PREVIEW / futures_30min / 2012-01-15

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-01-15.parquet
  size:    16 KB
  rows:    382

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
2012-01-15 18:00:00	ES	Futures	1295.47	1297.99	1294.97	1297.74	10554.0
2012-01-15 18:30:00	ES	Futures	1297.74	1297.99	1296.23	1296.48	2283.0
2012-01-15 19:00:00	ES	Futures	1296.73	1296.73	1293.71	1293.96	6416.0
2012-01-15 19:30:00	ES	Futures	1294.21	1294.71	1293.45	1293.45	1871.0
2012-01-15 20:00:00	ES	Futures	1293.45	1293.96	1292.19	1292.19	4148.0
2012-01-15 20:30:00	ES	Futures	1292.45	1292.95	1291.69	1292.7	3570.0
2012-01-15 21:00:00	ES	Futures	1292.95	1293.2	1291.94	1292.7	2125.0
2012-01-15 21:30:00	ES	Futures	1292.7	1292.95	1291.94	1292.45	1813.0
2012-01-15 22:00:00	ES	Futures	1292.45	1293.96	1292.19	1293.45	1874.0
2012-01-15 22:30:00	ES	Futures	1293.45	1293.71	1292.45	1292.45	1170.0
2012-01-15 23:00:00	ES	Futures	1292.45	1292.7	1291.44	1291.69	1614.0
2012-01-15 23:30:00	ES	Futures	1291.69	1292.45	1291.44	1291.69	968.0
2012-01-15 18:00:00	NQ	Futures	2734.63	2739.25	2732.9	2739.25	471.0
2012-01-15 18:30:00	NQ	Futures	2739.25	2740.12	2737.52	2738.1	53.0
2012-01-15 19:00:00	NQ	Futures	2737.52	2737.81	2732.32	2733.19	449.0
2012-01-15 19:30:00	NQ	Futures	2733.19	2734.34	2729.14	2730.3	311.0
2012-01-15 20:00:00	NQ	Futures	2730.3	2732.03	2728.28	2728.57	255.0
2012-01-15 20:30:00	NQ	Futures	2728.57	2730.01	2728.28	2729.43	274.0
2012-01-15 21:00:00	NQ	Futures	2729.72	2731.74	2728.57	2731.45	164.0
2012-01-15 21:30:00	NQ	Futures	2731.45	2731.45	2728.86	2729.43	78.0
2012-01-15 22:00:00	NQ	Futures	2729.14	2731.74	2729.14	2731.17	103.0
2012-01-15 22:30:00	NQ	Futures	2730.59	2731.45	2729.43	2730.3	68.0
2012-01-15 23:00:00	NQ	Futures	2730.01	2730.01	2728.28	2728.57	88.0
2012-01-15 23:30:00	NQ	Futures	2728.57	2730.3	2728.57	2728.86	72.0
2012-01-15 18:00:00	YM	Futures	12240.5	12268.3	12240.5	12263.3	591.0
2012-01-15 18:30:00	YM	Futures	12267.3	12270.3	12258.4	12259.4	266.0
2012-01-15 19:00:00	YM	Futures	12261.3	12261.3	12236.6	12238.5	403.0
2012-01-15 19:30:00	YM	Futures	12238.5	12243.5	12234.6	12236.6	135.0
2012-01-15 20:00:00	YM	Futures	12234.6	12238.5	12224.7	12225.7	231.0
2012-01-15 20:30:00	YM	Futures	12225.7	12227.6	12221.7	12227.6	278.0
2012-01-15 21:00:00	YM	Futures	12226.6	12230.6	12222.7	12230.6	262.0
2012-01-15 21:30:00	YM	Futures	12229.6	12230.6	12223.7	12227.6	128.0
2012-01-15 22:00:00	YM	Futures	12226.6	12237.5	12226.6	12232.6	112.0
2012-01-15 22:30:00	YM	Futures	12232.6	12232.6	12226.6	12228.6	168.0
2012-01-15 23:00:00	YM	Futures	12229.6	12229.6	12219.7	12221.7	139.0
2012-01-15 23:30:00	YM	Futures	12221.7	12226.6	12220.7	12220.7	64.0
2012-01-15 18:00:00	CL	Futures	167.01	167.15	166.59	166.93	226.0
2012-01-15 18:30:00	CL	Futures	166.93	167.03	166.88	166.96	23.0
2012-01-15 19:00:00	CL	Futures	166.88	167.01	166.66	167.01	67.0
2012-01-15 19:30:00	CL	Futures	166.88	166.93	166.77	166.83	28.0
2012-01-15 20:00:00	CL	Futures	166.74	166.83	166.59	166.61	66.0
2012-01-15 20:30:00	CL	Futures	166.59	166.93	166.57	166.93	22.0
2012-01-15 21:00:00	CL	Futures	166.98	167.01	166.81	167.01	78.0
2012-01-15 21:30:00	CL	Futures	167.04	167.04	166.93	166.94	47.0
2012-01-15 22:00:00	CL	Futures	166.96	167.01	166.91	166.98	30.0
2012-01-15 22:30:00	CL	Futures	166.89	167.13	166.89	167.01	140.0
2012-01-15 23:00:00	CL	Futures	166.99	167.08	166.99	167.01	45.0
2012-01-15 23:30:00	CL	Futures	166.96	167.06	166.93	167.06	69.0
2012-01-15 18:00:00	GC	Futures	2274.5	2280.4	2272.6	2277.3	469.0
2012-01-15 18:30:00	GC	Futures	2277.3	2277.3	2272.0	2273.3	549.0

> showing 50 of 382 rows — these rows as CSV

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