PREVIEW / futures_30min / 2014-04-27

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-04-27.parquet
  size:    19 KB
  rows:    502

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
2014-04-27 18:00:00	ES	Futures	1933.77	1934.03	1931.95	1933.77	5796.0
2014-04-27 18:30:00	ES	Futures	1933.77	1933.77	1933.25	1933.51	720.0
2014-04-27 19:00:00	ES	Futures	1933.51	1935.07	1933.51	1934.03	2230.0
2014-04-27 19:30:00	ES	Futures	1934.03	1934.29	1932.21	1932.47	2713.0
2014-04-27 20:00:00	ES	Futures	1932.73	1932.99	1930.4	1930.91	3629.0
2014-04-27 20:30:00	ES	Futures	1930.66	1931.43	1929.88	1930.4	2609.0
2014-04-27 21:00:00	ES	Futures	1930.14	1931.69	1930.14	1931.17	2167.0
2014-04-27 21:30:00	ES	Futures	1931.17	1931.69	1930.66	1930.91	1368.0
2014-04-27 22:00:00	ES	Futures	1931.17	1932.73	1931.17	1932.47	1899.0
2014-04-27 22:30:00	ES	Futures	1932.21	1933.25	1932.21	1933.25	1436.0
2014-04-27 23:00:00	ES	Futures	1933.25	1933.51	1932.73	1932.99	943.0
2014-04-27 23:30:00	ES	Futures	1933.25	1933.51	1932.73	1932.73	767.0
2014-04-27 18:00:00	NQ	Futures	4119.05	4119.34	4111.77	4114.1	1143.0
2014-04-27 18:30:00	NQ	Futures	4114.1	4115.26	4114.1	4114.39	297.0
2014-04-27 19:00:00	NQ	Futures	4114.39	4117.01	4114.1	4114.97	407.0
2014-04-27 19:30:00	NQ	Futures	4115.26	4115.26	4109.73	4111.48	433.0
2014-04-27 20:00:00	NQ	Futures	4112.06	4112.06	4106.82	4106.82	677.0
2014-04-27 20:30:00	NQ	Futures	4107.11	4108.56	4104.49	4105.65	623.0
2014-04-27 21:00:00	NQ	Futures	4105.94	4107.98	4105.36	4106.82	1013.0
2014-04-27 21:30:00	NQ	Futures	4106.82	4107.69	4105.36	4106.53	432.0
2014-04-27 22:00:00	NQ	Futures	4106.82	4110.31	4106.53	4109.15	598.0
2014-04-27 22:30:00	NQ	Futures	4109.15	4111.48	4109.15	4111.48	162.0
2014-04-27 23:00:00	NQ	Futures	4111.48	4112.35	4110.6	4112.06	310.0
2014-04-27 23:30:00	NQ	Futures	4112.06	4112.35	4110.89	4111.77	181.0
2014-04-27 18:00:00	YM	Futures	16817.6	16828.9	16806.3	16817.6	574.0
2014-04-27 18:30:00	YM	Futures	16818.6	16820.7	16812.5	16815.5	250.0
2014-04-27 19:00:00	YM	Futures	16815.5	16824.8	16814.5	16818.6	198.0
2014-04-27 19:30:00	YM	Futures	16820.7	16822.8	16804.2	16807.3	159.0
2014-04-27 20:00:00	YM	Futures	16809.4	16809.4	16793.9	16796.0	357.0
2014-04-27 20:30:00	YM	Futures	16796.0	16799.1	16788.8	16791.9	408.0
2014-04-27 21:00:00	YM	Futures	16793.9	16806.3	16793.9	16803.2	428.0
2014-04-27 21:30:00	YM	Futures	16803.2	16806.3	16797.0	16801.1	243.0
2014-04-27 22:00:00	YM	Futures	16802.2	16811.4	16800.1	16807.3	322.0
2014-04-27 22:30:00	YM	Futures	16809.4	16814.5	16808.3	16813.5	215.0
2014-04-27 23:00:00	YM	Futures	16815.5	16818.6	16811.4	16815.5	195.0
2014-04-27 23:30:00	YM	Futures	16816.6	16818.6	16813.5	16814.5	167.0
2014-04-27 18:00:00	CL	Futures	161.18	161.82	161.18	161.69	1115.0
2014-04-27 18:30:00	CL	Futures	161.66	161.74	161.61	161.74	156.0
2014-04-27 19:00:00	CL	Futures	161.71	161.76	161.65	161.66	218.0
2014-04-27 19:30:00	CL	Futures	161.65	161.68	161.57	161.6	194.0
2014-04-27 20:00:00	CL	Futures	161.61	161.76	161.61	161.69	352.0
2014-04-27 20:30:00	CL	Futures	161.68	161.79	161.66	161.76	302.0
2014-04-27 21:00:00	CL	Futures	161.76	161.92	161.76	161.85	658.0
2014-04-27 21:30:00	CL	Futures	161.87	161.89	161.79	161.87	183.0
2014-04-27 22:00:00	CL	Futures	161.87	161.89	161.76	161.79	310.0
2014-04-27 22:30:00	CL	Futures	161.79	161.82	161.74	161.77	132.0
2014-04-27 23:00:00	CL	Futures	161.77	162.13	161.76	162.0	1228.0
2014-04-27 23:30:00	CL	Futures	162.01	162.08	161.95	162.05	233.0
2014-04-27 18:00:00	GC	Futures	1785.2	1788.4	1784.6	1786.2	1461.0
2014-04-27 18:30:00	GC	Futures	1786.2	1786.2	1784.3	1785.0	290.0

> showing 50 of 502 rows — these rows as CSV

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