PREVIEW / futures_30min / 2015-07-19

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-07-19.parquet
  size:    20 KB
  rows:    502

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
2015-07-19 18:00:00	ES	Futures	2255.66	2256.72	2255.39	2256.19	1599.0
2015-07-19 18:30:00	ES	Futures	2256.19	2256.72	2255.92	2256.72	509.0
2015-07-19 19:00:00	ES	Futures	2256.72	2256.72	2255.92	2256.19	334.0
2015-07-19 19:30:00	ES	Futures	2255.92	2256.45	2255.66	2255.92	541.0
2015-07-19 20:00:00	ES	Futures	2256.19	2256.19	2255.92	2256.19	644.0
2015-07-19 20:30:00	ES	Futures	2255.92	2256.99	2255.92	2256.72	1215.0
2015-07-19 21:00:00	ES	Futures	2256.99	2257.25	2256.72	2256.99	952.0
2015-07-19 21:30:00	ES	Futures	2257.25	2258.05	2256.99	2256.99	1681.0
2015-07-19 22:00:00	ES	Futures	2256.99	2257.79	2256.99	2257.25	1038.0
2015-07-19 22:30:00	ES	Futures	2257.25	2257.52	2256.99	2257.25	341.0
2015-07-19 23:00:00	ES	Futures	2257.25	2257.52	2256.99	2256.99	378.0
2015-07-19 23:30:00	ES	Futures	2257.25	2257.25	2256.45	2256.72	430.0
2015-07-19 18:00:00	NQ	Futures	5500.5	5503.75	5497.54	5501.68	537.0
2015-07-19 18:30:00	NQ	Futures	5502.27	5504.94	5501.98	5504.64	167.0
2015-07-19 19:00:00	NQ	Futures	5504.64	5504.94	5502.57	5502.87	103.0
2015-07-19 19:30:00	NQ	Futures	5503.16	5504.05	5502.57	5503.75	75.0
2015-07-19 20:00:00	NQ	Futures	5503.75	5504.35	5503.46	5503.46	121.0
2015-07-19 20:30:00	NQ	Futures	5503.46	5506.12	5503.16	5505.82	249.0
2015-07-19 21:00:00	NQ	Futures	5505.53	5508.19	5505.53	5507.6	349.0
2015-07-19 21:30:00	NQ	Futures	5507.89	5510.26	5505.82	5506.42	376.0
2015-07-19 22:00:00	NQ	Futures	5505.82	5506.71	5502.57	5502.57	485.0
2015-07-19 22:30:00	NQ	Futures	5502.87	5503.46	5502.27	5503.46	169.0
2015-07-19 23:00:00	NQ	Futures	5503.46	5504.35	5502.87	5503.16	90.0
2015-07-19 23:30:00	NQ	Futures	5503.16	5503.16	5501.98	5502.87	118.0
2015-07-19 18:00:00	YM	Futures	18954.9	18961.2	18948.6	18961.2	90.0
2015-07-19 18:30:00	YM	Futures	18959.1	18959.1	18953.9	18959.1	78.0
2015-07-19 19:00:00	YM	Futures	18960.2	18963.3	18959.1	18960.2	68.0
2015-07-19 19:30:00	YM	Futures	18959.1	18963.3	18959.1	18963.3	128.0
2015-07-19 20:00:00	YM	Futures	18963.3	18963.3	18960.2	18961.2	92.0
2015-07-19 20:30:00	YM	Futures	18960.2	18970.7	18960.2	18969.7	189.0
2015-07-19 21:00:00	YM	Futures	18969.7	18974.9	18967.5	18972.8	424.0
2015-07-19 21:30:00	YM	Futures	18972.8	18982.3	18970.7	18972.8	360.0
2015-07-19 22:00:00	YM	Futures	18972.8	18979.1	18972.8	18974.9	140.0
2015-07-19 22:30:00	YM	Futures	18974.9	18977.0	18971.8	18972.8	95.0
2015-07-19 23:00:00	YM	Futures	18971.8	18976.0	18969.7	18969.7	137.0
2015-07-19 23:30:00	YM	Futures	18968.6	18970.7	18965.4	18970.7	101.0
2015-07-19 18:00:00	CL	Futures	75.41	75.75	75.29	75.65	955.0
2015-07-19 18:30:00	CL	Futures	75.65	75.69	75.56	75.56	293.0
2015-07-19 19:00:00	CL	Futures	75.56	75.65	75.42	75.45	516.0
2015-07-19 19:30:00	CL	Futures	75.45	75.65	75.42	75.56	389.0
2015-07-19 20:00:00	CL	Futures	75.54	75.56	75.44	75.47	238.0
2015-07-19 20:30:00	CL	Futures	75.45	75.51	75.39	75.5	206.0
2015-07-19 21:00:00	CL	Futures	75.5	75.5	75.37	75.39	313.0
2015-07-19 21:30:00	CL	Futures	75.41	75.51	75.28	75.51	1086.0
2015-07-19 22:00:00	CL	Futures	75.51	75.57	75.45	75.53	294.0
2015-07-19 22:30:00	CL	Futures	75.51	75.51	75.37	75.39	219.0
2015-07-19 23:00:00	CL	Futures	75.39	75.39	75.31	75.35	382.0
2015-07-19 23:30:00	CL	Futures	75.34	75.38	75.29	75.38	473.0
2015-07-19 18:00:00	GC	Futures	1545.7	1545.8	1539.9	1541.0	2323.0
2015-07-19 18:30:00	GC	Futures	1540.9	1543.6	1540.9	1543.1	1031.0

> showing 50 of 502 rows — these rows as CSV

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