PREVIEW / futures_30min / 2014-12-21

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-12-21.parquet
  size:    20 KB
  rows:    514

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
2014-12-21 18:00:00	ES	Futures	2173.63	2177.32	2172.58	2176.0	3485.0
2014-12-21 18:30:00	ES	Futures	2176.0	2176.79	2176.0	2176.27	976.0
2014-12-21 19:00:00	ES	Futures	2176.0	2176.0	2173.63	2175.48	2350.0
2014-12-21 19:30:00	ES	Futures	2175.48	2176.27	2175.21	2175.48	2083.0
2014-12-21 20:00:00	ES	Futures	2175.21	2175.48	2173.9	2174.42	1744.0
2014-12-21 20:30:00	ES	Futures	2174.69	2175.21	2174.16	2174.42	1133.0
2014-12-21 21:00:00	ES	Futures	2174.42	2175.48	2174.42	2175.48	701.0
2014-12-21 21:30:00	ES	Futures	2175.48	2176.0	2174.42	2174.69	1089.0
2014-12-21 22:00:00	ES	Futures	2174.69	2175.21	2174.42	2174.69	619.0
2014-12-21 22:30:00	ES	Futures	2174.42	2175.74	2174.42	2175.74	1102.0
2014-12-21 23:00:00	ES	Futures	2175.74	2177.06	2174.95	2176.53	943.0
2014-12-21 23:30:00	ES	Futures	2176.53	2177.06	2176.0	2176.79	763.0
2014-12-21 18:00:00	NQ	Futures	5030.29	5038.22	5029.12	5034.99	533.0
2014-12-21 18:30:00	NQ	Futures	5035.29	5037.64	5035.29	5036.17	117.0
2014-12-21 19:00:00	NQ	Futures	5035.58	5035.58	5029.12	5033.23	523.0
2014-12-21 19:30:00	NQ	Futures	5033.53	5035.58	5032.94	5033.82	343.0
2014-12-21 20:00:00	NQ	Futures	5034.11	5034.7	5030.29	5030.59	401.0
2014-12-21 20:30:00	NQ	Futures	5030.59	5032.06	5029.71	5031.18	205.0
2014-12-21 21:00:00	NQ	Futures	5031.47	5033.53	5031.18	5033.23	156.0
2014-12-21 21:30:00	NQ	Futures	5033.23	5033.82	5030.29	5030.88	209.0
2014-12-21 22:00:00	NQ	Futures	5030.88	5031.76	5030.88	5031.18	78.0
2014-12-21 22:30:00	NQ	Futures	5031.18	5033.53	5031.18	5033.23	147.0
2014-12-21 23:00:00	NQ	Futures	5033.23	5035.58	5032.35	5034.99	276.0
2014-12-21 23:30:00	NQ	Futures	5034.99	5035.87	5034.41	5035.58	203.0
2014-12-21 18:00:00	YM	Futures	18519.4	18558.1	18519.4	18545.5	592.0
2014-12-21 18:30:00	YM	Futures	18547.6	18551.8	18544.5	18548.7	123.0
2014-12-21 19:00:00	YM	Futures	18546.6	18546.6	18526.7	18538.2	326.0
2014-12-21 19:30:00	YM	Futures	18539.3	18545.5	18539.3	18540.3	269.0
2014-12-21 20:00:00	YM	Futures	18542.4	18543.4	18528.8	18534.0	246.0
2014-12-21 20:30:00	YM	Futures	18530.9	18538.2	18529.9	18534.0	77.0
2014-12-21 21:00:00	YM	Futures	18534.0	18539.3	18533.0	18538.2	90.0
2014-12-21 21:30:00	YM	Futures	18539.3	18544.5	18532.0	18534.0	183.0
2014-12-21 22:00:00	YM	Futures	18535.1	18537.2	18534.0	18534.0	36.0
2014-12-21 22:30:00	YM	Futures	18535.1	18541.3	18534.0	18541.3	91.0
2014-12-21 23:00:00	YM	Futures	18538.2	18552.8	18538.2	18550.7	101.0
2014-12-21 23:30:00	YM	Futures	18550.7	18552.8	18547.6	18550.7	56.0
2014-12-21 18:00:00	CL	Futures	98.29	98.49	96.53	97.27	3171.0
2014-12-21 18:30:00	CL	Futures	97.27	98.01	97.21	97.57	1944.0
2014-12-21 19:00:00	CL	Futures	97.57	97.78	97.4	97.62	970.0
2014-12-21 19:30:00	CL	Futures	97.62	97.88	97.55	97.67	598.0
2014-12-21 20:00:00	CL	Futures	97.67	98.08	97.55	97.89	1051.0
2014-12-21 20:30:00	CL	Futures	97.93	98.3	97.91	98.29	1217.0
2014-12-21 21:00:00	CL	Futures	98.29	98.75	98.1	98.27	2477.0
2014-12-21 21:30:00	CL	Futures	98.29	98.37	98.1	98.25	1079.0
2014-12-21 22:00:00	CL	Futures	98.24	98.66	98.24	98.51	1701.0
2014-12-21 22:30:00	CL	Futures	98.51	98.97	98.51	98.81	1323.0
2014-12-21 23:00:00	CL	Futures	98.85	98.95	98.46	98.56	1180.0
2014-12-21 23:30:00	CL	Futures	98.56	98.88	98.24	98.69	1940.0
2014-12-21 18:00:00	GC	Futures	1636.2	1636.3	1633.2	1634.9	580.0
2014-12-21 18:30:00	GC	Futures	1634.9	1636.0	1634.3	1635.8	339.0

> showing 50 of 514 rows — these rows as CSV

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