PREVIEW / futures_30min / 2014-10-19

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-10-19.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
2014-10-19 18:00:00	ES	Futures	1974.19	1980.47	1974.19	1979.95	13113.0
2014-10-19 18:30:00	ES	Futures	1980.21	1984.14	1979.95	1983.36	9597.0
2014-10-19 19:00:00	ES	Futures	1983.09	1984.14	1982.05	1982.57	4814.0
2014-10-19 19:30:00	ES	Futures	1982.57	1982.57	1979.95	1980.47	5038.0
2014-10-19 20:00:00	ES	Futures	1980.47	1980.47	1978.12	1980.47	6034.0
2014-10-19 20:30:00	ES	Futures	1980.21	1981.52	1979.69	1981.52	2749.0
2014-10-19 21:00:00	ES	Futures	1981.52	1981.78	1978.9	1979.95	2794.0
2014-10-19 21:30:00	ES	Futures	1979.95	1980.74	1979.43	1979.95	2055.0
2014-10-19 22:00:00	ES	Futures	1979.95	1980.74	1979.16	1979.69	2632.0
2014-10-19 22:30:00	ES	Futures	1979.69	1981.0	1979.43	1981.0	1314.0
2014-10-19 23:00:00	ES	Futures	1981.0	1981.0	1979.16	1979.95	1321.0
2014-10-19 23:30:00	ES	Futures	1979.69	1982.05	1979.69	1981.78	2631.0
2014-10-19 18:00:00	NQ	Futures	4467.46	4482.11	4467.46	4481.52	1071.0
2014-10-19 18:30:00	NQ	Futures	4481.82	4490.9	4481.52	4489.73	816.0
2014-10-19 19:00:00	NQ	Futures	4488.85	4491.78	4486.21	4487.38	592.0
2014-10-19 19:30:00	NQ	Futures	4487.09	4487.38	4482.11	4482.99	422.0
2014-10-19 20:00:00	NQ	Futures	4483.28	4483.87	4477.42	4483.28	771.0
2014-10-19 20:30:00	NQ	Futures	4483.28	4487.38	4482.99	4487.09	643.0
2014-10-19 21:00:00	NQ	Futures	4487.38	4487.97	4480.06	4482.69	591.0
2014-10-19 21:30:00	NQ	Futures	4482.69	4484.75	4481.52	4482.99	291.0
2014-10-19 22:00:00	NQ	Futures	4482.4	4484.75	4481.23	4482.69	336.0
2014-10-19 22:30:00	NQ	Futures	4481.52	4485.33	4481.52	4485.33	232.0
2014-10-19 23:00:00	NQ	Futures	4485.62	4486.5	4482.4	4483.28	309.0
2014-10-19 23:30:00	NQ	Futures	4484.16	4488.26	4483.87	4487.38	285.0
2014-10-19 18:00:00	YM	Futures	16983.5	17036.5	16983.5	17034.4	1731.0
2014-10-19 18:30:00	YM	Futures	17034.4	17070.8	17034.4	17066.7	941.0
2014-10-19 19:00:00	YM	Futures	17063.6	17071.9	17052.1	17057.3	551.0
2014-10-19 19:30:00	YM	Futures	17059.4	17060.4	17036.5	17041.7	531.0
2014-10-19 20:00:00	YM	Futures	17042.8	17043.8	17026.1	17041.7	668.0
2014-10-19 20:30:00	YM	Futures	17040.7	17052.1	17038.6	17051.1	532.0
2014-10-19 21:00:00	YM	Futures	17050.0	17052.1	17031.3	17040.7	555.0
2014-10-19 21:30:00	YM	Futures	17039.6	17046.9	17036.5	17039.6	199.0
2014-10-19 22:00:00	YM	Futures	17038.6	17044.8	17032.4	17036.5	422.0
2014-10-19 22:30:00	YM	Futures	17037.6	17045.9	17033.4	17043.8	185.0
2014-10-19 23:00:00	YM	Futures	17044.8	17046.9	17030.3	17034.4	492.0
2014-10-19 23:30:00	YM	Futures	17034.4	17049.0	17034.4	17048.0	466.0
2014-10-19 18:00:00	CL	Futures	138.62	138.89	138.55	138.79	811.0
2014-10-19 18:30:00	CL	Futures	138.79	139.19	138.74	139.13	683.0
2014-10-19 19:00:00	CL	Futures	139.13	139.16	138.86	139.09	839.0
2014-10-19 19:30:00	CL	Futures	139.06	139.19	139.02	139.09	255.0
2014-10-19 20:00:00	CL	Futures	139.09	139.09	138.76	138.86	544.0
2014-10-19 20:30:00	CL	Futures	138.86	139.04	138.82	138.96	431.0
2014-10-19 21:00:00	CL	Futures	138.97	139.02	138.79	138.79	521.0
2014-10-19 21:30:00	CL	Futures	138.79	138.87	138.64	138.69	446.0
2014-10-19 22:00:00	CL	Futures	138.67	138.79	138.6	138.65	351.0
2014-10-19 22:30:00	CL	Futures	138.64	138.81	138.52	138.72	402.0
2014-10-19 23:00:00	CL	Futures	138.72	138.79	138.67	138.69	164.0
2014-10-19 23:30:00	CL	Futures	138.7	138.7	138.57	138.6	283.0
2014-10-19 18:00:00	GC	Futures	1696.3	1698.7	1694.2	1694.2	1101.0
2014-10-19 18:30:00	GC	Futures	1694.3	1694.3	1691.9	1693.0	688.0

> showing 50 of 529 rows — these rows as CSV

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