PREVIEW / futures_30min / 2014-06-15

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-06-15.parquet
  size:    19 KB
  rows:    473

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
2014-06-15 18:00:00	ES	Futures	2009.86	2010.12	2008.55	2009.33	3147.0
2014-06-15 18:30:00	ES	Futures	2009.33	2009.33	2007.51	2007.77	1187.0
2014-06-15 19:00:00	ES	Futures	2007.51	2007.77	2006.99	2006.99	1091.0
2014-06-15 19:30:00	ES	Futures	2007.25	2007.51	2003.08	2004.64	8391.0
2014-06-15 20:00:00	ES	Futures	2004.64	2004.64	2000.47	2002.3	8370.0
2014-06-15 20:30:00	ES	Futures	2002.3	2003.6	2000.99	2003.6	3135.0
2014-06-15 21:00:00	ES	Futures	2003.6	2003.86	2001.25	2001.52	4395.0
2014-06-15 21:30:00	ES	Futures	2001.78	2003.86	2001.25	2003.86	2324.0
2014-06-15 22:00:00	ES	Futures	2003.86	2004.12	2003.08	2003.6	1878.0
2014-06-15 22:30:00	ES	Futures	2003.6	2004.38	2003.34	2004.12	1111.0
2014-06-15 23:00:00	ES	Futures	2004.12	2004.64	2003.34	2003.34	883.0
2014-06-15 23:30:00	ES	Futures	2003.6	2004.12	2002.56	2002.82	1545.0
2014-06-15 18:00:00	NQ	Futures	4400.08	4404.75	4398.91	4401.83	503.0
2014-06-15 18:30:00	NQ	Futures	4401.83	4402.41	4398.03	4398.03	525.0
2014-06-15 19:00:00	NQ	Futures	4398.03	4398.03	4396.28	4396.57	121.0
2014-06-15 19:30:00	NQ	Futures	4396.28	4397.74	4387.52	4391.02	670.0
2014-06-15 20:00:00	NQ	Futures	4391.02	4391.32	4380.51	4385.18	1040.0
2014-06-15 20:30:00	NQ	Futures	4385.18	4388.69	4382.85	4388.4	438.0
2014-06-15 21:00:00	NQ	Futures	4388.1	4388.69	4383.14	4383.72	477.0
2014-06-15 21:30:00	NQ	Futures	4384.02	4389.27	4383.72	4389.27	503.0
2014-06-15 22:00:00	NQ	Futures	4389.27	4390.44	4388.4	4389.27	315.0
2014-06-15 22:30:00	NQ	Futures	4388.98	4391.32	4388.98	4389.86	156.0
2014-06-15 23:00:00	NQ	Futures	4390.44	4391.61	4388.69	4388.69	155.0
2014-06-15 23:30:00	NQ	Futures	4389.27	4389.86	4386.94	4387.52	218.0
2014-06-15 18:00:00	YM	Futures	17275.2	17275.2	17261.8	17266.9	561.0
2014-06-15 18:30:00	YM	Futures	17265.9	17265.9	17252.5	17252.5	180.0
2014-06-15 19:00:00	YM	Futures	17254.5	17254.5	17247.3	17248.3	80.0
2014-06-15 19:30:00	YM	Futures	17248.3	17252.5	17219.4	17231.8	668.0
2014-06-15 20:00:00	YM	Futures	17231.8	17231.8	17197.6	17214.2	1417.0
2014-06-15 20:30:00	YM	Futures	17216.2	17227.6	17205.9	17224.5	1013.0
2014-06-15 21:00:00	YM	Futures	17224.5	17227.6	17208.0	17210.0	766.0
2014-06-15 21:30:00	YM	Futures	17211.1	17226.6	17209.0	17225.6	578.0
2014-06-15 22:00:00	YM	Futures	17225.6	17229.7	17222.5	17225.6	293.0
2014-06-15 22:30:00	YM	Futures	17225.6	17232.8	17225.6	17230.7	235.0
2014-06-15 23:00:00	YM	Futures	17230.7	17234.9	17226.6	17226.6	171.0
2014-06-15 23:30:00	YM	Futures	17227.6	17229.7	17220.4	17221.4	185.0
2014-06-15 18:00:00	CL	Futures	172.71	173.65	172.64	173.39	650.0
2014-06-15 18:30:00	CL	Futures	173.39	173.54	173.37	173.37	108.0
2014-06-15 19:00:00	CL	Futures	173.37	173.64	173.31	173.31	229.0
2014-06-15 19:30:00	CL	Futures	173.31	173.52	173.2	173.42	132.0
2014-06-15 20:00:00	CL	Futures	173.41	173.7	173.29	173.52	559.0
2014-06-15 20:30:00	CL	Futures	173.54	173.57	173.29	173.47	252.0
2014-06-15 21:00:00	CL	Futures	173.47	173.54	173.34	173.47	276.0
2014-06-15 21:30:00	CL	Futures	173.47	173.49	173.08	173.16	366.0
2014-06-15 22:00:00	CL	Futures	173.15	173.31	172.79	173.21	550.0
2014-06-15 22:30:00	CL	Futures	173.2	173.33	173.08	173.33	269.0
2014-06-15 23:00:00	CL	Futures	173.31	173.49	173.28	173.41	185.0
2014-06-15 23:30:00	CL	Futures	173.39	173.41	173.33	173.36	41.0
2014-06-15 18:00:00	GC	Futures	1748.8	1750.9	1748.4	1749.1	1076.0
2014-06-15 18:30:00	GC	Futures	1749.2	1750.3	1748.7	1749.8	276.0

> showing 50 of 473 rows — these rows as CSV

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