PREVIEW / futures_30min / 2015-04-12

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-04-12.parquet
  size:    19 KB
  rows:    504

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
2015-04-12 18:00:00	ES	Futures	2213.57	2216.21	2213.04	2214.63	3897.0
2015-04-12 18:30:00	ES	Futures	2214.89	2215.16	2214.1	2215.16	805.0
2015-04-12 19:00:00	ES	Futures	2215.16	2215.42	2214.89	2215.42	408.0
2015-04-12 19:30:00	ES	Futures	2215.42	2215.42	2214.36	2214.36	581.0
2015-04-12 20:00:00	ES	Futures	2214.36	2214.36	2212.51	2213.31	3683.0
2015-04-12 20:30:00	ES	Futures	2213.04	2214.1	2213.04	2213.84	1207.0
2015-04-12 21:00:00	ES	Futures	2213.84	2214.1	2213.31	2214.1	980.0
2015-04-12 21:30:00	ES	Futures	2213.84	2214.89	2213.84	2214.1	1182.0
2015-04-12 22:00:00	ES	Futures	2213.84	2214.1	2212.78	2212.78	1577.0
2015-04-12 22:30:00	ES	Futures	2212.51	2212.78	2211.46	2212.25	1903.0
2015-04-12 23:00:00	ES	Futures	2212.25	2212.51	2211.72	2212.51	645.0
2015-04-12 23:30:00	ES	Futures	2212.25	2213.31	2211.19	2211.46	2029.0
2015-04-12 18:00:00	NQ	Futures	5193.16	5197.28	5192.87	5195.22	643.0
2015-04-12 18:30:00	NQ	Futures	5195.51	5195.51	5194.63	5195.22	83.0
2015-04-12 19:00:00	NQ	Futures	5195.22	5195.51	5194.93	5195.51	96.0
2015-04-12 19:30:00	NQ	Futures	5195.22	5195.51	5194.34	5194.63	104.0
2015-04-12 20:00:00	NQ	Futures	5194.34	5194.34	5189.05	5190.81	432.0
2015-04-12 20:30:00	NQ	Futures	5191.1	5194.04	5191.1	5193.46	221.0
2015-04-12 21:00:00	NQ	Futures	5193.16	5194.93	5192.87	5194.34	203.0
2015-04-12 21:30:00	NQ	Futures	5194.63	5196.4	5192.28	5192.28	302.0
2015-04-12 22:00:00	NQ	Futures	5192.28	5192.57	5189.93	5190.81	252.0
2015-04-12 22:30:00	NQ	Futures	5190.22	5191.1	5188.46	5189.93	183.0
2015-04-12 23:00:00	NQ	Futures	5190.22	5192.28	5189.34	5191.99	150.0
2015-04-12 23:30:00	NQ	Futures	5192.28	5193.16	5189.05	5189.63	107.0
2015-04-12 18:00:00	YM	Futures	18843.5	18868.7	18842.4	18857.1	622.0
2015-04-12 18:30:00	YM	Futures	18857.1	18860.3	18852.9	18860.3	115.0
2015-04-12 19:00:00	YM	Futures	18861.3	18864.5	18859.2	18864.5	77.0
2015-04-12 19:30:00	YM	Futures	18864.5	18864.5	18852.9	18852.9	197.0
2015-04-12 20:00:00	YM	Futures	18851.9	18851.9	18836.1	18840.3	425.0
2015-04-12 20:30:00	YM	Futures	18841.4	18849.8	18839.3	18847.7	150.0
2015-04-12 21:00:00	YM	Futures	18848.7	18851.9	18844.5	18851.9	273.0
2015-04-12 21:30:00	YM	Futures	18850.8	18859.2	18850.8	18850.8	308.0
2015-04-12 22:00:00	YM	Futures	18849.8	18849.8	18838.2	18838.2	196.0
2015-04-12 22:30:00	YM	Futures	18837.2	18841.4	18828.8	18837.2	270.0
2015-04-12 23:00:00	YM	Futures	18837.2	18843.5	18834.1	18840.3	119.0
2015-04-12 23:30:00	YM	Futures	18840.3	18846.6	18829.9	18830.9	182.0
2015-04-12 18:00:00	CL	Futures	81.75	81.83	81.21	81.43	1193.0
2015-04-12 18:30:00	CL	Futures	81.45	81.47	81.24	81.37	329.0
2015-04-12 19:00:00	CL	Futures	81.37	81.42	81.29	81.29	189.0
2015-04-12 19:30:00	CL	Futures	81.31	81.42	81.28	81.29	181.0
2015-04-12 20:00:00	CL	Futures	81.31	81.51	81.26	81.34	537.0
2015-04-12 20:30:00	CL	Futures	81.32	81.67	81.29	81.59	985.0
2015-04-12 21:00:00	CL	Futures	81.58	82.03	81.58	81.88	1331.0
2015-04-12 21:30:00	CL	Futures	81.89	82.02	81.83	81.89	810.0
2015-04-12 22:00:00	CL	Futures	81.89	81.89	81.67	81.72	784.0
2015-04-12 22:30:00	CL	Futures	81.73	81.94	81.59	81.81	823.0
2015-04-12 23:00:00	CL	Futures	81.83	81.86	81.69	81.8	514.0
2015-04-12 23:30:00	CL	Futures	81.81	81.81	81.59	81.75	700.0
2015-04-12 18:00:00	GC	Futures	1648.7	1649.0	1647.9	1648.9	360.0
2015-04-12 18:30:00	GC	Futures	1649.0	1649.0	1648.6	1648.6	101.0

> showing 50 of 504 rows — these rows as CSV

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