PREVIEW / futures_30min / 2014-03-09

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-03-09.parquet
  size:    20 KB
  rows:    499

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
2014-03-09 18:00:00	ES	Futures	1940.42	1940.93	1939.38	1940.16	5256.0
2014-03-09 18:30:00	ES	Futures	1940.16	1940.42	1938.61	1939.12	2195.0
2014-03-09 19:00:00	ES	Futures	1939.64	1941.19	1939.12	1939.9	3334.0
2014-03-09 19:30:00	ES	Futures	1939.9	1940.68	1938.86	1938.86	1965.0
2014-03-09 20:00:00	ES	Futures	1939.12	1941.45	1938.61	1939.12	4124.0
2014-03-09 20:30:00	ES	Futures	1939.38	1940.16	1938.86	1939.38	1481.0
2014-03-09 21:00:00	ES	Futures	1939.64	1939.64	1937.05	1937.83	5234.0
2014-03-09 21:30:00	ES	Futures	1938.09	1939.38	1936.8	1937.31	4730.0
2014-03-09 22:00:00	ES	Futures	1937.31	1938.35	1936.28	1937.31	3308.0
2014-03-09 22:30:00	ES	Futures	1937.31	1937.83	1936.8	1937.31	1374.0
2014-03-09 23:00:00	ES	Futures	1937.31	1938.09	1936.8	1937.31	1359.0
2014-03-09 23:30:00	ES	Futures	1937.05	1938.09	1937.05	1937.57	893.0
2014-03-09 18:00:00	NQ	Futures	4303.88	4305.62	4300.1	4303.59	716.0
2014-03-09 18:30:00	NQ	Futures	4303.59	4303.88	4301.84	4302.72	515.0
2014-03-09 19:00:00	NQ	Futures	4303.01	4306.2	4302.13	4304.17	376.0
2014-03-09 19:30:00	NQ	Futures	4304.75	4305.62	4302.42	4302.42	318.0
2014-03-09 20:00:00	NQ	Futures	4302.42	4307.37	4300.68	4302.13	635.0
2014-03-09 20:30:00	NQ	Futures	4302.42	4304.75	4301.26	4302.72	178.0
2014-03-09 21:00:00	NQ	Futures	4303.01	4303.01	4298.36	4299.52	821.0
2014-03-09 21:30:00	NQ	Futures	4299.52	4303.88	4297.48	4299.23	780.0
2014-03-09 22:00:00	NQ	Futures	4299.52	4300.97	4297.19	4298.06	475.0
2014-03-09 22:30:00	NQ	Futures	4298.65	4299.23	4298.06	4298.06	186.0
2014-03-09 23:00:00	NQ	Futures	4298.06	4299.81	4297.19	4298.36	125.0
2014-03-09 23:30:00	NQ	Futures	4298.36	4301.26	4298.06	4299.23	170.0
2014-03-09 18:00:00	YM	Futures	16854.5	16854.5	16834.0	16840.2	279.0
2014-03-09 18:30:00	YM	Futures	16841.2	16842.2	16826.9	16835.1	132.0
2014-03-09 19:00:00	YM	Futures	16835.1	16847.4	16831.0	16839.2	244.0
2014-03-09 19:30:00	YM	Futures	16838.1	16845.3	16833.0	16833.0	175.0
2014-03-09 20:00:00	YM	Futures	16833.0	16854.5	16828.9	16832.0	322.0
2014-03-09 20:30:00	YM	Futures	16833.0	16841.2	16831.0	16835.1	163.0
2014-03-09 21:00:00	YM	Futures	16834.0	16836.1	16818.7	16824.8	614.0
2014-03-09 21:30:00	YM	Futures	16824.8	16839.2	16818.7	16824.8	502.0
2014-03-09 22:00:00	YM	Futures	16825.8	16829.9	16817.6	16823.8	465.0
2014-03-09 22:30:00	YM	Futures	16823.8	16827.9	16819.7	16823.8	118.0
2014-03-09 23:00:00	YM	Futures	16823.8	16829.9	16819.7	16823.8	148.0
2014-03-09 23:30:00	YM	Futures	16823.8	16829.9	16822.8	16823.8	140.0
2014-03-09 18:00:00	CL	Futures	162.42	162.53	161.96	162.01	470.0
2014-03-09 18:30:00	CL	Futures	161.96	162.04	161.93	161.96	147.0
2014-03-09 19:00:00	CL	Futures	161.96	161.99	161.82	161.84	176.0
2014-03-09 19:30:00	CL	Futures	161.85	161.9	161.73	161.9	287.0
2014-03-09 20:00:00	CL	Futures	161.9	161.98	161.74	161.76	268.0
2014-03-09 20:30:00	CL	Futures	161.77	161.98	161.76	161.95	339.0
2014-03-09 21:00:00	CL	Futures	161.96	161.96	161.85	161.88	231.0
2014-03-09 21:30:00	CL	Futures	161.9	161.95	161.85	161.92	221.0
2014-03-09 22:00:00	CL	Futures	161.9	162.09	161.87	161.99	316.0
2014-03-09 22:30:00	CL	Futures	161.99	162.06	161.88	162.06	388.0
2014-03-09 23:00:00	CL	Futures	162.06	162.1	161.87	161.87	246.0
2014-03-09 23:30:00	CL	Futures	161.87	161.99	161.87	161.93	98.0
2014-03-09 18:00:00	GC	Futures	1836.3	1836.7	1832.5	1836.6	787.0
2014-03-09 18:30:00	GC	Futures	1836.6	1837.7	1833.3	1833.3	438.0

> showing 50 of 499 rows — these rows as CSV

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