PREVIEW / futures_30min / 2014-11-02

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-11-02.parquet
  size:    21 KB
  rows:    535

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
2014-11-02 18:00:00	ES	Futures	2107.53	2108.84	2105.96	2105.96	6136.0
2014-11-02 18:30:00	ES	Futures	2106.22	2107.79	2105.17	2107.53	1949.0
2014-11-02 19:00:00	ES	Futures	2107.53	2108.58	2106.22	2107.53	2928.0
2014-11-02 19:30:00	ES	Futures	2107.53	2108.58	2106.48	2107.79	2239.0
2014-11-02 20:00:00	ES	Futures	2107.79	2108.05	2106.22	2107.27	1194.0
2014-11-02 20:30:00	ES	Futures	2107.0	2107.27	2105.96	2105.96	1479.0
2014-11-02 21:00:00	ES	Futures	2106.22	2106.74	2105.69	2105.96	1133.0
2014-11-02 21:30:00	ES	Futures	2105.96	2106.22	2105.43	2105.96	851.0
2014-11-02 22:00:00	ES	Futures	2105.96	2106.74	2105.69	2106.74	795.0
2014-11-02 22:30:00	ES	Futures	2106.48	2107.0	2105.43	2105.69	673.0
2014-11-02 23:00:00	ES	Futures	2105.96	2105.96	2104.38	2105.17	993.0
2014-11-02 23:30:00	ES	Futures	2104.91	2105.17	2104.38	2104.65	756.0
2014-11-02 18:00:00	NQ	Futures	4864.19	4868.29	4858.62	4859.79	713.0
2014-11-02 18:30:00	NQ	Futures	4860.09	4863.31	4858.62	4863.31	183.0
2014-11-02 19:00:00	NQ	Futures	4863.31	4866.53	4860.67	4864.77	530.0
2014-11-02 19:30:00	NQ	Futures	4864.77	4866.24	4861.55	4864.77	491.0
2014-11-02 20:00:00	NQ	Futures	4863.89	4864.77	4861.55	4863.6	232.0
2014-11-02 20:30:00	NQ	Futures	4863.89	4865.07	4860.96	4861.26	362.0
2014-11-02 21:00:00	NQ	Futures	4861.26	4863.31	4860.96	4862.14	203.0
2014-11-02 21:30:00	NQ	Futures	4861.26	4862.14	4860.38	4861.55	176.0
2014-11-02 22:00:00	NQ	Futures	4861.84	4863.31	4861.26	4862.72	249.0
2014-11-02 22:30:00	NQ	Futures	4863.02	4863.02	4860.38	4861.26	168.0
2014-11-02 23:00:00	NQ	Futures	4861.26	4861.26	4857.45	4858.03	368.0
2014-11-02 23:30:00	NQ	Futures	4858.03	4858.33	4856.28	4857.16	123.0
2014-11-02 18:00:00	YM	Futures	18000.4	18003.5	17983.7	17983.7	479.0
2014-11-02 18:30:00	YM	Futures	17983.7	17995.2	17979.6	17994.1	179.0
2014-11-02 19:00:00	YM	Futures	17994.1	18001.4	17983.7	17993.1	348.0
2014-11-02 19:30:00	YM	Futures	17993.1	18000.4	17986.9	17996.2	353.0
2014-11-02 20:00:00	YM	Futures	17997.3	17997.3	17984.8	17992.1	210.0
2014-11-02 20:30:00	YM	Futures	17991.0	17994.1	17982.7	17983.7	184.0
2014-11-02 21:00:00	YM	Futures	17984.8	17991.0	17981.7	17984.8	166.0
2014-11-02 21:30:00	YM	Futures	17983.7	17984.8	17982.7	17983.7	74.0
2014-11-02 22:00:00	YM	Futures	17983.7	17988.9	17981.7	17987.9	113.0
2014-11-02 22:30:00	YM	Futures	17986.9	17986.9	17979.6	17981.7	126.0
2014-11-02 23:00:00	YM	Futures	17981.7	17982.7	17966.1	17970.2	395.0
2014-11-02 23:30:00	YM	Futures	17971.3	17972.3	17967.1	17969.2	105.0
2014-11-02 18:00:00	CL	Futures	135.59	135.78	135.21	135.41	931.0
2014-11-02 18:30:00	CL	Futures	135.42	135.54	135.26	135.49	356.0
2014-11-02 19:00:00	CL	Futures	135.49	135.66	135.44	135.49	435.0
2014-11-02 19:30:00	CL	Futures	135.51	135.51	135.22	135.27	457.0
2014-11-02 20:00:00	CL	Futures	135.26	135.64	135.22	135.46	690.0
2014-11-02 20:30:00	CL	Futures	135.44	135.47	135.32	135.41	370.0
2014-11-02 21:00:00	CL	Futures	135.37	135.46	135.22	135.26	341.0
2014-11-02 21:30:00	CL	Futures	135.26	135.37	135.14	135.27	831.0
2014-11-02 22:00:00	CL	Futures	135.27	135.27	135.14	135.15	227.0
2014-11-02 22:30:00	CL	Futures	135.14	135.21	135.05	135.15	392.0
2014-11-02 23:00:00	CL	Futures	135.14	135.21	135.0	135.0	422.0
2014-11-02 23:30:00	CL	Futures	135.04	135.05	134.95	135.02	578.0
2014-11-02 18:00:00	GC	Futures	1603.2	1603.3	1594.0	1594.0	3485.0
2014-11-02 18:30:00	GC	Futures	1594.1	1596.5	1592.2	1596.1	1959.0

> showing 50 of 535 rows — these rows as CSV

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