures	164.07	164.19	164.05	164.07	583.0
2014-03-02 18:00:00	GC	Futures	1824.8	1832.8	1822.5	1828.7	4921.0
2014-03-02 18:30:00	GC	Futures	1828.4	1833.2	1827.8	1833.2	2377.0

> showing 50 of 523 rows — these rows as CSV

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