PREVIEW / futures_30min / 2015-08-16

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-08-16.parquet
  size:    18 KB
  rows:    487

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
2015-08-16 18:00:00	ES	Futures	2225.3	2227.43	2225.04	2225.04	2778.0
2015-08-16 18:30:00	ES	Futures	2225.04	2226.1	2224.24	2225.84	1310.0
2015-08-16 19:00:00	ES	Futures	2226.1	2226.1	2225.04	2225.04	861.0
2015-08-16 19:30:00	ES	Futures	2225.04	2225.84	2225.04	2225.57	751.0
2015-08-16 20:00:00	ES	Futures	2225.57	2227.97	2225.3	2227.97	3336.0
2015-08-16 20:30:00	ES	Futures	2227.7	2227.97	2226.9	2227.17	1278.0
2015-08-16 21:00:00	ES	Futures	2227.17	2227.43	2226.1	2227.17	1617.0
2015-08-16 21:30:00	ES	Futures	2226.9	2227.43	2224.24	2224.24	3598.0
2015-08-16 22:00:00	ES	Futures	2224.5	2225.57	2223.17	2223.71	3226.0
2015-08-16 22:30:00	ES	Futures	2223.44	2223.71	2220.78	2222.11	3636.0
2015-08-16 23:00:00	ES	Futures	2222.11	2223.71	2222.11	2223.17	1387.0
2015-08-16 23:30:00	ES	Futures	2223.44	2223.97	2222.37	2223.44	1657.0
2015-08-16 18:00:00	NQ	Futures	5362.66	5367.69	5360.89	5361.18	461.0
2015-08-16 18:30:00	NQ	Futures	5360.89	5364.14	5360.0	5364.14	154.0
2015-08-16 19:00:00	NQ	Futures	5364.14	5365.03	5360.89	5360.89	73.0
2015-08-16 19:30:00	NQ	Futures	5361.48	5364.14	5360.89	5364.14	112.0
2015-08-16 20:00:00	NQ	Futures	5364.14	5370.65	5363.25	5369.76	396.0
2015-08-16 20:30:00	NQ	Futures	5370.65	5370.65	5367.1	5367.69	109.0
2015-08-16 21:00:00	NQ	Futures	5368.28	5368.28	5363.85	5366.8	300.0
2015-08-16 21:30:00	NQ	Futures	5367.1	5367.69	5359.41	5360.59	492.0
2015-08-16 22:00:00	NQ	Futures	5360.59	5362.96	5357.93	5359.11	423.0
2015-08-16 22:30:00	NQ	Futures	5359.11	5359.11	5352.9	5356.75	602.0
2015-08-16 23:00:00	NQ	Futures	5356.75	5360.59	5356.15	5359.41	163.0
2015-08-16 23:30:00	NQ	Futures	5359.7	5361.77	5357.04	5360.0	179.0
2015-08-16 18:00:00	YM	Futures	18371.3	18391.3	18371.3	18372.3	351.0
2015-08-16 18:30:00	YM	Futures	18372.3	18379.7	18368.1	18377.6	167.0
2015-08-16 19:00:00	YM	Futures	18379.7	18380.8	18372.3	18374.5	46.0
2015-08-16 19:30:00	YM	Futures	18372.3	18378.7	18372.3	18376.6	94.0
2015-08-16 20:00:00	YM	Futures	18376.6	18394.5	18374.5	18393.4	320.0
2015-08-16 20:30:00	YM	Futures	18392.4	18392.4	18386.0	18390.3	71.0
2015-08-16 21:00:00	YM	Futures	18390.3	18391.3	18377.6	18391.3	460.0
2015-08-16 21:30:00	YM	Futures	18390.3	18393.4	18365.0	18368.1	671.0
2015-08-16 22:00:00	YM	Futures	18367.1	18377.6	18359.7	18361.8	566.0
2015-08-16 22:30:00	YM	Futures	18359.7	18361.8	18342.8	18352.3	745.0
2015-08-16 23:00:00	YM	Futures	18353.4	18363.9	18351.3	18360.8	159.0
2015-08-16 23:30:00	YM	Futures	18361.8	18363.9	18353.4	18358.6	297.0
2015-08-16 18:00:00	CL	Futures	62.03	62.03	61.65	61.79	575.0
2015-08-16 18:30:00	CL	Futures	61.79	61.9	61.72	61.77	49.0
2015-08-16 19:00:00	CL	Futures	61.78	61.84	61.68	61.68	137.0
2015-08-16 19:30:00	CL	Futures	61.65	61.79	61.61	61.75	209.0
2015-08-16 20:00:00	CL	Futures	61.77	61.82	61.71	61.74	179.0
2015-08-16 20:30:00	CL	Futures	61.74	61.81	61.69	61.72	84.0
2015-08-16 21:00:00	CL	Futures	61.74	61.75	61.65	61.65	100.0
2015-08-16 21:30:00	CL	Futures	61.69	61.72	61.52	61.58	398.0
2015-08-16 22:00:00	CL	Futures	61.58	61.66	61.53	61.61	235.0
2015-08-16 22:30:00	CL	Futures	61.63	61.63	61.58	61.58	363.0
2015-08-16 23:00:00	CL	Futures	61.56	61.59	61.46	61.55	188.0
2015-08-16 23:30:00	CL	Futures	61.55	61.62	61.5	61.62	88.0
2015-08-16 18:00:00	GC	Futures	1520.3	1521.4	1519.5	1520.6	506.0
2015-08-16 18:30:00	GC	Futures	1520.6	1520.8	1520.4	1520.4	167.0

> showing 50 of 487 rows — these rows as CSV

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