PREVIEW / futures_30min / 2012-02-12

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-02-12.parquet
  size:    19 KB
  rows:    503

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
2012-02-12 18:00:00	ES	Futures	1357.96	1358.47	1355.19	1355.44	20065.0
2012-02-12 18:30:00	ES	Futures	1355.44	1357.21	1355.19	1356.96	5443.0
2012-02-12 19:00:00	ES	Futures	1356.96	1357.71	1356.2	1356.96	6462.0
2012-02-12 19:30:00	ES	Futures	1356.7	1356.96	1353.43	1353.43	7010.0
2012-02-12 20:00:00	ES	Futures	1353.43	1356.2	1353.43	1355.19	4821.0
2012-02-12 20:30:00	ES	Futures	1355.19	1356.45	1354.44	1356.2	4388.0
2012-02-12 21:00:00	ES	Futures	1356.2	1356.96	1355.7	1356.45	3673.0
2012-02-12 21:30:00	ES	Futures	1356.45	1357.46	1356.45	1356.96	2336.0
2012-02-12 22:00:00	ES	Futures	1356.96	1357.96	1356.45	1357.46	3695.0
2012-02-12 22:30:00	ES	Futures	1357.46	1358.47	1357.46	1357.96	2484.0
2012-02-12 23:00:00	ES	Futures	1357.96	1358.47	1357.46	1357.96	1306.0
2012-02-12 23:30:00	ES	Futures	1358.22	1358.47	1357.46	1358.22	1277.0
2012-02-12 18:00:00	NQ	Futures	2953.54	2958.45	2952.39	2953.83	1352.0
2012-02-12 18:30:00	NQ	Futures	2953.83	2955.85	2952.96	2955.56	284.0
2012-02-12 19:00:00	NQ	Futures	2955.85	2956.72	2953.83	2954.98	466.0
2012-02-12 19:30:00	NQ	Futures	2954.7	2955.27	2949.5	2949.5	529.0
2012-02-12 20:00:00	NQ	Futures	2949.79	2954.41	2949.79	2953.25	344.0
2012-02-12 20:30:00	NQ	Futures	2952.67	2954.98	2951.81	2954.98	215.0
2012-02-12 21:00:00	NQ	Futures	2954.7	2955.85	2953.83	2955.27	229.0
2012-02-12 21:30:00	NQ	Futures	2955.56	2957.58	2955.27	2956.43	454.0
2012-02-12 22:00:00	NQ	Futures	2956.43	2958.74	2955.85	2957.87	254.0
2012-02-12 22:30:00	NQ	Futures	2957.58	2959.32	2957.58	2959.03	161.0
2012-02-12 23:00:00	NQ	Futures	2959.03	2960.47	2958.45	2959.03	339.0
2012-02-12 23:30:00	NQ	Futures	2959.32	2959.61	2958.16	2959.32	97.0
2012-02-12 18:00:00	YM	Futures	12707.3	12722.2	12687.5	12687.5	1939.0
2012-02-12 18:30:00	YM	Futures	12687.5	12704.4	12686.5	12704.4	777.0
2012-02-12 19:00:00	YM	Futures	12703.4	12711.3	12699.4	12703.4	828.0
2012-02-12 19:30:00	YM	Futures	12703.4	12703.4	12674.6	12674.6	748.0
2012-02-12 20:00:00	YM	Futures	12674.6	12697.4	12674.6	12691.5	345.0
2012-02-12 20:30:00	YM	Futures	12690.5	12699.4	12684.6	12698.4	152.0
2012-02-12 21:00:00	YM	Futures	12697.4	12703.4	12694.5	12701.4	196.0
2012-02-12 21:30:00	YM	Futures	12701.4	12706.4	12698.4	12702.4	365.0
2012-02-12 22:00:00	YM	Futures	12701.4	12710.3	12700.4	12707.3	190.0
2012-02-12 22:30:00	YM	Futures	12706.4	12715.3	12706.4	12712.3	174.0
2012-02-12 23:00:00	YM	Futures	12713.3	12714.3	12706.4	12711.3	98.0
2012-02-12 23:30:00	YM	Futures	12712.3	12714.3	12707.3	12714.3	73.0
2012-02-12 18:00:00	CL	Futures	167.01	167.58	167.01	167.3	178.0
2012-02-12 18:30:00	CL	Futures	167.23	167.23	166.99	167.2	39.0
2012-02-12 19:00:00	CL	Futures	167.23	167.45	167.14	167.2	70.0
2012-02-12 19:30:00	CL	Futures	167.18	167.18	166.88	167.01	71.0
2012-02-12 20:00:00	CL	Futures	167.06	167.23	166.98	167.14	61.0
2012-02-12 20:30:00	CL	Futures	167.04	167.51	167.03	167.5	84.0
2012-02-12 21:00:00	CL	Futures	167.5	167.75	167.45	167.66	148.0
2012-02-12 21:30:00	CL	Futures	167.68	167.73	167.61	167.61	54.0
2012-02-12 22:00:00	CL	Futures	167.6	167.68	167.56	167.68	27.0
2012-02-12 22:30:00	CL	Futures	167.68	167.73	167.63	167.72	44.0
2012-02-12 23:00:00	CL	Futures	167.72	167.72	167.61	167.66	36.0
2012-02-12 23:30:00	CL	Futures	167.66	167.77	167.65	167.75	50.0
2012-02-12 18:00:00	GC	Futures	2397.5	2402.1	2397.0	2402.1	1275.0
2012-02-12 18:30:00	GC	Futures	2402.1	2402.1	2398.0	2398.1	371.0

> showing 50 of 503 rows — these rows as CSV

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