PREVIEW / futures_30min / 2015-09-06

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-09-06.parquet
  size:    17 KB
  rows:    407

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
2015-09-06 18:00:00	ES	Futures	2041.33	2053.31	2040.26	2051.98	6433.0
2015-09-06 18:30:00	ES	Futures	2051.98	2054.37	2050.38	2050.64	1695.0
2015-09-06 19:00:00	ES	Futures	2050.91	2051.18	2047.45	2049.85	2055.0
2015-09-06 19:30:00	ES	Futures	2050.11	2051.18	2047.98	2050.64	1423.0
2015-09-06 20:00:00	ES	Futures	2050.91	2051.18	2044.79	2045.85	4769.0
2015-09-06 20:30:00	ES	Futures	2045.85	2051.44	2043.46	2050.64	4824.0
2015-09-06 21:00:00	ES	Futures	2050.64	2059.16	2047.98	2058.63	11678.0
2015-09-06 21:30:00	ES	Futures	2058.63	2066.09	2058.1	2060.23	14421.0
2015-09-06 22:00:00	ES	Futures	2060.5	2063.16	2056.77	2058.63	5702.0
2015-09-06 22:30:00	ES	Futures	2058.9	2060.5	2058.1	2060.23	2303.0
2015-09-06 23:00:00	ES	Futures	2060.23	2070.88	2059.7	2066.09	10792.0
2015-09-06 23:30:00	ES	Futures	2065.82	2068.48	2065.55	2066.62	2359.0
2015-09-06 18:00:00	NQ	Futures	4947.67	4986.42	4945.6	4979.61	846.0
2015-09-06 18:30:00	NQ	Futures	4979.61	4986.12	4976.07	4979.61	418.0
2015-09-06 19:00:00	NQ	Futures	4979.32	4979.61	4973.11	4978.14	412.0
2015-09-06 19:30:00	NQ	Futures	4978.14	4981.09	4973.4	4979.32	153.0
2015-09-06 20:00:00	NQ	Futures	4979.32	4982.28	4967.19	4969.85	1258.0
2015-09-06 20:30:00	NQ	Futures	4970.15	4983.16	4964.53	4980.8	1103.0
2015-09-06 21:00:00	NQ	Futures	4981.09	5000.32	4975.47	4997.36	1427.0
2015-09-06 21:30:00	NQ	Futures	4998.55	5021.03	4998.55	5006.24	2082.0
2015-09-06 22:00:00	NQ	Futures	5006.53	5010.67	4994.4	4999.73	1332.0
2015-09-06 22:30:00	NQ	Futures	5000.02	5006.53	4997.95	5003.87	1002.0
2015-09-06 23:00:00	NQ	Futures	5002.98	5020.73	5001.8	5013.93	2241.0
2015-09-06 23:30:00	NQ	Futures	5014.22	5016.0	5010.38	5011.86	401.0
2015-09-06 18:00:00	YM	Futures	16950.2	17037.6	16867.0	17022.9	747.0
2015-09-06 18:30:00	YM	Futures	17023.9	17037.6	17012.3	17014.4	244.0
2015-09-06 19:00:00	YM	Futures	17014.4	17016.5	16994.4	17012.3	270.0
2015-09-06 19:30:00	YM	Futures	17011.3	17021.8	16995.5	17018.6	242.0
2015-09-06 20:00:00	YM	Futures	17016.5	17021.8	16970.2	16977.6	582.0
2015-09-06 20:30:00	YM	Futures	16978.6	17020.8	16962.8	17015.5	830.0
2015-09-06 21:00:00	YM	Futures	17015.5	17092.4	16978.6	17082.9	4435.0
2015-09-06 21:30:00	YM	Futures	17082.9	17144.0	17075.5	17080.8	3279.0
2015-09-06 22:00:00	YM	Futures	17084.0	17100.8	17046.0	17067.1	1605.0
2015-09-06 22:30:00	YM	Futures	17067.1	17086.1	17063.9	17079.7	378.0
2015-09-06 23:00:00	YM	Futures	17079.7	17150.3	17076.6	17122.9	1737.0
2015-09-06 23:30:00	YM	Futures	17122.9	17139.8	17117.7	17125.0	399.0
2015-09-06 18:00:00	CL	Futures	66.34	66.49	65.95	66.2	627.0
2015-09-06 18:30:00	CL	Futures	66.18	66.4	66.14	66.22	169.0
2015-09-06 19:00:00	CL	Futures	66.27	66.28	66.15	66.2	91.0
2015-09-06 19:30:00	CL	Futures	66.18	66.27	66.12	66.2	139.0
2015-09-06 20:00:00	CL	Futures	66.2	66.21	65.49	65.5	1121.0
2015-09-06 20:30:00	CL	Futures	65.5	65.79	65.37	65.53	1886.0
2015-09-06 21:00:00	CL	Futures	65.5	65.91	65.5	65.83	569.0
2015-09-06 21:30:00	CL	Futures	65.82	66.46	65.82	66.24	1776.0
2015-09-06 22:00:00	CL	Futures	66.25	66.51	66.04	66.11	1152.0
2015-09-06 22:30:00	CL	Futures	66.11	66.24	66.01	66.09	334.0
2015-09-06 23:00:00	CL	Futures	66.11	66.46	66.11	66.3	647.0
2015-09-06 23:30:00	CL	Futures	66.28	66.49	66.25	66.37	622.0
2015-09-06 18:00:00	GC	Futures	1533.3	1533.4	1531.1	1531.5	371.0
2015-09-06 18:30:00	GC	Futures	1531.8	1532.3	1531.4	1531.4	95.0

> showing 50 of 407 rows — these rows as CSV

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