PREVIEW / futures_30min / 2015-06-21

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-06-21.parquet
  size:    18 KB
  rows:    476

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
2015-06-21 18:00:00	ES	Futures	2242.61	2245.8	2240.21	2243.94	9010.0
2015-06-21 18:30:00	ES	Futures	2244.47	2245.8	2243.94	2244.47	2708.0
2015-06-21 19:00:00	ES	Futures	2244.74	2245.01	2243.94	2244.21	1358.0
2015-06-21 19:30:00	ES	Futures	2244.21	2244.47	2243.41	2243.94	1800.0
2015-06-21 20:00:00	ES	Futures	2243.67	2243.94	2242.88	2243.67	2400.0
2015-06-21 20:30:00	ES	Futures	2243.67	2244.21	2243.41	2243.94	1711.0
2015-06-21 21:00:00	ES	Futures	2243.67	2243.67	2242.88	2243.14	1381.0
2015-06-21 21:30:00	ES	Futures	2243.14	2244.47	2242.88	2244.21	1848.0
2015-06-21 22:00:00	ES	Futures	2244.21	2244.47	2243.41	2243.67	544.0
2015-06-21 22:30:00	ES	Futures	2243.67	2243.94	2242.88	2243.14	448.0
2015-06-21 23:00:00	ES	Futures	2243.41	2243.94	2243.14	2243.67	866.0
2015-06-21 23:30:00	ES	Futures	2243.67	2244.21	2243.41	2243.67	992.0
2015-06-21 18:00:00	NQ	Futures	5339.0	5349.35	5338.7	5345.51	905.0
2015-06-21 18:30:00	NQ	Futures	5344.91	5348.17	5344.62	5346.39	288.0
2015-06-21 19:00:00	NQ	Futures	5346.69	5346.99	5345.21	5345.51	81.0
2015-06-21 19:30:00	NQ	Futures	5345.21	5345.51	5342.55	5344.32	142.0
2015-06-21 20:00:00	NQ	Futures	5344.32	5344.32	5341.66	5343.14	273.0
2015-06-21 20:30:00	NQ	Futures	5343.14	5345.21	5342.84	5344.91	304.0
2015-06-21 21:00:00	NQ	Futures	5344.32	5344.62	5342.25	5343.14	160.0
2015-06-21 21:30:00	NQ	Futures	5342.84	5345.51	5342.84	5344.91	120.0
2015-06-21 22:00:00	NQ	Futures	5344.91	5344.91	5342.55	5343.44	64.0
2015-06-21 22:30:00	NQ	Futures	5343.44	5344.03	5342.55	5343.14	39.0
2015-06-21 23:00:00	NQ	Futures	5342.84	5343.73	5342.55	5343.73	75.0
2015-06-21 23:30:00	NQ	Futures	5344.03	5344.32	5343.14	5343.44	86.0
2015-06-21 18:00:00	YM	Futures	18927.5	18956.0	18926.5	18945.4	810.0
2015-06-21 18:30:00	YM	Futures	18945.4	18952.8	18944.4	18946.5	143.0
2015-06-21 19:00:00	YM	Futures	18946.5	18949.6	18939.1	18942.3	169.0
2015-06-21 19:30:00	YM	Futures	18942.3	18943.3	18937.0	18938.1	131.0
2015-06-21 20:00:00	YM	Futures	18939.1	18940.2	18932.8	18935.9	268.0
2015-06-21 20:30:00	YM	Futures	18938.1	18941.2	18935.9	18938.1	119.0
2015-06-21 21:00:00	YM	Futures	18938.1	18938.1	18932.8	18934.9	141.0
2015-06-21 21:30:00	YM	Futures	18934.9	18942.3	18933.8	18942.3	128.0
2015-06-21 22:00:00	YM	Futures	18941.2	18942.3	18935.9	18939.1	43.0
2015-06-21 22:30:00	YM	Futures	18939.1	18939.1	18934.9	18935.9	46.0
2015-06-21 23:00:00	YM	Futures	18937.0	18938.1	18934.9	18938.1	70.0
2015-06-21 23:30:00	YM	Futures	18939.1	18941.2	18938.1	18940.2	75.0
2015-06-21 18:00:00	CL	Futures	89.01	89.09	88.75	88.94	680.0
2015-06-21 18:30:00	CL	Futures	88.94	89.04	88.92	88.95	145.0
2015-06-21 19:00:00	CL	Futures	88.95	88.97	88.76	88.85	620.0
2015-06-21 19:30:00	CL	Futures	88.83	88.85	88.7	88.82	391.0
2015-06-21 20:00:00	CL	Futures	88.82	89.03	88.82	89.0	493.0
2015-06-21 20:30:00	CL	Futures	89.01	89.13	88.94	89.0	511.0
2015-06-21 21:00:00	CL	Futures	89.01	89.12	89.01	89.09	337.0
2015-06-21 21:30:00	CL	Futures	89.09	89.18	89.01	89.13	322.0
2015-06-21 22:00:00	CL	Futures	89.13	89.16	89.06	89.07	329.0
2015-06-21 22:30:00	CL	Futures	89.09	89.19	89.09	89.12	225.0
2015-06-21 23:00:00	CL	Futures	89.12	89.13	89.06	89.09	253.0
2015-06-21 23:30:00	CL	Futures	89.1	89.34	89.1	89.22	793.0
2015-06-21 18:00:00	GC	Futures	1637.5	1639.0	1636.2	1636.7	920.0
2015-06-21 18:30:00	GC	Futures	1637.0	1637.4	1632.6	1635.5	1399.0

> showing 50 of 476 rows — these rows as CSV

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