PREVIEW / futures_30min / 2015-05-24

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-05-24.parquet
  size:    16 KB
  rows:    413

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
2015-05-24 18:00:00	ES	Futures	2244.47	2245.27	2243.42	2245.0	977.0
2015-05-24 18:30:00	ES	Futures	2245.27	2245.27	2244.74	2245.27	292.0
2015-05-24 19:00:00	ES	Futures	2245.27	2246.32	2245.0	2245.27	497.0
2015-05-24 19:30:00	ES	Futures	2245.27	2245.53	2244.47	2244.74	410.0
2015-05-24 20:00:00	ES	Futures	2245.0	2245.27	2243.94	2244.47	704.0
2015-05-24 20:30:00	ES	Futures	2244.47	2245.79	2243.68	2245.27	941.0
2015-05-24 21:00:00	ES	Futures	2245.53	2245.79	2243.94	2244.47	799.0
2015-05-24 21:30:00	ES	Futures	2244.47	2245.79	2244.47	2245.79	581.0
2015-05-24 22:00:00	ES	Futures	2245.79	2246.59	2245.27	2245.27	603.0
2015-05-24 22:30:00	ES	Futures	2245.53	2246.32	2245.53	2245.79	296.0
2015-05-24 23:00:00	ES	Futures	2246.06	2247.11	2245.53	2246.06	817.0
2015-05-24 23:30:00	ES	Futures	2246.32	2246.32	2245.27	2245.27	595.0
2015-05-24 18:00:00	NQ	Futures	5325.49	5330.78	5324.02	5327.25	254.0
2015-05-24 18:30:00	NQ	Futures	5326.96	5328.43	5326.67	5328.14	46.0
2015-05-24 19:00:00	NQ	Futures	5327.84	5328.43	5326.96	5326.96	102.0
2015-05-24 19:30:00	NQ	Futures	5326.67	5326.67	5325.49	5326.08	99.0
2015-05-24 20:00:00	NQ	Futures	5326.37	5326.37	5323.73	5324.31	153.0
2015-05-24 20:30:00	NQ	Futures	5324.31	5326.96	5321.67	5326.67	287.0
2015-05-24 21:00:00	NQ	Futures	5326.08	5326.67	5323.14	5324.9	77.0
2015-05-24 21:30:00	NQ	Futures	5324.31	5326.67	5324.31	5326.67	145.0
2015-05-24 22:00:00	NQ	Futures	5326.67	5328.14	5325.2	5325.49	121.0
2015-05-24 22:30:00	NQ	Futures	5326.08	5327.25	5326.08	5326.08	37.0
2015-05-24 23:00:00	NQ	Futures	5326.67	5328.43	5325.2	5326.96	226.0
2015-05-24 23:30:00	NQ	Futures	5326.67	5326.96	5324.61	5324.61	68.0
2015-05-24 18:00:00	YM	Futures	19117.2	19123.5	19102.5	19118.2	107.0
2015-05-24 18:30:00	YM	Futures	19118.2	19123.5	19117.2	19119.3	39.0
2015-05-24 19:00:00	YM	Futures	19120.3	19127.7	19120.3	19121.4	64.0
2015-05-24 19:30:00	YM	Futures	19121.4	19121.4	19116.1	19118.2	54.0
2015-05-24 20:00:00	YM	Futures	19117.2	19120.3	19109.9	19114.0	144.0
2015-05-24 20:30:00	YM	Futures	19111.9	19124.5	19108.8	19123.5	145.0
2015-05-24 21:00:00	YM	Futures	19121.4	19126.6	19098.3	19103.6	1063.0
2015-05-24 21:30:00	YM	Futures	19103.6	19122.4	19103.6	19121.4	334.0
2015-05-24 22:00:00	YM	Futures	19121.4	19125.6	19119.3	19120.3	103.0
2015-05-24 22:30:00	YM	Futures	19121.4	19125.6	19121.4	19124.5	37.0
2015-05-24 23:00:00	YM	Futures	19125.6	19140.3	19119.3	19125.6	1277.0
2015-05-24 23:30:00	YM	Futures	19125.6	19129.8	19119.3	19120.3	108.0
2015-05-24 18:00:00	CL	Futures	90.04	90.06	89.62	89.85	411.0
2015-05-24 18:30:00	CL	Futures	89.85	89.95	89.85	89.86	128.0
2015-05-24 19:00:00	CL	Futures	89.86	89.94	89.85	89.91	83.0
2015-05-24 19:30:00	CL	Futures	89.91	89.92	89.73	89.83	249.0
2015-05-24 20:00:00	CL	Futures	89.85	89.89	89.59	89.68	702.0
2015-05-24 20:30:00	CL	Futures	89.65	89.71	89.59	89.62	446.0
2015-05-24 21:00:00	CL	Futures	89.64	89.74	89.62	89.71	392.0
2015-05-24 21:30:00	CL	Futures	89.71	89.82	89.65	89.79	604.0
2015-05-24 22:00:00	CL	Futures	89.79	89.82	89.7	89.76	599.0
2015-05-24 22:30:00	CL	Futures	89.77	89.79	89.67	89.74	824.0
2015-05-24 23:00:00	CL	Futures	89.74	89.79	89.64	89.65	342.0
2015-05-24 23:30:00	CL	Futures	89.65	89.71	89.62	89.71	103.0
2015-05-24 18:00:00	GC	Futures	1646.0	1646.0	1643.3	1644.4	558.0
2015-05-24 18:30:00	GC	Futures	1644.4	1644.4	1644.0	1644.2	86.0

> showing 50 of 413 rows — these rows as CSV

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