PREVIEW / futures_30min / 2012-03-18

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-03-18.parquet
  size:    18 KB
  rows:    488

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
2012-03-18 18:00:00	ES	Futures	1413.93	1415.19	1413.68	1414.69	5061.0
2012-03-18 18:30:00	ES	Futures	1414.69	1415.7	1414.44	1414.69	2041.0
2012-03-18 19:00:00	ES	Futures	1414.44	1414.94	1414.18	1414.69	1193.0
2012-03-18 19:30:00	ES	Futures	1414.69	1416.21	1414.44	1415.95	2618.0
2012-03-18 20:00:00	ES	Futures	1416.21	1418.48	1415.95	1417.47	7291.0
2012-03-18 20:30:00	ES	Futures	1417.22	1419.5	1417.22	1418.48	5045.0
2012-03-18 21:00:00	ES	Futures	1418.48	1418.99	1417.72	1417.98	2400.0
2012-03-18 21:30:00	ES	Futures	1417.98	1418.48	1417.22	1417.98	3019.0
2012-03-18 22:00:00	ES	Futures	1417.98	1418.48	1417.47	1417.72	1673.0
2012-03-18 22:30:00	ES	Futures	1417.98	1418.23	1416.97	1416.97	2258.0
2012-03-18 23:00:00	ES	Futures	1417.22	1417.98	1416.97	1417.72	911.0
2012-03-18 23:30:00	ES	Futures	1417.98	1419.24	1417.98	1418.74	2253.0
2012-03-18 18:00:00	NQ	Futures	3133.2	3136.38	3132.04	3135.51	534.0
2012-03-18 18:30:00	NQ	Futures	3135.51	3139.85	3135.51	3136.38	823.0
2012-03-18 19:00:00	NQ	Futures	3135.8	3136.96	3134.93	3136.96	279.0
2012-03-18 19:30:00	NQ	Futures	3137.25	3139.56	3136.96	3139.27	391.0
2012-03-18 20:00:00	NQ	Futures	3139.56	3143.9	3139.56	3141.59	925.0
2012-03-18 20:30:00	NQ	Futures	3141.59	3145.35	3141.3	3144.48	677.0
2012-03-18 21:00:00	NQ	Futures	3144.19	3145.35	3142.45	3142.45	248.0
2012-03-18 21:30:00	NQ	Futures	3143.03	3143.9	3141.87	3143.9	393.0
2012-03-18 22:00:00	NQ	Futures	3143.9	3145.06	3142.45	3144.19	392.0
2012-03-18 22:30:00	NQ	Futures	3144.19	3145.06	3142.74	3143.03	257.0
2012-03-18 23:00:00	NQ	Futures	3142.74	3145.06	3142.45	3145.06	165.0
2012-03-18 23:30:00	NQ	Futures	3145.35	3147.66	3145.35	3146.5	304.0
2012-03-18 18:00:00	YM	Futures	13114.3	13115.3	13104.3	13113.3	420.0
2012-03-18 18:30:00	YM	Futures	13112.3	13121.3	13112.3	13114.3	105.0
2012-03-18 19:00:00	YM	Futures	13113.3	13115.3	13109.3	13114.3	142.0
2012-03-18 19:30:00	YM	Futures	13115.3	13125.3	13113.3	13123.3	164.0
2012-03-18 20:00:00	YM	Futures	13124.3	13144.2	13124.3	13134.2	443.0
2012-03-18 20:30:00	YM	Futures	13134.2	13159.1	13133.2	13152.2	806.0
2012-03-18 21:00:00	YM	Futures	13152.2	13153.1	13142.2	13142.2	209.0
2012-03-18 21:30:00	YM	Futures	13145.2	13148.2	13141.2	13147.2	259.0
2012-03-18 22:00:00	YM	Futures	13147.2	13150.2	13141.2	13144.2	155.0
2012-03-18 22:30:00	YM	Futures	13145.2	13148.2	13134.2	13137.2	320.0
2012-03-18 23:00:00	YM	Futures	13138.2	13146.2	13137.2	13146.2	277.0
2012-03-18 23:30:00	YM	Futures	13147.2	13155.1	13147.2	13149.2	292.0
2012-03-18 18:00:00	CL	Futures	179.99	180.24	179.79	180.11	600.0
2012-03-18 18:30:00	CL	Futures	180.09	180.21	180.04	180.16	87.0
2012-03-18 19:00:00	CL	Futures	180.11	180.29	180.09	180.19	239.0
2012-03-18 19:30:00	CL	Futures	180.19	180.19	180.09	180.11	130.0
2012-03-18 20:00:00	CL	Futures	180.13	180.28	180.11	180.18	195.0
2012-03-18 20:30:00	CL	Futures	180.18	180.23	180.13	180.14	196.0
2012-03-18 21:00:00	CL	Futures	180.13	180.34	180.06	180.11	445.0
2012-03-18 21:30:00	CL	Futures	180.11	180.19	179.94	180.03	401.0
2012-03-18 22:00:00	CL	Futures	180.03	180.08	179.96	180.04	148.0
2012-03-18 22:30:00	CL	Futures	180.06	180.16	180.03	180.04	112.0
2012-03-18 23:00:00	CL	Futures	180.03	180.08	179.96	180.03	174.0
2012-03-18 23:30:00	CL	Futures	180.01	180.09	179.98	180.04	65.0
2012-03-18 18:00:00	GC	Futures	2302.6	2304.0	2300.2	2300.8	585.0
2012-03-18 18:30:00	GC	Futures	2300.5	2302.3	2299.7	2302.0	246.0

> showing 50 of 488 rows — these rows as CSV

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