PREVIEW / futures_30min / 2015-02-15

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-02-15.parquet
  size:    18 KB
  rows:    435

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
2015-02-15 18:00:00	ES	Futures	2201.27	2203.9	2201.27	2202.84	5143.0
2015-02-15 18:30:00	ES	Futures	2202.84	2203.11	2199.42	2199.42	4497.0
2015-02-15 19:00:00	ES	Futures	2199.42	2199.95	2198.63	2199.16	2866.0
2015-02-15 19:30:00	ES	Futures	2199.16	2199.95	2198.9	2199.42	1239.0
2015-02-15 20:00:00	ES	Futures	2199.16	2199.95	2199.16	2199.42	634.0
2015-02-15 20:30:00	ES	Futures	2199.42	2200.21	2198.9	2200.21	755.0
2015-02-15 21:00:00	ES	Futures	2199.95	2200.21	2199.95	2200.21	396.0
2015-02-15 21:30:00	ES	Futures	2200.21	2200.48	2199.42	2199.69	637.0
2015-02-15 22:00:00	ES	Futures	2199.69	2200.21	2199.42	2199.69	559.0
2015-02-15 22:30:00	ES	Futures	2199.95	2200.21	2199.16	2200.21	580.0
2015-02-15 23:00:00	ES	Futures	2200.21	2200.74	2199.95	2200.48	890.0
2015-02-15 23:30:00	ES	Futures	2200.48	2201.27	2200.48	2200.48	886.0
2015-02-15 18:00:00	NQ	Futures	5137.78	5142.78	5137.2	5141.6	540.0
2015-02-15 18:30:00	NQ	Futures	5141.6	5142.48	5135.14	5135.73	532.0
2015-02-15 19:00:00	NQ	Futures	5135.44	5136.32	5133.97	5136.02	595.0
2015-02-15 19:30:00	NQ	Futures	5136.32	5138.67	5136.02	5138.37	267.0
2015-02-15 20:00:00	NQ	Futures	5137.49	5138.96	5136.9	5138.67	114.0
2015-02-15 20:30:00	NQ	Futures	5138.67	5141.31	5138.08	5141.31	282.0
2015-02-15 21:00:00	NQ	Futures	5141.02	5141.6	5140.72	5141.02	131.0
2015-02-15 21:30:00	NQ	Futures	5141.02	5141.9	5139.55	5140.43	83.0
2015-02-15 22:00:00	NQ	Futures	5139.84	5141.6	5139.84	5141.02	51.0
2015-02-15 22:30:00	NQ	Futures	5141.31	5141.9	5139.55	5141.02	101.0
2015-02-15 23:00:00	NQ	Futures	5141.31	5143.36	5140.43	5141.9	250.0
2015-02-15 23:30:00	NQ	Futures	5141.9	5143.07	5141.02	5142.48	193.0
2015-02-15 18:00:00	YM	Futures	18760.6	18777.3	18756.4	18773.1	667.0
2015-02-15 18:30:00	YM	Futures	18773.1	18774.1	18745.9	18745.9	483.0
2015-02-15 19:00:00	YM	Futures	18748.0	18751.2	18741.8	18744.9	354.0
2015-02-15 19:30:00	YM	Futures	18744.9	18757.4	18743.9	18753.3	440.0
2015-02-15 20:00:00	YM	Futures	18751.2	18757.4	18750.1	18756.4	206.0
2015-02-15 20:30:00	YM	Futures	18754.3	18760.6	18751.2	18758.5	195.0
2015-02-15 21:00:00	YM	Futures	18758.5	18759.5	18756.4	18758.5	77.0
2015-02-15 21:30:00	YM	Futures	18758.5	18760.6	18754.3	18756.4	138.0
2015-02-15 22:00:00	YM	Futures	18755.3	18760.6	18754.3	18756.4	145.0
2015-02-15 22:30:00	YM	Futures	18757.4	18759.5	18753.3	18758.5	132.0
2015-02-15 23:00:00	YM	Futures	18757.4	18764.7	18757.4	18762.7	204.0
2015-02-15 23:30:00	YM	Futures	18762.7	18767.9	18762.7	18764.7	163.0
2015-02-15 18:00:00	CL	Futures	88.37	90.08	88.37	89.13	840.0
2015-02-15 18:30:00	CL	Futures	89.15	89.32	89.12	89.27	87.0
2015-02-15 19:00:00	CL	Futures	89.25	89.28	88.74	88.9	425.0
2015-02-15 19:30:00	CL	Futures	88.9	88.94	88.56	88.61	605.0
2015-02-15 20:00:00	CL	Futures	88.61	88.7	88.39	88.59	248.0
2015-02-15 20:30:00	CL	Futures	88.59	88.74	88.52	88.56	173.0
2015-02-15 21:00:00	CL	Futures	88.62	88.66	88.04	88.19	370.0
2015-02-15 21:30:00	CL	Futures	88.16	88.29	88.13	88.19	151.0
2015-02-15 22:00:00	CL	Futures	88.16	88.29	88.14	88.21	114.0
2015-02-15 22:30:00	CL	Futures	88.18	88.46	88.16	88.37	141.0
2015-02-15 23:00:00	CL	Futures	88.31	88.37	88.24	88.37	94.0
2015-02-15 23:30:00	CL	Futures	88.37	88.52	88.34	88.52	58.0
2015-02-15 18:00:00	GC	Futures	1677.6	1680.0	1676.9	1678.7	651.0
2015-02-15 18:30:00	GC	Futures	1678.9	1679.8	1678.0	1679.2	234.0

> showing 50 of 435 rows — these rows as CSV

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