PREVIEW / futures_30min / 2014-05-11

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-05-11.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
2014-05-11 18:00:00	ES	Futures	1946.5	1949.87	1946.5	1949.35	5770.0
2014-05-11 18:30:00	ES	Futures	1949.35	1950.39	1949.35	1949.87	1909.0
2014-05-11 19:00:00	ES	Futures	1949.61	1949.87	1949.09	1949.35	769.0
2014-05-11 19:30:00	ES	Futures	1949.35	1949.61	1948.83	1949.09	845.0
2014-05-11 20:00:00	ES	Futures	1948.83	1950.13	1948.57	1950.13	2212.0
2014-05-11 20:30:00	ES	Futures	1950.13	1950.39	1949.87	1950.39	1503.0
2014-05-11 21:00:00	ES	Futures	1950.39	1950.39	1949.61	1949.87	803.0
2014-05-11 21:30:00	ES	Futures	1950.13	1950.65	1948.57	1948.57	2955.0
2014-05-11 22:00:00	ES	Futures	1948.57	1949.61	1948.31	1948.57	2359.0
2014-05-11 22:30:00	ES	Futures	1948.83	1949.87	1948.57	1949.09	2058.0
2014-05-11 23:00:00	ES	Futures	1949.09	1949.61	1948.57	1949.61	876.0
2014-05-11 23:30:00	ES	Futures	1949.35	1949.61	1948.83	1949.09	664.0
2014-05-11 18:00:00	NQ	Futures	4134.48	4140.31	4133.32	4139.72	847.0
2014-05-11 18:30:00	NQ	Futures	4140.02	4142.64	4139.43	4140.31	313.0
2014-05-11 19:00:00	NQ	Futures	4140.31	4141.18	4139.43	4140.31	220.0
2014-05-11 19:30:00	NQ	Futures	4140.6	4140.89	4139.72	4139.72	125.0
2014-05-11 20:00:00	NQ	Futures	4139.72	4142.64	4137.98	4142.35	328.0
2014-05-11 20:30:00	NQ	Futures	4142.64	4145.26	4141.47	4144.09	660.0
2014-05-11 21:00:00	NQ	Futures	4144.38	4144.97	4142.05	4143.22	201.0
2014-05-11 21:30:00	NQ	Futures	4143.22	4144.38	4138.27	4138.85	495.0
2014-05-11 22:00:00	NQ	Futures	4139.14	4141.47	4138.27	4139.43	518.0
2014-05-11 22:30:00	NQ	Futures	4140.02	4142.93	4139.43	4141.47	312.0
2014-05-11 23:00:00	NQ	Futures	4140.89	4142.64	4140.89	4142.05	198.0
2014-05-11 23:30:00	NQ	Futures	4142.05	4142.05	4141.18	4141.76	105.0
2014-05-11 18:00:00	YM	Futures	17024.6	17044.2	17023.6	17042.1	683.0
2014-05-11 18:30:00	YM	Futures	17043.1	17051.4	17043.1	17046.2	196.0
2014-05-11 19:00:00	YM	Futures	17046.2	17049.3	17042.1	17044.2	167.0
2014-05-11 19:30:00	YM	Futures	17045.2	17046.2	17040.1	17041.1	112.0
2014-05-11 20:00:00	YM	Futures	17040.1	17048.3	17035.9	17047.3	347.0
2014-05-11 20:30:00	YM	Futures	17048.3	17054.5	17047.3	17053.4	662.0
2014-05-11 21:00:00	YM	Futures	17053.4	17054.5	17047.3	17053.4	659.0
2014-05-11 21:30:00	YM	Futures	17054.5	17056.5	17046.2	17047.3	1001.0
2014-05-11 22:00:00	YM	Futures	17047.3	17050.4	17044.2	17047.3	539.0
2014-05-11 22:30:00	YM	Futures	17048.3	17052.4	17046.2	17049.3	332.0
2014-05-11 23:00:00	YM	Futures	17048.3	17052.4	17048.3	17051.4	199.0
2014-05-11 23:30:00	YM	Futures	17051.4	17051.4	17046.2	17047.3	232.0
2014-05-11 18:00:00	CL	Futures	160.59	160.62	160.28	160.39	462.0
2014-05-11 18:30:00	CL	Futures	160.39	160.47	160.36	160.41	199.0
2014-05-11 19:00:00	CL	Futures	160.41	160.52	160.39	160.51	151.0
2014-05-11 19:30:00	CL	Futures	160.49	160.52	160.47	160.47	45.0
2014-05-11 20:00:00	CL	Futures	160.47	160.59	160.47	160.59	154.0
2014-05-11 20:30:00	CL	Futures	160.59	160.7	160.55	160.57	462.0
2014-05-11 21:00:00	CL	Futures	160.59	160.78	160.59	160.59	424.0
2014-05-11 21:30:00	CL	Futures	160.59	160.62	160.51	160.54	510.0
2014-05-11 22:00:00	CL	Futures	160.54	160.68	160.54	160.59	335.0
2014-05-11 22:30:00	CL	Futures	160.6	160.62	160.47	160.52	167.0
2014-05-11 23:00:00	CL	Futures	160.52	160.55	160.43	160.49	283.0
2014-05-11 23:30:00	CL	Futures	160.52	160.62	160.51	160.57	218.0
2014-05-11 18:00:00	GC	Futures	1766.9	1767.2	1764.3	1764.3	557.0
2014-05-11 18:30:00	GC	Futures	1764.3	1764.4	1750.3	1755.5	2901.0

> showing 50 of 502 rows — these rows as CSV

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