PREVIEW / futures_30min / 2014-08-03

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-08-03.parquet
  size:    19 KB
  rows:    509

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
2014-08-03 18:00:00	ES	Futures	2000.99	2004.38	2000.73	2003.86	8198.0
2014-08-03 18:30:00	ES	Futures	2004.12	2004.12	2003.34	2003.86	1216.0
2014-08-03 19:00:00	ES	Futures	2003.86	2003.86	2001.78	2001.78	2058.0
2014-08-03 19:30:00	ES	Futures	2002.04	2002.56	2000.99	2002.56	2913.0
2014-08-03 20:00:00	ES	Futures	2002.3	2003.6	2001.78	2003.34	3502.0
2014-08-03 20:30:00	ES	Futures	2003.34	2004.9	2003.08	2004.12	5349.0
2014-08-03 21:00:00	ES	Futures	2004.38	2006.21	2004.12	2005.95	6229.0
2014-08-03 21:30:00	ES	Futures	2005.95	2007.51	2005.69	2006.73	7504.0
2014-08-03 22:00:00	ES	Futures	2006.47	2007.25	2006.21	2006.99	2502.0
2014-08-03 22:30:00	ES	Futures	2006.73	2006.99	2005.95	2006.47	1761.0
2014-08-03 23:00:00	ES	Futures	2006.73	2007.51	2006.21	2007.25	1112.0
2014-08-03 23:30:00	ES	Futures	2006.99	2007.25	2006.21	2006.73	1498.0
2014-08-03 18:00:00	NQ	Futures	4523.89	4533.24	4523.89	4532.65	853.0
2014-08-03 18:30:00	NQ	Futures	4532.94	4532.94	4531.19	4532.07	170.0
2014-08-03 19:00:00	NQ	Futures	4531.78	4532.36	4527.4	4527.69	173.0
2014-08-03 19:30:00	NQ	Futures	4527.69	4529.44	4525.64	4529.15	320.0
2014-08-03 20:00:00	NQ	Futures	4529.44	4531.78	4527.98	4530.61	550.0
2014-08-03 20:30:00	NQ	Futures	4530.9	4532.36	4529.44	4532.07	505.0
2014-08-03 21:00:00	NQ	Futures	4532.07	4536.45	4531.78	4534.99	977.0
2014-08-03 21:30:00	NQ	Futures	4534.99	4537.03	4534.4	4535.86	1145.0
2014-08-03 22:00:00	NQ	Futures	4535.86	4536.16	4534.4	4534.99	339.0
2014-08-03 22:30:00	NQ	Futures	4534.99	4534.99	4533.24	4534.11	222.0
2014-08-03 23:00:00	NQ	Futures	4534.11	4536.74	4532.94	4536.45	298.0
2014-08-03 23:30:00	NQ	Futures	4536.16	4536.74	4534.4	4534.99	335.0
2014-08-03 18:00:00	YM	Futures	16995.9	17018.7	16994.9	17016.6	699.0
2014-08-03 18:30:00	YM	Futures	17014.5	17015.6	17011.4	17012.5	82.0
2014-08-03 19:00:00	YM	Futures	17013.5	17013.5	17003.1	17003.1	251.0
2014-08-03 19:30:00	YM	Futures	17003.1	17007.3	16998.0	17004.2	215.0
2014-08-03 20:00:00	YM	Futures	17006.2	17012.5	17001.1	17010.4	391.0
2014-08-03 20:30:00	YM	Futures	17011.4	17018.7	17008.3	17017.6	511.0
2014-08-03 21:00:00	YM	Futures	17017.6	17032.1	17015.6	17029.0	767.0
2014-08-03 21:30:00	YM	Futures	17030.0	17040.4	17029.0	17037.3	756.0
2014-08-03 22:00:00	YM	Futures	17035.2	17040.4	17033.1	17038.3	318.0
2014-08-03 22:30:00	YM	Futures	17037.3	17037.3	17030.0	17033.1	202.0
2014-08-03 23:00:00	YM	Futures	17035.2	17041.4	17031.1	17040.4	131.0
2014-08-03 23:30:00	YM	Futures	17039.3	17039.3	17032.1	17034.2	195.0
2014-08-03 18:00:00	CL	Futures	159.63	159.82	159.54	159.68	643.0
2014-08-03 18:30:00	CL	Futures	159.68	159.74	159.66	159.71	206.0
2014-08-03 19:00:00	CL	Futures	159.71	159.76	159.69	159.72	231.0
2014-08-03 19:30:00	CL	Futures	159.74	159.74	159.63	159.69	435.0
2014-08-03 20:00:00	CL	Futures	159.71	159.89	159.68	159.89	581.0
2014-08-03 20:30:00	CL	Futures	159.89	159.97	159.86	159.95	468.0
2014-08-03 21:00:00	CL	Futures	159.95	160.08	159.95	160.04	600.0
2014-08-03 21:30:00	CL	Futures	160.04	160.18	159.97	160.07	492.0
2014-08-03 22:00:00	CL	Futures	160.08	160.1	159.97	160.02	391.0
2014-08-03 22:30:00	CL	Futures	160.04	160.07	159.9	159.99	314.0
2014-08-03 23:00:00	CL	Futures	159.99	160.08	159.99	160.07	117.0
2014-08-03 23:30:00	CL	Futures	160.07	160.1	160.04	160.08	124.0
2014-08-03 18:00:00	GC	Futures	1773.3	1773.5	1771.6	1771.6	387.0
2014-08-03 18:30:00	GC	Futures	1771.8	1772.4	1771.3	1771.4	212.0

> showing 50 of 509 rows — these rows as CSV

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