PREVIEW / futures_30min / 2015-02-01

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-02-01.parquet
  size:    21 KB
  rows:    532

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
2015-02-01 18:00:00	ES	Futures	2095.22	2098.37	2091.27	2091.79	17822.0
2015-02-01 18:30:00	ES	Futures	2091.79	2093.11	2088.37	2091.79	10545.0
2015-02-01 19:00:00	ES	Futures	2091.79	2094.95	2091.79	2094.16	3262.0
2015-02-01 19:30:00	ES	Futures	2094.16	2096.27	2092.58	2096.27	3281.0
2015-02-01 20:00:00	ES	Futures	2096.0	2097.58	2094.69	2095.74	2629.0
2015-02-01 20:30:00	ES	Futures	2095.48	2098.37	2095.22	2098.11	2496.0
2015-02-01 21:00:00	ES	Futures	2098.11	2099.95	2097.85	2098.37	2609.0
2015-02-01 21:30:00	ES	Futures	2098.37	2098.37	2095.22	2096.53	1436.0
2015-02-01 22:00:00	ES	Futures	2096.53	2098.9	2096.27	2098.64	1438.0
2015-02-01 22:30:00	ES	Futures	2098.64	2099.43	2097.85	2098.37	1395.0
2015-02-01 23:00:00	ES	Futures	2098.37	2098.37	2096.53	2097.32	1162.0
2015-02-01 23:30:00	ES	Futures	2097.06	2097.85	2095.22	2096.0	1681.0
2015-02-01 18:00:00	NQ	Futures	4867.59	4874.93	4857.61	4857.9	1021.0
2015-02-01 18:30:00	NQ	Futures	4857.9	4862.31	4850.85	4858.49	556.0
2015-02-01 19:00:00	NQ	Futures	4859.07	4867.0	4858.19	4864.07	440.0
2015-02-01 19:30:00	NQ	Futures	4863.77	4869.65	4860.54	4869.06	595.0
2015-02-01 20:00:00	NQ	Futures	4869.35	4872.58	4866.71	4868.47	383.0
2015-02-01 20:30:00	NQ	Futures	4868.18	4874.93	4867.89	4874.93	342.0
2015-02-01 21:00:00	NQ	Futures	4874.64	4878.46	4873.17	4874.64	348.0
2015-02-01 21:30:00	NQ	Futures	4874.64	4874.93	4867.59	4869.94	181.0
2015-02-01 22:00:00	NQ	Futures	4871.12	4876.7	4869.94	4875.52	190.0
2015-02-01 22:30:00	NQ	Futures	4876.4	4878.16	4874.05	4875.23	597.0
2015-02-01 23:00:00	NQ	Futures	4875.23	4875.52	4870.23	4871.7	463.0
2015-02-01 23:30:00	NQ	Futures	4871.12	4872.88	4867.59	4868.18	298.0
2015-02-01 18:00:00	YM	Futures	17858.7	17892.1	17834.6	17837.8	1317.0
2015-02-01 18:30:00	YM	Futures	17836.7	17847.2	17813.8	17837.8	852.0
2015-02-01 19:00:00	YM	Futures	17839.9	17866.0	17839.9	17857.6	595.0
2015-02-01 19:30:00	YM	Futures	17857.6	17875.4	17844.0	17872.2	574.0
2015-02-01 20:00:00	YM	Futures	17872.2	17882.7	17859.7	17869.1	434.0
2015-02-01 20:30:00	YM	Futures	17866.0	17894.1	17863.9	17892.1	339.0
2015-02-01 21:00:00	YM	Futures	17892.1	17904.6	17887.9	17891.0	327.0
2015-02-01 21:30:00	YM	Futures	17891.0	17891.0	17866.0	17875.4	319.0
2015-02-01 22:00:00	YM	Futures	17875.4	17898.3	17875.4	17894.1	242.0
2015-02-01 22:30:00	YM	Futures	17895.2	17899.4	17888.9	17893.1	163.0
2015-02-01 23:00:00	YM	Futures	17890.0	17891.0	17874.3	17882.7	178.0
2015-02-01 23:30:00	YM	Futures	17882.7	17884.8	17866.0	17871.2	222.0
2015-02-01 18:00:00	CL	Futures	79.9	80.32	78.96	79.45	4226.0
2015-02-01 18:30:00	CL	Futures	79.43	79.57	79.2	79.47	779.0
2015-02-01 19:00:00	CL	Futures	79.45	79.52	79.18	79.27	839.0
2015-02-01 19:30:00	CL	Futures	79.27	79.32	79.1	79.2	667.0
2015-02-01 20:00:00	CL	Futures	79.2	79.28	78.49	78.66	3431.0
2015-02-01 20:30:00	CL	Futures	78.66	78.83	78.36	78.71	2163.0
2015-02-01 21:00:00	CL	Futures	78.73	78.76	78.46	78.51	1067.0
2015-02-01 21:30:00	CL	Futures	78.51	78.73	78.44	78.66	882.0
2015-02-01 22:00:00	CL	Futures	78.65	79.13	78.63	78.93	1721.0
2015-02-01 22:30:00	CL	Futures	78.95	79.13	78.9	79.03	1116.0
2015-02-01 23:00:00	CL	Futures	79.03	79.05	78.7	78.71	706.0
2015-02-01 23:30:00	CL	Futures	78.71	78.78	78.49	78.76	963.0
2015-02-01 18:00:00	GC	Futures	1753.4	1753.7	1749.5	1751.9	1556.0
2015-02-01 18:30:00	GC	Futures	1751.8	1753.7	1750.0	1751.1	918.0

> showing 50 of 532 rows — these rows as CSV

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