PREVIEW / futures_30min / 2015-09-20

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-09-20.parquet
  size:    19 KB
  rows:    491

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
2015-09-20 18:00:00	ES	Futures	2086.3	2089.51	2083.08	2084.15	4791.0
2015-09-20 18:30:00	ES	Futures	2084.15	2086.03	2083.35	2084.96	1639.0
2015-09-20 19:00:00	ES	Futures	2084.96	2086.03	2084.69	2086.03	518.0
2015-09-20 19:30:00	ES	Futures	2085.76	2087.63	2084.69	2085.22	2918.0
2015-09-20 20:00:00	ES	Futures	2085.22	2087.1	2080.41	2080.94	4568.0
2015-09-20 20:30:00	ES	Futures	2080.68	2081.48	2078.54	2078.8	4199.0
2015-09-20 21:00:00	ES	Futures	2079.07	2082.55	2074.79	2076.13	8714.0
2015-09-20 21:30:00	ES	Futures	2076.39	2079.61	2075.59	2077.73	5089.0
2015-09-20 22:00:00	ES	Futures	2077.73	2079.61	2076.93	2078.27	2931.0
2015-09-20 22:30:00	ES	Futures	2078.27	2080.94	2074.79	2075.32	3694.0
2015-09-20 23:00:00	ES	Futures	2075.32	2078.0	2074.79	2077.2	2001.0
2015-09-20 23:30:00	ES	Futures	2077.2	2078.27	2076.93	2077.2	681.0
2015-09-20 18:00:00	NQ	Futures	5129.0	5137.89	5120.1	5123.07	880.0
2015-09-20 18:30:00	NQ	Futures	5122.18	5126.63	5119.81	5123.36	255.0
2015-09-20 19:00:00	NQ	Futures	5123.66	5126.92	5123.66	5126.63	130.0
2015-09-20 19:30:00	NQ	Futures	5126.33	5129.89	5123.07	5125.14	391.0
2015-09-20 20:00:00	NQ	Futures	5123.36	5128.7	5112.39	5114.17	661.0
2015-09-20 20:30:00	NQ	Futures	5113.58	5115.36	5107.35	5107.35	698.0
2015-09-20 21:00:00	NQ	Futures	5107.06	5116.55	5098.16	5100.54	1559.0
2015-09-20 21:30:00	NQ	Futures	5099.94	5106.76	5098.76	5103.2	752.0
2015-09-20 22:00:00	NQ	Futures	5103.5	5108.24	5102.31	5104.98	711.0
2015-09-20 22:30:00	NQ	Futures	5104.39	5110.32	5096.98	5097.87	680.0
2015-09-20 23:00:00	NQ	Futures	5097.57	5104.98	5097.27	5102.61	372.0
2015-09-20 23:30:00	NQ	Futures	5102.61	5106.76	5102.61	5103.8	185.0
2015-09-20 18:00:00	YM	Futures	17281.7	17301.8	17249.9	17256.3	569.0
2015-09-20 18:30:00	YM	Futures	17256.3	17269.0	17252.1	17263.7	185.0
2015-09-20 19:00:00	YM	Futures	17263.7	17275.4	17261.6	17274.3	146.0
2015-09-20 19:30:00	YM	Futures	17273.2	17284.9	17261.6	17265.8	517.0
2015-09-20 20:00:00	YM	Futures	17262.7	17278.5	17226.6	17234.1	826.0
2015-09-20 20:30:00	YM	Futures	17233.0	17237.2	17215.0	17215.0	897.0
2015-09-20 21:00:00	YM	Futures	17217.1	17243.6	17188.5	17197.0	1639.0
2015-09-20 21:30:00	YM	Futures	17195.9	17222.4	17190.6	17205.5	724.0
2015-09-20 22:00:00	YM	Futures	17205.5	17221.3	17202.3	17212.9	517.0
2015-09-20 22:30:00	YM	Futures	17212.9	17230.9	17189.6	17192.7	718.0
2015-09-20 23:00:00	YM	Futures	17192.7	17212.9	17190.6	17205.5	613.0
2015-09-20 23:30:00	YM	Futures	17204.4	17213.9	17203.3	17209.7	220.0
2015-09-20 18:00:00	CL	Futures	64.82	64.83	64.42	64.63	728.0
2015-09-20 18:30:00	CL	Futures	64.66	64.69	64.55	64.59	216.0
2015-09-20 19:00:00	CL	Futures	64.58	64.63	64.46	64.59	287.0
2015-09-20 19:30:00	CL	Futures	64.62	64.89	64.56	64.72	646.0
2015-09-20 20:00:00	CL	Futures	64.71	64.78	64.58	64.59	279.0
2015-09-20 20:30:00	CL	Futures	64.59	64.63	64.52	64.53	395.0
2015-09-20 21:00:00	CL	Futures	64.53	64.68	64.52	64.61	426.0
2015-09-20 21:30:00	CL	Futures	64.61	64.66	64.56	64.62	473.0
2015-09-20 22:00:00	CL	Futures	64.61	64.68	64.56	64.62	478.0
2015-09-20 22:30:00	CL	Futures	64.63	64.76	64.59	64.73	1014.0
2015-09-20 23:00:00	CL	Futures	64.75	64.93	64.72	64.88	610.0
2015-09-20 23:30:00	CL	Futures	64.89	64.95	64.86	64.92	264.0
2015-09-20 18:00:00	GC	Futures	1554.7	1555.5	1553.9	1554.0	724.0
2015-09-20 18:30:00	GC	Futures	1553.9	1554.0	1551.8	1552.5	493.0

> showing 50 of 491 rows — these rows as CSV

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