PREVIEW / futures_30min / 2012-01-29

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-01-29.parquet
  size:    20 KB
  rows:    506

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
2012-01-29 18:00:00	ES	Futures	1324.45	1324.95	1322.43	1323.94	5298.0
2012-01-29 18:30:00	ES	Futures	1324.2	1324.2	1321.43	1322.18	2685.0
2012-01-29 19:00:00	ES	Futures	1321.93	1322.18	1315.38	1317.14	11646.0
2012-01-29 19:30:00	ES	Futures	1317.14	1319.16	1316.64	1318.4	3823.0
2012-01-29 20:00:00	ES	Futures	1318.65	1318.65	1315.38	1316.13	6208.0
2012-01-29 20:30:00	ES	Futures	1316.13	1316.13	1313.87	1315.63	8242.0
2012-01-29 21:00:00	ES	Futures	1315.63	1315.88	1314.62	1315.63	4116.0
2012-01-29 21:30:00	ES	Futures	1315.38	1316.39	1314.87	1316.13	1666.0
2012-01-29 22:00:00	ES	Futures	1316.13	1317.9	1315.88	1317.14	2552.0
2012-01-29 22:30:00	ES	Futures	1317.14	1317.39	1316.39	1316.89	892.0
2012-01-29 23:00:00	ES	Futures	1316.64	1316.89	1316.13	1316.39	919.0
2012-01-29 23:30:00	ES	Futures	1316.13	1316.39	1314.62	1315.63	1959.0
2012-01-29 18:00:00	NQ	Futures	2841.78	2842.35	2837.15	2840.33	494.0
2012-01-29 18:30:00	NQ	Futures	2840.62	2840.91	2836.0	2836.87	198.0
2012-01-29 19:00:00	NQ	Futures	2836.58	2837.15	2825.03	2826.47	861.0
2012-01-29 19:30:00	NQ	Futures	2826.18	2829.65	2825.31	2828.2	245.0
2012-01-29 20:00:00	NQ	Futures	2828.49	2828.49	2821.85	2822.72	556.0
2012-01-29 20:30:00	NQ	Futures	2823.0	2823.0	2816.07	2821.27	778.0
2012-01-29 21:00:00	NQ	Futures	2821.27	2822.14	2819.83	2821.85	213.0
2012-01-29 21:30:00	NQ	Futures	2821.56	2823.58	2820.98	2823.29	178.0
2012-01-29 22:00:00	NQ	Futures	2823.0	2825.6	2822.43	2824.45	147.0
2012-01-29 22:30:00	NQ	Futures	2824.45	2824.74	2823.58	2824.45	103.0
2012-01-29 23:00:00	NQ	Futures	2823.58	2824.45	2822.72	2823.29	52.0
2012-01-29 23:30:00	NQ	Futures	2822.72	2823.0	2820.4	2821.85	111.0
2012-01-29 18:00:00	YM	Futures	12513.1	12527.0	12501.2	12514.1	435.0
2012-01-29 18:30:00	YM	Futures	12512.1	12516.1	12492.3	12493.3	240.0
2012-01-29 19:00:00	YM	Futures	12495.2	12497.2	12443.7	12455.6	618.0
2012-01-29 19:30:00	YM	Futures	12457.6	12470.5	12451.6	12469.5	213.0
2012-01-29 20:00:00	YM	Futures	12467.5	12467.5	12441.7	12443.7	271.0
2012-01-29 20:30:00	YM	Futures	12445.7	12447.7	12430.8	12444.7	373.0
2012-01-29 21:00:00	YM	Futures	12444.7	12444.7	12436.8	12442.7	223.0
2012-01-29 21:30:00	YM	Futures	12443.7	12449.7	12439.7	12447.7	193.0
2012-01-29 22:00:00	YM	Futures	12447.7	12460.6	12446.7	12458.6	194.0
2012-01-29 22:30:00	YM	Futures	12456.6	12456.6	12449.7	12452.6	136.0
2012-01-29 23:00:00	YM	Futures	12454.6	12454.6	12446.7	12446.7	77.0
2012-01-29 23:30:00	YM	Futures	12446.7	12446.7	12436.8	12443.7	176.0
2012-01-29 00:00:00	CL	Futures	166.91	166.91	166.91	166.91	1.0
2012-01-29 18:00:00	CL	Futures	168.61	168.7	167.79	168.22	705.0
2012-01-29 18:30:00	CL	Futures	168.21	168.28	167.53	167.8	543.0
2012-01-29 19:00:00	CL	Futures	167.79	167.9	167.62	167.72	426.0
2012-01-29 19:30:00	CL	Futures	167.7	167.85	167.6	167.68	303.0
2012-01-29 20:00:00	CL	Futures	167.7	167.7	167.25	167.3	955.0
2012-01-29 20:30:00	CL	Futures	167.28	167.35	167.04	167.25	890.0
2012-01-29 21:00:00	CL	Futures	167.23	167.4	167.03	167.09	803.0
2012-01-29 21:30:00	CL	Futures	167.09	167.09	166.79	166.99	978.0
2012-01-29 22:00:00	CL	Futures	167.01	167.23	166.96	167.18	442.0
2012-01-29 22:30:00	CL	Futures	167.15	167.18	167.04	167.11	200.0
2012-01-29 23:00:00	CL	Futures	167.09	167.18	167.01	167.03	153.0
2012-01-29 23:30:00	CL	Futures	167.08	167.16	166.81	166.91	618.0
2012-01-29 18:00:00	GC	Futures	2414.5	2418.4	2412.4	2415.0	718.0

> showing 50 of 506 rows — these rows as CSV

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