PREVIEW / futures_30min / 2015-05-03

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-05-03.parquet
  size:    19 KB
  rows:    492

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
2015-05-03 18:00:00	ES	Futures	2220.44	2221.49	2219.12	2219.38	2711.0
2015-05-03 18:30:00	ES	Futures	2219.65	2220.44	2219.38	2219.65	591.0
2015-05-03 19:00:00	ES	Futures	2219.65	2219.91	2219.38	2219.38	632.0
2015-05-03 19:30:00	ES	Futures	2219.38	2219.38	2218.06	2218.59	1747.0
2015-05-03 20:00:00	ES	Futures	2218.59	2218.85	2218.06	2218.06	1282.0
2015-05-03 20:30:00	ES	Futures	2218.33	2219.38	2218.06	2219.12	886.0
2015-05-03 21:00:00	ES	Futures	2218.85	2220.17	2218.85	2219.38	922.0
2015-05-03 21:30:00	ES	Futures	2219.38	2219.38	2217.8	2218.85	1417.0
2015-05-03 22:00:00	ES	Futures	2218.59	2218.85	2217.53	2218.59	1167.0
2015-05-03 22:30:00	ES	Futures	2218.33	2218.59	2217.8	2218.59	420.0
2015-05-03 23:00:00	ES	Futures	2218.59	2219.12	2218.33	2219.12	525.0
2015-05-03 23:30:00	ES	Futures	2219.12	2219.12	2218.33	2218.59	260.0
2015-05-03 18:00:00	NQ	Futures	5259.91	5260.8	5251.09	5252.86	858.0
2015-05-03 18:30:00	NQ	Futures	5252.86	5254.33	5251.97	5253.15	211.0
2015-05-03 19:00:00	NQ	Futures	5253.15	5253.45	5251.97	5251.97	129.0
2015-05-03 19:30:00	NQ	Futures	5251.97	5251.97	5249.62	5251.09	303.0
2015-05-03 20:00:00	NQ	Futures	5250.8	5251.39	5248.45	5248.45	268.0
2015-05-03 20:30:00	NQ	Futures	5249.03	5251.97	5248.74	5251.39	234.0
2015-05-03 21:00:00	NQ	Futures	5251.68	5253.45	5251.09	5251.97	243.0
2015-05-03 21:30:00	NQ	Futures	5251.97	5251.97	5247.56	5248.74	377.0
2015-05-03 22:00:00	NQ	Futures	5248.74	5248.74	5246.39	5247.86	360.0
2015-05-03 22:30:00	NQ	Futures	5247.86	5248.74	5246.39	5248.74	305.0
2015-05-03 23:00:00	NQ	Futures	5248.74	5249.62	5247.86	5249.03	205.0
2015-05-03 23:30:00	NQ	Futures	5249.03	5249.03	5247.56	5248.45	73.0
2015-05-03 18:00:00	YM	Futures	18811.0	18815.2	18799.4	18804.7	336.0
2015-05-03 18:30:00	YM	Futures	18803.6	18809.9	18801.5	18803.6	175.0
2015-05-03 19:00:00	YM	Futures	18804.7	18806.8	18801.5	18803.6	88.0
2015-05-03 19:30:00	YM	Futures	18801.5	18801.5	18791.1	18795.3	258.0
2015-05-03 20:00:00	YM	Futures	18795.3	18798.4	18791.1	18792.1	239.0
2015-05-03 20:30:00	YM	Futures	18793.2	18802.6	18793.2	18800.5	166.0
2015-05-03 21:00:00	YM	Futures	18798.4	18812.0	18798.4	18803.6	195.0
2015-05-03 21:30:00	YM	Futures	18803.6	18803.6	18786.9	18794.2	273.0
2015-05-03 22:00:00	YM	Futures	18793.2	18795.3	18785.8	18794.2	242.0
2015-05-03 22:30:00	YM	Futures	18791.1	18796.3	18789.0	18795.3	71.0
2015-05-03 23:00:00	YM	Futures	18795.3	18798.4	18795.3	18797.3	61.0
2015-05-03 23:30:00	YM	Futures	18798.4	18798.4	18794.2	18798.4	17.0
2015-05-03 18:00:00	CL	Futures	90.41	90.49	90.1	90.29	869.0
2015-05-03 18:30:00	CL	Futures	90.3	90.33	90.17	90.21	288.0
2015-05-03 19:00:00	CL	Futures	90.21	90.21	89.97	90.07	412.0
2015-05-03 19:30:00	CL	Futures	90.07	90.07	89.98	90.07	209.0
2015-05-03 20:00:00	CL	Futures	90.06	90.14	90.0	90.06	462.0
2015-05-03 20:30:00	CL	Futures	90.07	90.09	89.97	90.01	420.0
2015-05-03 21:00:00	CL	Futures	90.03	90.06	89.53	89.62	1482.0
2015-05-03 21:30:00	CL	Futures	89.65	89.75	89.57	89.65	633.0
2015-05-03 22:00:00	CL	Futures	89.63	89.68	89.57	89.66	359.0
2015-05-03 22:30:00	CL	Futures	89.66	89.91	89.63	89.91	1221.0
2015-05-03 23:00:00	CL	Futures	89.91	90.15	89.78	90.09	1064.0
2015-05-03 23:30:00	CL	Futures	90.07	90.15	90.03	90.06	549.0
2015-05-03 18:00:00	GC	Futures	1606.9	1610.6	1606.9	1607.9	1307.0
2015-05-03 18:30:00	GC	Futures	1608.2	1608.3	1607.6	1607.9	201.0

> showing 50 of 492 rows — these rows as CSV

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