PREVIEW / futures_30min / 2015-11-22

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-11-22.parquet
  size:    20 KB
  rows:    500

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
2015-11-22 18:00:00	ES	Futures	2236.67	2239.62	2235.6	2238.28	5934.0
2015-11-22 18:30:00	ES	Futures	2238.28	2239.08	2238.01	2238.01	1155.0
2015-11-22 19:00:00	ES	Futures	2238.01	2238.81	2237.74	2238.55	1148.0
2015-11-22 19:30:00	ES	Futures	2238.81	2239.08	2238.28	2238.81	1126.0
2015-11-22 20:00:00	ES	Futures	2238.81	2238.81	2237.74	2237.74	949.0
2015-11-22 20:30:00	ES	Futures	2237.74	2238.01	2235.07	2235.07	3139.0
2015-11-22 21:00:00	ES	Futures	2235.07	2235.6	2234.0	2234.8	2567.0
2015-11-22 21:30:00	ES	Futures	2234.8	2236.41	2234.53	2235.87	1467.0
2015-11-22 22:00:00	ES	Futures	2236.14	2236.41	2235.34	2235.6	940.0
2015-11-22 22:30:00	ES	Futures	2235.87	2236.67	2235.6	2236.67	601.0
2015-11-22 23:00:00	ES	Futures	2236.67	2237.21	2236.41	2236.41	544.0
2015-11-22 23:30:00	ES	Futures	2236.41	2237.21	2236.14	2236.94	433.0
2015-11-22 18:00:00	NQ	Futures	5561.58	5571.07	5559.8	5567.8	703.0
2015-11-22 18:30:00	NQ	Futures	5567.21	5569.88	5566.92	5568.1	219.0
2015-11-22 19:00:00	NQ	Futures	5567.21	5568.69	5566.03	5568.69	146.0
2015-11-22 19:30:00	NQ	Futures	5568.69	5569.88	5568.4	5568.99	181.0
2015-11-22 20:00:00	NQ	Futures	5569.29	5569.29	5565.43	5566.62	334.0
2015-11-22 20:30:00	NQ	Futures	5566.92	5566.92	5561.58	5561.88	506.0
2015-11-22 21:00:00	NQ	Futures	5561.88	5563.36	5559.5	5561.88	622.0
2015-11-22 21:30:00	NQ	Futures	5561.88	5565.73	5560.99	5565.43	262.0
2015-11-22 22:00:00	NQ	Futures	5565.43	5566.03	5563.36	5563.95	244.0
2015-11-22 22:30:00	NQ	Futures	5563.65	5566.62	5563.65	5566.32	272.0
2015-11-22 23:00:00	NQ	Futures	5566.32	5567.21	5565.14	5565.73	183.0
2015-11-22 23:30:00	NQ	Futures	5565.43	5567.21	5565.14	5566.92	76.0
2015-11-22 18:00:00	YM	Futures	18855.8	18893.9	18855.8	18882.3	845.0
2015-11-22 18:30:00	YM	Futures	18881.2	18890.7	18881.2	18882.3	292.0
2015-11-22 19:00:00	YM	Futures	18883.3	18888.6	18879.1	18885.4	164.0
2015-11-22 19:30:00	YM	Futures	18886.5	18899.2	18886.5	18890.7	676.0
2015-11-22 20:00:00	YM	Futures	18890.7	18891.8	18878.0	18880.1	399.0
2015-11-22 20:30:00	YM	Futures	18879.1	18880.1	18857.9	18858.9	441.0
2015-11-22 21:00:00	YM	Futures	18857.9	18863.2	18851.5	18856.8	432.0
2015-11-22 21:30:00	YM	Futures	18857.9	18868.5	18852.6	18864.2	304.0
2015-11-22 22:00:00	YM	Futures	18867.4	18868.5	18861.1	18864.2	131.0
2015-11-22 22:30:00	YM	Futures	18864.2	18873.8	18864.2	18870.6	229.0
2015-11-22 23:00:00	YM	Futures	18871.7	18873.8	18868.5	18868.5	78.0
2015-11-22 23:30:00	YM	Futures	18868.5	18875.9	18865.3	18874.8	164.0
2015-11-22 18:00:00	CL	Futures	56.89	57.11	56.81	56.99	1415.0
2015-11-22 18:30:00	CL	Futures	57.0	57.0	56.88	56.92	480.0
2015-11-22 19:00:00	CL	Futures	56.94	57.13	56.92	57.07	934.0
2015-11-22 19:30:00	CL	Futures	57.07	57.09	57.0	57.04	417.0
2015-11-22 20:00:00	CL	Futures	57.04	57.06	56.65	56.67	1893.0
2015-11-22 20:30:00	CL	Futures	56.67	56.74	56.25	56.26	3410.0
2015-11-22 21:00:00	CL	Futures	56.25	56.36	56.17	56.33	2308.0
2015-11-22 21:30:00	CL	Futures	56.35	56.39	56.22	56.35	1058.0
2015-11-22 22:00:00	CL	Futures	56.35	56.41	56.32	56.37	972.0
2015-11-22 22:30:00	CL	Futures	56.37	56.4	56.32	56.4	323.0
2015-11-22 23:00:00	CL	Futures	56.4	56.43	56.29	56.35	598.0
2015-11-22 23:30:00	CL	Futures	56.35	56.43	56.35	56.41	467.0
2015-11-22 18:00:00	GC	Futures	1469.6	1469.8	1464.3	1467.6	1769.0
2015-11-22 18:30:00	GC	Futures	1467.3	1468.7	1467.2	1467.7	312.0

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