PREVIEW / futures_30min / 2015-01-18

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-01-18.parquet
  size:    20 KB
  rows:    473

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
2015-01-18 18:00:00	ES	Futures	2119.43	2119.95	2113.9	2114.69	4518.0
2015-01-18 18:30:00	ES	Futures	2114.69	2117.32	2114.69	2116.53	2645.0
2015-01-18 19:00:00	ES	Futures	2116.27	2128.9	2116.0	2127.58	11397.0
2015-01-18 19:30:00	ES	Futures	2127.85	2130.21	2122.58	2124.69	6617.0
2015-01-18 20:00:00	ES	Futures	2124.95	2126.0	2121.79	2122.32	4848.0
2015-01-18 20:30:00	ES	Futures	2122.58	2124.16	2115.74	2119.69	7360.0
2015-01-18 21:00:00	ES	Futures	2119.69	2121.53	2117.32	2119.69	2288.0
2015-01-18 21:30:00	ES	Futures	2119.69	2122.32	2118.11	2119.95	1398.0
2015-01-18 22:00:00	ES	Futures	2119.95	2119.95	2116.27	2117.85	2086.0
2015-01-18 22:30:00	ES	Futures	2117.58	2119.16	2114.69	2117.06	2651.0
2015-01-18 23:00:00	ES	Futures	2117.06	2118.9	2116.0	2117.06	1253.0
2015-01-18 23:30:00	ES	Futures	2116.79	2119.43	2115.74	2119.16	1520.0
2015-01-18 18:00:00	NQ	Futures	4862.01	4862.01	4844.98	4845.56	860.0
2015-01-18 18:30:00	NQ	Futures	4846.74	4850.56	4845.86	4849.38	304.0
2015-01-18 19:00:00	NQ	Futures	4848.8	4877.87	4848.5	4875.23	1929.0
2015-01-18 19:30:00	NQ	Futures	4876.4	4881.1	4862.89	4868.47	1098.0
2015-01-18 20:00:00	NQ	Futures	4868.18	4871.41	4860.54	4862.31	1130.0
2015-01-18 20:30:00	NQ	Futures	4862.31	4868.18	4848.5	4855.84	1324.0
2015-01-18 21:00:00	NQ	Futures	4855.55	4860.84	4851.14	4857.31	393.0
2015-01-18 21:30:00	NQ	Futures	4855.84	4864.95	4853.49	4858.49	558.0
2015-01-18 22:00:00	NQ	Futures	4859.37	4859.37	4849.09	4853.2	433.0
2015-01-18 22:30:00	NQ	Futures	4852.32	4856.14	4845.86	4852.32	609.0
2015-01-18 23:00:00	NQ	Futures	4852.91	4855.26	4848.8	4849.97	335.0
2015-01-18 23:30:00	NQ	Futures	4849.97	4855.26	4847.62	4854.38	236.0
2015-01-18 18:00:00	YM	Futures	18207.3	18207.3	18156.2	18162.4	571.0
2015-01-18 18:30:00	YM	Futures	18160.3	18182.3	18160.3	18178.1	220.0
2015-01-18 19:00:00	YM	Futures	18177.0	18278.3	18171.8	18267.9	1580.0
2015-01-18 19:30:00	YM	Futures	18269.9	18292.9	18230.3	18251.2	1553.0
2015-01-18 20:00:00	YM	Futures	18253.2	18259.5	18221.9	18227.1	746.0
2015-01-18 20:30:00	YM	Futures	18228.2	18242.8	18177.0	18207.3	1243.0
2015-01-18 21:00:00	YM	Futures	18205.2	18223.0	18190.6	18211.5	319.0
2015-01-18 21:30:00	YM	Futures	18210.4	18230.3	18194.8	18209.4	288.0
2015-01-18 22:00:00	YM	Futures	18209.4	18212.5	18178.1	18189.6	355.0
2015-01-18 22:30:00	YM	Futures	18185.4	18199.0	18159.3	18182.3	452.0
2015-01-18 23:00:00	YM	Futures	18184.3	18197.9	18171.8	18182.3	198.0
2015-01-18 23:30:00	YM	Futures	18178.1	18200.0	18168.7	18197.9	283.0
2015-01-18 18:00:00	CL	Futures	82.61	82.61	81.89	81.95	1271.0
2015-01-18 18:30:00	CL	Futures	81.95	82.12	81.94	82.0	352.0
2015-01-18 19:00:00	CL	Futures	81.99	82.61	81.99	82.42	1246.0
2015-01-18 19:30:00	CL	Futures	82.44	82.54	82.17	82.27	678.0
2015-01-18 20:00:00	CL	Futures	82.27	82.31	81.67	81.72	1697.0
2015-01-18 20:30:00	CL	Futures	81.72	82.0	81.67	81.73	1312.0
2015-01-18 21:00:00	CL	Futures	81.73	81.97	81.73	81.87	588.0
2015-01-18 21:30:00	CL	Futures	81.9	82.09	81.7	81.89	1208.0
2015-01-18 22:00:00	CL	Futures	81.87	81.95	81.72	81.77	832.0
2015-01-18 22:30:00	CL	Futures	81.77	82.32	81.73	82.14	1358.0
2015-01-18 23:00:00	CL	Futures	82.12	82.42	82.05	82.14	776.0
2015-01-18 23:30:00	CL	Futures	82.12	82.26	81.95	82.04	611.0
2015-01-18 18:00:00	GC	Futures	1752.0	1753.8	1746.4	1746.8	2667.0
2015-01-18 18:30:00	GC	Futures	1746.8	1749.7	1745.1	1749.7	1468.0

> showing 50 of 473 rows — these rows as CSV

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