PREVIEW / futures_30min / 2015-12-27

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-12-27.parquet
  size:    18 KB
  rows:    494

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
2015-12-27 18:00:00	ES	Futures	2204.76	2208.25	2203.95	2205.83	3219.0
2015-12-27 18:30:00	ES	Futures	2205.83	2207.18	2204.76	2205.56	1166.0
2015-12-27 19:00:00	ES	Futures	2205.56	2206.1	2204.49	2205.03	1584.0
2015-12-27 19:30:00	ES	Futures	2205.03	2205.56	2204.76	2205.03	753.0
2015-12-27 20:00:00	ES	Futures	2205.3	2205.56	2203.68	2203.95	1656.0
2015-12-27 20:30:00	ES	Futures	2204.22	2204.49	2203.41	2204.22	899.0
2015-12-27 21:00:00	ES	Futures	2204.22	2204.76	2203.95	2204.76	294.0
2015-12-27 21:30:00	ES	Futures	2204.49	2205.3	2204.49	2204.76	571.0
2015-12-27 22:00:00	ES	Futures	2204.76	2205.56	2204.76	2205.3	261.0
2015-12-27 22:30:00	ES	Futures	2205.56	2206.91	2205.56	2206.37	1503.0
2015-12-27 23:00:00	ES	Futures	2206.37	2206.91	2205.03	2206.1	1127.0
2015-12-27 23:30:00	ES	Futures	2206.1	2206.37	2205.3	2205.3	340.0
2015-12-27 18:00:00	NQ	Futures	5476.6	5486.1	5475.71	5481.65	309.0
2015-12-27 18:30:00	NQ	Futures	5481.35	5482.54	5478.38	5480.16	86.0
2015-12-27 19:00:00	NQ	Futures	5480.46	5482.54	5477.79	5481.35	257.0
2015-12-27 19:30:00	NQ	Futures	5481.95	5482.84	5480.76	5481.65	172.0
2015-12-27 20:00:00	NQ	Futures	5481.65	5482.54	5477.2	5478.98	251.0
2015-12-27 20:30:00	NQ	Futures	5478.68	5481.06	5477.79	5481.06	137.0
2015-12-27 21:00:00	NQ	Futures	5480.46	5481.06	5478.98	5479.87	107.0
2015-12-27 21:30:00	NQ	Futures	5479.87	5481.65	5479.87	5479.87	128.0
2015-12-27 22:00:00	NQ	Futures	5480.46	5482.24	5480.46	5482.24	56.0
2015-12-27 22:30:00	NQ	Futures	5482.54	5485.51	5482.54	5484.32	311.0
2015-12-27 23:00:00	NQ	Futures	5484.02	5485.51	5482.54	5485.51	321.0
2015-12-27 23:30:00	NQ	Futures	5485.21	5485.51	5484.02	5484.32	85.0
2015-12-27 18:00:00	YM	Futures	18578.3	18605.0	18575.1	18587.9	681.0
2015-12-27 18:30:00	YM	Futures	18590.0	18596.4	18581.5	18585.8	173.0
2015-12-27 19:00:00	YM	Futures	18584.7	18590.0	18576.2	18581.5	357.0
2015-12-27 19:30:00	YM	Futures	18583.7	18587.9	18582.6	18585.8	153.0
2015-12-27 20:00:00	YM	Futures	18584.7	18586.9	18569.8	18575.1	306.0
2015-12-27 20:30:00	YM	Futures	18574.1	18579.4	18570.9	18579.4	340.0
2015-12-27 21:00:00	YM	Futures	18579.4	18580.5	18576.2	18579.4	111.0
2015-12-27 21:30:00	YM	Futures	18578.3	18585.8	18578.3	18583.7	90.0
2015-12-27 22:00:00	YM	Futures	18583.7	18584.7	18580.5	18584.7	69.0
2015-12-27 22:30:00	YM	Futures	18585.8	18594.3	18585.8	18590.0	501.0
2015-12-27 23:00:00	YM	Futures	18587.9	18593.2	18583.7	18591.1	346.0
2015-12-27 23:30:00	YM	Futures	18592.2	18592.2	18585.8	18585.8	114.0
2015-12-27 18:00:00	CL	Futures	49.83	49.95	49.65	49.75	1406.0
2015-12-27 18:30:00	CL	Futures	49.77	49.78	49.7	49.73	296.0
2015-12-27 19:00:00	CL	Futures	49.73	49.77	49.65	49.75	698.0
2015-12-27 19:30:00	CL	Futures	49.75	49.78	49.71	49.77	286.0
2015-12-27 20:00:00	CL	Futures	49.77	49.78	49.66	49.66	419.0
2015-12-27 20:30:00	CL	Futures	49.65	49.73	49.63	49.69	505.0
2015-12-27 21:00:00	CL	Futures	49.69	49.69	49.6	49.67	776.0
2015-12-27 21:30:00	CL	Futures	49.67	49.71	49.63	49.66	331.0
2015-12-27 22:00:00	CL	Futures	49.66	49.67	49.53	49.54	615.0
2015-12-27 22:30:00	CL	Futures	49.56	49.65	49.56	49.63	553.0
2015-12-27 23:00:00	CL	Futures	49.65	49.66	49.57	49.6	290.0
2015-12-27 23:30:00	CL	Futures	49.61	49.61	49.52	49.56	411.0
2015-12-27 18:00:00	GC	Futures	1468.4	1469.9	1468.3	1469.5	504.0
2015-12-27 18:30:00	GC	Futures	1469.6	1470.2	1468.5	1468.5	216.0

> showing 50 of 494 rows — these rows as CSV

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