PREVIEW / futures_30min / 2015-12-06

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-12-06.parquet
  size:    19 KB
  rows:    498

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
2015-12-06 18:00:00	ES	Futures	2239.35	2239.88	2233.73	2233.73	5334.0
2015-12-06 18:30:00	ES	Futures	2234.0	2235.87	2233.19	2235.6	2649.0
2015-12-06 19:00:00	ES	Futures	2235.34	2235.87	2232.93	2233.19	3366.0
2015-12-06 19:30:00	ES	Futures	2233.19	2234.8	2233.19	2233.19	1656.0
2015-12-06 20:00:00	ES	Futures	2233.19	2234.26	2232.93	2233.46	1849.0
2015-12-06 20:30:00	ES	Futures	2233.19	2233.46	2231.59	2232.93	3045.0
2015-12-06 21:00:00	ES	Futures	2232.93	2233.73	2231.86	2232.12	1537.0
2015-12-06 21:30:00	ES	Futures	2231.86	2233.19	2231.59	2232.93	1724.0
2015-12-06 22:00:00	ES	Futures	2232.93	2234.8	2232.93	2234.26	1508.0
2015-12-06 22:30:00	ES	Futures	2234.26	2234.53	2233.73	2234.0	634.0
2015-12-06 23:00:00	ES	Futures	2234.0	2234.26	2232.66	2233.19	1055.0
2015-12-06 23:30:00	ES	Futures	2233.19	2234.26	2232.93	2234.0	548.0
2015-12-06 18:00:00	NQ	Futures	5599.23	5602.49	5585.89	5586.78	864.0
2015-12-06 18:30:00	NQ	Futures	5586.78	5592.71	5585.89	5591.82	319.0
2015-12-06 19:00:00	NQ	Futures	5592.12	5592.12	5585.89	5585.89	440.0
2015-12-06 19:30:00	NQ	Futures	5585.89	5590.34	5585.0	5585.0	450.0
2015-12-06 20:00:00	NQ	Futures	5585.3	5588.26	5584.11	5586.19	298.0
2015-12-06 20:30:00	NQ	Futures	5585.89	5585.89	5580.55	5583.52	661.0
2015-12-06 21:00:00	NQ	Futures	5583.22	5585.3	5581.74	5582.33	281.0
2015-12-06 21:30:00	NQ	Futures	5582.33	5585.0	5581.74	5584.41	208.0
2015-12-06 22:00:00	NQ	Futures	5584.41	5588.26	5584.41	5587.37	183.0
2015-12-06 22:30:00	NQ	Futures	5587.67	5587.67	5586.19	5586.19	70.0
2015-12-06 23:00:00	NQ	Futures	5587.08	5587.08	5583.82	5585.59	179.0
2015-12-06 23:30:00	NQ	Futures	5585.3	5588.56	5584.7	5588.26	158.0
2015-12-06 18:00:00	YM	Futures	18906.6	18914.0	18863.2	18864.2	909.0
2015-12-06 18:30:00	YM	Futures	18863.2	18880.1	18854.7	18875.9	490.0
2015-12-06 19:00:00	YM	Futures	18874.8	18879.1	18860.0	18860.0	499.0
2015-12-06 19:30:00	YM	Futures	18861.1	18873.8	18860.0	18862.1	297.0
2015-12-06 20:00:00	YM	Futures	18863.2	18871.7	18860.0	18866.4	246.0
2015-12-06 20:30:00	YM	Futures	18864.2	18864.2	18849.4	18856.8	405.0
2015-12-06 21:00:00	YM	Futures	18856.8	18864.2	18851.5	18854.7	121.0
2015-12-06 21:30:00	YM	Futures	18853.7	18857.9	18850.5	18857.9	256.0
2015-12-06 22:00:00	YM	Futures	18857.9	18871.7	18857.9	18868.5	259.0
2015-12-06 22:30:00	YM	Futures	18868.5	18868.5	18863.2	18866.4	104.0
2015-12-06 23:00:00	YM	Futures	18867.4	18867.4	18854.7	18860.0	173.0
2015-12-06 23:30:00	YM	Futures	18858.9	18866.4	18857.9	18865.3	45.0
2015-12-06 18:00:00	CL	Futures	54.99	55.06	53.75	54.1	4713.0
2015-12-06 18:30:00	CL	Futures	54.1	54.3	53.97	54.27	1452.0
2015-12-06 19:00:00	CL	Futures	54.26	54.27	54.04	54.19	1690.0
2015-12-06 19:30:00	CL	Futures	54.18	54.27	54.14	54.18	771.0
2015-12-06 20:00:00	CL	Futures	54.18	54.4	54.14	54.34	2014.0
2015-12-06 20:30:00	CL	Futures	54.34	54.38	54.27	54.34	771.0
2015-12-06 21:00:00	CL	Futures	54.33	54.37	54.29	54.33	379.0
2015-12-06 21:30:00	CL	Futures	54.34	54.34	54.21	54.26	637.0
2015-12-06 22:00:00	CL	Futures	54.26	54.29	54.21	54.25	377.0
2015-12-06 22:30:00	CL	Futures	54.26	54.27	54.19	54.21	364.0
2015-12-06 23:00:00	CL	Futures	54.19	54.23	54.15	54.22	384.0
2015-12-06 23:30:00	CL	Futures	54.23	54.3	54.23	54.27	378.0
2015-12-06 18:00:00	GC	Futures	1482.5	1482.8	1479.3	1481.5	1387.0
2015-12-06 18:30:00	GC	Futures	1481.4	1481.5	1477.8	1478.7	1016.0

> showing 50 of 498 rows — these rows as CSV

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