PREVIEW / futures_30min / 2014-10-12

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-10-12.parquet
  size:    21 KB
  rows:    529

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
2014-10-12 18:00:00	ES	Futures	1982.57	1982.83	1971.3	1972.88	52912.0
2014-10-12 18:30:00	ES	Futures	1973.14	1974.97	1970.52	1972.61	20562.0
2014-10-12 19:00:00	ES	Futures	1972.61	1974.19	1972.61	1972.88	9329.0
2014-10-12 19:30:00	ES	Futures	1972.88	1976.54	1972.61	1976.28	8798.0
2014-10-12 20:00:00	ES	Futures	1976.02	1976.81	1974.97	1976.54	12028.0
2014-10-12 20:30:00	ES	Futures	1976.54	1977.07	1974.71	1976.28	7606.0
2014-10-12 21:00:00	ES	Futures	1976.02	1977.07	1974.97	1977.07	5521.0
2014-10-12 21:30:00	ES	Futures	1977.07	1977.85	1976.02	1977.33	7290.0
2014-10-12 22:00:00	ES	Futures	1977.33	1978.12	1973.92	1974.71	12331.0
2014-10-12 22:30:00	ES	Futures	1974.97	1975.76	1973.92	1975.23	6459.0
2014-10-12 23:00:00	ES	Futures	1975.23	1975.5	1973.92	1974.45	4833.0
2014-10-12 23:30:00	ES	Futures	1974.45	1974.97	1973.14	1973.66	4085.0
2014-10-12 18:00:00	NQ	Futures	4510.53	4512.29	4486.5	4490.31	3938.0
2014-10-12 18:30:00	NQ	Futures	4491.19	4496.76	4484.75	4490.31	1173.0
2014-10-12 19:00:00	NQ	Futures	4490.31	4494.41	4489.73	4491.48	931.0
2014-10-12 19:30:00	NQ	Futures	4490.9	4499.4	4489.43	4498.81	990.0
2014-10-12 20:00:00	NQ	Futures	4497.93	4500.27	4494.41	4497.93	1674.0
2014-10-12 20:30:00	NQ	Futures	4498.22	4499.4	4493.83	4497.05	1609.0
2014-10-12 21:00:00	NQ	Futures	4496.47	4499.1	4494.41	4498.81	1033.0
2014-10-12 21:30:00	NQ	Futures	4498.81	4500.86	4496.17	4499.4	1705.0
2014-10-12 22:00:00	NQ	Futures	4499.4	4501.15	4489.73	4491.78	3006.0
2014-10-12 22:30:00	NQ	Futures	4491.78	4494.71	4490.02	4491.19	1433.0
2014-10-12 23:00:00	NQ	Futures	4490.9	4492.66	4486.8	4487.97	1077.0
2014-10-12 23:30:00	NQ	Futures	4487.97	4489.43	4485.04	4485.62	1704.0
2014-10-12 18:00:00	YM	Futures	17072.9	17080.2	16983.5	17006.4	4886.0
2014-10-12 18:30:00	YM	Futures	17004.3	17018.8	16986.6	16998.0	2222.0
2014-10-12 19:00:00	YM	Futures	16999.1	17014.7	16999.1	17000.1	665.0
2014-10-12 19:30:00	YM	Futures	16999.1	17031.3	16999.1	17030.3	708.0
2014-10-12 20:00:00	YM	Futures	17028.2	17032.4	17017.8	17029.2	1328.0
2014-10-12 20:30:00	YM	Futures	17029.2	17033.4	17015.7	17027.2	1506.0
2014-10-12 21:00:00	YM	Futures	17027.2	17033.4	17019.9	17033.4	744.0
2014-10-12 21:30:00	YM	Futures	17034.4	17040.7	17028.2	17036.5	765.0
2014-10-12 22:00:00	YM	Futures	17036.5	17042.8	17004.3	17008.4	1767.0
2014-10-12 22:30:00	YM	Futures	17009.5	17022.0	17005.3	17011.6	1092.0
2014-10-12 23:00:00	YM	Futures	17011.6	17016.8	17000.1	17003.2	758.0
2014-10-12 23:30:00	YM	Futures	17004.3	17007.4	16991.8	16993.9	807.0
2014-10-12 18:00:00	CL	Futures	141.93	142.65	140.87	141.18	2850.0
2014-10-12 18:30:00	CL	Futures	141.18	141.38	140.35	140.75	1809.0
2014-10-12 19:00:00	CL	Futures	140.72	141.52	140.58	141.43	1415.0
2014-10-12 19:30:00	CL	Futures	141.43	141.5	141.13	141.32	366.0
2014-10-12 20:00:00	CL	Futures	141.27	141.27	140.82	140.92	1314.0
2014-10-12 20:30:00	CL	Futures	140.88	141.32	140.78	140.87	1200.0
2014-10-12 21:00:00	CL	Futures	140.88	141.38	140.82	141.25	959.0
2014-10-12 21:30:00	CL	Futures	141.23	141.55	141.18	141.38	801.0
2014-10-12 22:00:00	CL	Futures	141.35	141.42	141.17	141.37	620.0
2014-10-12 22:30:00	CL	Futures	141.37	141.55	141.32	141.37	601.0
2014-10-12 23:00:00	CL	Futures	141.37	141.43	140.97	141.07	728.0
2014-10-12 23:30:00	CL	Futures	141.07	141.12	140.92	140.97	411.0
2014-10-12 18:00:00	GC	Futures	1676.7	1684.8	1675.0	1682.4	3298.0
2014-10-12 18:30:00	GC	Futures	1682.6	1685.9	1682.4	1684.1	1791.0

> showing 50 of 529 rows — these rows as CSV

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