PREVIEW / futures_30min / 2014-09-21

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-09-21.parquet
  size:    21 KB
  rows:    527

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
2014-09-21 18:00:00	ES	Futures	2097.83	2098.88	2096.0	2096.52	5062.0
2014-09-21 18:30:00	ES	Futures	2096.79	2098.62	2096.26	2098.36	1418.0
2014-09-21 19:00:00	ES	Futures	2098.62	2098.62	2097.57	2098.1	749.0
2014-09-21 19:30:00	ES	Futures	2098.1	2098.88	2098.1	2098.62	863.0
2014-09-21 20:00:00	ES	Futures	2098.62	2098.88	2097.05	2098.1	2095.0
2014-09-21 20:30:00	ES	Futures	2098.1	2098.1	2096.79	2097.05	1255.0
2014-09-21 21:00:00	ES	Futures	2097.31	2097.31	2096.26	2096.26	2423.0
2014-09-21 21:30:00	ES	Futures	2096.52	2096.52	2091.55	2093.38	10770.0
2014-09-21 22:00:00	ES	Futures	2093.38	2093.64	2089.45	2089.71	10264.0
2014-09-21 22:30:00	ES	Futures	2089.98	2090.76	2088.93	2089.71	7092.0
2014-09-21 23:00:00	ES	Futures	2089.71	2089.71	2087.62	2088.4	5483.0
2014-09-21 23:30:00	ES	Futures	2088.14	2088.93	2087.09	2087.62	3821.0
2014-09-21 18:00:00	NQ	Futures	4795.62	4795.92	4788.89	4790.35	822.0
2014-09-21 18:30:00	NQ	Futures	4790.35	4794.75	4789.76	4794.45	251.0
2014-09-21 19:00:00	NQ	Futures	4794.75	4794.75	4792.11	4792.99	126.0
2014-09-21 19:30:00	NQ	Futures	4793.57	4795.33	4793.28	4795.33	110.0
2014-09-21 20:00:00	NQ	Futures	4795.04	4795.92	4792.69	4794.16	535.0
2014-09-21 20:30:00	NQ	Futures	4794.75	4794.75	4792.4	4792.69	185.0
2014-09-21 21:00:00	NQ	Futures	4792.4	4792.99	4790.64	4790.64	286.0
2014-09-21 21:30:00	NQ	Futures	4790.64	4790.94	4780.39	4783.03	1806.0
2014-09-21 22:00:00	NQ	Futures	4783.32	4783.32	4773.65	4774.53	1455.0
2014-09-21 22:30:00	NQ	Futures	4775.41	4776.58	4772.77	4775.11	1001.0
2014-09-21 23:00:00	NQ	Futures	4775.11	4775.41	4769.25	4770.43	913.0
2014-09-21 23:30:00	NQ	Futures	4770.43	4773.65	4768.96	4770.13	904.0
2014-09-21 18:00:00	YM	Futures	17883.9	17892.2	17871.4	17875.6	734.0
2014-09-21 18:30:00	YM	Futures	17876.6	17890.2	17872.5	17888.1	229.0
2014-09-21 19:00:00	YM	Futures	17890.2	17890.2	17883.9	17890.2	157.0
2014-09-21 19:30:00	YM	Futures	17888.1	17894.3	17887.0	17892.2	170.0
2014-09-21 20:00:00	YM	Futures	17891.2	17893.3	17883.9	17887.0	448.0
2014-09-21 20:30:00	YM	Futures	17888.1	17889.1	17880.8	17882.9	310.0
2014-09-21 21:00:00	YM	Futures	17881.8	17881.8	17874.6	17875.6	292.0
2014-09-21 21:30:00	YM	Futures	17875.6	17875.6	17841.3	17848.6	1648.0
2014-09-21 22:00:00	YM	Futures	17849.6	17850.7	17821.5	17825.7	1639.0
2014-09-21 22:30:00	YM	Futures	17825.7	17829.9	17818.4	17821.5	1314.0
2014-09-21 23:00:00	YM	Futures	17821.5	17824.7	17807.0	17810.1	978.0
2014-09-21 23:30:00	YM	Futures	17809.1	17817.4	17800.7	17807.0	1613.0
2014-09-21 18:00:00	CL	Futures	152.74	152.83	152.44	152.49	432.0
2014-09-21 18:30:00	CL	Futures	152.53	152.68	152.51	152.64	179.0
2014-09-21 19:00:00	CL	Futures	152.61	152.68	152.54	152.59	155.0
2014-09-21 19:30:00	CL	Futures	152.59	152.59	152.53	152.53	129.0
2014-09-21 20:00:00	CL	Futures	152.53	152.54	152.34	152.39	271.0
2014-09-21 20:30:00	CL	Futures	152.41	152.53	152.41	152.51	131.0
2014-09-21 21:00:00	CL	Futures	152.51	152.56	152.16	152.26	665.0
2014-09-21 21:30:00	CL	Futures	152.28	152.36	152.18	152.31	486.0
2014-09-21 22:00:00	CL	Futures	152.31	152.34	152.24	152.31	489.0
2014-09-21 22:30:00	CL	Futures	152.31	152.33	152.24	152.26	114.0
2014-09-21 23:00:00	CL	Futures	152.26	152.28	152.01	152.06	632.0
2014-09-21 23:30:00	CL	Futures	152.06	152.21	152.03	152.06	415.0
2014-09-21 18:00:00	GC	Futures	1665.2	1666.0	1663.8	1663.8	856.0
2014-09-21 18:30:00	GC	Futures	1664.1	1664.8	1663.8	1663.8	291.0

> showing 50 of 527 rows — these rows as CSV

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