PREVIEW / futures_30min / 2015-10-18

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-10-18.parquet
  size:    21 KB
  rows:    523

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
2015-10-18 18:00:00	ES	Futures	2166.84	2168.17	2166.03	2167.37	3558.0
2015-10-18 18:30:00	ES	Futures	2167.37	2168.17	2167.1	2167.37	1095.0
2015-10-18 19:00:00	ES	Futures	2167.64	2167.64	2166.3	2166.84	867.0
2015-10-18 19:30:00	ES	Futures	2166.84	2167.1	2165.23	2165.77	2040.0
2015-10-18 20:00:00	ES	Futures	2165.5	2165.77	2163.62	2163.89	3892.0
2015-10-18 20:30:00	ES	Futures	2163.89	2164.96	2163.36	2163.89	1650.0
2015-10-18 21:00:00	ES	Futures	2163.62	2163.62	2160.15	2161.48	5775.0
2015-10-18 21:30:00	ES	Futures	2161.48	2163.62	2160.95	2161.22	4043.0
2015-10-18 22:00:00	ES	Futures	2161.48	2165.77	2161.48	2163.09	9444.0
2015-10-18 22:30:00	ES	Futures	2162.82	2163.89	2161.75	2163.36	2960.0
2015-10-18 23:00:00	ES	Futures	2163.36	2164.69	2163.36	2163.62	2024.0
2015-10-18 23:30:00	ES	Futures	2163.89	2164.69	2161.48	2161.75	1799.0
2015-10-18 18:00:00	NQ	Futures	5259.16	5263.61	5256.19	5259.75	784.0
2015-10-18 18:30:00	NQ	Futures	5259.45	5261.83	5258.27	5259.75	141.0
2015-10-18 19:00:00	NQ	Futures	5260.05	5260.05	5256.19	5257.08	122.0
2015-10-18 19:30:00	NQ	Futures	5257.38	5257.68	5254.41	5255.3	254.0
2015-10-18 20:00:00	NQ	Futures	5255.3	5255.3	5249.37	5251.15	490.0
2015-10-18 20:30:00	NQ	Futures	5250.26	5252.93	5249.37	5251.15	259.0
2015-10-18 21:00:00	NQ	Futures	5250.56	5250.56	5243.15	5245.82	1076.0
2015-10-18 21:30:00	NQ	Futures	5245.22	5249.37	5242.85	5243.74	887.0
2015-10-18 22:00:00	NQ	Futures	5244.04	5256.49	5244.04	5248.19	1932.0
2015-10-18 22:30:00	NQ	Futures	5247.59	5251.15	5245.22	5249.08	409.0
2015-10-18 23:00:00	NQ	Futures	5250.56	5253.52	5250.26	5250.86	364.0
2015-10-18 23:30:00	NQ	Futures	5251.15	5253.52	5244.63	5245.22	440.0
2015-10-18 18:00:00	YM	Futures	18119.6	18127.0	18111.1	18122.8	565.0
2015-10-18 18:30:00	YM	Futures	18122.8	18129.1	18119.6	18121.7	151.0
2015-10-18 19:00:00	YM	Futures	18121.7	18122.8	18116.4	18119.6	279.0
2015-10-18 19:30:00	YM	Futures	18120.6	18120.6	18106.9	18109.0	403.0
2015-10-18 20:00:00	YM	Futures	18109.0	18110.1	18092.0	18095.2	419.0
2015-10-18 20:30:00	YM	Futures	18095.2	18102.6	18089.9	18093.1	233.0
2015-10-18 21:00:00	YM	Futures	18092.0	18092.0	18067.7	18076.2	705.0
2015-10-18 21:30:00	YM	Futures	18075.1	18091.0	18070.9	18074.0	543.0
2015-10-18 22:00:00	YM	Futures	18075.1	18111.1	18075.1	18086.8	1518.0
2015-10-18 22:30:00	YM	Futures	18086.8	18094.2	18080.4	18092.0	308.0
2015-10-18 23:00:00	YM	Futures	18091.0	18103.7	18091.0	18097.3	344.0
2015-10-18 23:30:00	YM	Futures	18098.4	18104.8	18079.3	18082.5	372.0
2015-10-18 18:00:00	CL	Futures	67.53	67.72	67.36	67.6	605.0
2015-10-18 18:30:00	CL	Futures	67.59	67.8	67.59	67.76	290.0
2015-10-18 19:00:00	CL	Futures	67.74	67.8	67.59	67.64	297.0
2015-10-18 19:30:00	CL	Futures	67.64	67.69	67.56	67.6	218.0
2015-10-18 20:00:00	CL	Futures	67.59	67.6	67.4	67.43	531.0
2015-10-18 20:30:00	CL	Futures	67.45	67.56	67.42	67.47	531.0
2015-10-18 21:00:00	CL	Futures	67.47	67.49	67.14	67.22	1363.0
2015-10-18 21:30:00	CL	Futures	67.22	67.47	67.21	67.21	846.0
2015-10-18 22:00:00	CL	Futures	67.23	67.49	67.23	67.32	1571.0
2015-10-18 22:30:00	CL	Futures	67.33	67.42	67.28	67.33	644.0
2015-10-18 23:00:00	CL	Futures	67.33	67.42	67.33	67.38	333.0
2015-10-18 23:30:00	CL	Futures	67.36	67.38	67.19	67.29	610.0
2015-10-18 18:00:00	GC	Futures	1606.9	1607.0	1604.8	1605.4	707.0
2015-10-18 18:30:00	GC	Futures	1605.2	1606.6	1604.5	1605.2	359.0

> showing 50 of 523 rows — these rows as CSV

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