PREVIEW / futures_30min / 2015-08-09

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-08-09.parquet
  size:    19 KB
  rows:    491

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
2015-08-09 18:00:00	ES	Futures	2206.67	2209.86	2206.4	2208.26	6403.0
2015-08-09 18:30:00	ES	Futures	2208.53	2209.06	2207.2	2208.0	889.0
2015-08-09 19:00:00	ES	Futures	2208.26	2208.26	2206.67	2206.93	1049.0
2015-08-09 19:30:00	ES	Futures	2207.2	2208.8	2206.93	2208.53	785.0
2015-08-09 20:00:00	ES	Futures	2208.8	2212.79	2208.26	2210.93	6583.0
2015-08-09 20:30:00	ES	Futures	2210.93	2212.52	2210.13	2211.99	3083.0
2015-08-09 21:00:00	ES	Futures	2211.99	2212.52	2211.19	2211.19	2457.0
2015-08-09 21:30:00	ES	Futures	2211.19	2213.32	2210.93	2211.72	2316.0
2015-08-09 22:00:00	ES	Futures	2211.99	2211.99	2211.46	2211.72	693.0
2015-08-09 22:30:00	ES	Futures	2211.72	2211.72	2210.93	2211.19	508.0
2015-08-09 23:00:00	ES	Futures	2211.19	2213.06	2211.19	2213.06	1124.0
2015-08-09 23:30:00	ES	Futures	2213.06	2214.39	2212.79	2213.59	2776.0
2015-08-09 18:00:00	NQ	Futures	5340.77	5347.58	5339.89	5343.73	942.0
2015-08-09 18:30:00	NQ	Futures	5344.62	5345.8	5340.77	5343.14	274.0
2015-08-09 19:00:00	NQ	Futures	5343.44	5343.44	5339.29	5341.37	179.0
2015-08-09 19:30:00	NQ	Futures	5341.07	5344.32	5339.89	5344.32	126.0
2015-08-09 20:00:00	NQ	Futures	5344.91	5354.38	5343.44	5350.24	960.0
2015-08-09 20:30:00	NQ	Futures	5350.24	5355.56	5348.46	5353.2	446.0
2015-08-09 21:00:00	NQ	Futures	5353.2	5354.97	5352.31	5352.31	365.0
2015-08-09 21:30:00	NQ	Futures	5352.31	5356.45	5352.31	5352.61	429.0
2015-08-09 22:00:00	NQ	Futures	5353.2	5353.2	5351.42	5352.31	109.0
2015-08-09 22:30:00	NQ	Futures	5352.31	5352.61	5350.53	5351.42	89.0
2015-08-09 23:00:00	NQ	Futures	5351.42	5355.56	5351.42	5355.27	225.0
2015-08-09 23:30:00	NQ	Futures	5354.97	5359.7	5354.97	5357.34	549.0
2015-08-09 18:00:00	YM	Futures	18235.4	18252.3	18224.9	18241.7	1659.0
2015-08-09 18:30:00	YM	Futures	18242.8	18244.9	18233.3	18237.5	146.0
2015-08-09 19:00:00	YM	Futures	18237.5	18237.5	18230.1	18235.4	253.0
2015-08-09 19:30:00	YM	Futures	18235.4	18247.0	18232.2	18245.9	114.0
2015-08-09 20:00:00	YM	Futures	18245.9	18273.3	18244.9	18255.4	1687.0
2015-08-09 20:30:00	YM	Futures	18255.4	18271.2	18252.3	18267.0	434.0
2015-08-09 21:00:00	YM	Futures	18267.0	18272.3	18261.7	18262.8	424.0
2015-08-09 21:30:00	YM	Futures	18262.8	18278.6	18262.8	18267.0	398.0
2015-08-09 22:00:00	YM	Futures	18267.0	18269.1	18263.8	18265.9	180.0
2015-08-09 22:30:00	YM	Futures	18264.9	18265.9	18258.6	18260.7	190.0
2015-08-09 23:00:00	YM	Futures	18261.7	18275.4	18261.7	18275.4	229.0
2015-08-09 23:30:00	YM	Futures	18273.3	18286.0	18273.3	18279.6	324.0
2015-08-09 18:00:00	CL	Futures	64.3	64.39	63.96	64.17	3317.0
2015-08-09 18:30:00	CL	Futures	64.18	64.36	64.12	64.28	926.0
2015-08-09 19:00:00	CL	Futures	64.3	64.34	64.26	64.3	291.0
2015-08-09 19:30:00	CL	Futures	64.31	64.33	64.24	64.31	361.0
2015-08-09 20:00:00	CL	Futures	64.28	64.48	64.27	64.45	985.0
2015-08-09 20:30:00	CL	Futures	64.45	64.52	64.45	64.46	613.0
2015-08-09 21:00:00	CL	Futures	64.48	64.48	64.42	64.42	453.0
2015-08-09 21:30:00	CL	Futures	64.42	64.49	64.34	64.42	799.0
2015-08-09 22:00:00	CL	Futures	64.42	64.46	64.28	64.34	609.0
2015-08-09 22:30:00	CL	Futures	64.33	64.39	64.26	64.33	554.0
2015-08-09 23:00:00	CL	Futures	64.34	64.46	64.33	64.34	438.0
2015-08-09 23:30:00	CL	Futures	64.33	64.34	64.26	64.33	597.0
2015-08-09 18:00:00	GC	Futures	1493.7	1493.7	1490.0	1490.4	1278.0
2015-08-09 18:30:00	GC	Futures	1490.5	1491.8	1490.3	1490.4	350.0

> showing 50 of 491 rows — these rows as CSV

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