PREVIEW / futures_30min / 2012-01-22

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-01-22.parquet
  size:    19 KB
  rows:    513

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
2012-01-22 18:00:00	ES	Futures	1317.9	1318.4	1316.64	1317.65	9616.0
2012-01-22 18:30:00	ES	Futures	1317.9	1317.9	1315.88	1316.39	3523.0
2012-01-22 19:00:00	ES	Futures	1316.39	1316.89	1315.38	1316.39	4854.0
2012-01-22 19:30:00	ES	Futures	1316.39	1317.39	1316.39	1317.14	1371.0
2012-01-22 20:00:00	ES	Futures	1317.14	1317.9	1316.89	1317.39	1614.0
2012-01-22 20:30:00	ES	Futures	1317.39	1317.65	1315.38	1315.88	3620.0
2012-01-22 21:00:00	ES	Futures	1315.88	1316.39	1315.63	1316.13	1120.0
2012-01-22 21:30:00	ES	Futures	1316.13	1316.39	1315.63	1316.39	799.0
2012-01-22 22:00:00	ES	Futures	1316.13	1317.65	1316.13	1317.65	1374.0
2012-01-22 22:30:00	ES	Futures	1317.65	1317.65	1316.89	1317.65	1326.0
2012-01-22 23:00:00	ES	Futures	1317.65	1317.9	1317.14	1317.65	896.0
2012-01-22 23:30:00	ES	Futures	1317.39	1317.65	1317.14	1317.39	686.0
2012-01-22 18:00:00	NQ	Futures	2807.12	2809.43	2804.23	2806.25	460.0
2012-01-22 18:30:00	NQ	Futures	2806.54	2806.54	2803.08	2804.23	139.0
2012-01-22 19:00:00	NQ	Futures	2804.81	2804.81	2801.92	2803.65	237.0
2012-01-22 19:30:00	NQ	Futures	2803.65	2805.39	2803.65	2805.39	86.0
2012-01-22 20:00:00	NQ	Futures	2805.1	2806.25	2804.81	2806.25	68.0
2012-01-22 20:30:00	NQ	Futures	2806.25	2806.25	2802.79	2803.08	212.0
2012-01-22 21:00:00	NQ	Futures	2803.65	2804.81	2803.37	2804.52	117.0
2012-01-22 21:30:00	NQ	Futures	2804.23	2804.81	2803.37	2804.81	210.0
2012-01-22 22:00:00	NQ	Futures	2804.52	2806.83	2804.23	2806.83	115.0
2012-01-22 22:30:00	NQ	Futures	2806.25	2807.41	2805.68	2807.41	106.0
2012-01-22 23:00:00	NQ	Futures	2807.12	2807.7	2807.12	2807.12	135.0
2012-01-22 23:30:00	NQ	Futures	2807.12	2807.41	2806.83	2806.83	28.0
2012-01-22 18:00:00	YM	Futures	12521.0	12527.0	12513.1	12521.0	902.0
2012-01-22 18:30:00	YM	Futures	12520.0	12521.0	12508.1	12514.1	343.0
2012-01-22 19:00:00	YM	Futures	12514.1	12517.0	12507.1	12517.0	312.0
2012-01-22 19:30:00	YM	Futures	12516.1	12522.0	12515.1	12521.0	169.0
2012-01-22 20:00:00	YM	Futures	12520.0	12528.0	12520.0	12524.0	204.0
2012-01-22 20:30:00	YM	Futures	12524.0	12527.0	12507.1	12511.1	337.0
2012-01-22 21:00:00	YM	Futures	12511.1	12516.1	12510.1	12513.1	126.0
2012-01-22 21:30:00	YM	Futures	12513.1	12515.1	12509.1	12515.1	110.0
2012-01-22 22:00:00	YM	Futures	12515.1	12526.0	12514.1	12525.0	112.0
2012-01-22 22:30:00	YM	Futures	12523.0	12525.0	12518.0	12524.0	99.0
2012-01-22 23:00:00	YM	Futures	12523.0	12525.0	12521.0	12522.0	41.0
2012-01-22 23:30:00	YM	Futures	12522.0	12524.0	12521.0	12521.0	26.0
2012-01-22 18:00:00	CL	Futures	165.81	165.9	164.4	164.53	1439.0
2012-01-22 18:30:00	CL	Futures	164.53	164.65	164.45	164.57	263.0
2012-01-22 19:00:00	CL	Futures	164.58	164.65	164.23	164.46	592.0
2012-01-22 19:30:00	CL	Futures	164.46	164.72	164.43	164.68	286.0
2012-01-22 20:00:00	CL	Futures	164.7	165.11	164.6	165.04	405.0
2012-01-22 20:30:00	CL	Futures	165.04	165.22	164.99	165.16	368.0
2012-01-22 21:00:00	CL	Futures	165.16	165.48	165.16	165.36	350.0
2012-01-22 21:30:00	CL	Futures	165.39	165.39	164.99	165.38	519.0
2012-01-22 22:00:00	CL	Futures	165.31	165.54	165.27	165.32	361.0
2012-01-22 22:30:00	CL	Futures	165.31	165.46	165.21	165.38	312.0
2012-01-22 23:00:00	CL	Futures	165.36	165.44	165.24	165.34	255.0
2012-01-22 23:30:00	CL	Futures	165.34	165.54	165.05	165.27	497.0
2012-01-22 18:00:00	GC	Futures	2315.4	2318.3	2313.0	2314.1	807.0
2012-01-22 18:30:00	GC	Futures	2314.1	2316.2	2312.3	2314.3	319.0

> showing 50 of 513 rows — these rows as CSV

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