PREVIEW / futures_30min / 2015-05-10

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-05-10.parquet
  size:    20 KB
  rows:    512

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
2015-05-10 18:00:00	ES	Futures	2229.15	2229.68	2227.57	2227.83	3080.0
2015-05-10 18:30:00	ES	Futures	2228.1	2229.42	2227.83	2228.63	1094.0
2015-05-10 19:00:00	ES	Futures	2228.63	2229.42	2228.63	2229.15	458.0
2015-05-10 19:30:00	ES	Futures	2228.89	2229.42	2228.36	2228.89	1200.0
2015-05-10 20:00:00	ES	Futures	2228.89	2228.89	2227.57	2228.1	3275.0
2015-05-10 20:30:00	ES	Futures	2228.36	2228.36	2227.57	2227.83	2081.0
2015-05-10 21:00:00	ES	Futures	2227.83	2227.83	2226.25	2226.78	2886.0
2015-05-10 21:30:00	ES	Futures	2226.51	2227.04	2225.72	2226.78	3401.0
2015-05-10 22:00:00	ES	Futures	2226.51	2227.57	2226.25	2227.04	1111.0
2015-05-10 22:30:00	ES	Futures	2226.78	2227.04	2226.51	2226.51	419.0
2015-05-10 23:00:00	ES	Futures	2226.51	2227.31	2226.25	2227.04	589.0
2015-05-10 23:30:00	ES	Futures	2227.04	2227.04	2226.25	2226.51	1848.0
2015-05-10 18:00:00	NQ	Futures	5237.27	5238.45	5232.27	5233.45	644.0
2015-05-10 18:30:00	NQ	Futures	5233.15	5236.39	5233.15	5235.51	182.0
2015-05-10 19:00:00	NQ	Futures	5235.8	5236.1	5234.62	5235.21	78.0
2015-05-10 19:30:00	NQ	Futures	5235.51	5236.68	5234.92	5236.68	160.0
2015-05-10 20:00:00	NQ	Futures	5236.1	5236.1	5233.74	5234.04	322.0
2015-05-10 20:30:00	NQ	Futures	5234.62	5234.92	5233.45	5234.33	228.0
2015-05-10 21:00:00	NQ	Futures	5234.62	5234.92	5230.8	5231.98	208.0
2015-05-10 21:30:00	NQ	Futures	5231.98	5232.86	5229.33	5232.86	558.0
2015-05-10 22:00:00	NQ	Futures	5232.57	5234.33	5231.68	5233.45	204.0
2015-05-10 22:30:00	NQ	Futures	5233.45	5234.04	5232.27	5232.27	71.0
2015-05-10 23:00:00	NQ	Futures	5232.27	5234.04	5232.27	5233.45	116.0
2015-05-10 23:30:00	NQ	Futures	5233.74	5233.74	5231.68	5232.57	253.0
2015-05-10 18:00:00	YM	Futures	19011.3	19018.6	19001.8	19006.0	395.0
2015-05-10 18:30:00	YM	Futures	19005.0	19015.5	19005.0	19012.3	149.0
2015-05-10 19:00:00	YM	Futures	19013.4	19015.5	19012.3	19015.5	55.0
2015-05-10 19:30:00	YM	Futures	19015.5	19016.5	19010.2	19012.3	381.0
2015-05-10 20:00:00	YM	Futures	19011.3	19011.3	19002.9	19005.0	367.0
2015-05-10 20:30:00	YM	Futures	19006.0	19008.1	19002.9	19005.0	207.0
2015-05-10 21:00:00	YM	Futures	19005.0	19006.0	18991.4	18995.5	301.0
2015-05-10 21:30:00	YM	Futures	18996.6	18999.7	18986.1	18996.6	504.0
2015-05-10 22:00:00	YM	Futures	18995.5	19003.9	18993.4	18998.7	291.0
2015-05-10 22:30:00	YM	Futures	18998.7	19001.8	18995.5	18995.5	82.0
2015-05-10 23:00:00	YM	Futures	18994.5	19000.8	18993.4	19000.8	123.0
2015-05-10 23:30:00	YM	Futures	18999.7	18999.7	18992.4	18995.5	233.0
2015-05-10 18:00:00	CL	Futures	90.61	90.62	90.2	90.3	796.0
2015-05-10 18:30:00	CL	Futures	90.32	90.38	90.3	90.32	77.0
2015-05-10 19:00:00	CL	Futures	90.32	90.52	90.3	90.42	158.0
2015-05-10 19:30:00	CL	Futures	90.41	90.52	90.41	90.41	154.0
2015-05-10 20:00:00	CL	Futures	90.41	90.42	90.33	90.38	258.0
2015-05-10 20:30:00	CL	Futures	90.38	90.44	90.33	90.35	401.0
2015-05-10 21:00:00	CL	Futures	90.35	90.49	90.27	90.44	747.0
2015-05-10 21:30:00	CL	Futures	90.44	90.56	90.41	90.52	748.0
2015-05-10 22:00:00	CL	Futures	90.53	90.64	90.46	90.47	386.0
2015-05-10 22:30:00	CL	Futures	90.47	90.47	90.35	90.36	341.0
2015-05-10 23:00:00	CL	Futures	90.38	90.41	90.29	90.29	394.0
2015-05-10 23:30:00	CL	Futures	90.3	90.38	90.26	90.35	210.0
2015-05-10 18:00:00	GC	Futures	1623.9	1623.9	1622.2	1622.6	487.0
2015-05-10 18:30:00	GC	Futures	1622.6	1622.8	1621.6	1622.6	143.0

> showing 50 of 512 rows — these rows as CSV

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