PREVIEW / futures_30min / 2015-05-31

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-05-31.parquet
  size:    19 KB
  rows:    490

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
2015-05-31 18:00:00	ES	Futures	2225.98	2227.83	2224.4	2227.57	3532.0
2015-05-31 18:30:00	ES	Futures	2227.83	2229.42	2225.72	2226.51	3542.0
2015-05-31 19:00:00	ES	Futures	2226.51	2226.51	2225.72	2226.51	562.0
2015-05-31 19:30:00	ES	Futures	2226.51	2226.78	2224.93	2225.98	1633.0
2015-05-31 20:00:00	ES	Futures	2226.25	2227.57	2225.98	2226.78	3593.0
2015-05-31 20:30:00	ES	Futures	2226.78	2227.31	2225.72	2227.31	2058.0
2015-05-31 21:00:00	ES	Futures	2227.31	2228.63	2226.51	2227.57	2669.0
2015-05-31 21:30:00	ES	Futures	2227.57	2228.1	2226.51	2228.1	1124.0
2015-05-31 22:00:00	ES	Futures	2228.1	2228.36	2227.57	2228.1	491.0
2015-05-31 22:30:00	ES	Futures	2228.36	2228.63	2227.83	2228.1	401.0
2015-05-31 23:00:00	ES	Futures	2228.36	2228.63	2227.83	2228.1	533.0
2015-05-31 23:30:00	ES	Futures	2228.1	2228.89	2227.83	2228.89	1198.0
2015-05-31 18:00:00	NQ	Futures	5309.61	5316.37	5307.55	5316.37	635.0
2015-05-31 18:30:00	NQ	Futures	5316.67	5319.02	5312.55	5314.02	553.0
2015-05-31 19:00:00	NQ	Futures	5314.02	5314.32	5312.26	5313.73	107.0
2015-05-31 19:30:00	NQ	Futures	5314.32	5315.2	5310.49	5313.14	167.0
2015-05-31 20:00:00	NQ	Futures	5313.43	5315.79	5313.43	5313.73	354.0
2015-05-31 20:30:00	NQ	Futures	5313.73	5315.49	5311.67	5314.9	172.0
2015-05-31 21:00:00	NQ	Futures	5314.61	5318.14	5313.73	5315.49	274.0
2015-05-31 21:30:00	NQ	Futures	5315.49	5317.26	5312.85	5316.96	182.0
2015-05-31 22:00:00	NQ	Futures	5316.96	5317.84	5316.08	5316.96	122.0
2015-05-31 22:30:00	NQ	Futures	5317.55	5317.84	5316.37	5317.84	125.0
2015-05-31 23:00:00	NQ	Futures	5317.55	5317.84	5316.37	5316.67	95.0
2015-05-31 23:30:00	NQ	Futures	5316.37	5319.02	5315.79	5318.73	204.0
2015-05-31 18:00:00	YM	Futures	18897.0	18913.8	18886.5	18913.8	575.0
2015-05-31 18:30:00	YM	Futures	18914.8	18923.2	18899.1	18905.4	397.0
2015-05-31 19:00:00	YM	Futures	18905.4	18907.5	18899.1	18903.3	111.0
2015-05-31 19:30:00	YM	Futures	18905.4	18909.6	18890.7	18901.2	221.0
2015-05-31 20:00:00	YM	Futures	18902.2	18912.7	18902.2	18905.4	271.0
2015-05-31 20:30:00	YM	Futures	18905.4	18911.7	18898.0	18909.6	262.0
2015-05-31 21:00:00	YM	Futures	18910.6	18922.1	18907.5	18913.8	292.0
2015-05-31 21:30:00	YM	Futures	18912.7	18920.0	18905.4	18916.9	202.0
2015-05-31 22:00:00	YM	Futures	18919.0	18920.0	18913.8	18920.0	168.0
2015-05-31 22:30:00	YM	Futures	18920.0	18921.1	18915.8	18921.1	106.0
2015-05-31 23:00:00	YM	Futures	18919.0	18922.1	18915.8	18916.9	91.0
2015-05-31 23:30:00	YM	Futures	18917.9	18924.2	18914.8	18923.2	178.0
2015-05-31 18:00:00	CL	Futures	90.4	90.46	89.82	89.88	1314.0
2015-05-31 18:30:00	CL	Futures	89.89	89.92	89.83	89.88	315.0
2015-05-31 19:00:00	CL	Futures	89.88	90.0	89.85	89.91	440.0
2015-05-31 19:30:00	CL	Futures	89.92	89.94	89.85	89.88	314.0
2015-05-31 20:00:00	CL	Futures	89.86	89.88	89.76	89.83	1107.0
2015-05-31 20:30:00	CL	Futures	89.83	89.85	89.68	89.71	634.0
2015-05-31 21:00:00	CL	Futures	89.73	89.74	89.61	89.64	635.0
2015-05-31 21:30:00	CL	Futures	89.64	89.83	89.58	89.76	1157.0
2015-05-31 22:00:00	CL	Futures	89.76	89.91	89.68	89.71	1361.0
2015-05-31 22:30:00	CL	Futures	89.71	89.77	89.67	89.73	749.0
2015-05-31 23:00:00	CL	Futures	89.71	89.77	89.62	89.74	339.0
2015-05-31 23:30:00	CL	Futures	89.76	89.79	89.67	89.71	258.0
2015-05-31 18:00:00	GC	Futures	1624.0	1634.8	1623.9	1631.9	2765.0
2015-05-31 18:30:00	GC	Futures	1631.7	1632.8	1629.1	1629.5	788.0

> showing 50 of 490 rows — these rows as CSV

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