PREVIEW / futures_30min / 2015-11-29

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-11-29.parquet
  size:    19 KB
  rows:    505

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
2015-11-29 18:00:00	ES	Futures	2236.41	2237.21	2232.93	2233.19	5768.0
2015-11-29 18:30:00	ES	Futures	2233.46	2233.73	2232.12	2233.46	2072.0
2015-11-29 19:00:00	ES	Futures	2233.46	2234.26	2231.32	2232.12	4306.0
2015-11-29 19:30:00	ES	Futures	2231.86	2234.26	2231.86	2232.66	2140.0
2015-11-29 20:00:00	ES	Futures	2232.39	2233.73	2232.39	2232.66	1991.0
2015-11-29 20:30:00	ES	Futures	2232.66	2234.0	2232.39	2233.73	1413.0
2015-11-29 21:00:00	ES	Futures	2234.0	2234.53	2233.19	2233.73	1735.0
2015-11-29 21:30:00	ES	Futures	2233.46	2233.73	2232.93	2232.93	870.0
2015-11-29 22:00:00	ES	Futures	2233.19	2233.46	2232.66	2232.93	947.0
2015-11-29 22:30:00	ES	Futures	2233.19	2233.46	2232.39	2232.93	1386.0
2015-11-29 23:00:00	ES	Futures	2232.66	2234.26	2232.66	2233.73	1763.0
2015-11-29 23:30:00	ES	Futures	2233.46	2234.0	2232.93	2233.19	618.0
2015-11-29 18:00:00	NQ	Futures	5556.83	5556.83	5546.46	5547.05	611.0
2015-11-29 18:30:00	NQ	Futures	5547.05	5548.53	5544.98	5547.64	219.0
2015-11-29 19:00:00	NQ	Futures	5548.24	5551.2	5541.12	5543.49	608.0
2015-11-29 19:30:00	NQ	Futures	5543.49	5549.13	5543.49	5544.98	333.0
2015-11-29 20:00:00	NQ	Futures	5544.98	5547.64	5544.09	5544.68	251.0
2015-11-29 20:30:00	NQ	Futures	5544.98	5547.64	5544.38	5547.35	211.0
2015-11-29 21:00:00	NQ	Futures	5547.94	5549.42	5544.98	5545.86	278.0
2015-11-29 21:30:00	NQ	Futures	5546.75	5546.75	5544.68	5545.27	127.0
2015-11-29 22:00:00	NQ	Futures	5544.68	5545.57	5543.79	5544.38	103.0
2015-11-29 22:30:00	NQ	Futures	5544.98	5545.57	5542.31	5543.49	223.0
2015-11-29 23:00:00	NQ	Futures	5544.09	5547.35	5544.09	5545.86	162.0
2015-11-29 23:30:00	NQ	Futures	5545.86	5546.46	5543.79	5544.38	55.0
2015-11-29 18:00:00	YM	Futures	18855.8	18855.8	18819.8	18824.0	587.0
2015-11-29 18:30:00	YM	Futures	18822.9	18828.2	18816.6	18825.1	238.0
2015-11-29 19:00:00	YM	Futures	18826.1	18834.6	18809.2	18818.7	657.0
2015-11-29 19:30:00	YM	Futures	18816.6	18833.5	18816.6	18819.8	360.0
2015-11-29 20:00:00	YM	Futures	18821.9	18830.3	18819.8	18822.9	236.0
2015-11-29 20:30:00	YM	Futures	18822.9	18833.5	18820.8	18833.5	350.0
2015-11-29 21:00:00	YM	Futures	18833.5	18837.8	18827.2	18829.3	277.0
2015-11-29 21:30:00	YM	Futures	18831.4	18831.4	18825.1	18828.2	106.0
2015-11-29 22:00:00	YM	Futures	18826.1	18828.2	18824.0	18824.0	76.0
2015-11-29 22:30:00	YM	Futures	18826.1	18828.2	18820.8	18821.9	185.0
2015-11-29 23:00:00	YM	Futures	18821.9	18832.5	18821.9	18827.2	166.0
2015-11-29 23:30:00	YM	Futures	18826.1	18829.3	18824.0	18825.1	60.0
2015-11-29 18:00:00	CL	Futures	57.28	57.48	57.28	57.4	1164.0
2015-11-29 18:30:00	CL	Futures	57.39	57.43	57.35	57.36	382.0
2015-11-29 19:00:00	CL	Futures	57.36	57.5	57.35	57.47	811.0
2015-11-29 19:30:00	CL	Futures	57.48	57.48	57.4	57.43	522.0
2015-11-29 20:00:00	CL	Futures	57.44	57.48	57.39	57.42	668.0
2015-11-29 20:30:00	CL	Futures	57.4	57.46	57.39	57.43	507.0
2015-11-29 21:00:00	CL	Futures	57.43	57.44	57.32	57.36	863.0
2015-11-29 21:30:00	CL	Futures	57.39	57.39	57.33	57.36	150.0
2015-11-29 22:00:00	CL	Futures	57.37	57.4	57.31	57.33	340.0
2015-11-29 22:30:00	CL	Futures	57.33	57.37	57.28	57.32	684.0
2015-11-29 23:00:00	CL	Futures	57.32	57.36	57.28	57.28	553.0
2015-11-29 23:30:00	CL	Futures	57.29	57.32	57.25	57.31	490.0
2015-11-29 18:00:00	GC	Futures	1442.2	1444.9	1442.2	1443.4	905.0
2015-11-29 18:30:00	GC	Futures	1443.6	1443.6	1442.2	1442.5	1244.0

> showing 50 of 505 rows — these rows as CSV

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