PREVIEW / futures_30min / 2015-01-25

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-01-25.parquet
  size:    21 KB
  rows:    524

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
2015-01-25 18:00:00	ES	Futures	2142.06	2143.11	2134.95	2138.37	17385.0
2015-01-25 18:30:00	ES	Futures	2138.64	2140.74	2132.06	2133.37	11279.0
2015-01-25 19:00:00	ES	Futures	2133.11	2138.9	2132.85	2137.06	8922.0
2015-01-25 19:30:00	ES	Futures	2137.32	2141.27	2136.27	2139.42	4930.0
2015-01-25 20:00:00	ES	Futures	2139.42	2139.42	2136.27	2137.58	3232.0
2015-01-25 20:30:00	ES	Futures	2137.32	2140.74	2137.32	2139.95	2903.0
2015-01-25 21:00:00	ES	Futures	2139.95	2141.0	2139.42	2140.48	1632.0
2015-01-25 21:30:00	ES	Futures	2140.48	2140.74	2138.11	2138.11	1923.0
2015-01-25 22:00:00	ES	Futures	2138.11	2139.69	2137.85	2139.69	1091.0
2015-01-25 22:30:00	ES	Futures	2139.69	2139.69	2137.32	2137.85	1260.0
2015-01-25 23:00:00	ES	Futures	2137.85	2138.64	2137.58	2138.11	513.0
2015-01-25 23:30:00	ES	Futures	2138.11	2140.21	2137.32	2139.95	1942.0
2015-01-25 18:00:00	NQ	Futures	4992.12	4992.7	4975.08	4985.07	2513.0
2015-01-25 18:30:00	NQ	Futures	4985.65	4990.06	4970.97	4973.91	1779.0
2015-01-25 19:00:00	NQ	Futures	4973.32	4987.71	4973.03	4983.6	1212.0
2015-01-25 19:30:00	NQ	Futures	4983.6	4992.41	4981.84	4988.0	808.0
2015-01-25 20:00:00	NQ	Futures	4988.0	4988.0	4981.25	4984.19	524.0
2015-01-25 20:30:00	NQ	Futures	4983.89	4993.0	4983.89	4991.23	694.0
2015-01-25 21:00:00	NQ	Futures	4991.23	4993.58	4989.77	4993.29	224.0
2015-01-25 21:30:00	NQ	Futures	4992.41	4993.0	4985.95	4985.95	289.0
2015-01-25 22:00:00	NQ	Futures	4986.24	4989.77	4985.36	4989.77	225.0
2015-01-25 22:30:00	NQ	Futures	4989.18	4989.47	4983.89	4984.48	187.0
2015-01-25 23:00:00	NQ	Futures	4984.77	4986.83	4984.48	4986.54	102.0
2015-01-25 23:30:00	NQ	Futures	4986.83	4990.06	4983.89	4990.06	281.0
2015-01-25 18:00:00	YM	Futures	18286.6	18286.6	18218.8	18244.9	1955.0
2015-01-25 18:30:00	YM	Futures	18243.8	18262.6	18196.9	18207.3	1183.0
2015-01-25 19:00:00	YM	Futures	18207.3	18247.0	18204.2	18234.4	1194.0
2015-01-25 19:30:00	YM	Futures	18234.4	18266.8	18229.2	18250.1	804.0
2015-01-25 20:00:00	YM	Futures	18250.1	18250.1	18223.0	18229.2	1430.0
2015-01-25 20:30:00	YM	Futures	18230.3	18253.2	18226.1	18245.9	958.0
2015-01-25 21:00:00	YM	Futures	18247.0	18255.3	18242.8	18252.2	385.0
2015-01-25 21:30:00	YM	Futures	18252.2	18252.2	18229.2	18230.3	356.0
2015-01-25 22:00:00	YM	Futures	18230.3	18242.8	18230.3	18242.8	326.0
2015-01-25 22:30:00	YM	Futures	18242.8	18242.8	18221.9	18226.1	276.0
2015-01-25 23:00:00	YM	Futures	18227.1	18230.3	18226.1	18230.3	257.0
2015-01-25 23:30:00	YM	Futures	18229.2	18244.9	18223.0	18243.8	365.0
2015-01-25 18:00:00	CL	Futures	75.89	76.14	74.78	75.04	5059.0
2015-01-25 18:30:00	CL	Futures	75.04	75.2	74.46	74.63	3056.0
2015-01-25 19:00:00	CL	Futures	74.63	75.49	74.6	75.44	3771.0
2015-01-25 19:30:00	CL	Futures	75.46	75.82	75.4	75.61	1778.0
2015-01-25 20:00:00	CL	Futures	75.61	75.64	75.42	75.54	1411.0
2015-01-25 20:30:00	CL	Futures	75.54	75.93	75.47	75.82	2164.0
2015-01-25 21:00:00	CL	Futures	75.82	75.89	75.71	75.82	927.0
2015-01-25 21:30:00	CL	Futures	75.79	75.81	75.34	75.46	1157.0
2015-01-25 22:00:00	CL	Futures	75.47	75.69	75.42	75.59	812.0
2015-01-25 22:30:00	CL	Futures	75.61	75.71	75.52	75.61	845.0
2015-01-25 23:00:00	CL	Futures	75.62	75.66	75.49	75.54	431.0
2015-01-25 23:30:00	CL	Futures	75.56	75.67	75.54	75.64	341.0
2015-01-25 18:00:00	GC	Futures	1768.6	1772.4	1764.4	1767.8	2651.0
2015-01-25 18:30:00	GC	Futures	1767.8	1775.7	1767.2	1774.3	1990.0

> showing 50 of 524 rows — these rows as CSV

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