PREVIEW / futures_30min / 2014-11-09

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-11-09.parquet
  size:    20 KB
  rows:    533

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
2014-11-09 18:00:00	ES	Futures	2122.72	2122.98	2120.63	2122.46	3122.0
2014-11-09 18:30:00	ES	Futures	2122.46	2124.29	2122.2	2124.03	1640.0
2014-11-09 19:00:00	ES	Futures	2123.77	2123.77	2120.89	2122.46	3616.0
2014-11-09 19:30:00	ES	Futures	2122.72	2123.51	2122.46	2122.72	983.0
2014-11-09 20:00:00	ES	Futures	2122.98	2126.65	2122.98	2126.39	4719.0
2014-11-09 20:30:00	ES	Futures	2126.13	2126.39	2124.56	2125.34	2340.0
2014-11-09 21:00:00	ES	Futures	2125.08	2125.34	2124.56	2124.82	1171.0
2014-11-09 21:30:00	ES	Futures	2125.08	2125.6	2124.29	2125.6	1029.0
2014-11-09 22:00:00	ES	Futures	2125.6	2125.6	2124.29	2125.34	702.0
2014-11-09 22:30:00	ES	Futures	2125.08	2125.34	2124.29	2124.82	1122.0
2014-11-09 23:00:00	ES	Futures	2124.82	2126.65	2123.77	2124.03	1963.0
2014-11-09 23:30:00	ES	Futures	2124.03	2125.08	2123.51	2123.77	1143.0
2014-11-09 18:00:00	NQ	Futures	4867.12	4868.0	4861.84	4864.48	587.0
2014-11-09 18:30:00	NQ	Futures	4864.48	4869.46	4864.19	4868.58	178.0
2014-11-09 19:00:00	NQ	Futures	4868.88	4868.88	4862.43	4865.65	436.0
2014-11-09 19:30:00	NQ	Futures	4866.24	4869.17	4865.65	4867.41	261.0
2014-11-09 20:00:00	NQ	Futures	4867.7	4875.62	4867.7	4875.32	767.0
2014-11-09 20:30:00	NQ	Futures	4874.44	4875.03	4870.34	4872.39	413.0
2014-11-09 21:00:00	NQ	Futures	4873.27	4873.86	4871.51	4873.27	203.0
2014-11-09 21:30:00	NQ	Futures	4873.56	4874.74	4871.51	4874.15	160.0
2014-11-09 22:00:00	NQ	Futures	4874.15	4874.15	4871.81	4873.27	136.0
2014-11-09 22:30:00	NQ	Futures	4872.98	4873.86	4872.1	4872.98	314.0
2014-11-09 23:00:00	NQ	Futures	4872.39	4875.32	4870.34	4870.63	297.0
2014-11-09 23:30:00	NQ	Futures	4870.93	4873.27	4870.05	4870.93	247.0
2014-11-09 18:00:00	YM	Futures	18194.8	18199.0	18185.5	18193.8	884.0
2014-11-09 18:30:00	YM	Futures	18192.7	18207.3	18191.7	18206.3	253.0
2014-11-09 19:00:00	YM	Futures	18204.2	18205.2	18181.3	18191.7	393.0
2014-11-09 19:30:00	YM	Futures	18193.8	18202.1	18193.8	18196.9	290.0
2014-11-09 20:00:00	YM	Futures	18199.0	18237.4	18197.9	18232.2	1130.0
2014-11-09 20:30:00	YM	Futures	18231.2	18233.3	18218.7	18221.8	439.0
2014-11-09 21:00:00	YM	Futures	18223.9	18225.0	18217.7	18223.9	182.0
2014-11-09 21:30:00	YM	Futures	18223.9	18225.0	18215.6	18225.0	320.0
2014-11-09 22:00:00	YM	Futures	18222.9	18225.0	18217.7	18221.8	142.0
2014-11-09 22:30:00	YM	Futures	18220.8	18222.9	18217.7	18221.8	129.0
2014-11-09 23:00:00	YM	Futures	18219.8	18231.2	18211.5	18213.5	337.0
2014-11-09 23:30:00	YM	Futures	18214.6	18219.8	18208.3	18211.5	160.0
2014-11-09 18:00:00	CL	Futures	132.08	132.43	131.82	132.38	1018.0
2014-11-09 18:30:00	CL	Futures	132.4	132.65	132.28	132.48	797.0
2014-11-09 19:00:00	CL	Futures	132.46	132.63	132.43	132.58	370.0
2014-11-09 19:30:00	CL	Futures	132.6	132.82	132.58	132.61	579.0
2014-11-09 20:00:00	CL	Futures	132.6	132.78	132.58	132.77	332.0
2014-11-09 20:30:00	CL	Futures	132.77	132.92	132.61	132.9	381.0
2014-11-09 21:00:00	CL	Futures	132.9	133.09	132.83	133.03	691.0
2014-11-09 21:30:00	CL	Futures	133.03	133.05	132.9	132.9	233.0
2014-11-09 22:00:00	CL	Futures	132.9	132.9	132.77	132.85	310.0
2014-11-09 22:30:00	CL	Futures	132.85	132.85	132.7	132.78	200.0
2014-11-09 23:00:00	CL	Futures	132.78	132.82	132.66	132.77	395.0
2014-11-09 23:30:00	CL	Futures	132.77	132.88	132.75	132.88	194.0
2014-11-09 18:00:00	GC	Futures	1611.0	1611.9	1604.8	1606.1	3669.0
2014-11-09 18:30:00	GC	Futures	1605.8	1605.8	1600.7	1601.7	2485.0

> showing 50 of 533 rows — these rows as CSV

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