PREVIEW / futures_30min / 2012-04-01

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-04-01.parquet
  size:    20 KB
  rows:    514

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
2012-04-01 18:00:00	ES	Futures	1424.05	1427.08	1423.54	1425.82	15900.0
2012-04-01 18:30:00	ES	Futures	1426.07	1427.08	1425.82	1427.08	3133.0
2012-04-01 19:00:00	ES	Futures	1427.08	1427.08	1426.07	1426.33	2587.0
2012-04-01 19:30:00	ES	Futures	1426.33	1426.58	1425.31	1425.31	2485.0
2012-04-01 20:00:00	ES	Futures	1425.31	1426.07	1425.06	1425.82	4234.0
2012-04-01 20:30:00	ES	Futures	1425.82	1426.33	1425.31	1425.31	2049.0
2012-04-01 21:00:00	ES	Futures	1425.31	1426.07	1425.06	1425.82	3014.0
2012-04-01 21:30:00	ES	Futures	1426.07	1426.07	1424.55	1424.81	3307.0
2012-04-01 22:00:00	ES	Futures	1424.81	1425.31	1424.05	1425.06	2925.0
2012-04-01 22:30:00	ES	Futures	1425.06	1425.31	1423.29	1423.8	3154.0
2012-04-01 23:00:00	ES	Futures	1423.8	1424.05	1423.54	1423.8	2057.0
2012-04-01 23:30:00	ES	Futures	1423.8	1425.57	1423.29	1424.81	3203.0
2012-04-01 18:00:00	NQ	Futures	3190.46	3197.69	3190.46	3196.53	1611.0
2012-04-01 18:30:00	NQ	Futures	3196.53	3198.27	3196.53	3197.4	497.0
2012-04-01 19:00:00	NQ	Futures	3197.69	3197.69	3196.53	3196.53	217.0
2012-04-01 19:30:00	NQ	Futures	3196.53	3197.11	3194.51	3194.8	417.0
2012-04-01 20:00:00	NQ	Futures	3194.8	3195.96	3194.22	3195.38	367.0
2012-04-01 20:30:00	NQ	Futures	3195.67	3196.24	3194.8	3195.09	168.0
2012-04-01 21:00:00	NQ	Futures	3195.09	3196.24	3194.8	3195.96	149.0
2012-04-01 21:30:00	NQ	Futures	3195.67	3195.67	3193.93	3194.22	269.0
2012-04-01 22:00:00	NQ	Futures	3194.22	3194.8	3192.77	3194.51	361.0
2012-04-01 22:30:00	NQ	Futures	3194.8	3195.09	3192.77	3193.35	478.0
2012-04-01 23:00:00	NQ	Futures	3193.06	3193.35	3192.77	3192.77	154.0
2012-04-01 23:30:00	NQ	Futures	3193.06	3196.24	3191.62	3195.09	406.0
2012-04-01 18:00:00	YM	Futures	13122.3	13148.2	13122.3	13141.2	734.0
2012-04-01 18:30:00	YM	Futures	13139.2	13148.2	13139.2	13147.2	128.0
2012-04-01 19:00:00	YM	Futures	13147.2	13148.2	13141.2	13143.2	114.0
2012-04-01 19:30:00	YM	Futures	13143.2	13145.2	13134.2	13134.2	194.0
2012-04-01 20:00:00	YM	Futures	13134.2	13139.2	13131.2	13138.2	444.0
2012-04-01 20:30:00	YM	Futures	13138.2	13141.2	13132.2	13134.2	169.0
2012-04-01 21:00:00	YM	Futures	13134.2	13138.2	13131.2	13137.2	269.0
2012-04-01 21:30:00	YM	Futures	13137.2	13137.2	13127.2	13131.2	172.0
2012-04-01 22:00:00	YM	Futures	13130.2	13131.2	13122.3	13129.2	412.0
2012-04-01 22:30:00	YM	Futures	13129.2	13131.2	13117.3	13120.3	148.0
2012-04-01 23:00:00	YM	Futures	13120.3	13122.3	13118.3	13121.3	87.0
2012-04-01 23:30:00	YM	Futures	13121.3	13133.2	13118.3	13128.2	294.0
2012-04-01 18:00:00	CL	Futures	172.46	172.95	172.44	172.78	1251.0
2012-04-01 18:30:00	CL	Futures	172.78	172.98	172.76	172.95	341.0
2012-04-01 19:00:00	CL	Futures	172.95	172.96	172.78	172.81	128.0
2012-04-01 19:30:00	CL	Futures	172.81	172.86	172.73	172.73	178.0
2012-04-01 20:00:00	CL	Futures	172.73	172.88	172.63	172.66	367.0
2012-04-01 20:30:00	CL	Futures	172.65	172.68	172.58	172.6	394.0
2012-04-01 21:00:00	CL	Futures	172.61	172.63	172.56	172.56	151.0
2012-04-01 21:30:00	CL	Futures	172.54	172.63	172.48	172.49	240.0
2012-04-01 22:00:00	CL	Futures	172.48	172.56	172.34	172.53	314.0
2012-04-01 22:30:00	CL	Futures	172.53	172.61	172.21	172.29	361.0
2012-04-01 23:00:00	CL	Futures	172.29	172.38	172.18	172.36	208.0
2012-04-01 23:30:00	CL	Futures	172.36	172.48	172.24	172.34	211.0
2012-04-01 18:00:00	GC	Futures	2316.5	2321.7	2316.2	2320.6	1099.0
2012-04-01 18:30:00	GC	Futures	2320.8	2323.1	2320.5	2322.6	513.0

> showing 50 of 514 rows — these rows as CSV

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