PREVIEW / futures_30min / 2015-12-20

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-12-20.parquet
  size:    20 KB
  rows:    515

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
2015-12-20 18:00:00	ES	Futures	2146.72	2150.75	2145.37	2146.18	9121.0
2015-12-20 18:30:00	ES	Futures	2146.18	2150.48	2145.91	2147.79	3847.0
2015-12-20 19:00:00	ES	Futures	2147.79	2150.21	2146.18	2146.72	5194.0
2015-12-20 19:30:00	ES	Futures	2146.72	2149.4	2144.84	2145.91	4344.0
2015-12-20 20:00:00	ES	Futures	2145.91	2146.72	2144.57	2146.45	2943.0
2015-12-20 20:30:00	ES	Futures	2146.72	2147.79	2145.1	2147.52	3188.0
2015-12-20 21:00:00	ES	Futures	2147.25	2148.33	2146.72	2147.52	3281.0
2015-12-20 21:30:00	ES	Futures	2147.52	2149.13	2147.25	2148.87	2131.0
2015-12-20 22:00:00	ES	Futures	2149.13	2149.94	2148.33	2149.67	1636.0
2015-12-20 22:30:00	ES	Futures	2149.67	2149.94	2148.33	2149.13	2221.0
2015-12-20 23:00:00	ES	Futures	2149.13	2150.21	2148.33	2150.21	1357.0
2015-12-20 23:30:00	ES	Futures	2150.21	2150.21	2148.87	2149.13	1336.0
2015-12-20 18:00:00	NQ	Futures	5361.1	5372.68	5359.02	5360.5	953.0
2015-12-20 18:30:00	NQ	Futures	5361.39	5370.6	5360.8	5365.55	421.0
2015-12-20 19:00:00	NQ	Futures	5366.14	5373.27	5363.77	5364.36	1498.0
2015-12-20 19:30:00	NQ	Futures	5364.66	5370.6	5360.8	5364.36	955.0
2015-12-20 20:00:00	NQ	Futures	5363.77	5365.85	5360.2	5364.66	639.0
2015-12-20 20:30:00	NQ	Futures	5365.25	5369.11	5362.58	5367.33	760.0
2015-12-20 21:00:00	NQ	Futures	5367.63	5368.52	5364.96	5367.03	528.0
2015-12-20 21:30:00	NQ	Futures	5366.74	5371.49	5366.74	5371.19	417.0
2015-12-20 22:00:00	NQ	Futures	5371.19	5373.86	5370.3	5373.86	251.0
2015-12-20 22:30:00	NQ	Futures	5373.57	5375.35	5370.89	5373.27	476.0
2015-12-20 23:00:00	NQ	Futures	5372.97	5374.75	5371.19	5374.75	242.0
2015-12-20 23:30:00	NQ	Futures	5375.05	5375.65	5372.97	5372.97	233.0
2015-12-20 18:00:00	YM	Futures	18141.9	18185.5	18140.8	18148.3	1129.0
2015-12-20 18:30:00	YM	Futures	18147.2	18173.8	18147.2	18162.1	589.0
2015-12-20 19:00:00	YM	Futures	18162.1	18180.2	18144.0	18147.2	1352.0
2015-12-20 19:30:00	YM	Futures	18149.4	18170.6	18136.6	18146.2	905.0
2015-12-20 20:00:00	YM	Futures	18144.0	18153.6	18133.4	18151.5	785.0
2015-12-20 20:30:00	YM	Futures	18152.5	18168.5	18143.0	18163.2	652.0
2015-12-20 21:00:00	YM	Futures	18164.3	18169.6	18153.6	18161.1	523.0
2015-12-20 21:30:00	YM	Futures	18160.0	18172.8	18158.9	18171.7	438.0
2015-12-20 22:00:00	YM	Futures	18171.7	18177.0	18168.5	18177.0	327.0
2015-12-20 22:30:00	YM	Futures	18174.9	18184.5	18167.5	18181.3	799.0
2015-12-20 23:00:00	YM	Futures	18180.2	18183.4	18171.7	18183.4	244.0
2015-12-20 23:30:00	YM	Futures	18183.4	18186.6	18176.0	18179.2	295.0
2015-12-20 18:00:00	CL	Futures	47.08	47.27	47.01	47.16	1017.0
2015-12-20 18:30:00	CL	Futures	47.17	47.2	46.63	46.89	1577.0
2015-12-20 19:00:00	CL	Futures	46.89	47.1	46.88	46.96	1210.0
2015-12-20 19:30:00	CL	Futures	46.96	46.99	46.88	46.92	665.0
2015-12-20 20:00:00	CL	Futures	46.92	47.0	46.85	46.93	1157.0
2015-12-20 20:30:00	CL	Futures	46.93	47.05	46.92	47.0	647.0
2015-12-20 21:00:00	CL	Futures	46.99	47.0	46.83	46.91	1100.0
2015-12-20 21:30:00	CL	Futures	46.92	46.97	46.89	46.91	501.0
2015-12-20 22:00:00	CL	Futures	46.92	47.04	46.91	47.0	985.0
2015-12-20 22:30:00	CL	Futures	47.0	47.09	47.0	47.01	786.0
2015-12-20 23:00:00	CL	Futures	47.01	47.01	46.91	46.96	601.0
2015-12-20 23:30:00	CL	Futures	46.96	46.97	46.79	46.84	844.0
2015-12-20 18:00:00	GC	Futures	1454.8	1455.4	1452.7	1454.3	860.0
2015-12-20 18:30:00	GC	Futures	1454.5	1455.7	1452.6	1453.8	369.0

> showing 50 of 515 rows — these rows as CSV

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