PREVIEW / futures_30min / 2015-08-30

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-08-30.parquet
  size:    20 KB
  rows:    472

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
2015-08-30 18:00:00	ES	Futures	2115.34	2116.94	2095.11	2096.17	19126.0
2015-08-30 18:30:00	ES	Futures	2096.17	2096.44	2086.59	2090.32	19841.0
2015-08-30 19:00:00	ES	Futures	2090.32	2095.11	2088.19	2094.31	8556.0
2015-08-30 19:30:00	ES	Futures	2094.04	2097.77	2092.98	2095.64	5325.0
2015-08-30 20:00:00	ES	Futures	2095.64	2096.97	2091.11	2092.98	7491.0
2015-08-30 20:30:00	ES	Futures	2092.71	2095.11	2090.32	2092.71	5291.0
2015-08-30 21:00:00	ES	Futures	2092.71	2101.23	2092.45	2099.9	10857.0
2015-08-30 21:30:00	ES	Futures	2099.63	2101.76	2095.64	2098.84	8473.0
2015-08-30 22:00:00	ES	Futures	2099.1	2100.17	2094.58	2096.97	5757.0
2015-08-30 22:30:00	ES	Futures	2096.97	2098.04	2094.04	2094.04	2953.0
2015-08-30 23:00:00	ES	Futures	2094.04	2096.97	2093.51	2095.91	3797.0
2015-08-30 23:30:00	ES	Futures	2095.64	2095.64	2090.58	2091.65	6000.0
2015-08-30 18:00:00	NQ	Futures	5115.97	5123.37	5073.08	5077.23	1491.0
2015-08-30 18:30:00	NQ	Futures	5076.34	5076.34	5052.38	5064.51	2614.0
2015-08-30 19:00:00	NQ	Futures	5063.03	5075.15	5058.59	5073.08	976.0
2015-08-30 19:30:00	NQ	Futures	5072.79	5081.66	5069.83	5076.93	922.0
2015-08-30 20:00:00	NQ	Futures	5077.52	5080.48	5064.21	5069.53	1889.0
2015-08-30 20:30:00	NQ	Futures	5069.53	5079.59	5065.1	5072.79	1908.0
2015-08-30 21:00:00	NQ	Futures	5072.2	5096.45	5071.9	5092.01	3038.0
2015-08-30 21:30:00	NQ	Futures	5092.31	5101.48	5082.55	5090.54	3192.0
2015-08-30 22:00:00	NQ	Futures	5091.42	5094.38	5081.96	5088.17	2024.0
2015-08-30 22:30:00	NQ	Futures	5088.47	5091.13	5081.96	5082.85	909.0
2015-08-30 23:00:00	NQ	Futures	5082.25	5092.01	5080.48	5090.24	1630.0
2015-08-30 23:30:00	NQ	Futures	5089.94	5090.83	5078.11	5082.85	1574.0
2015-08-30 18:00:00	YM	Futures	17524.3	17524.3	17362.1	17376.8	1267.0
2015-08-30 18:30:00	YM	Futures	17372.6	17372.6	17303.1	17329.4	1532.0
2015-08-30 19:00:00	YM	Futures	17329.4	17355.8	17312.6	17351.5	1184.0
2015-08-30 19:30:00	YM	Futures	17347.3	17376.8	17341.0	17360.0	640.0
2015-08-30 20:00:00	YM	Futures	17361.0	17372.6	17318.9	17337.8	1036.0
2015-08-30 20:30:00	YM	Futures	17334.7	17355.8	17318.9	17337.8	803.0
2015-08-30 21:00:00	YM	Futures	17341.0	17401.1	17338.9	17389.5	1895.0
2015-08-30 21:30:00	YM	Futures	17390.5	17405.3	17352.6	17377.9	1041.0
2015-08-30 22:00:00	YM	Futures	17381.0	17389.5	17344.2	17366.3	741.0
2015-08-30 22:30:00	YM	Futures	17366.3	17373.7	17343.1	17345.2	391.0
2015-08-30 23:00:00	YM	Futures	17344.2	17368.4	17338.9	17357.9	541.0
2015-08-30 23:30:00	YM	Futures	17356.8	17356.8	17324.2	17327.3	765.0
2015-08-30 18:00:00	CL	Futures	65.15	65.54	64.6	64.81	3232.0
2015-08-30 18:30:00	CL	Futures	64.82	64.94	64.54	64.75	1257.0
2015-08-30 19:00:00	CL	Futures	64.73	65.08	64.65	64.82	1008.0
2015-08-30 19:30:00	CL	Futures	64.82	65.02	64.79	64.94	687.0
2015-08-30 20:00:00	CL	Futures	64.92	65.05	64.46	64.5	1941.0
2015-08-30 20:30:00	CL	Futures	64.49	64.68	64.3	64.39	1785.0
2015-08-30 21:00:00	CL	Futures	64.39	64.54	64.31	64.4	1225.0
2015-08-30 21:30:00	CL	Futures	64.4	64.65	64.28	64.39	1542.0
2015-08-30 22:00:00	CL	Futures	64.4	64.47	64.31	64.44	727.0
2015-08-30 22:30:00	CL	Futures	64.44	64.47	64.31	64.39	507.0
2015-08-30 23:00:00	CL	Futures	64.4	64.4	64.28	64.33	501.0
2015-08-30 23:30:00	CL	Futures	64.33	64.34	64.18	64.2	614.0
2015-08-30 18:00:00	GC	Futures	1546.5	1548.0	1546.0	1546.2	530.0
2015-08-30 18:30:00	GC	Futures	1546.2	1547.5	1545.6	1545.6	432.0

> showing 50 of 472 rows — these rows as CSV

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