PREVIEW / futures_30min / 2015-03-29

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-03-29.parquet
  size:    20 KB
  rows:    506

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
2015-03-29 18:00:00	ES	Futures	2168.67	2171.84	2168.14	2168.67	2562.0
2015-03-29 18:30:00	ES	Futures	2168.67	2168.67	2166.56	2166.82	1265.0
2015-03-29 19:00:00	ES	Futures	2166.82	2167.61	2165.77	2167.35	1307.0
2015-03-29 19:30:00	ES	Futures	2167.35	2167.88	2166.82	2167.35	484.0
2015-03-29 20:00:00	ES	Futures	2167.35	2168.41	2162.86	2164.71	4619.0
2015-03-29 20:30:00	ES	Futures	2164.71	2167.09	2164.71	2165.5	2396.0
2015-03-29 21:00:00	ES	Futures	2165.77	2168.14	2165.24	2167.61	2244.0
2015-03-29 21:30:00	ES	Futures	2167.61	2168.41	2167.35	2168.41	1384.0
2015-03-29 22:00:00	ES	Futures	2168.14	2172.63	2167.88	2172.37	3356.0
2015-03-29 22:30:00	ES	Futures	2172.63	2174.75	2171.31	2174.48	4932.0
2015-03-29 23:00:00	ES	Futures	2174.75	2177.92	2174.22	2176.59	4852.0
2015-03-29 23:30:00	ES	Futures	2176.33	2176.59	2173.43	2175.01	2515.0
2015-03-29 18:00:00	NQ	Futures	5090.24	5096.12	5087.3	5087.89	359.0
2015-03-29 18:30:00	NQ	Futures	5088.18	5088.18	5083.48	5083.48	172.0
2015-03-29 19:00:00	NQ	Futures	5083.77	5085.53	5081.71	5084.65	201.0
2015-03-29 19:30:00	NQ	Futures	5084.95	5086.12	5084.06	5084.36	62.0
2015-03-29 20:00:00	NQ	Futures	5084.95	5088.18	5076.42	5079.36	1089.0
2015-03-29 20:30:00	NQ	Futures	5079.36	5084.95	5079.36	5081.71	355.0
2015-03-29 21:00:00	NQ	Futures	5080.83	5087.01	5080.83	5085.53	357.0
2015-03-29 21:30:00	NQ	Futures	5085.83	5088.77	5084.36	5088.77	346.0
2015-03-29 22:00:00	NQ	Futures	5089.06	5098.18	5087.59	5097.89	916.0
2015-03-29 22:30:00	NQ	Futures	5098.18	5110.82	5095.53	5105.83	1684.0
2015-03-29 23:00:00	NQ	Futures	5105.53	5114.35	5104.35	5110.24	684.0
2015-03-29 23:30:00	NQ	Futures	5109.94	5110.24	5103.47	5107.0	746.0
2015-03-29 18:00:00	YM	Futures	18481.7	18513.2	18480.7	18482.7	474.0
2015-03-29 18:30:00	YM	Futures	18483.8	18484.8	18468.1	18469.1	228.0
2015-03-29 19:00:00	YM	Futures	18469.1	18478.6	18460.7	18472.3	163.0
2015-03-29 19:30:00	YM	Futures	18472.3	18479.6	18466.0	18469.1	90.0
2015-03-29 20:00:00	YM	Futures	18469.1	18480.7	18440.8	18454.4	1042.0
2015-03-29 20:30:00	YM	Futures	18454.4	18471.2	18453.4	18461.8	436.0
2015-03-29 21:00:00	YM	Futures	18461.8	18480.7	18458.6	18476.5	501.0
2015-03-29 21:30:00	YM	Futures	18477.5	18485.9	18473.3	18483.8	257.0
2015-03-29 22:00:00	YM	Futures	18484.8	18518.4	18479.6	18516.3	753.0
2015-03-29 22:30:00	YM	Futures	18516.3	18537.3	18509.0	18535.2	1039.0
2015-03-29 23:00:00	YM	Futures	18537.3	18566.6	18533.1	18557.2	1474.0
2015-03-29 23:30:00	YM	Futures	18557.2	18557.2	18521.5	18532.0	1717.0
2015-03-29 18:00:00	CL	Futures	76.64	76.7	75.66	75.97	2587.0
2015-03-29 18:30:00	CL	Futures	75.99	76.04	75.9	76.01	553.0
2015-03-29 19:00:00	CL	Futures	76.02	76.4	76.01	76.38	934.0
2015-03-29 19:30:00	CL	Futures	76.38	76.53	76.07	76.13	962.0
2015-03-29 20:00:00	CL	Futures	76.15	76.45	75.91	76.31	1858.0
2015-03-29 20:30:00	CL	Futures	76.29	76.46	76.29	76.35	895.0
2015-03-29 21:00:00	CL	Futures	76.35	76.8	76.16	76.75	1773.0
2015-03-29 21:30:00	CL	Futures	76.76	76.83	76.26	76.27	1956.0
2015-03-29 22:00:00	CL	Futures	76.26	76.27	75.77	75.86	2734.0
2015-03-29 22:30:00	CL	Futures	75.88	76.12	75.8	76.02	1312.0
2015-03-29 23:00:00	CL	Futures	76.02	76.09	75.8	75.9	1334.0
2015-03-29 23:30:00	CL	Futures	75.91	75.97	75.8	75.96	820.0
2015-03-29 18:00:00	GC	Futures	1637.0	1638.4	1634.1	1635.5	746.0
2015-03-29 18:30:00	GC	Futures	1635.5	1636.4	1634.9	1636.0	201.0

> showing 50 of 506 rows — these rows as CSV

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