PREVIEW / futures_30min / 2015-11-15

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-11-15.parquet
  size:    20 KB
  rows:    539

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
2015-11-15 18:00:00	ES	Futures	2147.57	2147.84	2139.01	2145.43	27884.0
2015-11-15 18:30:00	ES	Futures	2145.16	2148.91	2144.89	2146.23	7503.0
2015-11-15 19:00:00	ES	Futures	2145.96	2149.71	2145.96	2147.84	6174.0
2015-11-15 19:30:00	ES	Futures	2147.84	2150.25	2146.77	2149.98	6659.0
2015-11-15 20:00:00	ES	Futures	2149.98	2153.46	2149.18	2152.92	8049.0
2015-11-15 20:30:00	ES	Futures	2152.65	2153.99	2151.85	2152.65	4765.0
2015-11-15 21:00:00	ES	Futures	2152.65	2153.46	2150.78	2151.05	2629.0
2015-11-15 21:30:00	ES	Futures	2151.05	2152.12	2148.91	2149.44	3080.0
2015-11-15 22:00:00	ES	Futures	2149.44	2150.51	2148.91	2149.44	2529.0
2015-11-15 22:30:00	ES	Futures	2149.71	2150.25	2148.64	2149.18	3363.0
2015-11-15 23:00:00	ES	Futures	2149.18	2152.65	2149.18	2152.65	2551.0
2015-11-15 23:30:00	ES	Futures	2152.39	2152.65	2150.78	2151.58	1332.0
2015-11-15 18:00:00	NQ	Futures	5311.04	5311.04	5283.47	5296.81	3512.0
2015-11-15 18:30:00	NQ	Futures	5296.22	5306.6	5295.63	5301.85	1187.0
2015-11-15 19:00:00	NQ	Futures	5301.26	5310.75	5301.26	5304.52	1207.0
2015-11-15 19:30:00	NQ	Futures	5304.22	5310.45	5301.56	5309.56	1088.0
2015-11-15 20:00:00	NQ	Futures	5309.56	5319.64	5308.67	5317.86	1173.0
2015-11-15 20:30:00	NQ	Futures	5317.86	5322.61	5316.08	5319.35	1043.0
2015-11-15 21:00:00	NQ	Futures	5319.35	5321.42	5315.49	5315.49	444.0
2015-11-15 21:30:00	NQ	Futures	5315.49	5318.46	5311.93	5312.53	596.0
2015-11-15 22:00:00	NQ	Futures	5312.53	5315.19	5311.64	5311.93	631.0
2015-11-15 22:30:00	NQ	Futures	5312.53	5313.12	5309.56	5310.15	461.0
2015-11-15 23:00:00	NQ	Futures	5311.04	5318.46	5310.45	5318.46	507.0
2015-11-15 23:30:00	NQ	Futures	5318.46	5318.46	5314.6	5316.97	212.0
2015-11-15 18:00:00	YM	Futures	18121.7	18128.1	18062.4	18105.8	3536.0
2015-11-15 18:30:00	YM	Futures	18102.6	18136.5	18098.4	18114.3	1366.0
2015-11-15 19:00:00	YM	Futures	18113.2	18144.0	18112.2	18128.1	1116.0
2015-11-15 19:30:00	YM	Futures	18128.1	18148.2	18119.6	18146.1	877.0
2015-11-15 20:00:00	YM	Futures	18144.0	18172.6	18141.8	18169.4	829.0
2015-11-15 20:30:00	YM	Futures	18168.3	18175.7	18162.0	18167.3	653.0
2015-11-15 21:00:00	YM	Futures	18168.3	18174.7	18154.5	18154.5	374.0
2015-11-15 21:30:00	YM	Futures	18155.6	18163.0	18142.9	18145.0	424.0
2015-11-15 22:00:00	YM	Futures	18144.0	18151.4	18141.8	18145.0	437.0
2015-11-15 22:30:00	YM	Futures	18145.0	18148.2	18138.7	18142.9	357.0
2015-11-15 23:00:00	YM	Futures	18141.8	18168.3	18141.8	18167.3	283.0
2015-11-15 23:30:00	YM	Futures	18167.3	18169.4	18154.5	18160.9	264.0
2015-11-15 18:00:00	CL	Futures	57.73	57.92	57.37	57.77	378.0
2015-11-15 18:30:00	CL	Futures	57.76	57.8	57.65	57.77	186.0
2015-11-15 19:00:00	CL	Futures	57.79	57.8	57.63	57.63	130.0
2015-11-15 19:30:00	CL	Futures	57.61	57.79	57.61	57.77	205.0
2015-11-15 20:00:00	CL	Futures	57.77	57.85	57.73	57.85	403.0
2015-11-15 20:30:00	CL	Futures	57.85	57.94	57.83	57.94	484.0
2015-11-15 21:00:00	CL	Futures	57.94	57.98	57.85	57.89	292.0
2015-11-15 21:30:00	CL	Futures	57.89	58.06	57.89	58.0	352.0
2015-11-15 22:00:00	CL	Futures	58.0	58.03	57.96	57.96	192.0
2015-11-15 22:30:00	CL	Futures	57.98	58.07	57.95	58.06	257.0
2015-11-15 23:00:00	CL	Futures	58.05	58.1	58.03	58.07	176.0
2015-11-15 23:30:00	CL	Futures	58.06	58.09	58.02	58.07	134.0
2015-11-15 18:00:00	GC	Futures	1485.3	1487.5	1481.7	1484.4	4130.0
2015-11-15 18:30:00	GC	Futures	1484.2	1487.0	1483.7	1486.3	1242.0

> showing 50 of 539 rows — these rows as CSV

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