PREVIEW / futures_30min / 2015-07-26

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-07-26.parquet
  size:    20 KB
  rows:    513

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
2015-07-26 18:00:00	ES	Futures	2213.32	2213.59	2211.46	2213.06	5078.0
2015-07-26 18:30:00	ES	Futures	2213.06	2213.32	2211.72	2212.52	1198.0
2015-07-26 19:00:00	ES	Futures	2212.79	2212.79	2210.66	2211.19	2141.0
2015-07-26 19:30:00	ES	Futures	2211.19	2212.52	2210.66	2211.99	1646.0
2015-07-26 20:00:00	ES	Futures	2211.99	2212.79	2211.19	2212.26	2603.0
2015-07-26 20:30:00	ES	Futures	2211.99	2213.85	2211.99	2213.59	2691.0
2015-07-26 21:00:00	ES	Futures	2213.59	2215.98	2213.32	2214.65	4224.0
2015-07-26 21:30:00	ES	Futures	2214.65	2215.19	2214.12	2215.19	2074.0
2015-07-26 22:00:00	ES	Futures	2215.19	2215.19	2213.06	2213.85	1227.0
2015-07-26 22:30:00	ES	Futures	2213.59	2214.12	2212.52	2213.06	1227.0
2015-07-26 23:00:00	ES	Futures	2213.06	2213.59	2212.79	2212.79	1524.0
2015-07-26 23:30:00	ES	Futures	2212.79	2213.59	2212.52	2212.79	1695.0
2015-07-26 18:00:00	NQ	Futures	5397.86	5398.75	5393.42	5396.38	866.0
2015-07-26 18:30:00	NQ	Futures	5396.38	5397.27	5394.9	5395.79	193.0
2015-07-26 19:00:00	NQ	Futures	5396.38	5396.68	5391.95	5393.13	340.0
2015-07-26 19:30:00	NQ	Futures	5392.83	5396.09	5392.24	5395.2	208.0
2015-07-26 20:00:00	NQ	Futures	5395.49	5397.27	5393.13	5394.61	281.0
2015-07-26 20:30:00	NQ	Futures	5395.49	5399.34	5394.61	5398.45	324.0
2015-07-26 21:00:00	NQ	Futures	5398.16	5404.96	5398.16	5401.41	479.0
2015-07-26 21:30:00	NQ	Futures	5401.71	5402.59	5400.23	5402.0	233.0
2015-07-26 22:00:00	NQ	Futures	5402.0	5402.3	5396.97	5398.45	152.0
2015-07-26 22:30:00	NQ	Futures	5398.16	5399.34	5395.49	5396.68	243.0
2015-07-26 23:00:00	NQ	Futures	5396.68	5398.75	5396.09	5396.38	299.0
2015-07-26 23:30:00	NQ	Futures	5396.68	5398.45	5394.9	5395.49	404.0
2015-07-26 18:00:00	YM	Futures	18464.0	18466.1	18448.2	18457.7	835.0
2015-07-26 18:30:00	YM	Futures	18457.7	18460.8	18451.4	18455.6	111.0
2015-07-26 19:00:00	YM	Futures	18456.6	18457.7	18439.8	18444.0	126.0
2015-07-26 19:30:00	YM	Futures	18442.9	18455.6	18441.9	18451.4	161.0
2015-07-26 20:00:00	YM	Futures	18452.4	18458.7	18450.3	18457.7	650.0
2015-07-26 20:30:00	YM	Futures	18458.7	18469.3	18456.6	18466.1	368.0
2015-07-26 21:00:00	YM	Futures	18465.0	18485.1	18465.0	18473.5	622.0
2015-07-26 21:30:00	YM	Futures	18473.5	18478.7	18469.3	18475.6	269.0
2015-07-26 22:00:00	YM	Futures	18477.7	18477.7	18462.9	18468.2	245.0
2015-07-26 22:30:00	YM	Futures	18468.2	18470.3	18457.7	18461.9	199.0
2015-07-26 23:00:00	YM	Futures	18461.9	18466.1	18456.6	18458.7	176.0
2015-07-26 23:30:00	YM	Futures	18457.7	18461.9	18453.5	18453.5	457.0
2015-07-26 18:00:00	CL	Futures	70.82	71.01	70.72	70.94	1193.0
2015-07-26 18:30:00	CL	Futures	70.95	70.97	70.78	70.95	305.0
2015-07-26 19:00:00	CL	Futures	70.95	70.95	70.84	70.88	147.0
2015-07-26 19:30:00	CL	Futures	70.88	71.01	70.87	70.98	206.0
2015-07-26 20:00:00	CL	Futures	70.98	71.04	70.78	70.87	753.0
2015-07-26 20:30:00	CL	Futures	70.88	70.97	70.82	70.94	432.0
2015-07-26 21:00:00	CL	Futures	70.94	70.98	70.81	70.87	597.0
2015-07-26 21:30:00	CL	Futures	70.87	70.88	70.75	70.85	483.0
2015-07-26 22:00:00	CL	Futures	70.87	70.94	70.84	70.88	311.0
2015-07-26 22:30:00	CL	Futures	70.88	70.89	70.73	70.81	652.0
2015-07-26 23:00:00	CL	Futures	70.81	70.82	70.76	70.79	372.0
2015-07-26 23:30:00	CL	Futures	70.78	70.87	70.78	70.85	313.0
2015-07-26 18:00:00	GC	Futures	1499.4	1502.5	1495.0	1496.1	145.0
2015-07-26 18:30:00	GC	Futures	1496.3	1496.7	1495.4	1495.9	48.0

> showing 50 of 513 rows — these rows as CSV

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