PREVIEW / futures_30min / 2015-12-13

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-12-13.parquet
  size:    20 KB
  rows:    516

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
2015-12-13 18:00:00	ES	Futures	2149.18	2155.86	2149.18	2153.99	7405.0
2015-12-13 18:30:00	ES	Futures	2154.26	2154.53	2153.19	2153.72	1501.0
2015-12-13 19:00:00	ES	Futures	2153.99	2155.06	2152.65	2153.99	1725.0
2015-12-13 19:30:00	ES	Futures	2154.26	2154.26	2152.92	2153.19	762.0
2015-12-13 20:00:00	ES	Futures	2152.92	2153.99	2152.12	2153.72	1905.0
2015-12-13 20:30:00	ES	Futures	2153.99	2157.47	2153.46	2156.94	3210.0
2015-12-13 21:00:00	ES	Futures	2157.2	2158.01	2155.6	2155.6	1912.0
2015-12-13 21:30:00	ES	Futures	2155.6	2157.47	2155.33	2155.86	1021.0
2015-12-13 22:00:00	ES	Futures	2155.6	2156.67	2154.79	2156.67	887.0
2015-12-13 22:30:00	ES	Futures	2156.67	2159.61	2155.86	2159.08	1626.0
2015-12-13 23:00:00	ES	Futures	2159.34	2159.61	2158.81	2159.34	1042.0
2015-12-13 23:30:00	ES	Futures	2159.61	2159.88	2158.27	2158.81	1027.0
2015-12-13 18:00:00	NQ	Futures	5377.75	5394.36	5368.56	5389.32	921.0
2015-12-13 18:30:00	NQ	Futures	5390.21	5391.1	5388.13	5389.02	125.0
2015-12-13 19:00:00	NQ	Futures	5389.61	5393.76	5386.65	5389.91	328.0
2015-12-13 19:30:00	NQ	Futures	5389.61	5390.5	5387.83	5387.83	90.0
2015-12-13 20:00:00	NQ	Futures	5387.24	5387.54	5383.39	5386.06	179.0
2015-12-13 20:30:00	NQ	Futures	5385.76	5393.76	5385.46	5393.17	299.0
2015-12-13 21:00:00	NQ	Futures	5393.47	5395.25	5390.8	5390.8	147.0
2015-12-13 21:30:00	NQ	Futures	5390.5	5395.25	5390.21	5394.65	27.0
2015-12-13 22:00:00	NQ	Futures	5390.8	5392.58	5389.61	5392.58	78.0
2015-12-13 22:30:00	NQ	Futures	5392.88	5400.88	5391.99	5399.1	262.0
2015-12-13 23:00:00	NQ	Futures	5399.69	5399.69	5397.62	5399.4	118.0
2015-12-13 23:30:00	NQ	Futures	5400.88	5401.18	5397.62	5398.51	38.0
2015-12-13 18:00:00	YM	Futures	18275.0	18314.3	18268.6	18306.9	940.0
2015-12-13 18:30:00	YM	Futures	18306.9	18306.9	18297.3	18297.3	116.0
2015-12-13 19:00:00	YM	Futures	18299.4	18302.6	18287.7	18300.5	691.0
2015-12-13 19:30:00	YM	Futures	18301.6	18302.6	18290.9	18290.9	247.0
2015-12-13 20:00:00	YM	Futures	18292.0	18298.4	18281.4	18295.2	593.0
2015-12-13 20:30:00	YM	Futures	18297.3	18327.1	18293.1	18323.9	1370.0
2015-12-13 21:00:00	YM	Futures	18323.9	18332.4	18314.3	18314.3	848.0
2015-12-13 21:30:00	YM	Futures	18312.2	18330.3	18310.1	18319.7	258.0
2015-12-13 22:00:00	YM	Futures	18318.6	18322.9	18312.2	18322.9	225.0
2015-12-13 22:30:00	YM	Futures	18321.8	18348.4	18319.7	18344.2	507.0
2015-12-13 23:00:00	YM	Futures	18345.2	18345.2	18336.7	18341.0	270.0
2015-12-13 23:30:00	YM	Futures	18342.0	18345.2	18334.6	18335.6	114.0
2015-12-13 18:00:00	CL	Futures	48.54	48.94	48.49	48.82	2277.0
2015-12-13 18:30:00	CL	Futures	48.8	48.82	48.69	48.72	436.0
2015-12-13 19:00:00	CL	Futures	48.72	48.83	48.69	48.76	698.0
2015-12-13 19:30:00	CL	Futures	48.76	48.78	48.65	48.67	634.0
2015-12-13 20:00:00	CL	Futures	48.67	48.67	48.49	48.63	1348.0
2015-12-13 20:30:00	CL	Futures	48.61	48.63	48.49	48.53	855.0
2015-12-13 21:00:00	CL	Futures	48.52	48.56	48.36	48.46	1591.0
2015-12-13 21:30:00	CL	Futures	48.45	48.54	48.39	48.5	637.0
2015-12-13 22:00:00	CL	Futures	48.5	48.61	48.47	48.57	524.0
2015-12-13 22:30:00	CL	Futures	48.57	48.67	48.56	48.63	503.0
2015-12-13 23:00:00	CL	Futures	48.63	48.65	48.61	48.63	203.0
2015-12-13 23:30:00	CL	Futures	48.63	48.72	48.63	48.63	503.0
2015-12-13 18:00:00	GC	Futures	1465.4	1466.4	1464.3	1464.3	727.0
2015-12-13 18:30:00	GC	Futures	1464.3	1465.7	1463.6	1463.6	850.0

> showing 50 of 516 rows — these rows as CSV

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