PREVIEW / futures_30min / 2014-12-28

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-12-28.parquet
  size:    19 KB
  rows:    491

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
2014-12-28 18:00:00	ES	Futures	2195.74	2196.0	2193.11	2193.9	2881.0
2014-12-28 18:30:00	ES	Futures	2193.9	2194.69	2193.9	2194.42	817.0
2014-12-28 19:00:00	ES	Futures	2194.69	2195.48	2194.69	2195.21	675.0
2014-12-28 19:30:00	ES	Futures	2195.21	2195.48	2194.69	2194.69	421.0
2014-12-28 20:00:00	ES	Futures	2194.95	2196.79	2194.95	2196.79	1460.0
2014-12-28 20:30:00	ES	Futures	2196.79	2197.05	2196.27	2196.53	909.0
2014-12-28 21:00:00	ES	Futures	2196.53	2196.79	2196.27	2196.27	635.0
2014-12-28 21:30:00	ES	Futures	2196.27	2196.53	2194.95	2195.48	1372.0
2014-12-28 22:00:00	ES	Futures	2195.74	2196.27	2195.21	2196.27	677.0
2014-12-28 22:30:00	ES	Futures	2196.27	2197.05	2196.0	2196.53	1446.0
2014-12-28 23:00:00	ES	Futures	2196.53	2196.79	2194.42	2194.69	1740.0
2014-12-28 23:30:00	ES	Futures	2194.42	2195.48	2194.16	2195.48	1149.0
2014-12-28 18:00:00	NQ	Futures	5069.06	5070.24	5065.54	5066.42	345.0
2014-12-28 18:30:00	NQ	Futures	5066.71	5068.47	5066.71	5068.47	90.0
2014-12-28 19:00:00	NQ	Futures	5068.77	5069.94	5068.18	5069.36	101.0
2014-12-28 19:30:00	NQ	Futures	5069.65	5069.94	5068.77	5069.36	104.0
2014-12-28 20:00:00	NQ	Futures	5069.65	5074.35	5069.65	5074.35	283.0
2014-12-28 20:30:00	NQ	Futures	5074.05	5074.64	5073.47	5074.35	127.0
2014-12-28 21:00:00	NQ	Futures	5074.35	5075.23	5074.05	5074.05	128.0
2014-12-28 21:30:00	NQ	Futures	5073.76	5074.64	5070.53	5071.12	285.0
2014-12-28 22:00:00	NQ	Futures	5071.7	5074.35	5070.82	5074.35	129.0
2014-12-28 22:30:00	NQ	Futures	5074.35	5075.82	5074.05	5074.35	211.0
2014-12-28 23:00:00	NQ	Futures	5074.05	5074.35	5070.82	5071.12	377.0
2014-12-28 23:30:00	NQ	Futures	5071.12	5073.76	5070.24	5073.47	228.0
2014-12-28 18:00:00	YM	Futures	18814.8	18819.0	18798.1	18801.3	341.0
2014-12-28 18:30:00	YM	Futures	18801.3	18807.5	18800.2	18806.5	60.0
2014-12-28 19:00:00	YM	Futures	18806.5	18812.8	18806.5	18812.8	72.0
2014-12-28 19:30:00	YM	Futures	18810.7	18811.7	18808.6	18809.6	62.0
2014-12-28 20:00:00	YM	Futures	18810.7	18825.3	18810.7	18824.2	289.0
2014-12-28 20:30:00	YM	Futures	18824.2	18827.4	18823.2	18824.2	107.0
2014-12-28 21:00:00	YM	Futures	18827.4	18827.4	18824.2	18825.3	60.0
2014-12-28 21:30:00	YM	Futures	18823.2	18824.2	18807.5	18813.8	328.0
2014-12-28 22:00:00	YM	Futures	18815.9	18820.1	18812.8	18819.0	83.0
2014-12-28 22:30:00	YM	Futures	18819.0	18827.4	18818.0	18824.2	168.0
2014-12-28 23:00:00	YM	Futures	18823.2	18823.2	18803.4	18806.5	215.0
2014-12-28 23:30:00	YM	Futures	18805.4	18811.7	18803.4	18811.7	167.0
2014-12-28 18:00:00	CL	Futures	93.69	94.24	93.5	94.2	1727.0
2014-12-28 18:30:00	CL	Futures	94.2	94.24	93.86	93.95	749.0
2014-12-28 19:00:00	CL	Futures	93.95	94.87	93.95	94.32	2388.0
2014-12-28 19:30:00	CL	Futures	94.32	94.42	94.1	94.18	818.0
2014-12-28 20:00:00	CL	Futures	94.18	94.42	93.96	94.29	1214.0
2014-12-28 20:30:00	CL	Futures	94.29	94.44	94.25	94.39	406.0
2014-12-28 21:00:00	CL	Futures	94.41	94.42	94.07	94.17	712.0
2014-12-28 21:30:00	CL	Futures	94.18	94.18	94.0	94.08	563.0
2014-12-28 22:00:00	CL	Futures	94.08	94.27	93.66	93.96	1911.0
2014-12-28 22:30:00	CL	Futures	93.96	94.13	93.81	94.05	880.0
2014-12-28 23:00:00	CL	Futures	94.01	94.15	93.98	94.07	583.0
2014-12-28 23:30:00	CL	Futures	94.07	94.13	93.86	94.12	650.0
2014-12-28 18:00:00	GC	Futures	1634.7	1636.7	1633.2	1635.6	702.0
2014-12-28 18:30:00	GC	Futures	1635.5	1635.6	1633.3	1633.3	386.0

> showing 50 of 491 rows — these rows as CSV

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