PREVIEW / futures_30min / 2014-11-16

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-11-16.parquet
  size:    21 KB
  rows:    525

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
2014-11-16 18:00:00	ES	Futures	2136.08	2136.08	2132.94	2133.72	4269.0
2014-11-16 18:30:00	ES	Futures	2133.72	2133.99	2132.15	2132.94	2660.0
2014-11-16 19:00:00	ES	Futures	2132.68	2132.94	2126.39	2126.91	10808.0
2014-11-16 19:30:00	ES	Futures	2126.91	2129.53	2125.6	2129.01	5678.0
2014-11-16 20:00:00	ES	Futures	2129.27	2129.27	2126.39	2129.01	4988.0
2014-11-16 20:30:00	ES	Futures	2129.27	2129.27	2126.65	2127.7	4111.0
2014-11-16 21:00:00	ES	Futures	2127.44	2127.7	2122.98	2123.25	12313.0
2014-11-16 21:30:00	ES	Futures	2123.51	2124.56	2122.2	2124.29	5344.0
2014-11-16 22:00:00	ES	Futures	2124.29	2125.6	2124.03	2124.29	2278.0
2014-11-16 22:30:00	ES	Futures	2124.29	2126.65	2124.29	2126.13	2416.0
2014-11-16 23:00:00	ES	Futures	2125.87	2126.65	2125.6	2125.87	1116.0
2014-11-16 23:30:00	ES	Futures	2125.6	2126.65	2125.34	2126.13	862.0
2014-11-16 18:00:00	NQ	Futures	4949.75	4950.33	4943.59	4945.64	670.0
2014-11-16 18:30:00	NQ	Futures	4945.06	4945.94	4942.13	4943.3	331.0
2014-11-16 19:00:00	NQ	Futures	4943.59	4943.59	4929.53	4930.41	2054.0
2014-11-16 19:30:00	NQ	Futures	4930.41	4937.15	4929.24	4936.85	1211.0
2014-11-16 20:00:00	NQ	Futures	4936.27	4936.85	4930.11	4936.27	1060.0
2014-11-16 20:30:00	NQ	Futures	4935.97	4936.27	4931.58	4933.34	706.0
2014-11-16 21:00:00	NQ	Futures	4933.04	4934.22	4921.62	4923.38	2083.0
2014-11-16 21:30:00	NQ	Futures	4923.38	4925.43	4921.03	4924.84	944.0
2014-11-16 22:00:00	NQ	Futures	4924.25	4928.06	4924.25	4925.43	682.0
2014-11-16 22:30:00	NQ	Futures	4925.43	4932.46	4925.43	4930.7	748.0
2014-11-16 23:00:00	NQ	Futures	4930.41	4932.46	4930.11	4930.11	251.0
2014-11-16 23:30:00	NQ	Futures	4929.82	4931.58	4927.77	4930.11	212.0
2014-11-16 18:00:00	YM	Futures	18307.1	18308.2	18285.3	18291.5	514.0
2014-11-16 18:30:00	YM	Futures	18290.5	18293.6	18279.0	18285.3	202.0
2014-11-16 19:00:00	YM	Futures	18284.2	18286.3	18230.2	18232.2	1483.0
2014-11-16 19:30:00	YM	Futures	18233.3	18258.2	18227.0	18255.1	1134.0
2014-11-16 20:00:00	YM	Futures	18254.1	18258.2	18237.4	18258.2	1084.0
2014-11-16 20:30:00	YM	Futures	18256.2	18256.2	18239.5	18246.8	517.0
2014-11-16 21:00:00	YM	Futures	18244.7	18247.8	18210.4	18214.6	1039.0
2014-11-16 21:30:00	YM	Futures	18212.5	18220.8	18207.3	18216.7	959.0
2014-11-16 22:00:00	YM	Futures	18216.7	18226.0	18216.7	18218.7	458.0
2014-11-16 22:30:00	YM	Futures	18219.8	18237.4	18219.8	18231.2	366.0
2014-11-16 23:00:00	YM	Futures	18232.2	18237.4	18231.2	18233.3	249.0
2014-11-16 23:30:00	YM	Futures	18232.2	18239.5	18229.1	18236.4	164.0
2014-11-16 18:00:00	CL	Futures	127.85	128.29	127.77	127.92	333.0
2014-11-16 18:30:00	CL	Futures	127.92	127.92	127.23	127.35	335.0
2014-11-16 19:00:00	CL	Futures	127.38	127.6	127.31	127.6	147.0
2014-11-16 19:30:00	CL	Futures	127.56	127.75	127.46	127.56	203.0
2014-11-16 20:00:00	CL	Futures	127.55	127.67	127.53	127.58	145.0
2014-11-16 20:30:00	CL	Futures	127.58	127.65	127.28	127.31	137.0
2014-11-16 21:00:00	CL	Futures	127.29	127.33	126.94	127.19	395.0
2014-11-16 21:30:00	CL	Futures	127.16	127.29	126.97	127.01	243.0
2014-11-16 22:00:00	CL	Futures	127.03	127.16	126.87	127.14	190.0
2014-11-16 22:30:00	CL	Futures	127.14	127.18	127.11	127.14	31.0
2014-11-16 23:00:00	CL	Futures	127.09	127.11	127.01	127.11	40.0
2014-11-16 23:30:00	CL	Futures	127.08	127.11	127.01	127.08	24.0
2014-11-16 18:00:00	GC	Futures	1622.9	1625.4	1620.0	1620.6	2556.0
2014-11-16 18:30:00	GC	Futures	1620.7	1622.2	1617.1	1617.4	2278.0

> showing 50 of 525 rows — these rows as CSV

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