PREVIEW / futures_30min / 2015-04-05

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-04-05.parquet
  size:    20 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
2015-04-05 18:00:00	ES	Futures	2154.67	2161.28	2154.67	2160.22	7329.0
2015-04-05 18:30:00	ES	Futures	2159.96	2160.48	2153.88	2155.73	4659.0
2015-04-05 19:00:00	ES	Futures	2155.99	2158.11	2154.67	2157.31	1513.0
2015-04-05 19:30:00	ES	Futures	2157.31	2159.43	2157.05	2159.16	1229.0
2015-04-05 20:00:00	ES	Futures	2159.16	2160.48	2158.63	2160.48	2975.0
2015-04-05 20:30:00	ES	Futures	2160.48	2162.33	2159.69	2161.28	2519.0
2015-04-05 21:00:00	ES	Futures	2161.54	2161.54	2158.9	2159.43	1684.0
2015-04-05 21:30:00	ES	Futures	2159.16	2163.39	2159.16	2162.6	3721.0
2015-04-05 22:00:00	ES	Futures	2162.6	2162.6	2161.01	2161.01	1099.0
2015-04-05 22:30:00	ES	Futures	2161.01	2161.8	2160.48	2161.01	661.0
2015-04-05 23:00:00	ES	Futures	2161.01	2161.8	2161.01	2161.28	328.0
2015-04-05 23:30:00	ES	Futures	2161.28	2161.8	2160.22	2161.8	993.0
2015-04-05 18:00:00	NQ	Futures	5016.72	5031.72	5016.14	5029.96	1264.0
2015-04-05 18:30:00	NQ	Futures	5029.66	5030.84	5017.02	5020.25	567.0
2015-04-05 19:00:00	NQ	Futures	5020.25	5026.72	5018.19	5025.55	238.0
2015-04-05 19:30:00	NQ	Futures	5024.66	5029.66	5023.78	5028.78	205.0
2015-04-05 20:00:00	NQ	Futures	5029.37	5030.25	5025.84	5029.96	582.0
2015-04-05 20:30:00	NQ	Futures	5029.66	5034.37	5028.49	5032.9	305.0
2015-04-05 21:00:00	NQ	Futures	5032.31	5032.6	5027.31	5028.49	242.0
2015-04-05 21:30:00	NQ	Futures	5028.19	5037.31	5027.6	5035.25	483.0
2015-04-05 22:00:00	NQ	Futures	5035.25	5035.54	5032.02	5033.19	191.0
2015-04-05 22:30:00	NQ	Futures	5033.19	5034.66	5031.43	5033.78	116.0
2015-04-05 23:00:00	NQ	Futures	5033.19	5034.07	5032.6	5033.49	77.0
2015-04-05 23:30:00	NQ	Futures	5033.19	5034.66	5032.02	5034.07	173.0
2015-04-05 18:00:00	YM	Futures	18363.2	18417.7	18362.2	18406.2	1094.0
2015-04-05 18:30:00	YM	Futures	18405.1	18405.1	18359.0	18368.4	582.0
2015-04-05 19:00:00	YM	Futures	18368.4	18390.5	18363.2	18380.0	399.0
2015-04-05 19:30:00	YM	Futures	18380.0	18396.8	18376.8	18396.8	290.0
2015-04-05 20:00:00	YM	Futures	18394.7	18405.1	18392.6	18404.1	611.0
2015-04-05 20:30:00	YM	Futures	18403.0	18424.0	18401.0	18416.7	594.0
2015-04-05 21:00:00	YM	Futures	18416.7	18417.7	18393.6	18398.9	453.0
2015-04-05 21:30:00	YM	Futures	18398.9	18429.3	18396.8	18419.8	686.0
2015-04-05 22:00:00	YM	Futures	18419.8	18421.9	18408.3	18410.4	243.0
2015-04-05 22:30:00	YM	Futures	18411.4	18417.7	18405.1	18412.5	222.0
2015-04-05 23:00:00	YM	Futures	18412.5	18418.8	18411.4	18413.5	164.0
2015-04-05 23:30:00	YM	Futures	18412.5	18419.8	18406.2	18416.7	449.0
2015-04-05 18:00:00	CL	Futures	78.06	79.05	78.06	78.39	2552.0
2015-04-05 18:30:00	CL	Futures	78.42	78.48	78.33	78.44	323.0
2015-04-05 19:00:00	CL	Futures	78.45	78.67	78.34	78.64	555.0
2015-04-05 19:30:00	CL	Futures	78.63	78.96	78.53	78.89	597.0
2015-04-05 20:00:00	CL	Futures	78.91	79.45	78.85	79.13	1694.0
2015-04-05 20:30:00	CL	Futures	79.13	79.16	78.75	78.91	1317.0
2015-04-05 21:00:00	CL	Futures	78.91	79.07	78.77	78.89	1118.0
2015-04-05 21:30:00	CL	Futures	78.89	78.89	78.66	78.7	1140.0
2015-04-05 22:00:00	CL	Futures	78.7	78.88	78.63	78.78	915.0
2015-04-05 22:30:00	CL	Futures	78.78	79.0	78.78	78.8	682.0
2015-04-05 23:00:00	CL	Futures	78.81	78.89	78.66	78.89	713.0
2015-04-05 23:30:00	CL	Futures	78.86	78.96	78.69	78.93	579.0
2015-04-05 18:00:00	GC	Futures	1656.1	1662.7	1656.1	1659.9	5581.0
2015-04-05 18:30:00	GC	Futures	1659.9	1661.6	1659.8	1661.3	645.0

> showing 50 of 510 rows — these rows as CSV

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