PREVIEW / futures_30min / 2015-11-08

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-11-08.parquet
  size:    21 KB
  rows:    527

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
2015-11-08 18:00:00	ES	Futures	2239.08	2241.22	2237.74	2239.62	13207.0
2015-11-08 18:30:00	ES	Futures	2239.88	2240.42	2239.08	2239.88	1317.0
2015-11-08 19:00:00	ES	Futures	2240.15	2240.95	2239.88	2240.15	1774.0
2015-11-08 19:30:00	ES	Futures	2240.15	2240.42	2239.35	2239.62	2096.0
2015-11-08 20:00:00	ES	Futures	2239.62	2240.69	2239.35	2239.88	1939.0
2015-11-08 20:30:00	ES	Futures	2239.88	2244.43	2239.88	2243.63	4841.0
2015-11-08 21:00:00	ES	Futures	2243.63	2244.43	2242.29	2243.9	2398.0
2015-11-08 21:30:00	ES	Futures	2243.9	2245.24	2243.36	2243.9	2556.0
2015-11-08 22:00:00	ES	Futures	2243.9	2244.17	2242.56	2243.09	1432.0
2015-11-08 22:30:00	ES	Futures	2242.83	2243.9	2241.76	2243.09	2087.0
2015-11-08 23:00:00	ES	Futures	2243.36	2244.17	2242.56	2242.83	1673.0
2015-11-08 23:30:00	ES	Futures	2242.83	2243.36	2242.02	2242.56	1219.0
2015-11-08 18:00:00	NQ	Futures	5575.51	5577.0	5569.58	5575.22	850.0
2015-11-08 18:30:00	NQ	Futures	5575.22	5577.0	5574.62	5576.4	438.0
2015-11-08 19:00:00	NQ	Futures	5576.4	5576.7	5574.33	5576.4	724.0
2015-11-08 19:30:00	NQ	Futures	5576.4	5577.0	5573.44	5574.33	536.0
2015-11-08 20:00:00	NQ	Futures	5574.33	5576.4	5574.03	5575.22	322.0
2015-11-08 20:30:00	NQ	Futures	5575.22	5586.48	5575.22	5583.22	1408.0
2015-11-08 21:00:00	NQ	Futures	5583.52	5589.15	5581.44	5587.37	1065.0
2015-11-08 21:30:00	NQ	Futures	5587.67	5589.15	5585.3	5587.08	772.0
2015-11-08 22:00:00	NQ	Futures	5587.08	5587.67	5585.3	5586.48	497.0
2015-11-08 22:30:00	NQ	Futures	5586.48	5589.15	5584.11	5587.67	570.0
2015-11-08 23:00:00	NQ	Futures	5587.97	5588.56	5584.41	5585.0	657.0
2015-11-08 23:30:00	NQ	Futures	5585.3	5586.48	5584.7	5585.59	193.0
2015-11-08 18:00:00	YM	Futures	18882.3	18900.3	18879.1	18891.8	793.0
2015-11-08 18:30:00	YM	Futures	18891.8	18896.0	18884.4	18891.8	234.0
2015-11-08 19:00:00	YM	Futures	18893.9	18899.2	18889.7	18895.0	396.0
2015-11-08 19:30:00	YM	Futures	18895.0	18897.1	18886.5	18889.7	304.0
2015-11-08 20:00:00	YM	Futures	18889.7	18898.1	18887.5	18892.8	217.0
2015-11-08 20:30:00	YM	Futures	18891.8	18927.8	18891.8	18918.3	1151.0
2015-11-08 21:00:00	YM	Futures	18918.3	18924.6	18910.9	18921.4	531.0
2015-11-08 21:30:00	YM	Futures	18920.4	18929.9	18917.2	18919.3	495.0
2015-11-08 22:00:00	YM	Futures	18918.3	18921.4	18911.9	18915.1	235.0
2015-11-08 22:30:00	YM	Futures	18914.0	18922.5	18906.6	18915.1	350.0
2015-11-08 23:00:00	YM	Futures	18915.1	18919.3	18910.9	18913.0	291.0
2015-11-08 23:30:00	YM	Futures	18913.0	18916.1	18908.7	18915.1	192.0
2015-11-08 18:00:00	CL	Futures	63.0	63.07	62.03	62.72	1507.0
2015-11-08 18:30:00	CL	Futures	62.71	62.76	62.66	62.76	274.0
2015-11-08 19:00:00	CL	Futures	62.72	62.83	62.68	62.82	434.0
2015-11-08 19:30:00	CL	Futures	62.83	62.93	62.8	62.92	509.0
2015-11-08 20:00:00	CL	Futures	62.93	63.07	62.92	63.0	1024.0
2015-11-08 20:30:00	CL	Futures	63.0	63.19	62.79	63.03	3382.0
2015-11-08 21:00:00	CL	Futures	63.03	63.3	63.02	63.22	1873.0
2015-11-08 21:30:00	CL	Futures	63.22	63.26	63.14	63.2	439.0
2015-11-08 22:00:00	CL	Futures	63.22	63.26	63.2	63.24	320.0
2015-11-08 22:30:00	CL	Futures	63.23	63.23	63.17	63.22	164.0
2015-11-08 23:00:00	CL	Futures	63.2	63.24	63.19	63.2	144.0
2015-11-08 23:30:00	CL	Futures	63.2	63.22	63.16	63.22	228.0
2015-11-08 18:00:00	GC	Futures	1487.0	1488.3	1485.9	1487.8	1268.0
2015-11-08 18:30:00	GC	Futures	1487.8	1489.3	1486.0	1487.1	1098.0

> showing 50 of 527 rows — these rows as CSV

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