PREVIEW / futures_30min / 2014-04-20

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-04-20.parquet
  size:    19 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
2014-04-20 18:00:00	ES	Futures	1931.17	1932.21	1930.14	1931.95	3600.0
2014-04-20 18:30:00	ES	Futures	1931.95	1933.77	1931.69	1933.51	1919.0
2014-04-20 19:00:00	ES	Futures	1933.77	1934.81	1933.25	1933.51	1716.0
2014-04-20 19:30:00	ES	Futures	1933.25	1934.55	1932.21	1933.77	1799.0
2014-04-20 20:00:00	ES	Futures	1934.03	1934.29	1933.25	1933.51	2270.0
2014-04-20 20:30:00	ES	Futures	1933.51	1933.77	1932.73	1933.25	889.0
2014-04-20 21:00:00	ES	Futures	1932.99	1933.77	1932.99	1933.25	908.0
2014-04-20 21:30:00	ES	Futures	1933.51	1933.51	1932.21	1932.73	1001.0
2014-04-20 22:00:00	ES	Futures	1932.99	1933.77	1932.21	1932.47	1326.0
2014-04-20 22:30:00	ES	Futures	1932.47	1932.73	1931.17	1931.43	1947.0
2014-04-20 23:00:00	ES	Futures	1931.43	1931.95	1931.43	1931.69	169.0
2014-04-20 23:30:00	ES	Futures	1931.69	1932.47	1931.17	1932.21	792.0
2014-04-20 18:00:00	NQ	Futures	4106.23	4112.64	4105.07	4112.35	499.0
2014-04-20 18:30:00	NQ	Futures	4112.35	4117.01	4112.06	4115.55	208.0
2014-04-20 19:00:00	NQ	Futures	4115.55	4118.47	4115.26	4115.26	208.0
2014-04-20 19:30:00	NQ	Futures	4115.55	4117.3	4113.81	4116.14	170.0
2014-04-20 20:00:00	NQ	Futures	4115.55	4117.3	4114.68	4115.55	235.0
2014-04-20 20:30:00	NQ	Futures	4115.84	4116.43	4114.1	4114.39	190.0
2014-04-20 21:00:00	NQ	Futures	4114.68	4115.26	4113.22	4113.22	252.0
2014-04-20 21:30:00	NQ	Futures	4113.81	4114.1	4110.89	4112.06	345.0
2014-04-20 22:00:00	NQ	Futures	4112.06	4116.43	4111.48	4114.97	491.0
2014-04-20 22:30:00	NQ	Futures	4115.26	4115.55	4112.06	4113.22	468.0
2014-04-20 23:00:00	NQ	Futures	4113.22	4114.68	4113.22	4113.81	82.0
2014-04-20 23:30:00	NQ	Futures	4114.1	4115.84	4113.51	4115.55	235.0
2014-04-20 18:00:00	YM	Futures	16834.1	16850.6	16834.1	16847.5	766.0
2014-04-20 18:30:00	YM	Futures	16850.6	16862.9	16848.5	16861.9	225.0
2014-04-20 19:00:00	YM	Futures	16862.9	16870.1	16858.8	16859.8	206.0
2014-04-20 19:30:00	YM	Futures	16859.8	16867.0	16853.7	16867.0	177.0
2014-04-20 20:00:00	YM	Futures	16864.0	16868.1	16857.8	16860.9	221.0
2014-04-20 20:30:00	YM	Futures	16860.9	16861.9	16855.7	16860.9	191.0
2014-04-20 21:00:00	YM	Futures	16858.8	16864.0	16858.8	16861.9	54.0
2014-04-20 21:30:00	YM	Futures	16861.9	16865.0	16852.6	16857.8	226.0
2014-04-20 22:00:00	YM	Futures	16857.8	16862.9	16853.7	16853.7	268.0
2014-04-20 22:30:00	YM	Futures	16854.7	16854.7	16844.4	16845.4	300.0
2014-04-20 23:00:00	YM	Futures	16845.4	16847.5	16845.4	16846.4	38.0
2014-04-20 23:30:00	YM	Futures	16845.4	16852.6	16843.4	16850.6	141.0
2014-04-20 18:00:00	CL	Futures	166.33	166.44	165.98	166.02	635.0
2014-04-20 18:30:00	CL	Futures	166.02	166.06	165.98	166.01	115.0
2014-04-20 19:00:00	CL	Futures	166.01	166.01	165.82	165.83	262.0
2014-04-20 19:30:00	CL	Futures	165.85	165.88	165.77	165.8	287.0
2014-04-20 20:00:00	CL	Futures	165.8	165.85	165.66	165.69	303.0
2014-04-20 20:30:00	CL	Futures	165.67	165.74	165.61	165.67	475.0
2014-04-20 21:00:00	CL	Futures	165.69	165.69	165.37	165.37	650.0
2014-04-20 21:30:00	CL	Futures	165.37	165.56	165.3	165.56	656.0
2014-04-20 22:00:00	CL	Futures	165.53	165.54	165.43	165.49	215.0
2014-04-20 22:30:00	CL	Futures	165.49	165.51	165.38	165.48	290.0
2014-04-20 23:00:00	CL	Futures	165.48	165.53	165.46	165.48	151.0
2014-04-20 23:30:00	CL	Futures	165.46	165.57	165.41	165.49	155.0
2014-04-20 18:00:00	GC	Futures	1773.9	1775.4	1769.2	1769.6	1533.0
2014-04-20 18:30:00	GC	Futures	1769.8	1773.6	1767.6	1772.6	1286.0

> showing 50 of 499 rows — these rows as CSV

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