PREVIEW / futures_30min / 2015-09-13

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-09-13.parquet
  size:    20 KB
  rows:    508

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
2015-09-13 18:00:00	ES	Futures	2091.38	2091.65	2087.92	2090.05	2117.0
2015-09-13 18:30:00	ES	Futures	2090.05	2092.18	2088.72	2090.85	1306.0
2015-09-13 19:00:00	ES	Futures	2091.11	2098.57	2090.32	2096.44	3344.0
2015-09-13 19:30:00	ES	Futures	2096.44	2102.56	2095.91	2102.3	2920.0
2015-09-13 20:00:00	ES	Futures	2102.03	2102.3	2096.97	2099.1	2464.0
2015-09-13 20:30:00	ES	Futures	2098.84	2100.7	2098.57	2100.7	1016.0
2015-09-13 21:00:00	ES	Futures	2100.97	2101.76	2098.57	2098.84	1453.0
2015-09-13 21:30:00	ES	Futures	2099.1	2100.43	2096.44	2098.3	1826.0
2015-09-13 22:00:00	ES	Futures	2098.04	2098.57	2092.71	2095.91	3053.0
2015-09-13 22:30:00	ES	Futures	2095.91	2096.71	2091.38	2091.65	1627.0
2015-09-13 23:00:00	ES	Futures	2091.65	2092.98	2091.38	2091.38	1109.0
2015-09-13 23:30:00	ES	Futures	2091.65	2094.58	2091.11	2091.65	1879.0
2015-09-13 18:00:00	NQ	Futures	5117.45	5128.99	5114.49	5124.26	154.0
2015-09-13 18:30:00	NQ	Futures	5124.85	5128.4	5121.89	5128.4	133.0
2015-09-13 19:00:00	NQ	Futures	5126.62	5144.67	5124.85	5139.05	297.0
2015-09-13 19:30:00	NQ	Futures	5139.34	5155.02	5138.45	5154.13	294.0
2015-09-13 20:00:00	NQ	Futures	5153.24	5153.54	5142.89	5144.37	221.0
2015-09-13 20:30:00	NQ	Futures	5144.67	5149.69	5144.67	5149.4	97.0
2015-09-13 21:00:00	NQ	Futures	5150.58	5153.24	5144.67	5146.14	257.0
2015-09-13 21:30:00	NQ	Futures	5146.44	5149.4	5138.75	5141.71	205.0
2015-09-13 22:00:00	NQ	Futures	5143.19	5143.48	5131.35	5137.27	289.0
2015-09-13 22:30:00	NQ	Futures	5136.68	5139.34	5127.51	5127.51	130.0
2015-09-13 23:00:00	NQ	Futures	5127.81	5129.88	5124.26	5124.26	123.0
2015-09-13 23:30:00	NQ	Futures	5124.85	5132.54	5123.37	5124.85	164.0
2015-09-13 18:00:00	YM	Futures	17317.7	17358.0	17306.1	17320.9	317.0
2015-09-13 18:30:00	YM	Futures	17320.9	17334.7	17313.5	17329.4	196.0
2015-09-13 19:00:00	YM	Futures	17329.4	17384.5	17324.1	17365.4	1124.0
2015-09-13 19:30:00	YM	Futures	17366.5	17405.7	17362.2	17403.5	1467.0
2015-09-13 20:00:00	YM	Futures	17403.5	17403.5	17365.4	17380.2	803.0
2015-09-13 20:30:00	YM	Futures	17376.0	17395.1	17376.0	17395.1	374.0
2015-09-13 21:00:00	YM	Futures	17395.1	17405.7	17378.1	17382.3	563.0
2015-09-13 21:30:00	YM	Futures	17382.3	17390.8	17360.1	17370.7	468.0
2015-09-13 22:00:00	YM	Futures	17372.8	17376.0	17336.8	17355.9	1373.0
2015-09-13 22:30:00	YM	Futures	17355.9	17364.3	17319.9	17322.0	544.0
2015-09-13 23:00:00	YM	Futures	17323.0	17329.4	17315.6	17316.7	605.0
2015-09-13 23:30:00	YM	Futures	17318.8	17341.0	17314.6	17319.9	553.0
2015-09-13 18:00:00	CL	Futures	64.83	65.05	64.76	65.01	108.0
2015-09-13 18:30:00	CL	Futures	64.99	64.99	64.88	64.88	15.0
2015-09-13 19:00:00	CL	Futures	64.88	65.03	64.88	64.92	28.0
2015-09-13 19:30:00	CL	Futures	64.92	64.93	64.83	64.93	76.0
2015-09-13 20:00:00	CL	Futures	64.91	64.93	64.88	64.92	99.0
2015-09-13 20:30:00	CL	Futures	64.89	64.95	64.85	64.95	74.0
2015-09-13 21:00:00	CL	Futures	64.93	65.03	64.93	65.03	21.0
2015-09-13 21:30:00	CL	Futures	64.99	65.05	64.93	65.05	16.0
2015-09-13 22:00:00	CL	Futures	64.99	65.01	64.68	64.72	48.0
2015-09-13 22:30:00	CL	Futures	64.72	64.72	64.48	64.48	43.0
2015-09-13 23:00:00	CL	Futures	64.41	64.41	64.32	64.38	149.0
2015-09-13 23:30:00	CL	Futures	64.33	64.51	64.25	64.42	172.0
2015-09-13 18:00:00	GC	Futures	1511.4	1511.7	1508.8	1509.2	412.0
2015-09-13 18:30:00	GC	Futures	1509.2	1510.2	1509.1	1509.1	166.0

> showing 50 of 508 rows — these rows as CSV

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