PREVIEW / futures_30min / 2015-03-22

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-03-22.parquet
  size:    19 KB
  rows:    510

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
2015-03-22 18:00:00	ES	Futures	2216.21	2224.93	2215.95	2223.61	8512.0
2015-03-22 18:30:00	ES	Futures	2223.61	2223.87	2221.76	2221.76	1369.0
2015-03-22 19:00:00	ES	Futures	2222.02	2222.29	2221.23	2221.76	1281.0
2015-03-22 19:30:00	ES	Futures	2221.49	2221.76	2220.97	2221.23	727.0
2015-03-22 20:00:00	ES	Futures	2221.23	2221.23	2220.44	2220.44	1996.0
2015-03-22 20:30:00	ES	Futures	2220.44	2220.7	2219.91	2220.44	1629.0
2015-03-22 21:00:00	ES	Futures	2220.7	2220.7	2219.38	2219.38	1530.0
2015-03-22 21:30:00	ES	Futures	2219.65	2220.7	2219.65	2220.44	699.0
2015-03-22 22:00:00	ES	Futures	2220.7	2221.23	2220.17	2220.44	846.0
2015-03-22 22:30:00	ES	Futures	2220.44	2222.02	2220.44	2221.76	1484.0
2015-03-22 23:00:00	ES	Futures	2221.76	2222.02	2221.23	2221.49	620.0
2015-03-22 23:30:00	ES	Futures	2221.49	2221.76	2221.23	2221.49	556.0
2015-03-22 18:00:00	NQ	Futures	5232.57	5247.56	5227.86	5244.92	1180.0
2015-03-22 18:30:00	NQ	Futures	5244.33	5245.51	5239.33	5240.21	260.0
2015-03-22 19:00:00	NQ	Futures	5240.21	5240.51	5239.33	5239.92	133.0
2015-03-22 19:30:00	NQ	Futures	5240.21	5240.21	5239.33	5239.62	84.0
2015-03-22 20:00:00	NQ	Futures	5239.33	5239.62	5237.86	5238.15	333.0
2015-03-22 20:30:00	NQ	Futures	5238.15	5239.04	5236.98	5238.45	311.0
2015-03-22 21:00:00	NQ	Futures	5238.45	5239.33	5234.62	5235.51	411.0
2015-03-22 21:30:00	NQ	Futures	5235.51	5238.74	5235.51	5238.74	105.0
2015-03-22 22:00:00	NQ	Futures	5238.45	5239.04	5237.27	5237.57	472.0
2015-03-22 22:30:00	NQ	Futures	5237.86	5241.39	5237.86	5240.21	289.0
2015-03-22 23:00:00	NQ	Futures	5240.21	5241.98	5239.33	5240.21	211.0
2015-03-22 23:30:00	NQ	Futures	5240.51	5241.09	5239.92	5240.51	53.0
2015-03-22 18:00:00	YM	Futures	18909.6	18984.0	18904.3	18966.2	1128.0
2015-03-22 18:30:00	YM	Futures	18966.2	18973.5	18952.6	18952.6	243.0
2015-03-22 19:00:00	YM	Futures	18952.6	18956.7	18949.4	18951.5	108.0
2015-03-22 19:30:00	YM	Futures	18951.5	18952.6	18946.3	18949.4	105.0
2015-03-22 20:00:00	YM	Futures	18949.4	18949.4	18942.1	18943.1	226.0
2015-03-22 20:30:00	YM	Futures	18944.2	18945.2	18940.0	18945.2	245.0
2015-03-22 21:00:00	YM	Futures	18944.2	18947.3	18932.6	18934.7	208.0
2015-03-22 21:30:00	YM	Futures	18935.8	18945.2	18935.8	18945.2	89.0
2015-03-22 22:00:00	YM	Futures	18946.3	18949.4	18941.0	18942.1	192.0
2015-03-22 22:30:00	YM	Futures	18944.2	18956.7	18944.2	18954.6	217.0
2015-03-22 23:00:00	YM	Futures	18954.6	18954.6	18949.4	18949.4	110.0
2015-03-22 23:30:00	YM	Futures	18951.5	18955.7	18951.5	18952.6	72.0
2015-03-22 18:00:00	CL	Futures	73.23	73.28	72.68	72.71	1480.0
2015-03-22 18:30:00	CL	Futures	72.72	72.82	72.69	72.76	416.0
2015-03-22 19:00:00	CL	Futures	72.76	72.88	72.69	72.69	462.0
2015-03-22 19:30:00	CL	Futures	72.71	72.71	72.42	72.63	1048.0
2015-03-22 20:00:00	CL	Futures	72.61	72.71	72.53	72.55	697.0
2015-03-22 20:30:00	CL	Futures	72.55	72.71	72.46	72.71	1019.0
2015-03-22 21:00:00	CL	Futures	72.71	72.77	72.46	72.52	1568.0
2015-03-22 21:30:00	CL	Futures	72.52	72.55	72.38	72.38	840.0
2015-03-22 22:00:00	CL	Futures	72.38	72.52	72.38	72.46	617.0
2015-03-22 22:30:00	CL	Futures	72.46	72.55	72.44	72.55	509.0
2015-03-22 23:00:00	CL	Futures	72.55	72.61	72.52	72.57	484.0
2015-03-22 23:30:00	CL	Futures	72.57	72.66	72.52	72.63	523.0
2015-03-22 18:00:00	GC	Futures	1617.0	1620.3	1616.5	1619.9	1337.0
2015-03-22 18:30:00	GC	Futures	1620.0	1621.4	1619.5	1620.2	781.0

> showing 50 of 510 rows — these rows as CSV

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