PREVIEW / futures_30min / 2015-01-01

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-01-01.parquet
  size:    18 KB
  rows:    436

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
2015-01-01 18:00:00	ES	Futures	2163.11	2167.32	2163.11	2167.06	6704.0
2015-01-01 18:30:00	ES	Futures	2167.32	2167.58	2166.0	2167.32	2064.0
2015-01-01 19:00:00	ES	Futures	2167.32	2167.58	2165.74	2166.53	1735.0
2015-01-01 19:30:00	ES	Futures	2166.53	2167.32	2166.27	2167.06	1566.0
2015-01-01 20:00:00	ES	Futures	2167.32	2169.16	2167.06	2169.16	3648.0
2015-01-01 20:30:00	ES	Futures	2168.9	2170.21	2168.63	2169.16	2196.0
2015-01-01 21:00:00	ES	Futures	2169.16	2170.74	2168.9	2169.69	1862.0
2015-01-01 21:30:00	ES	Futures	2169.69	2171.27	2169.69	2170.48	1537.0
2015-01-01 22:00:00	ES	Futures	2170.74	2170.74	2170.21	2170.48	918.0
2015-01-01 22:30:00	ES	Futures	2170.21	2170.74	2169.95	2170.21	1096.0
2015-01-01 23:00:00	ES	Futures	2170.48	2171.53	2169.95	2171.27	787.0
2015-01-01 23:30:00	ES	Futures	2171.27	2172.06	2171.27	2171.53	1985.0
2015-01-01 18:00:00	NQ	Futures	4981.25	4991.82	4981.25	4991.82	630.0
2015-01-01 18:30:00	NQ	Futures	4991.23	4992.12	4989.18	4990.35	161.0
2015-01-01 19:00:00	NQ	Futures	4990.35	4991.53	4988.59	4990.94	158.0
2015-01-01 19:30:00	NQ	Futures	4990.94	4991.53	4990.35	4990.94	116.0
2015-01-01 20:00:00	NQ	Futures	4990.94	4995.35	4990.94	4995.35	515.0
2015-01-01 20:30:00	NQ	Futures	4995.05	4996.81	4994.76	4995.64	237.0
2015-01-01 21:00:00	NQ	Futures	4995.35	4997.4	4994.46	4995.64	164.0
2015-01-01 21:30:00	NQ	Futures	4995.64	4998.87	4995.35	4997.4	283.0
2015-01-01 22:00:00	NQ	Futures	4997.99	4998.28	4995.64	4996.23	147.0
2015-01-01 22:30:00	NQ	Futures	4995.93	4996.23	4995.05	4995.35	101.0
2015-01-01 23:00:00	NQ	Futures	4995.64	4997.99	4994.76	4997.99	108.0
2015-01-01 23:30:00	NQ	Futures	4997.99	4999.75	4997.4	4999.16	255.0
2015-01-01 18:00:00	YM	Futures	18561.2	18605.0	18557.0	18600.8	755.0
2015-01-01 18:30:00	YM	Futures	18601.9	18608.2	18593.5	18604.0	504.0
2015-01-01 19:00:00	YM	Futures	18605.0	18606.1	18591.5	18596.7	225.0
2015-01-01 19:30:00	YM	Futures	18597.7	18604.0	18595.6	18604.0	147.0
2015-01-01 20:00:00	YM	Futures	18604.0	18616.5	18602.9	18616.5	516.0
2015-01-01 20:30:00	YM	Futures	18617.6	18624.9	18612.3	18616.5	376.0
2015-01-01 21:00:00	YM	Futures	18616.5	18625.9	18613.4	18621.7	169.0
2015-01-01 21:30:00	YM	Futures	18620.7	18632.2	18618.6	18626.9	219.0
2015-01-01 22:00:00	YM	Futures	18628.0	18628.0	18621.7	18624.9	232.0
2015-01-01 22:30:00	YM	Futures	18624.9	18625.9	18622.8	18622.8	67.0
2015-01-01 23:00:00	YM	Futures	18623.8	18633.2	18621.7	18631.1	106.0
2015-01-01 23:30:00	YM	Futures	18631.1	18639.5	18631.1	18636.3	174.0
2015-01-01 18:00:00	CL	Futures	91.5	91.8	91.24	91.48	1237.0
2015-01-01 18:30:00	CL	Futures	91.48	93.79	91.41	92.84	3517.0
2015-01-01 19:00:00	CL	Futures	92.87	93.18	92.19	92.62	1718.0
2015-01-01 19:30:00	CL	Futures	92.62	92.67	92.26	92.31	1059.0
2015-01-01 20:00:00	CL	Futures	92.36	92.67	92.23	92.35	2409.0
2015-01-01 20:30:00	CL	Futures	92.35	92.38	92.01	92.01	949.0
2015-01-01 21:00:00	CL	Futures	92.02	92.13	91.73	91.75	1184.0
2015-01-01 21:30:00	CL	Futures	91.75	91.9	91.43	91.73	1971.0
2015-01-01 22:00:00	CL	Futures	91.7	91.8	91.67	91.68	553.0
2015-01-01 22:30:00	CL	Futures	91.68	91.85	91.56	91.77	945.0
2015-01-01 23:00:00	CL	Futures	91.77	91.99	91.6	91.7	1219.0
2015-01-01 23:30:00	CL	Futures	91.7	91.78	91.5	91.51	1313.0
2015-01-01 18:00:00	GC	Futures	1619.8	1624.4	1619.1	1623.6	811.0
2015-01-01 18:30:00	GC	Futures	1623.6	1624.5	1622.4	1623.6	369.0

> showing 50 of 436 rows — these rows as CSV

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