PREVIEW / futures_30min / 2014-04-06

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-04-06.parquet
  size:    18 KB
  rows:    495

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
2014-04-06 18:00:00	ES	Futures	1932.99	1933.77	1930.14	1930.14	7782.0
2014-04-06 18:30:00	ES	Futures	1929.88	1932.21	1929.88	1931.95	2240.0
2014-04-06 19:00:00	ES	Futures	1931.69	1932.21	1931.17	1931.69	803.0
2014-04-06 19:30:00	ES	Futures	1931.43	1932.73	1929.36	1930.14	3849.0
2014-04-06 20:00:00	ES	Futures	1930.14	1931.43	1928.32	1928.32	5661.0
2014-04-06 20:30:00	ES	Futures	1928.32	1929.88	1927.8	1929.88	2656.0
2014-04-06 21:00:00	ES	Futures	1929.88	1931.17	1929.62	1930.4	3184.0
2014-04-06 21:30:00	ES	Futures	1930.4	1931.69	1929.88	1931.43	2673.0
2014-04-06 22:00:00	ES	Futures	1931.17	1932.21	1931.17	1931.69	2779.0
2014-04-06 22:30:00	ES	Futures	1931.43	1931.69	1930.4	1930.91	1984.0
2014-04-06 23:00:00	ES	Futures	1930.91	1931.17	1930.4	1930.66	1103.0
2014-04-06 23:30:00	ES	Futures	1930.66	1930.66	1929.88	1930.4	1142.0
2014-04-06 18:00:00	NQ	Futures	4123.12	4125.45	4114.39	4114.39	2164.0
2014-04-06 18:30:00	NQ	Futures	4114.39	4120.21	4114.1	4119.63	551.0
2014-04-06 19:00:00	NQ	Futures	4119.05	4119.92	4118.76	4119.63	122.0
2014-04-06 19:30:00	NQ	Futures	4119.05	4121.96	4112.35	4114.39	1046.0
2014-04-06 20:00:00	NQ	Futures	4113.81	4117.88	4110.6	4110.89	851.0
2014-04-06 20:30:00	NQ	Futures	4110.89	4114.97	4109.44	4114.97	541.0
2014-04-06 21:00:00	NQ	Futures	4114.97	4117.3	4113.22	4115.84	546.0
2014-04-06 21:30:00	NQ	Futures	4115.26	4117.59	4113.51	4117.3	389.0
2014-04-06 22:00:00	NQ	Futures	4117.3	4119.92	4117.3	4117.88	378.0
2014-04-06 22:30:00	NQ	Futures	4118.17	4118.17	4114.39	4116.72	213.0
2014-04-06 23:00:00	NQ	Futures	4116.72	4116.72	4115.26	4115.55	108.0
2014-04-06 23:30:00	NQ	Futures	4115.26	4115.26	4113.51	4113.81	108.0
2014-04-06 18:00:00	YM	Futures	16842.3	16851.6	16815.5	16824.8	913.0
2014-04-06 18:30:00	YM	Futures	16825.8	16841.3	16825.8	16838.2	208.0
2014-04-06 19:00:00	YM	Futures	16838.2	16841.3	16835.1	16838.2	150.0
2014-04-06 19:30:00	YM	Futures	16836.1	16845.4	16821.7	16826.9	325.0
2014-04-06 20:00:00	YM	Futures	16825.8	16839.2	16814.5	16814.5	505.0
2014-04-06 20:30:00	YM	Futures	16813.5	16824.8	16811.4	16824.8	596.0
2014-04-06 21:00:00	YM	Futures	16823.8	16836.1	16822.8	16828.9	273.0
2014-04-06 21:30:00	YM	Futures	16828.9	16838.2	16824.8	16835.1	248.0
2014-04-06 22:00:00	YM	Futures	16837.2	16843.4	16833.1	16833.1	415.0
2014-04-06 22:30:00	YM	Futures	16833.1	16835.1	16828.9	16832.0	311.0
2014-04-06 23:00:00	YM	Futures	16832.0	16833.1	16828.9	16831.0	198.0
2014-04-06 23:30:00	YM	Futures	16830.0	16832.0	16828.9	16832.0	507.0
2014-04-06 18:00:00	CL	Futures	160.1	160.27	160.07	160.21	644.0
2014-04-06 18:30:00	CL	Futures	160.19	160.24	160.15	160.19	156.0
2014-04-06 19:00:00	CL	Futures	160.18	160.32	160.15	160.29	259.0
2014-04-06 19:30:00	CL	Futures	160.26	160.37	160.21	160.31	177.0
2014-04-06 20:00:00	CL	Futures	160.32	160.34	160.02	160.08	515.0
2014-04-06 20:30:00	CL	Futures	160.08	160.16	160.04	160.12	201.0
2014-04-06 21:00:00	CL	Futures	160.1	160.13	159.92	159.96	329.0
2014-04-06 21:30:00	CL	Futures	159.97	160.07	159.94	160.02	244.0
2014-04-06 22:00:00	CL	Futures	160.04	160.05	160.02	160.02	78.0
2014-04-06 22:30:00	CL	Futures	160.02	160.05	159.99	160.02	160.0
2014-04-06 23:00:00	CL	Futures	160.0	160.05	159.96	160.0	134.0
2014-04-06 23:30:00	CL	Futures	160.04	160.05	159.97	160.05	60.0
2014-04-06 18:00:00	GC	Futures	1786.3	1787.4	1783.6	1784.0	621.0
2014-04-06 18:30:00	GC	Futures	1783.9	1784.1	1782.9	1783.1	323.0

> showing 50 of 495 rows — these rows as CSV

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