PREVIEW / futures_30min / 2012-03-25

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-03-25.parquet
  size:    19 KB
  rows:    483

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
2012-03-25 18:00:00	ES	Futures	1410.39	1414.69	1410.13	1414.18	5867.0
2012-03-25 18:30:00	ES	Futures	1414.18	1414.44	1413.42	1413.68	3188.0
2012-03-25 19:00:00	ES	Futures	1413.68	1413.93	1413.17	1413.93	1471.0
2012-03-25 19:30:00	ES	Futures	1413.68	1414.69	1413.42	1414.44	2209.0
2012-03-25 20:00:00	ES	Futures	1414.44	1414.44	1413.17	1413.42	1348.0
2012-03-25 20:30:00	ES	Futures	1413.68	1413.68	1412.66	1412.66	1494.0
2012-03-25 21:00:00	ES	Futures	1412.92	1412.92	1411.4	1411.91	3025.0
2012-03-25 21:30:00	ES	Futures	1412.16	1412.92	1411.65	1412.41	1759.0
2012-03-25 22:00:00	ES	Futures	1412.16	1412.92	1411.4	1411.91	1698.0
2012-03-25 22:30:00	ES	Futures	1412.16	1413.17	1412.16	1412.66	1564.0
2012-03-25 23:00:00	ES	Futures	1412.66	1413.68	1412.66	1413.68	995.0
2012-03-25 23:30:00	ES	Futures	1413.68	1413.68	1413.17	1413.68	619.0
2012-03-25 18:00:00	NQ	Futures	3157.78	3164.72	3156.91	3164.43	535.0
2012-03-25 18:30:00	NQ	Futures	3164.43	3165.88	3162.7	3163.85	337.0
2012-03-25 19:00:00	NQ	Futures	3164.14	3164.43	3163.28	3163.56	73.0
2012-03-25 19:30:00	NQ	Futures	3164.14	3167.32	3163.56	3166.75	274.0
2012-03-25 20:00:00	NQ	Futures	3166.75	3166.75	3164.43	3164.72	267.0
2012-03-25 20:30:00	NQ	Futures	3165.01	3165.3	3163.56	3164.14	236.0
2012-03-25 21:00:00	NQ	Futures	3164.14	3164.43	3162.41	3163.85	643.0
2012-03-25 21:30:00	NQ	Futures	3163.56	3165.01	3162.7	3164.14	298.0
2012-03-25 22:00:00	NQ	Futures	3164.14	3165.01	3162.99	3164.14	270.0
2012-03-25 22:30:00	NQ	Futures	3164.43	3165.59	3163.85	3164.72	203.0
2012-03-25 23:00:00	NQ	Futures	3165.3	3167.61	3165.3	3167.32	526.0
2012-03-25 23:30:00	NQ	Futures	3167.61	3167.9	3166.75	3167.61	340.0
2012-03-25 18:00:00	YM	Futures	12981.8	13016.7	12981.8	13011.7	398.0
2012-03-25 18:30:00	YM	Futures	13012.7	13014.7	13008.7	13008.7	76.0
2012-03-25 19:00:00	YM	Futures	13009.7	13012.7	13008.7	13012.7	147.0
2012-03-25 19:30:00	YM	Futures	13013.7	13017.7	13008.7	13014.7	204.0
2012-03-25 20:00:00	YM	Futures	13013.7	13013.7	13008.7	13009.7	90.0
2012-03-25 20:30:00	YM	Futures	13009.7	13009.7	13002.7	13005.7	187.0
2012-03-25 21:00:00	YM	Futures	13004.7	13004.7	12995.7	12997.7	190.0
2012-03-25 21:30:00	YM	Futures	12996.7	13004.7	12994.7	13000.7	175.0
2012-03-25 22:00:00	YM	Futures	13001.7	13003.7	12994.7	13001.7	94.0
2012-03-25 22:30:00	YM	Futures	12997.7	13006.7	12997.7	13003.7	109.0
2012-03-25 23:00:00	YM	Futures	13005.7	13010.7	13004.7	13009.7	63.0
2012-03-25 23:30:00	YM	Futures	13009.7	13009.7	13005.7	13007.7	55.0
2012-03-25 18:00:00	CL	Futures	178.34	178.76	178.32	178.54	774.0
2012-03-25 18:30:00	CL	Futures	178.54	178.57	178.37	178.44	269.0
2012-03-25 19:00:00	CL	Futures	178.39	178.51	178.36	178.36	203.0
2012-03-25 19:30:00	CL	Futures	178.39	178.41	178.11	178.27	624.0
2012-03-25 20:00:00	CL	Futures	178.26	178.27	178.01	178.07	572.0
2012-03-25 20:30:00	CL	Futures	178.06	178.21	178.01	178.09	351.0
2012-03-25 21:00:00	CL	Futures	178.07	178.22	177.94	178.12	374.0
2012-03-25 21:30:00	CL	Futures	178.09	178.21	178.06	178.09	228.0
2012-03-25 22:00:00	CL	Futures	178.09	178.21	177.94	177.96	261.0
2012-03-25 22:30:00	CL	Futures	177.97	178.04	177.94	177.94	169.0
2012-03-25 23:00:00	CL	Futures	177.94	178.14	177.94	178.11	201.0
2012-03-25 23:30:00	CL	Futures	178.11	178.16	178.06	178.12	141.0
2012-03-25 18:00:00	GC	Futures	2307.0	2314.5	2306.2	2314.4	1317.0
2012-03-25 18:30:00	GC	Futures	2314.0	2316.3	2313.4	2315.9	652.0

> showing 50 of 483 rows — these rows as CSV

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