PREVIEW / futures_30min / 2014-08-10

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-08-10.parquet
  size:    19 KB
  rows:    514

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
2014-08-10 18:00:00	ES	Futures	2005.16	2011.42	2004.9	2009.59	10663.0
2014-08-10 18:30:00	ES	Futures	2009.59	2010.12	2008.03	2008.55	2684.0
2014-08-10 19:00:00	ES	Futures	2008.55	2009.59	2008.03	2009.33	1919.0
2014-08-10 19:30:00	ES	Futures	2009.33	2009.59	2008.81	2009.33	1112.0
2014-08-10 20:00:00	ES	Futures	2009.33	2009.33	2008.03	2008.55	3110.0
2014-08-10 20:30:00	ES	Futures	2008.29	2009.07	2007.77	2008.81	2511.0
2014-08-10 21:00:00	ES	Futures	2008.81	2009.33	2005.95	2006.21	4445.0
2014-08-10 21:30:00	ES	Futures	2006.47	2008.81	2006.21	2008.55	4125.0
2014-08-10 22:00:00	ES	Futures	2008.81	2009.33	2008.29	2009.07	2882.0
2014-08-10 22:30:00	ES	Futures	2009.07	2009.86	2009.07	2009.86	1683.0
2014-08-10 23:00:00	ES	Futures	2009.59	2009.86	2009.07	2009.33	474.0
2014-08-10 23:30:00	ES	Futures	2009.07	2009.33	2008.29	2008.55	843.0
2014-08-10 18:00:00	NQ	Futures	4525.06	4538.2	4524.77	4535.86	982.0
2014-08-10 18:30:00	NQ	Futures	4535.86	4536.45	4532.65	4533.24	193.0
2014-08-10 19:00:00	NQ	Futures	4532.94	4535.86	4532.94	4535.28	316.0
2014-08-10 19:30:00	NQ	Futures	4534.7	4535.57	4533.82	4534.99	165.0
2014-08-10 20:00:00	NQ	Futures	4534.7	4534.7	4532.36	4533.24	230.0
2014-08-10 20:30:00	NQ	Futures	4532.65	4534.11	4531.78	4533.53	277.0
2014-08-10 21:00:00	NQ	Futures	4533.24	4533.82	4527.69	4528.56	935.0
2014-08-10 21:30:00	NQ	Futures	4528.86	4534.7	4528.56	4534.4	445.0
2014-08-10 22:00:00	NQ	Futures	4534.7	4535.28	4533.24	4534.99	371.0
2014-08-10 22:30:00	NQ	Futures	4535.28	4536.74	4534.99	4536.74	194.0
2014-08-10 23:00:00	NQ	Futures	4536.74	4536.74	4535.57	4535.57	59.0
2014-08-10 23:30:00	NQ	Futures	4535.57	4535.57	4533.53	4534.11	102.0
2014-08-10 18:00:00	YM	Futures	17047.6	17099.4	17042.5	17085.9	1167.0
2014-08-10 18:30:00	YM	Futures	17085.9	17086.9	17075.6	17077.6	306.0
2014-08-10 19:00:00	YM	Futures	17078.7	17085.9	17074.5	17084.9	104.0
2014-08-10 19:30:00	YM	Futures	17083.8	17088.0	17079.7	17084.9	198.0
2014-08-10 20:00:00	YM	Futures	17084.9	17084.9	17074.5	17076.6	386.0
2014-08-10 20:30:00	YM	Futures	17076.6	17081.8	17072.5	17078.7	225.0
2014-08-10 21:00:00	YM	Futures	17079.7	17081.8	17058.0	17061.1	785.0
2014-08-10 21:30:00	YM	Futures	17062.1	17079.7	17061.1	17078.7	472.0
2014-08-10 22:00:00	YM	Futures	17079.7	17083.8	17076.6	17080.7	497.0
2014-08-10 22:30:00	YM	Futures	17081.8	17088.0	17081.8	17088.0	211.0
2014-08-10 23:00:00	YM	Futures	17086.9	17086.9	17081.8	17082.8	67.0
2014-08-10 23:30:00	YM	Futures	17081.8	17081.8	17075.6	17077.6	199.0
2014-08-10 18:00:00	CL	Futures	159.41	159.76	159.14	159.58	906.0
2014-08-10 18:30:00	CL	Futures	159.58	159.72	159.45	159.69	571.0
2014-08-10 19:00:00	CL	Futures	159.68	159.74	159.58	159.68	274.0
2014-08-10 19:30:00	CL	Futures	159.68	159.72	159.58	159.59	170.0
2014-08-10 20:00:00	CL	Futures	159.59	159.66	159.59	159.66	106.0
2014-08-10 20:30:00	CL	Futures	159.66	159.81	159.64	159.79	295.0
2014-08-10 21:00:00	CL	Futures	159.79	159.94	159.72	159.94	446.0
2014-08-10 21:30:00	CL	Futures	159.92	160.2	159.87	160.2	958.0
2014-08-10 22:00:00	CL	Futures	160.22	160.26	160.08	160.2	560.0
2014-08-10 22:30:00	CL	Futures	160.2	160.28	160.07	160.17	505.0
2014-08-10 23:00:00	CL	Futures	160.18	160.23	159.95	160.0	423.0
2014-08-10 23:30:00	CL	Futures	160.0	160.05	159.86	160.0	441.0
2014-08-10 00:00:00	GC	Futures	1790.7	1790.7	1790.7	1790.7	1.0
2014-08-10 18:00:00	GC	Futures	1793.9	1794.8	1793.2	1794.4	446.0

> showing 50 of 514 rows — these rows as CSV

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