PREVIEW / futures_30min / 2014-08-31

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-08-31.parquet
  size:    15 KB
  rows:    385

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
2014-08-31 18:00:00	ES	Futures	2083.87	2085.43	2083.35	2084.65	2958.0
2014-08-31 18:30:00	ES	Futures	2085.17	2085.17	2084.39	2084.91	273.0
2014-08-31 19:00:00	ES	Futures	2084.91	2084.91	2084.65	2084.91	194.0
2014-08-31 19:30:00	ES	Futures	2084.91	2085.17	2084.39	2084.91	631.0
2014-08-31 20:00:00	ES	Futures	2084.91	2085.17	2084.65	2085.17	573.0
2014-08-31 20:30:00	ES	Futures	2084.91	2085.17	2084.65	2085.17	479.0
2014-08-31 21:00:00	ES	Futures	2084.91	2085.17	2084.65	2084.91	799.0
2014-08-31 21:30:00	ES	Futures	2084.91	2085.95	2084.65	2085.69	1651.0
2014-08-31 22:00:00	ES	Futures	2085.95	2085.95	2085.43	2085.69	417.0
2014-08-31 22:30:00	ES	Futures	2085.43	2085.69	2085.43	2085.43	454.0
2014-08-31 23:00:00	ES	Futures	2085.69	2085.95	2085.43	2085.69	457.0
2014-08-31 23:30:00	ES	Futures	2085.69	2085.69	2085.43	2085.69	132.0
2014-08-31 18:00:00	NQ	Futures	4764.22	4767.14	4761.88	4766.56	366.0
2014-08-31 18:30:00	NQ	Futures	4766.56	4766.85	4765.97	4766.26	44.0
2014-08-31 19:00:00	NQ	Futures	4766.85	4767.14	4765.97	4766.85	16.0
2014-08-31 19:30:00	NQ	Futures	4766.85	4767.72	4766.26	4767.43	50.0
2014-08-31 20:00:00	NQ	Futures	4767.43	4767.43	4766.26	4767.14	153.0
2014-08-31 20:30:00	NQ	Futures	4767.14	4768.31	4766.85	4767.72	158.0
2014-08-31 21:00:00	NQ	Futures	4767.43	4768.31	4767.14	4767.72	57.0
2014-08-31 21:30:00	NQ	Futures	4767.72	4769.48	4767.72	4769.18	138.0
2014-08-31 22:00:00	NQ	Futures	4769.18	4769.48	4768.02	4768.31	94.0
2014-08-31 22:30:00	NQ	Futures	4768.31	4768.6	4767.72	4768.31	76.0
2014-08-31 23:00:00	NQ	Futures	4768.02	4768.89	4768.02	4768.6	76.0
2014-08-31 23:30:00	NQ	Futures	4768.6	4770.06	4768.6	4769.77	74.0
2014-08-31 18:00:00	YM	Futures	17665.2	17673.5	17659.0	17672.5	753.0
2014-08-31 18:30:00	YM	Futures	17673.5	17673.5	17669.4	17671.4	109.0
2014-08-31 19:00:00	YM	Futures	17672.5	17673.5	17670.4	17673.5	44.0
2014-08-31 19:30:00	YM	Futures	17673.5	17673.5	17669.4	17672.5	50.0
2014-08-31 20:00:00	YM	Futures	17673.5	17674.5	17671.4	17673.5	44.0
2014-08-31 20:30:00	YM	Futures	17673.5	17676.6	17673.5	17674.5	77.0
2014-08-31 21:00:00	YM	Futures	17673.5	17675.6	17673.5	17674.5	85.0
2014-08-31 21:30:00	YM	Futures	17674.5	17681.8	17674.5	17681.8	196.0
2014-08-31 22:00:00	YM	Futures	17681.8	17681.8	17678.7	17679.7	66.0
2014-08-31 22:30:00	YM	Futures	17680.7	17680.7	17677.6	17678.7	67.0
2014-08-31 23:00:00	YM	Futures	17679.7	17680.7	17677.6	17678.7	144.0
2014-08-31 23:30:00	YM	Futures	17678.7	17680.7	17678.7	17680.7	29.0
2014-08-31 18:00:00	CL	Futures	158.03	158.13	157.88	157.92	486.0
2014-08-31 18:30:00	CL	Futures	157.92	158.0	157.92	157.97	283.0
2014-08-31 19:00:00	CL	Futures	157.95	157.97	157.9	157.9	136.0
2014-08-31 19:30:00	CL	Futures	157.9	157.98	157.87	157.97	163.0
2014-08-31 20:00:00	CL	Futures	157.95	158.13	157.93	158.13	230.0
2014-08-31 20:30:00	CL	Futures	158.11	158.2	158.06	158.1	186.0
2014-08-31 21:00:00	CL	Futures	158.1	158.1	158.02	158.02	100.0
2014-08-31 21:30:00	CL	Futures	158.02	158.16	157.98	158.11	227.0
2014-08-31 22:00:00	CL	Futures	158.1	158.1	157.98	157.98	126.0
2014-08-31 22:30:00	CL	Futures	157.98	158.02	157.95	158.0	135.0
2014-08-31 23:00:00	CL	Futures	157.98	158.02	157.95	157.98	92.0
2014-08-31 23:30:00	CL	Futures	157.98	158.0	157.95	158.0	54.0
2014-08-31 18:00:00	GC	Futures	1763.9	1765.0	1761.6	1762.4	402.0
2014-08-31 18:30:00	GC	Futures	1762.2	1762.9	1761.8	1761.8	131.0

> showing 50 of 385 rows — these rows as CSV

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