PREVIEW / futures_30min / 2015-11-01

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-11-01.parquet
  size:    20 KB
  rows:    536

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
2015-11-01 18:00:00	ES	Futures	2218.75	2219.82	2214.46	2215.0	6004.0
2015-11-01 18:30:00	ES	Futures	2215.0	2215.0	2210.99	2213.93	6337.0
2015-11-01 19:00:00	ES	Futures	2213.93	2214.73	2212.86	2213.66	4614.0
2015-11-01 19:30:00	ES	Futures	2213.66	2213.93	2212.59	2212.86	2469.0
2015-11-01 20:00:00	ES	Futures	2212.86	2213.39	2211.52	2211.52	3461.0
2015-11-01 20:30:00	ES	Futures	2211.52	2215.0	2210.72	2212.06	9868.0
2015-11-01 21:00:00	ES	Futures	2212.06	2212.59	2210.99	2212.06	2761.0
2015-11-01 21:30:00	ES	Futures	2212.32	2212.86	2211.79	2212.06	2011.0
2015-11-01 22:00:00	ES	Futures	2212.06	2213.13	2211.52	2211.79	3143.0
2015-11-01 22:30:00	ES	Futures	2212.06	2212.06	2210.72	2210.72	2388.0
2015-11-01 23:00:00	ES	Futures	2210.99	2211.25	2210.45	2210.99	1479.0
2015-11-01 23:30:00	ES	Futures	2210.99	2210.99	2209.38	2210.45	2660.0
2015-11-01 18:00:00	NQ	Futures	5508.21	5508.21	5498.43	5499.32	1519.0
2015-11-01 18:30:00	NQ	Futures	5499.02	5499.91	5492.79	5495.76	1350.0
2015-11-01 19:00:00	NQ	Futures	5495.76	5499.02	5494.87	5495.76	729.0
2015-11-01 19:30:00	NQ	Futures	5495.76	5497.54	5493.39	5493.39	592.0
2015-11-01 20:00:00	NQ	Futures	5493.39	5494.57	5489.53	5489.53	575.0
2015-11-01 20:30:00	NQ	Futures	5489.23	5498.43	5487.16	5489.83	1328.0
2015-11-01 21:00:00	NQ	Futures	5490.12	5491.01	5487.75	5489.83	632.0
2015-11-01 21:30:00	NQ	Futures	5489.83	5491.61	5489.53	5490.12	344.0
2015-11-01 22:00:00	NQ	Futures	5490.12	5492.5	5489.23	5490.42	555.0
2015-11-01 22:30:00	NQ	Futures	5490.42	5491.01	5487.75	5488.64	436.0
2015-11-01 23:00:00	NQ	Futures	5488.35	5489.53	5488.35	5489.53	209.0
2015-11-01 23:30:00	NQ	Futures	5488.94	5488.94	5485.68	5487.75	398.0
2015-11-01 18:00:00	YM	Futures	18640.7	18640.7	18597.3	18605.8	1033.0
2015-11-01 18:30:00	YM	Futures	18603.7	18606.8	18579.3	18594.1	880.0
2015-11-01 19:00:00	YM	Futures	18593.1	18601.5	18587.8	18592.0	306.0
2015-11-01 19:30:00	YM	Futures	18593.1	18598.4	18587.8	18588.8	293.0
2015-11-01 20:00:00	YM	Futures	18586.7	18589.9	18576.1	18578.2	298.0
2015-11-01 20:30:00	YM	Futures	18577.2	18604.7	18572.9	18581.4	1229.0
2015-11-01 21:00:00	YM	Futures	18582.5	18588.8	18576.1	18584.6	340.0
2015-11-01 21:30:00	YM	Futures	18587.8	18588.8	18581.4	18584.6	196.0
2015-11-01 22:00:00	YM	Futures	18582.5	18593.1	18578.2	18581.4	456.0
2015-11-01 22:30:00	YM	Futures	18582.5	18585.7	18572.9	18575.1	572.0
2015-11-01 23:00:00	YM	Futures	18576.1	18579.3	18574.0	18577.2	175.0
2015-11-01 23:30:00	YM	Futures	18575.1	18575.1	18566.6	18570.8	360.0
2015-11-01 18:00:00	CL	Futures	65.71	65.71	65.45	65.52	833.0
2015-11-01 18:30:00	CL	Futures	65.54	65.54	65.39	65.44	328.0
2015-11-01 19:00:00	CL	Futures	65.44	65.45	65.34	65.37	366.0
2015-11-01 19:30:00	CL	Futures	65.35	65.51	65.32	65.47	643.0
2015-11-01 20:00:00	CL	Futures	65.48	65.49	65.32	65.39	571.0
2015-11-01 20:30:00	CL	Futures	65.38	65.68	65.37	65.62	923.0
2015-11-01 21:00:00	CL	Futures	65.61	65.66	65.49	65.59	715.0
2015-11-01 21:30:00	CL	Futures	65.61	65.73	65.58	65.68	457.0
2015-11-01 22:00:00	CL	Futures	65.68	65.69	65.61	65.62	334.0
2015-11-01 22:30:00	CL	Futures	65.62	65.71	65.58	65.69	307.0
2015-11-01 23:00:00	CL	Futures	65.71	65.71	65.61	65.65	182.0
2015-11-01 23:30:00	CL	Futures	65.65	65.66	65.56	65.59	274.0
2015-11-01 18:00:00	GC	Futures	1558.2	1558.9	1548.0	1555.5	4517.0
2015-11-01 18:30:00	GC	Futures	1555.5	1557.8	1555.1	1556.9	907.0

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