PREVIEW / futures_30min / 2015-09-27

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-09-27.parquet
  size:    20 KB
  rows:    488

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
2015-09-27 18:00:00	ES	Futures	2050.17	2051.24	2045.36	2047.5	9483.0
2015-09-27 18:30:00	ES	Futures	2047.76	2047.76	2039.2	2044.02	7828.0
2015-09-27 19:00:00	ES	Futures	2044.29	2045.62	2042.68	2044.02	2172.0
2015-09-27 19:30:00	ES	Futures	2044.29	2045.62	2041.88	2044.82	3236.0
2015-09-27 20:00:00	ES	Futures	2044.82	2049.1	2040.81	2042.14	7698.0
2015-09-27 20:30:00	ES	Futures	2042.41	2045.89	2041.07	2045.62	4347.0
2015-09-27 21:00:00	ES	Futures	2045.89	2046.96	2044.02	2046.16	4582.0
2015-09-27 21:30:00	ES	Futures	2046.16	2049.1	2045.89	2047.5	5818.0
2015-09-27 22:00:00	ES	Futures	2047.5	2048.03	2045.62	2046.16	1865.0
2015-09-27 22:30:00	ES	Futures	2045.89	2047.5	2045.09	2046.96	1572.0
2015-09-27 23:00:00	ES	Futures	2046.69	2048.03	2046.69	2047.5	1009.0
2015-09-27 23:30:00	ES	Futures	2047.5	2050.97	2046.96	2050.44	3108.0
2015-09-27 18:00:00	NQ	Futures	4984.01	4990.83	4976.31	4979.57	1081.0
2015-09-27 18:30:00	NQ	Futures	4979.57	4979.86	4958.81	4970.67	1220.0
2015-09-27 19:00:00	NQ	Futures	4970.67	4974.82	4966.82	4972.15	304.0
2015-09-27 19:30:00	NQ	Futures	4972.15	4975.12	4962.96	4973.64	462.0
2015-09-27 20:00:00	NQ	Futures	4973.93	4990.54	4962.07	4967.41	1671.0
2015-09-27 20:30:00	NQ	Futures	4968.0	4976.9	4964.45	4975.71	598.0
2015-09-27 21:00:00	NQ	Futures	4976.6	4979.86	4971.26	4977.49	611.0
2015-09-27 21:30:00	NQ	Futures	4977.79	4986.39	4975.42	4982.24	933.0
2015-09-27 22:00:00	NQ	Futures	4982.53	4983.42	4976.31	4977.79	446.0
2015-09-27 22:30:00	NQ	Futures	4977.79	4981.35	4975.42	4979.57	210.0
2015-09-27 23:00:00	NQ	Futures	4979.86	4983.42	4978.97	4980.16	279.0
2015-09-27 23:30:00	NQ	Futures	4981.05	4988.46	4978.38	4988.46	420.0
2015-09-27 18:00:00	YM	Futures	17119.7	17139.8	17095.3	17113.3	954.0
2015-09-27 18:30:00	YM	Futures	17112.2	17112.2	17051.9	17085.8	1452.0
2015-09-27 19:00:00	YM	Futures	17087.9	17098.5	17077.3	17086.8	293.0
2015-09-27 19:30:00	YM	Futures	17086.8	17097.4	17069.9	17094.2	340.0
2015-09-27 20:00:00	YM	Futures	17092.1	17127.1	17063.5	17074.1	1495.0
2015-09-27 20:30:00	YM	Futures	17072.0	17104.8	17064.6	17102.7	504.0
2015-09-27 21:00:00	YM	Futures	17101.6	17112.2	17091.1	17106.9	690.0
2015-09-27 21:30:00	YM	Futures	17105.9	17126.0	17099.5	17117.5	723.0
2015-09-27 22:00:00	YM	Futures	17117.5	17119.7	17101.6	17102.7	319.0
2015-09-27 22:30:00	YM	Futures	17102.7	17115.4	17097.4	17113.3	408.0
2015-09-27 23:00:00	YM	Futures	17113.3	17121.8	17111.2	17115.4	399.0
2015-09-27 23:30:00	YM	Futures	17118.6	17141.9	17112.2	17141.9	509.0
2015-09-27 18:00:00	CL	Futures	64.92	65.09	64.79	65.06	433.0
2015-09-27 18:30:00	CL	Futures	65.06	65.06	64.89	64.96	273.0
2015-09-27 19:00:00	CL	Futures	64.96	64.98	64.86	64.95	180.0
2015-09-27 19:30:00	CL	Futures	64.96	65.03	64.91	64.96	204.0
2015-09-27 20:00:00	CL	Futures	64.96	64.99	64.83	64.89	298.0
2015-09-27 20:30:00	CL	Futures	64.88	64.93	64.85	64.93	236.0
2015-09-27 21:00:00	CL	Futures	64.93	64.96	64.69	64.72	750.0
2015-09-27 21:30:00	CL	Futures	64.71	64.76	64.59	64.71	814.0
2015-09-27 22:00:00	CL	Futures	64.71	64.78	64.62	64.73	377.0
2015-09-27 22:30:00	CL	Futures	64.72	64.76	64.66	64.72	237.0
2015-09-27 23:00:00	CL	Futures	64.71	64.78	64.68	64.75	282.0
2015-09-27 23:30:00	CL	Futures	64.73	64.82	64.72	64.79	311.0
2015-09-27 18:00:00	GC	Futures	1563.3	1563.6	1561.8	1562.3	449.0
2015-09-27 18:30:00	GC	Futures	1562.3	1564.9	1562.2	1564.7	398.0

> showing 50 of 488 rows — these rows as CSV

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