PREVIEW / futures_30min / 2014-10-05

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-10-05.parquet
  size:    20 KB
  rows:    531

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
2014-10-05 18:00:00	ES	Futures	2054.87	2058.28	2053.82	2057.23	6288.0
2014-10-05 18:30:00	ES	Futures	2057.23	2057.75	2056.71	2057.49	838.0
2014-10-05 19:00:00	ES	Futures	2057.49	2058.54	2057.23	2057.75	1234.0
2014-10-05 19:30:00	ES	Futures	2057.75	2058.02	2056.71	2057.23	1617.0
2014-10-05 20:00:00	ES	Futures	2057.23	2057.49	2056.44	2056.97	3822.0
2014-10-05 20:30:00	ES	Futures	2056.97	2058.02	2056.71	2057.75	1882.0
2014-10-05 21:00:00	ES	Futures	2057.49	2058.02	2056.97	2057.49	1261.0
2014-10-05 21:30:00	ES	Futures	2057.23	2059.85	2057.23	2059.06	4587.0
2014-10-05 22:00:00	ES	Futures	2059.06	2059.85	2059.06	2059.59	2716.0
2014-10-05 22:30:00	ES	Futures	2059.59	2059.85	2058.8	2059.06	1434.0
2014-10-05 23:00:00	ES	Futures	2059.06	2059.85	2058.28	2059.59	1245.0
2014-10-05 23:30:00	ES	Futures	2059.59	2059.85	2059.06	2059.59	1195.0
2014-10-05 18:00:00	NQ	Futures	4708.89	4717.1	4703.91	4715.63	1378.0
2014-10-05 18:30:00	NQ	Futures	4715.34	4717.1	4714.17	4716.81	118.0
2014-10-05 19:00:00	NQ	Futures	4716.81	4717.69	4715.63	4717.39	181.0
2014-10-05 19:30:00	NQ	Futures	4717.69	4717.98	4714.17	4716.51	330.0
2014-10-05 20:00:00	NQ	Futures	4716.51	4716.51	4714.17	4714.76	440.0
2014-10-05 20:30:00	NQ	Futures	4714.76	4717.69	4714.46	4716.81	161.0
2014-10-05 21:00:00	NQ	Futures	4716.81	4717.39	4715.93	4716.22	125.0
2014-10-05 21:30:00	NQ	Futures	4716.81	4722.67	4716.81	4721.49	769.0
2014-10-05 22:00:00	NQ	Futures	4721.49	4722.37	4720.62	4721.79	257.0
2014-10-05 22:30:00	NQ	Futures	4722.08	4722.37	4719.44	4719.74	346.0
2014-10-05 23:00:00	NQ	Futures	4719.44	4720.62	4717.1	4720.32	569.0
2014-10-05 23:30:00	NQ	Futures	4720.03	4721.79	4719.44	4720.62	244.0
2014-10-05 18:00:00	YM	Futures	17595.9	17626.1	17568.9	17617.7	1065.0
2014-10-05 18:30:00	YM	Futures	17617.7	17621.9	17615.7	17621.9	61.0
2014-10-05 19:00:00	YM	Futures	17620.9	17627.1	17614.6	17621.9	213.0
2014-10-05 19:30:00	YM	Futures	17620.9	17621.9	17612.5	17617.7	168.0
2014-10-05 20:00:00	YM	Futures	17616.7	17617.7	17611.5	17615.7	332.0
2014-10-05 20:30:00	YM	Futures	17615.7	17621.9	17614.6	17620.9	177.0
2014-10-05 21:00:00	YM	Futures	17620.9	17622.9	17618.8	17619.8	184.0
2014-10-05 21:30:00	YM	Futures	17619.8	17641.7	17619.8	17637.5	800.0
2014-10-05 22:00:00	YM	Futures	17635.4	17640.6	17634.4	17638.5	380.0
2014-10-05 22:30:00	YM	Futures	17638.5	17641.7	17636.5	17636.5	230.0
2014-10-05 23:00:00	YM	Futures	17636.5	17641.7	17631.3	17640.6	166.0
2014-10-05 23:30:00	YM	Futures	17639.6	17643.7	17638.5	17641.7	195.0
2014-10-05 18:00:00	CL	Futures	149.55	149.55	148.91	149.13	791.0
2014-10-05 18:30:00	CL	Futures	149.13	149.16	149.01	149.03	297.0
2014-10-05 19:00:00	CL	Futures	149.06	149.25	149.03	149.23	296.0
2014-10-05 19:30:00	CL	Futures	149.25	149.31	149.23	149.28	160.0
2014-10-05 20:00:00	CL	Futures	149.28	149.3	149.13	149.23	225.0
2014-10-05 20:30:00	CL	Futures	149.23	149.48	149.21	149.4	314.0
2014-10-05 21:00:00	CL	Futures	149.38	149.63	149.35	149.56	460.0
2014-10-05 21:30:00	CL	Futures	149.56	149.76	149.43	149.58	693.0
2014-10-05 22:00:00	CL	Futures	149.6	149.63	149.5	149.56	180.0
2014-10-05 22:30:00	CL	Futures	149.56	149.61	149.36	149.4	411.0
2014-10-05 23:00:00	CL	Futures	149.4	149.48	149.23	149.33	449.0
2014-10-05 23:30:00	CL	Futures	149.33	149.5	149.33	149.41	173.0
2014-10-05 18:00:00	GC	Futures	1631.8	1631.9	1619.9	1622.2	4535.0
2014-10-05 18:30:00	GC	Futures	1622.2	1624.3	1620.8	1623.6	971.0

> showing 50 of 531 rows — these rows as CSV

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