PREVIEW / futures_30min / 2014-05-04

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-05-04.parquet
  size:    19 KB
  rows:    494

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
2014-05-04 18:00:00	ES	Futures	1948.05	1948.05	1945.46	1947.01	5915.0
2014-05-04 18:30:00	ES	Futures	1946.75	1948.05	1946.75	1948.05	945.0
2014-05-04 19:00:00	ES	Futures	1947.79	1948.57	1947.79	1948.31	1025.0
2014-05-04 19:30:00	ES	Futures	1948.05	1948.31	1947.01	1947.27	1972.0
2014-05-04 20:00:00	ES	Futures	1947.53	1949.87	1947.53	1949.09	3003.0
2014-05-04 20:30:00	ES	Futures	1948.83	1949.09	1947.53	1947.53	1439.0
2014-05-04 21:00:00	ES	Futures	1947.53	1947.79	1946.5	1946.75	1966.0
2014-05-04 21:30:00	ES	Futures	1946.75	1947.01	1944.94	1945.72	2695.0
2014-05-04 22:00:00	ES	Futures	1945.72	1945.72	1943.64	1944.42	3119.0
2014-05-04 22:30:00	ES	Futures	1944.42	1944.94	1944.16	1944.68	1309.0
2014-05-04 23:00:00	ES	Futures	1944.68	1944.94	1944.42	1944.94	902.0
2014-05-04 23:30:00	ES	Futures	1944.94	1945.72	1944.42	1944.68	955.0
2014-05-04 18:00:00	NQ	Futures	4174.09	4175.25	4165.64	4169.43	833.0
2014-05-04 18:30:00	NQ	Futures	4169.43	4172.34	4169.14	4172.05	163.0
2014-05-04 19:00:00	NQ	Futures	4172.05	4173.8	4171.18	4173.22	196.0
2014-05-04 19:30:00	NQ	Futures	4172.92	4173.22	4170.01	4170.59	152.0
2014-05-04 20:00:00	NQ	Futures	4170.89	4174.67	4170.89	4172.92	453.0
2014-05-04 20:30:00	NQ	Futures	4172.92	4173.22	4170.3	4171.18	239.0
2014-05-04 21:00:00	NQ	Futures	4170.89	4170.89	4168.26	4169.14	317.0
2014-05-04 21:30:00	NQ	Futures	4168.85	4169.72	4165.93	4166.81	694.0
2014-05-04 22:00:00	NQ	Futures	4166.81	4167.1	4162.73	4163.9	763.0
2014-05-04 22:30:00	NQ	Futures	4163.9	4164.48	4162.73	4163.31	254.0
2014-05-04 23:00:00	NQ	Futures	4163.6	4164.48	4163.31	4164.48	101.0
2014-05-04 23:30:00	NQ	Futures	4164.48	4166.81	4164.48	4164.77	125.0
2014-05-04 18:00:00	YM	Futures	16940.2	16944.3	16923.7	16935.0	406.0
2014-05-04 18:30:00	YM	Futures	16935.0	16942.2	16934.0	16941.2	113.0
2014-05-04 19:00:00	YM	Futures	16941.2	16947.4	16940.2	16944.3	244.0
2014-05-04 19:30:00	YM	Futures	16945.3	16945.3	16936.0	16936.0	244.0
2014-05-04 20:00:00	YM	Futures	16938.1	16954.6	16938.1	16949.4	351.0
2014-05-04 20:30:00	YM	Futures	16948.4	16949.4	16939.1	16940.2	245.0
2014-05-04 21:00:00	YM	Futures	16939.1	16939.1	16930.9	16933.0	453.0
2014-05-04 21:30:00	YM	Futures	16931.9	16933.0	16920.6	16923.7	619.0
2014-05-04 22:00:00	YM	Futures	16924.7	16924.7	16909.3	16917.5	522.0
2014-05-04 22:30:00	YM	Futures	16916.5	16919.6	16912.4	16915.4	166.0
2014-05-04 23:00:00	YM	Futures	16915.4	16919.6	16915.4	16917.5	94.0
2014-05-04 23:30:00	YM	Futures	16918.5	16924.7	16916.5	16918.5	152.0
2014-05-04 18:00:00	CL	Futures	160.33	160.39	160.03	160.11	814.0
2014-05-04 18:30:00	CL	Futures	160.11	160.11	159.91	159.99	602.0
2014-05-04 19:00:00	CL	Futures	159.99	160.11	159.96	160.11	371.0
2014-05-04 19:30:00	CL	Futures	160.09	160.11	159.96	160.03	156.0
2014-05-04 20:00:00	CL	Futures	160.04	160.17	160.01	160.11	404.0
2014-05-04 20:30:00	CL	Futures	160.12	160.14	160.03	160.09	216.0
2014-05-04 21:00:00	CL	Futures	160.07	160.25	160.07	160.2	520.0
2014-05-04 21:30:00	CL	Futures	160.2	160.22	160.09	160.09	204.0
2014-05-04 22:00:00	CL	Futures	160.09	160.12	160.06	160.09	131.0
2014-05-04 22:30:00	CL	Futures	160.11	160.12	160.07	160.07	54.0
2014-05-04 23:00:00	CL	Futures	160.07	160.12	160.06	160.09	74.0
2014-05-04 23:30:00	CL	Futures	160.09	160.12	160.07	160.07	107.0
2014-05-04 18:00:00	GC	Futures	1782.1	1784.7	1780.4	1783.1	1085.0
2014-05-04 18:30:00	GC	Futures	1782.6	1783.6	1781.5	1783.2	217.0

> showing 50 of 494 rows — these rows as CSV

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