PREVIEW / futures_30min / 2015-06-28

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-06-28.parquet
  size:    22 KB
  rows:    535

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
2015-06-28 18:00:00	ES	Futures	2198.15	2198.15	2187.5	2194.95	54643.0
2015-06-28 18:30:00	ES	Futures	2194.95	2198.68	2193.35	2198.15	15970.0
2015-06-28 19:00:00	ES	Futures	2198.15	2202.41	2196.81	2198.15	13746.0
2015-06-28 19:30:00	ES	Futures	2198.15	2198.68	2192.82	2194.95	9401.0
2015-06-28 20:00:00	ES	Futures	2195.22	2200.01	2194.68	2196.28	11218.0
2015-06-28 20:30:00	ES	Futures	2196.28	2197.35	2195.48	2197.08	6610.0
2015-06-28 21:00:00	ES	Futures	2197.08	2202.14	2196.81	2201.87	9536.0
2015-06-28 21:30:00	ES	Futures	2201.87	2202.94	2200.81	2201.87	9493.0
2015-06-28 22:00:00	ES	Futures	2201.87	2202.41	2199.74	2201.87	5804.0
2015-06-28 22:30:00	ES	Futures	2201.61	2202.14	2200.28	2201.61	5694.0
2015-06-28 23:00:00	ES	Futures	2201.61	2205.6	2201.61	2204.0	9948.0
2015-06-28 23:30:00	ES	Futures	2204.27	2204.27	2199.21	2199.74	4711.0
2015-06-28 18:00:00	NQ	Futures	5241.09	5241.09	5205.89	5218.61	4801.0
2015-06-28 18:30:00	NQ	Futures	5218.32	5225.71	5216.54	5223.35	1111.0
2015-06-28 19:00:00	NQ	Futures	5223.94	5232.51	5221.27	5224.82	787.0
2015-06-28 19:30:00	NQ	Futures	5224.82	5225.42	5215.36	5219.2	800.0
2015-06-28 20:00:00	NQ	Futures	5219.5	5230.15	5218.91	5222.46	829.0
2015-06-28 20:30:00	NQ	Futures	5222.75	5223.35	5219.2	5222.16	610.0
2015-06-28 21:00:00	NQ	Futures	5223.05	5231.04	5220.98	5230.74	1009.0
2015-06-28 21:30:00	NQ	Futures	5231.33	5233.4	5228.08	5231.04	1506.0
2015-06-28 22:00:00	NQ	Futures	5231.33	5233.11	5228.37	5232.22	622.0
2015-06-28 22:30:00	NQ	Futures	5232.51	5232.51	5227.19	5228.97	569.0
2015-06-28 23:00:00	NQ	Futures	5228.97	5235.77	5228.67	5232.51	524.0
2015-06-28 23:30:00	NQ	Futures	5233.4	5233.4	5222.46	5223.64	675.0
2015-06-28 18:00:00	YM	Futures	18634.7	18634.7	18464.0	18537.7	4410.0
2015-06-28 18:30:00	YM	Futures	18537.7	18572.5	18530.4	18571.4	1050.0
2015-06-28 19:00:00	YM	Futures	18571.4	18603.1	18559.9	18572.5	1734.0
2015-06-28 19:30:00	YM	Futures	18573.6	18575.7	18537.7	18550.4	845.0
2015-06-28 20:00:00	YM	Futures	18551.4	18587.3	18546.2	18566.2	1486.0
2015-06-28 20:30:00	YM	Futures	18566.2	18571.4	18554.6	18569.3	920.0
2015-06-28 21:00:00	YM	Futures	18570.4	18604.1	18565.1	18602.0	1177.0
2015-06-28 21:30:00	YM	Futures	18603.1	18605.2	18590.4	18597.8	931.0
2015-06-28 22:00:00	YM	Futures	18599.9	18600.9	18585.1	18593.6	582.0
2015-06-28 22:30:00	YM	Futures	18593.6	18594.6	18583.0	18590.4	568.0
2015-06-28 23:00:00	YM	Futures	18589.4	18616.7	18588.3	18604.1	1190.0
2015-06-28 23:30:00	YM	Futures	18607.3	18607.3	18569.3	18571.4	919.0
2015-06-28 18:00:00	CL	Futures	87.66	88.07	87.34	87.51	4018.0
2015-06-28 18:30:00	CL	Futures	87.51	87.63	87.42	87.6	933.0
2015-06-28 19:00:00	CL	Futures	87.61	87.67	87.54	87.57	376.0
2015-06-28 19:30:00	CL	Futures	87.57	87.63	87.49	87.57	482.0
2015-06-28 20:00:00	CL	Futures	87.55	87.66	87.55	87.58	745.0
2015-06-28 20:30:00	CL	Futures	87.58	87.64	87.57	87.6	622.0
2015-06-28 21:00:00	CL	Futures	87.6	87.67	87.58	87.64	674.0
2015-06-28 21:30:00	CL	Futures	87.61	87.63	87.54	87.61	560.0
2015-06-28 22:00:00	CL	Futures	87.6	87.63	87.54	87.55	360.0
2015-06-28 22:30:00	CL	Futures	87.55	87.6	87.48	87.54	414.0
2015-06-28 23:00:00	CL	Futures	87.54	87.58	87.49	87.55	416.0
2015-06-28 23:30:00	CL	Futures	87.57	87.57	87.51	87.54	285.0
2015-06-28 18:00:00	GC	Futures	1614.1	1621.0	1612.4	1616.5	8086.0
2015-06-28 18:30:00	GC	Futures	1616.5	1618.6	1614.7	1616.8	1510.0

> showing 50 of 535 rows — these rows as CSV

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