PREVIEW / futures_30min / 2015-01-04

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-01-04.parquet
  size:    21 KB
  rows:    536

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
2015-01-04 18:00:00	ES	Futures	2153.37	2153.9	2146.53	2147.85	12197.0
2015-01-04 18:30:00	ES	Futures	2147.85	2149.95	2146.27	2147.85	4694.0
2015-01-04 19:00:00	ES	Futures	2147.58	2148.9	2146.27	2147.58	4979.0
2015-01-04 19:30:00	ES	Futures	2147.58	2147.85	2143.64	2146.0	6444.0
2015-01-04 20:00:00	ES	Futures	2146.27	2150.48	2145.74	2150.21	6082.0
2015-01-04 20:30:00	ES	Futures	2149.95	2151.53	2149.69	2151.0	2478.0
2015-01-04 21:00:00	ES	Futures	2151.0	2151.27	2149.42	2149.95	2408.0
2015-01-04 21:30:00	ES	Futures	2149.95	2150.48	2149.16	2149.69	1449.0
2015-01-04 22:00:00	ES	Futures	2149.69	2150.74	2149.69	2149.95	1546.0
2015-01-04 22:30:00	ES	Futures	2149.95	2154.69	2149.95	2154.42	6333.0
2015-01-04 23:00:00	ES	Futures	2154.42	2154.69	2152.06	2153.63	2071.0
2015-01-04 23:30:00	ES	Futures	2153.63	2155.48	2153.63	2155.21	2122.0
2015-01-04 18:00:00	NQ	Futures	4952.76	4953.35	4935.73	4938.66	1969.0
2015-01-04 18:30:00	NQ	Futures	4938.96	4944.83	4936.61	4939.25	461.0
2015-01-04 19:00:00	NQ	Futures	4939.25	4941.89	4935.43	4938.08	1118.0
2015-01-04 19:30:00	NQ	Futures	4938.08	4938.66	4930.44	4933.97	1328.0
2015-01-04 20:00:00	NQ	Futures	4934.26	4944.54	4934.26	4943.66	1184.0
2015-01-04 20:30:00	NQ	Futures	4944.24	4946.89	4942.19	4945.42	719.0
2015-01-04 21:00:00	NQ	Futures	4945.71	4947.18	4942.19	4943.36	473.0
2015-01-04 21:30:00	NQ	Futures	4943.66	4944.83	4942.48	4943.36	282.0
2015-01-04 22:00:00	NQ	Futures	4943.07	4946.3	4943.07	4943.95	440.0
2015-01-04 22:30:00	NQ	Futures	4943.66	4956.87	4943.66	4956.29	1799.0
2015-01-04 23:00:00	NQ	Futures	4956.29	4956.29	4949.53	4953.35	535.0
2015-01-04 23:30:00	NQ	Futures	4953.64	4958.05	4953.64	4957.17	491.0
2015-01-04 18:00:00	YM	Futures	18503.8	18507.9	18449.5	18458.9	1513.0
2015-01-04 18:30:00	YM	Futures	18458.9	18475.6	18448.4	18456.8	511.0
2015-01-04 19:00:00	YM	Futures	18456.8	18465.1	18446.4	18452.6	670.0
2015-01-04 19:30:00	YM	Futures	18452.6	18455.8	18429.7	18443.2	968.0
2015-01-04 20:00:00	YM	Futures	18445.3	18477.7	18445.3	18473.5	878.0
2015-01-04 20:30:00	YM	Futures	18475.6	18487.1	18471.4	18481.8	402.0
2015-01-04 21:00:00	YM	Futures	18480.8	18487.1	18471.4	18473.5	241.0
2015-01-04 21:30:00	YM	Futures	18474.5	18478.7	18471.4	18474.5	181.0
2015-01-04 22:00:00	YM	Futures	18475.6	18482.9	18472.5	18475.6	170.0
2015-01-04 22:30:00	YM	Futures	18476.6	18515.3	18476.6	18514.2	1264.0
2015-01-04 23:00:00	YM	Futures	18512.1	18513.2	18495.4	18506.9	479.0
2015-01-04 23:30:00	YM	Futures	18510.0	18520.5	18510.0	18518.4	312.0
2015-01-04 18:00:00	CL	Futures	89.54	89.74	88.76	88.94	1940.0
2015-01-04 18:30:00	CL	Futures	88.94	89.32	88.87	88.87	937.0
2015-01-04 19:00:00	CL	Futures	88.86	89.22	88.84	88.98	868.0
2015-01-04 19:30:00	CL	Futures	88.99	89.16	88.87	88.91	885.0
2015-01-04 20:00:00	CL	Futures	88.89	89.15	88.86	89.06	862.0
2015-01-04 20:30:00	CL	Futures	89.04	89.15	88.62	88.72	2377.0
2015-01-04 21:00:00	CL	Futures	88.76	88.82	88.23	88.38	2990.0
2015-01-04 21:30:00	CL	Futures	88.36	88.43	87.48	87.6	3863.0
2015-01-04 22:00:00	CL	Futures	87.6	87.94	87.58	87.82	2509.0
2015-01-04 22:30:00	CL	Futures	87.84	88.09	87.82	88.04	1455.0
2015-01-04 23:00:00	CL	Futures	88.04	88.07	87.82	87.89	1109.0
2015-01-04 23:30:00	CL	Futures	87.89	88.24	87.87	88.16	1536.0
2015-01-04 18:00:00	GC	Futures	1625.0	1626.3	1611.3	1614.4	3121.0
2015-01-04 18:30:00	GC	Futures	1613.9	1620.4	1613.2	1619.5	1172.0

> showing 50 of 536 rows — these rows as CSV

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