PREVIEW / futures_30min / 2015-06-14

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-06-14.parquet
  size:    20 KB
  rows:    496

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
2015-06-14 18:00:00	ES	Futures	2211.46	2213.32	2207.73	2208.53	11643.0
2015-06-14 18:30:00	ES	Futures	2208.8	2211.46	2206.67	2210.93	3626.0
2015-06-14 19:00:00	ES	Futures	2210.93	2211.72	2210.39	2210.66	1950.0
2015-06-14 19:30:00	ES	Futures	2210.39	2212.26	2209.86	2211.72	1499.0
2015-06-14 20:00:00	ES	Futures	2211.99	2213.59	2210.13	2212.26	3553.0
2015-06-14 20:30:00	ES	Futures	2212.52	2214.39	2212.52	2213.32	2641.0
2015-06-14 21:00:00	ES	Futures	2213.06	2213.85	2212.52	2213.59	1107.0
2015-06-14 21:30:00	ES	Futures	2213.59	2213.59	2211.72	2212.52	1499.0
2015-06-14 22:00:00	ES	Futures	2212.26	2212.52	2211.72	2211.99	762.0
2015-06-14 22:30:00	ES	Futures	2211.99	2211.99	2210.66	2210.93	1418.0
2015-06-14 23:00:00	ES	Futures	2210.66	2211.19	2209.06	2209.59	2116.0
2015-06-14 23:30:00	ES	Futures	2209.59	2210.66	2209.06	2210.13	1216.0
2015-06-14 18:00:00	NQ	Futures	5241.39	5244.05	5226.01	5232.81	1363.0
2015-06-14 18:30:00	NQ	Futures	5232.22	5238.43	5228.37	5237.25	331.0
2015-06-14 19:00:00	NQ	Futures	5237.54	5238.43	5236.66	5237.25	179.0
2015-06-14 19:30:00	NQ	Futures	5237.84	5240.5	5235.77	5240.21	186.0
2015-06-14 20:00:00	NQ	Futures	5240.21	5243.46	5235.77	5240.5	493.0
2015-06-14 20:30:00	NQ	Futures	5241.09	5244.64	5240.8	5242.87	400.0
2015-06-14 21:00:00	NQ	Futures	5242.57	5244.94	5241.68	5244.94	191.0
2015-06-14 21:30:00	NQ	Futures	5244.64	5244.64	5239.91	5241.39	311.0
2015-06-14 22:00:00	NQ	Futures	5241.39	5241.98	5240.5	5240.5	158.0
2015-06-14 22:30:00	NQ	Futures	5240.21	5240.21	5236.95	5237.54	237.0
2015-06-14 23:00:00	NQ	Futures	5237.25	5238.13	5233.11	5233.99	394.0
2015-06-14 23:30:00	NQ	Futures	5234.29	5236.36	5233.11	5234.88	225.0
2015-06-14 18:00:00	YM	Futures	18703.1	18709.5	18668.4	18674.7	1104.0
2015-06-14 18:30:00	YM	Futures	18672.6	18692.6	18658.9	18688.4	344.0
2015-06-14 19:00:00	YM	Futures	18688.4	18693.7	18688.4	18691.5	120.0
2015-06-14 19:30:00	YM	Futures	18688.4	18698.9	18681.0	18696.8	157.0
2015-06-14 20:00:00	YM	Futures	18697.9	18712.6	18686.3	18703.1	346.0
2015-06-14 20:30:00	YM	Futures	18705.2	18718.9	18704.2	18713.7	313.0
2015-06-14 21:00:00	YM	Futures	18712.6	18714.7	18706.3	18714.7	222.0
2015-06-14 21:30:00	YM	Futures	18712.6	18714.7	18702.1	18705.2	371.0
2015-06-14 22:00:00	YM	Futures	18704.2	18705.2	18702.1	18702.1	180.0
2015-06-14 22:30:00	YM	Futures	18702.1	18702.1	18691.5	18692.6	238.0
2015-06-14 23:00:00	YM	Futures	18692.6	18694.7	18678.9	18683.1	357.0
2015-06-14 23:30:00	YM	Futures	18684.2	18691.5	18680.0	18686.3	230.0
2015-06-14 18:00:00	CL	Futures	89.88	89.88	89.53	89.59	291.0
2015-06-14 18:30:00	CL	Futures	89.59	89.65	89.55	89.58	79.0
2015-06-14 19:00:00	CL	Futures	89.56	89.7	89.55	89.68	86.0
2015-06-14 19:30:00	CL	Futures	89.7	89.76	89.65	89.74	68.0
2015-06-14 20:00:00	CL	Futures	89.74	89.8	89.67	89.8	98.0
2015-06-14 20:30:00	CL	Futures	89.83	89.85	89.71	89.71	48.0
2015-06-14 21:00:00	CL	Futures	89.7	89.77	89.58	89.59	65.0
2015-06-14 21:30:00	CL	Futures	89.64	89.67	89.48	89.56	106.0
2015-06-14 22:00:00	CL	Futures	89.58	89.64	89.56	89.61	27.0
2015-06-14 22:30:00	CL	Futures	89.64	89.73	89.62	89.67	169.0
2015-06-14 23:00:00	CL	Futures	89.65	89.65	89.59	89.62	41.0
2015-06-14 23:30:00	CL	Futures	89.62	89.67	89.59	89.67	58.0
2015-06-14 18:00:00	GC	Futures	1610.6	1617.3	1610.6	1616.4	1954.0
2015-06-14 18:30:00	GC	Futures	1616.4	1618.7	1616.4	1618.0	1121.0

> showing 50 of 496 rows — these rows as CSV

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