PREVIEW / futures_30min / 2012-03-04

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-03-04.parquet
  size:    18 KB
  rows:    490

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
2012-03-04 18:00:00	ES	Futures	1378.12	1380.39	1377.87	1380.14	4818.0
2012-03-04 18:30:00	ES	Futures	1380.14	1380.39	1378.63	1378.63	1682.0
2012-03-04 19:00:00	ES	Futures	1378.63	1379.89	1378.37	1379.38	2277.0
2012-03-04 19:30:00	ES	Futures	1379.63	1379.89	1378.63	1379.38	1695.0
2012-03-04 20:00:00	ES	Futures	1379.38	1380.39	1379.38	1379.63	2875.0
2012-03-04 20:30:00	ES	Futures	1379.89	1380.14	1379.13	1379.89	1357.0
2012-03-04 21:00:00	ES	Futures	1379.63	1379.89	1378.12	1378.88	2424.0
2012-03-04 21:30:00	ES	Futures	1378.88	1378.88	1376.61	1377.11	4220.0
2012-03-04 22:00:00	ES	Futures	1376.86	1377.62	1376.36	1377.37	1629.0
2012-03-04 22:30:00	ES	Futures	1377.37	1377.62	1376.11	1376.61	1926.0
2012-03-04 23:00:00	ES	Futures	1376.61	1377.11	1376.11	1376.61	1538.0
2012-03-04 23:30:00	ES	Futures	1376.86	1377.11	1376.36	1376.36	1095.0
2012-03-04 18:00:00	NQ	Futures	3049.42	3055.49	3049.42	3054.91	386.0
2012-03-04 18:30:00	NQ	Futures	3054.91	3055.49	3051.73	3051.73	175.0
2012-03-04 19:00:00	NQ	Futures	3051.44	3054.04	3051.15	3053.18	101.0
2012-03-04 19:30:00	NQ	Futures	3053.46	3054.04	3051.73	3052.6	97.0
2012-03-04 20:00:00	NQ	Futures	3053.46	3054.62	3053.18	3053.46	100.0
2012-03-04 20:30:00	NQ	Futures	3053.46	3054.33	3053.18	3054.04	66.0
2012-03-04 21:00:00	NQ	Futures	3053.75	3053.75	3050.87	3051.73	95.0
2012-03-04 21:30:00	NQ	Futures	3052.02	3052.6	3047.69	3048.56	236.0
2012-03-04 22:00:00	NQ	Futures	3047.98	3049.42	3046.53	3047.98	105.0
2012-03-04 22:30:00	NQ	Futures	3048.56	3048.56	3046.25	3047.11	101.0
2012-03-04 23:00:00	NQ	Futures	3046.82	3047.4	3046.25	3047.11	190.0
2012-03-04 23:30:00	NQ	Futures	3047.11	3047.11	3045.96	3045.96	198.0
2012-03-04 18:00:00	YM	Futures	12845.1	12859.0	12841.1	12854.0	168.0
2012-03-04 18:30:00	YM	Futures	12856.0	12860.0	12844.1	12845.1	87.0
2012-03-04 19:00:00	YM	Futures	12843.1	12853.0	12842.1	12850.1	90.0
2012-03-04 19:30:00	YM	Futures	12850.1	12853.0	12844.1	12849.1	111.0
2012-03-04 20:00:00	YM	Futures	12851.1	12858.0	12850.1	12852.1	139.0
2012-03-04 20:30:00	YM	Futures	12852.1	12855.0	12848.1	12852.1	104.0
2012-03-04 21:00:00	YM	Futures	12852.1	12852.1	12839.2	12844.1	166.0
2012-03-04 21:30:00	YM	Futures	12845.1	12846.1	12828.3	12832.2	292.0
2012-03-04 22:00:00	YM	Futures	12831.2	12837.2	12827.3	12833.2	147.0
2012-03-04 22:30:00	YM	Futures	12834.2	12835.2	12826.3	12830.2	169.0
2012-03-04 23:00:00	YM	Futures	12830.2	12832.2	12827.3	12830.2	131.0
2012-03-04 23:30:00	YM	Futures	12830.2	12832.2	12827.3	12828.3	59.0
2012-03-04 18:00:00	CL	Futures	179.11	179.43	178.7	179.34	1038.0
2012-03-04 18:30:00	CL	Futures	179.33	179.46	179.23	179.28	535.0
2012-03-04 19:00:00	CL	Futures	179.31	179.75	179.26	179.73	660.0
2012-03-04 19:30:00	CL	Futures	179.75	179.83	179.58	179.68	459.0
2012-03-04 20:00:00	CL	Futures	179.68	180.01	179.68	179.86	625.0
2012-03-04 20:30:00	CL	Futures	179.86	179.91	179.75	179.88	529.0
2012-03-04 21:00:00	CL	Futures	179.88	179.88	179.48	179.49	499.0
2012-03-04 21:30:00	CL	Futures	179.53	179.68	179.46	179.53	222.0
2012-03-04 22:00:00	CL	Futures	179.51	179.59	179.44	179.56	239.0
2012-03-04 22:30:00	CL	Futures	179.59	179.61	179.36	179.41	334.0
2012-03-04 23:00:00	CL	Futures	179.39	179.44	179.38	179.41	160.0
2012-03-04 23:30:00	CL	Futures	179.39	179.56	179.38	179.38	347.0
2012-03-04 18:00:00	GC	Futures	2376.7	2380.2	2375.1	2375.5	890.0
2012-03-04 18:30:00	GC	Futures	2375.2	2380.3	2374.4	2378.8	788.0

> showing 50 of 490 rows — these rows as CSV

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