PREVIEW / futures_30min / 2015-08-23

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-08-23.parquet
  size:    23 KB
  rows:    551

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
2015-08-23 18:00:00	ES	Futures	2092.18	2092.45	2081.8	2087.39	37883.0
2015-08-23 18:30:00	ES	Futures	2087.39	2087.92	2077.27	2085.52	21252.0
2015-08-23 19:00:00	ES	Futures	2085.52	2085.79	2077.27	2079.93	15076.0
2015-08-23 19:30:00	ES	Futures	2079.93	2088.98	2078.07	2085.79	18357.0
2015-08-23 20:00:00	ES	Futures	2086.06	2088.98	2084.19	2084.46	11369.0
2015-08-23 20:30:00	ES	Futures	2084.46	2090.05	2084.19	2087.12	8552.0
2015-08-23 21:00:00	ES	Futures	2087.12	2089.52	2084.46	2084.99	7283.0
2015-08-23 21:30:00	ES	Futures	2085.26	2089.78	2077.27	2081.8	21790.0
2015-08-23 22:00:00	ES	Futures	2081.8	2082.59	2072.48	2074.07	23301.0
2015-08-23 22:30:00	ES	Futures	2074.34	2074.61	2048.25	2057.83	74998.0
2015-08-23 23:00:00	ES	Futures	2058.1	2058.63	2037.86	2050.11	53845.0
2015-08-23 23:30:00	ES	Futures	2050.11	2051.71	2035.2	2041.59	45119.0
2015-08-23 18:00:00	NQ	Futures	4950.04	4950.04	4919.57	4934.95	5088.0
2015-08-23 18:30:00	NQ	Futures	4935.25	4936.13	4911.29	4930.51	2049.0
2015-08-23 19:00:00	NQ	Futures	4931.11	4931.4	4911.29	4918.09	1312.0
2015-08-23 19:30:00	NQ	Futures	4917.79	4937.32	4913.06	4928.15	1705.0
2015-08-23 20:00:00	NQ	Futures	4928.74	4937.61	4924.3	4925.49	1132.0
2015-08-23 20:30:00	NQ	Futures	4924.89	4940.87	4924.6	4931.4	833.0
2015-08-23 21:00:00	NQ	Futures	4931.4	4938.5	4925.49	4926.96	749.0
2015-08-23 21:30:00	NQ	Futures	4926.96	4939.39	4904.19	4918.09	2854.0
2015-08-23 22:00:00	NQ	Futures	4917.5	4918.09	4892.95	4893.54	3287.0
2015-08-23 22:30:00	NQ	Futures	4893.54	4894.43	4826.1	4840.59	16146.0
2015-08-23 23:00:00	NQ	Futures	4841.19	4841.48	4788.24	4816.93	9273.0
2015-08-23 23:30:00	NQ	Futures	4816.34	4821.07	4758.07	4763.1	7550.0
2015-08-23 18:00:00	YM	Futures	17282.0	17289.4	17194.6	17235.7	3396.0
2015-08-23 18:30:00	YM	Futures	17237.8	17240.9	17175.6	17220.9	1829.0
2015-08-23 19:00:00	YM	Futures	17218.8	17219.9	17154.5	17179.8	1161.0
2015-08-23 19:30:00	YM	Futures	17177.7	17244.1	17166.1	17226.2	2581.0
2015-08-23 20:00:00	YM	Futures	17227.2	17248.3	17214.6	17218.8	1512.0
2015-08-23 20:30:00	YM	Futures	17220.9	17255.7	17215.6	17227.2	1146.0
2015-08-23 21:00:00	YM	Futures	17229.3	17247.2	17208.3	17214.6	969.0
2015-08-23 21:30:00	YM	Futures	17216.7	17252.5	17149.3	17188.3	3130.0
2015-08-23 22:00:00	YM	Futures	17185.1	17192.5	17114.5	17124.0	2781.0
2015-08-23 22:30:00	YM	Futures	17126.1	17131.4	16920.7	16990.2	13029.0
2015-08-23 23:00:00	YM	Futures	16989.2	16997.6	16820.6	16920.7	8692.0
2015-08-23 23:30:00	YM	Futures	16921.7	16934.4	16810.1	16856.4	4966.0
2015-08-23 18:00:00	CL	Futures	58.35	58.58	58.15	58.46	1438.0
2015-08-23 18:30:00	CL	Futures	58.46	58.59	58.25	58.38	764.0
2015-08-23 19:00:00	CL	Futures	58.38	58.41	57.83	57.96	1500.0
2015-08-23 19:30:00	CL	Futures	57.96	58.06	57.88	58.0	460.0
2015-08-23 20:00:00	CL	Futures	57.99	58.13	57.88	57.96	662.0
2015-08-23 20:30:00	CL	Futures	57.96	58.06	57.49	57.64	2173.0
2015-08-23 21:00:00	CL	Futures	57.65	57.73	57.55	57.67	1447.0
2015-08-23 21:30:00	CL	Futures	57.67	57.71	57.19	57.42	3010.0
2015-08-23 22:00:00	CL	Futures	57.42	57.55	57.25	57.33	1755.0
2015-08-23 22:30:00	CL	Futures	57.32	57.36	57.02	57.06	2940.0
2015-08-23 23:00:00	CL	Futures	57.06	57.1	56.47	56.87	4762.0
2015-08-23 23:30:00	CL	Futures	56.89	57.23	56.68	57.15	2316.0
2015-08-23 18:00:00	GC	Futures	1584.1	1590.3	1584.1	1589.7	2255.0
2015-08-23 18:30:00	GC	Futures	1589.5	1590.6	1586.8	1587.7	2249.0

> showing 50 of 551 rows — these rows as CSV

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