PREVIEW / futures_30min / 2015-05-17

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-05-17.parquet
  size:    19 KB
  rows:    498

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
2015-05-17 18:00:00	ES	Futures	2238.93	2240.51	2236.81	2237.87	3649.0
2015-05-17 18:30:00	ES	Futures	2237.87	2237.87	2237.08	2237.87	385.0
2015-05-17 19:00:00	ES	Futures	2237.87	2238.13	2237.61	2237.87	216.0
2015-05-17 19:30:00	ES	Futures	2238.13	2238.4	2237.08	2237.34	787.0
2015-05-17 20:00:00	ES	Futures	2237.34	2237.87	2236.81	2237.61	3132.0
2015-05-17 20:30:00	ES	Futures	2237.87	2238.4	2237.08	2237.34	1735.0
2015-05-17 21:00:00	ES	Futures	2237.08	2237.08	2234.96	2235.76	2948.0
2015-05-17 21:30:00	ES	Futures	2235.76	2236.02	2235.23	2235.23	934.0
2015-05-17 22:00:00	ES	Futures	2235.49	2236.02	2235.23	2235.76	474.0
2015-05-17 22:30:00	ES	Futures	2235.76	2236.81	2235.49	2236.81	1082.0
2015-05-17 23:00:00	ES	Futures	2236.81	2238.13	2236.55	2237.34	1674.0
2015-05-17 23:30:00	ES	Futures	2237.08	2237.87	2236.81	2236.81	663.0
2015-05-17 18:00:00	NQ	Futures	5282.85	5285.79	5276.97	5278.44	403.0
2015-05-17 18:30:00	NQ	Futures	5278.15	5279.03	5277.26	5279.03	67.0
2015-05-17 19:00:00	NQ	Futures	5278.73	5279.03	5278.44	5278.73	35.0
2015-05-17 19:30:00	NQ	Futures	5279.03	5279.91	5276.97	5277.26	79.0
2015-05-17 20:00:00	NQ	Futures	5277.56	5279.62	5276.09	5278.44	141.0
2015-05-17 20:30:00	NQ	Futures	5278.15	5279.62	5276.97	5276.97	166.0
2015-05-17 21:00:00	NQ	Futures	5276.97	5276.97	5272.56	5273.44	350.0
2015-05-17 21:30:00	NQ	Futures	5273.74	5274.32	5272.27	5272.27	121.0
2015-05-17 22:00:00	NQ	Futures	5272.27	5274.03	5272.27	5273.74	99.0
2015-05-17 22:30:00	NQ	Futures	5273.44	5275.5	5272.27	5275.21	154.0
2015-05-17 23:00:00	NQ	Futures	5275.5	5277.56	5274.91	5276.68	177.0
2015-05-17 23:30:00	NQ	Futures	5276.38	5277.26	5275.21	5276.38	77.0
2015-05-17 18:00:00	YM	Futures	19123.5	19125.6	19103.6	19109.9	544.0
2015-05-17 18:30:00	YM	Futures	19109.9	19113.0	19105.7	19113.0	103.0
2015-05-17 19:00:00	YM	Futures	19111.9	19113.0	19110.9	19111.9	35.0
2015-05-17 19:30:00	YM	Futures	19113.0	19115.1	19106.7	19107.8	93.0
2015-05-17 20:00:00	YM	Futures	19106.7	19113.0	19104.6	19110.9	261.0
2015-05-17 20:30:00	YM	Futures	19111.9	19115.1	19106.7	19108.8	166.0
2015-05-17 21:00:00	YM	Futures	19104.6	19108.8	19091.0	19097.3	618.0
2015-05-17 21:30:00	YM	Futures	19096.2	19098.3	19093.1	19093.1	151.0
2015-05-17 22:00:00	YM	Futures	19094.1	19100.4	19093.1	19099.4	76.0
2015-05-17 22:30:00	YM	Futures	19099.4	19105.7	19096.2	19105.7	99.0
2015-05-17 23:00:00	YM	Futures	19106.7	19115.1	19105.7	19108.8	192.0
2015-05-17 23:30:00	YM	Futures	19109.9	19115.1	19106.7	19108.8	96.0
2015-05-17 18:00:00	CL	Futures	90.9	91.14	90.82	90.91	482.0
2015-05-17 18:30:00	CL	Futures	90.91	90.99	90.87	90.91	189.0
2015-05-17 19:00:00	CL	Futures	90.91	90.93	90.87	90.88	90.0
2015-05-17 19:30:00	CL	Futures	90.88	90.91	90.84	90.88	98.0
2015-05-17 20:00:00	CL	Futures	90.87	90.97	90.85	90.94	299.0
2015-05-17 20:30:00	CL	Futures	90.96	91.08	90.94	91.06	711.0
2015-05-17 21:00:00	CL	Futures	91.05	91.05	90.97	91.02	381.0
2015-05-17 21:30:00	CL	Futures	91.02	91.02	90.96	91.0	152.0
2015-05-17 22:00:00	CL	Futures	91.0	91.05	90.79	90.82	1029.0
2015-05-17 22:30:00	CL	Futures	90.84	90.88	90.79	90.81	371.0
2015-05-17 23:00:00	CL	Futures	90.81	90.93	90.81	90.9	209.0
2015-05-17 23:30:00	CL	Futures	90.9	90.99	90.9	90.97	178.0
2015-05-17 18:00:00	GC	Futures	1670.0	1671.8	1669.8	1671.1	807.0
2015-05-17 18:30:00	GC	Futures	1671.1	1673.2	1670.7	1672.8	501.0

> showing 50 of 498 rows — these rows as CSV

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