PREVIEW / futures_30min / 2014-11-23

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-11-23.parquet
  size:    19 KB
  rows:    493

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
2014-11-23 18:00:00	ES	Futures	2160.97	2163.06	2160.18	2162.02	5691.0
2014-11-23 18:30:00	ES	Futures	2162.28	2162.54	2160.71	2160.71	1819.0
2014-11-23 19:00:00	ES	Futures	2160.71	2160.97	2160.44	2160.71	1701.0
2014-11-23 19:30:00	ES	Futures	2160.71	2161.23	2159.92	2160.18	1472.0
2014-11-23 20:00:00	ES	Futures	2160.18	2160.71	2159.4	2159.66	2132.0
2014-11-23 20:30:00	ES	Futures	2159.92	2160.18	2159.4	2159.66	844.0
2014-11-23 21:00:00	ES	Futures	2159.66	2161.23	2159.66	2160.97	914.0
2014-11-23 21:30:00	ES	Futures	2161.23	2161.75	2160.71	2160.97	1259.0
2014-11-23 22:00:00	ES	Futures	2160.97	2162.02	2160.18	2161.49	1860.0
2014-11-23 22:30:00	ES	Futures	2161.49	2161.75	2160.97	2161.49	697.0
2014-11-23 23:00:00	ES	Futures	2161.49	2161.49	2160.71	2160.97	422.0
2014-11-23 23:30:00	ES	Futures	2161.23	2161.49	2160.44	2160.71	355.0
2014-11-23 18:00:00	NQ	Futures	4980.8	4986.08	4980.22	4984.91	667.0
2014-11-23 18:30:00	NQ	Futures	4985.49	4985.79	4981.1	4981.39	180.0
2014-11-23 19:00:00	NQ	Futures	4981.68	4982.56	4981.1	4981.98	200.0
2014-11-23 19:30:00	NQ	Futures	4981.98	4983.15	4980.22	4980.8	227.0
2014-11-23 20:00:00	NQ	Futures	4980.8	4981.98	4978.75	4978.75	388.0
2014-11-23 20:30:00	NQ	Futures	4978.75	4980.22	4978.75	4979.34	277.0
2014-11-23 21:00:00	NQ	Futures	4979.63	4981.98	4979.34	4981.68	177.0
2014-11-23 21:30:00	NQ	Futures	4981.39	4984.03	4981.39	4982.56	200.0
2014-11-23 22:00:00	NQ	Futures	4982.27	4984.03	4979.93	4983.15	301.0
2014-11-23 22:30:00	NQ	Futures	4982.56	4984.03	4982.27	4983.44	237.0
2014-11-23 23:00:00	NQ	Futures	4983.15	4983.15	4981.39	4983.15	84.0
2014-11-23 23:30:00	NQ	Futures	4982.56	4982.86	4981.1	4981.1	66.0
2014-11-23 18:00:00	YM	Futures	18487.0	18507.8	18480.8	18503.6	758.0
2014-11-23 18:30:00	YM	Futures	18504.7	18504.7	18491.1	18492.2	117.0
2014-11-23 19:00:00	YM	Futures	18493.2	18494.3	18490.1	18493.2	142.0
2014-11-23 19:30:00	YM	Futures	18493.2	18495.3	18489.1	18490.1	149.0
2014-11-23 20:00:00	YM	Futures	18490.1	18492.2	18483.9	18484.9	321.0
2014-11-23 20:30:00	YM	Futures	18485.9	18489.1	18484.9	18485.9	102.0
2014-11-23 21:00:00	YM	Futures	18487.0	18495.3	18487.0	18495.3	206.0
2014-11-23 21:30:00	YM	Futures	18494.3	18498.4	18493.2	18495.3	129.0
2014-11-23 22:00:00	YM	Futures	18495.3	18500.5	18489.1	18496.3	292.0
2014-11-23 22:30:00	YM	Futures	18494.3	18496.3	18493.2	18494.3	117.0
2014-11-23 23:00:00	YM	Futures	18493.2	18493.2	18489.1	18492.2	59.0
2014-11-23 23:30:00	YM	Futures	18491.1	18492.2	18488.0	18488.0	35.0
2014-11-23 18:00:00	CL	Futures	129.06	129.45	128.74	128.88	777.0
2014-11-23 18:30:00	CL	Futures	128.88	129.03	128.78	128.96	249.0
2014-11-23 19:00:00	CL	Futures	128.98	128.98	128.61	128.64	468.0
2014-11-23 19:30:00	CL	Futures	128.64	128.93	128.63	128.76	360.0
2014-11-23 20:00:00	CL	Futures	128.79	128.93	128.73	128.83	549.0
2014-11-23 20:30:00	CL	Futures	128.83	128.91	128.73	128.74	206.0
2014-11-23 21:00:00	CL	Futures	128.74	128.86	128.73	128.86	220.0
2014-11-23 21:30:00	CL	Futures	128.86	129.08	128.81	129.05	361.0
2014-11-23 22:00:00	CL	Futures	129.05	129.4	129.0	129.37	977.0
2014-11-23 22:30:00	CL	Futures	129.35	129.38	129.25	129.28	261.0
2014-11-23 23:00:00	CL	Futures	129.28	129.52	129.27	129.4	443.0
2014-11-23 23:30:00	CL	Futures	129.4	129.42	129.23	129.3	456.0
2014-11-23 18:00:00	GC	Futures	1642.6	1646.0	1641.8	1645.8	1225.0
2014-11-23 18:30:00	GC	Futures	1646.0	1647.9	1643.8	1644.4	1215.0

> showing 50 of 493 rows — these rows as CSV

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