PREVIEW / futures_30min / 2014-06-22

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-06-22.parquet
  size:    19 KB
  rows:    501

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
2014-06-22 18:00:00	ES	Futures	2035.66	2036.7	2035.4	2036.44	1784.0
2014-06-22 18:30:00	ES	Futures	2036.44	2036.44	2035.92	2036.18	379.0
2014-06-22 19:00:00	ES	Futures	2036.18	2036.7	2035.92	2036.44	364.0
2014-06-22 19:30:00	ES	Futures	2036.7	2037.22	2036.44	2036.96	558.0
2014-06-22 20:00:00	ES	Futures	2036.96	2038.26	2036.96	2038.0	2375.0
2014-06-22 20:30:00	ES	Futures	2037.74	2038.52	2037.74	2038.52	2499.0
2014-06-22 21:00:00	ES	Futures	2038.52	2039.83	2038.0	2039.3	4248.0
2014-06-22 21:30:00	ES	Futures	2039.3	2042.95	2039.3	2041.13	11989.0
2014-06-22 22:00:00	ES	Futures	2040.87	2041.39	2040.35	2041.13	2312.0
2014-06-22 22:30:00	ES	Futures	2041.13	2041.13	2040.35	2040.61	1064.0
2014-06-22 23:00:00	ES	Futures	2040.87	2040.87	2040.35	2040.61	942.0
2014-06-22 23:30:00	ES	Futures	2040.61	2040.87	2040.09	2040.35	1354.0
2014-06-22 18:00:00	NQ	Futures	4429.57	4429.86	4428.11	4429.86	270.0
2014-06-22 18:30:00	NQ	Futures	4429.57	4429.86	4428.4	4428.69	87.0
2014-06-22 19:00:00	NQ	Futures	4428.69	4429.86	4428.11	4429.86	76.0
2014-06-22 19:30:00	NQ	Futures	4429.86	4430.74	4429.57	4430.45	75.0
2014-06-22 20:00:00	NQ	Futures	4430.74	4433.95	4430.45	4433.95	317.0
2014-06-22 20:30:00	NQ	Futures	4433.95	4434.83	4433.37	4434.54	116.0
2014-06-22 21:00:00	NQ	Futures	4434.54	4438.33	4433.37	4437.46	467.0
2014-06-22 21:30:00	NQ	Futures	4438.04	4447.09	4437.46	4442.71	1982.0
2014-06-22 22:00:00	NQ	Futures	4442.42	4443.0	4440.96	4443.0	393.0
2014-06-22 22:30:00	NQ	Futures	4443.0	4443.0	4441.84	4441.84	164.0
2014-06-22 23:00:00	NQ	Futures	4442.13	4442.42	4441.54	4442.13	120.0
2014-06-22 23:30:00	NQ	Futures	4441.54	4441.54	4440.38	4440.67	279.0
2014-06-22 18:00:00	YM	Futures	17436.6	17441.8	17427.3	17437.6	176.0
2014-06-22 18:30:00	YM	Futures	17436.6	17437.6	17435.6	17435.6	38.0
2014-06-22 19:00:00	YM	Futures	17436.6	17441.8	17436.6	17441.8	36.0
2014-06-22 19:30:00	YM	Futures	17440.7	17445.9	17439.7	17441.8	103.0
2014-06-22 20:00:00	YM	Futures	17442.8	17451.1	17442.8	17451.1	261.0
2014-06-22 20:30:00	YM	Futures	17451.1	17454.2	17450.0	17453.2	302.0
2014-06-22 21:00:00	YM	Futures	17452.1	17468.7	17450.0	17465.6	772.0
2014-06-22 21:30:00	YM	Futures	17466.6	17494.5	17465.6	17484.2	2379.0
2014-06-22 22:00:00	YM	Futures	17483.2	17484.2	17478.0	17482.1	554.0
2014-06-22 22:30:00	YM	Futures	17482.1	17484.2	17475.9	17476.9	287.0
2014-06-22 23:00:00	YM	Futures	17478.0	17478.0	17474.9	17478.0	150.0
2014-06-22 23:30:00	YM	Futures	17475.9	17476.9	17472.8	17474.9	266.0
2014-06-22 18:00:00	CL	Futures	174.73	174.77	174.01	174.32	2552.0
2014-06-22 18:30:00	CL	Futures	174.35	174.5	174.24	174.37	378.0
2014-06-22 19:00:00	CL	Futures	174.33	174.4	174.25	174.32	195.0
2014-06-22 19:30:00	CL	Futures	174.32	174.32	174.17	174.22	158.0
2014-06-22 20:00:00	CL	Futures	174.22	174.27	174.22	174.24	132.0
2014-06-22 20:30:00	CL	Futures	174.25	174.48	174.24	174.4	289.0
2014-06-22 21:00:00	CL	Futures	174.4	174.42	174.12	174.24	505.0
2014-06-22 21:30:00	CL	Futures	174.22	174.32	174.14	174.24	349.0
2014-06-22 22:00:00	CL	Futures	174.22	174.42	174.19	174.38	389.0
2014-06-22 22:30:00	CL	Futures	174.38	174.43	174.32	174.33	195.0
2014-06-22 23:00:00	CL	Futures	174.33	174.35	174.17	174.35	292.0
2014-06-22 23:30:00	CL	Futures	174.33	174.4	174.27	174.3	194.0
2014-06-22 18:00:00	GC	Futures	1801.0	1802.4	1799.9	1800.9	672.0
2014-06-22 18:30:00	GC	Futures	1800.9	1801.1	1799.8	1800.0	175.0

> showing 50 of 501 rows — these rows as CSV

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