PREVIEW / futures_30min / 2015-06-07

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-06-07.parquet
  size:    18 KB
  rows:    470

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
2015-06-07 18:00:00	ES	Futures	2210.14	2211.19	2208.02	2208.82	4011.0
2015-06-07 18:30:00	ES	Futures	2209.08	2210.67	2208.82	2209.87	695.0
2015-06-07 19:00:00	ES	Futures	2209.87	2210.4	2209.61	2210.14	469.0
2015-06-07 19:30:00	ES	Futures	2210.14	2210.4	2209.61	2209.61	425.0
2015-06-07 20:00:00	ES	Futures	2209.87	2209.87	2208.82	2208.82	776.0
2015-06-07 20:30:00	ES	Futures	2208.82	2209.08	2206.44	2207.5	3505.0
2015-06-07 21:00:00	ES	Futures	2207.76	2207.76	2204.33	2205.38	3443.0
2015-06-07 21:30:00	ES	Futures	2205.38	2207.23	2204.86	2206.97	3304.0
2015-06-07 22:00:00	ES	Futures	2206.97	2207.23	2205.65	2205.91	1581.0
2015-06-07 22:30:00	ES	Futures	2206.18	2206.44	2205.38	2206.18	1235.0
2015-06-07 23:00:00	ES	Futures	2206.18	2207.5	2205.91	2207.23	1288.0
2015-06-07 23:30:00	ES	Futures	2207.23	2208.82	2206.7	2208.82	1401.0
2015-06-07 18:00:00	NQ	Futures	5269.03	5273.44	5266.38	5268.44	694.0
2015-06-07 18:30:00	NQ	Futures	5268.74	5272.27	5268.15	5270.21	158.0
2015-06-07 19:00:00	NQ	Futures	5269.91	5271.09	5269.03	5270.5	61.0
2015-06-07 19:30:00	NQ	Futures	5269.62	5271.09	5268.74	5269.62	132.0
2015-06-07 20:00:00	NQ	Futures	5269.62	5270.79	5267.27	5267.85	124.0
2015-06-07 20:30:00	NQ	Futures	5267.27	5267.27	5260.5	5263.44	616.0
2015-06-07 21:00:00	NQ	Futures	5263.44	5264.62	5257.56	5258.15	583.0
2015-06-07 21:30:00	NQ	Futures	5258.74	5261.97	5256.39	5261.97	394.0
2015-06-07 22:00:00	NQ	Futures	5261.68	5261.68	5258.44	5260.5	219.0
2015-06-07 22:30:00	NQ	Futures	5260.5	5261.09	5258.74	5261.09	211.0
2015-06-07 23:00:00	NQ	Futures	5261.09	5263.15	5259.91	5262.27	202.0
2015-06-07 23:30:00	NQ	Futures	5262.27	5266.09	5261.97	5265.8	303.0
2015-06-07 18:00:00	YM	Futures	18708.2	18727.1	18701.9	18708.2	634.0
2015-06-07 18:30:00	YM	Futures	18708.2	18722.9	18707.2	18716.6	230.0
2015-06-07 19:00:00	YM	Futures	18716.6	18719.7	18715.6	18718.7	74.0
2015-06-07 19:30:00	YM	Futures	18718.7	18720.8	18715.6	18715.6	55.0
2015-06-07 20:00:00	YM	Futures	18716.6	18717.6	18709.3	18709.3	117.0
2015-06-07 20:30:00	YM	Futures	18709.3	18709.3	18687.2	18699.8	562.0
2015-06-07 21:00:00	YM	Futures	18699.8	18700.9	18674.7	18679.9	599.0
2015-06-07 21:30:00	YM	Futures	18680.9	18695.6	18674.7	18695.6	718.0
2015-06-07 22:00:00	YM	Futures	18694.6	18694.6	18680.9	18689.3	338.0
2015-06-07 22:30:00	YM	Futures	18690.4	18690.4	18685.1	18689.3	255.0
2015-06-07 23:00:00	YM	Futures	18689.3	18698.8	18687.2	18697.7	229.0
2015-06-07 23:30:00	YM	Futures	18697.7	18710.3	18695.6	18708.2	350.0
2015-06-07 18:00:00	CL	Futures	88.41	88.42	88.05	88.24	882.0
2015-06-07 18:30:00	CL	Futures	88.23	88.23	88.09	88.12	200.0
2015-06-07 19:00:00	CL	Futures	88.14	88.27	88.09	88.11	263.0
2015-06-07 19:30:00	CL	Futures	88.11	88.14	88.02	88.02	238.0
2015-06-07 20:00:00	CL	Futures	88.03	88.05	87.88	88.0	655.0
2015-06-07 20:30:00	CL	Futures	88.0	88.0	87.78	87.85	505.0
2015-06-07 21:00:00	CL	Futures	87.85	87.96	87.78	87.94	362.0
2015-06-07 21:30:00	CL	Futures	87.94	87.99	87.9	87.99	290.0
2015-06-07 22:00:00	CL	Futures	87.99	87.99	87.81	87.82	445.0
2015-06-07 22:30:00	CL	Futures	87.81	87.85	87.7	87.75	431.0
2015-06-07 23:00:00	CL	Futures	87.73	87.81	87.7	87.73	252.0
2015-06-07 23:30:00	CL	Futures	87.73	87.87	87.72	87.78	757.0
2015-06-07 18:00:00	GC	Futures	1598.1	1598.1	1595.0	1596.5	1374.0
2015-06-07 18:30:00	GC	Futures	1596.5	1597.8	1596.3	1596.9	272.0

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