PREVIEW / futures_30min / 2012-04-15

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-04-15.parquet
  size:    20 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
2012-04-15 18:00:00	ES	Futures	1382.31	1382.56	1378.51	1379.52	8583.0
2012-04-15 18:30:00	ES	Futures	1379.52	1381.29	1379.52	1380.54	1884.0
2012-04-15 19:00:00	ES	Futures	1380.28	1380.79	1379.27	1379.27	1119.0
2012-04-15 19:30:00	ES	Futures	1379.27	1381.29	1378.51	1380.54	4965.0
2012-04-15 20:00:00	ES	Futures	1380.54	1381.8	1380.28	1381.04	4114.0
2012-04-15 20:30:00	ES	Futures	1381.04	1381.04	1376.74	1376.99	10817.0
2012-04-15 21:00:00	ES	Futures	1376.99	1378.51	1376.74	1378.26	6402.0
2012-04-15 21:30:00	ES	Futures	1378.01	1380.28	1377.75	1379.02	4248.0
2012-04-15 22:00:00	ES	Futures	1379.02	1379.52	1377.5	1379.27	2172.0
2012-04-15 22:30:00	ES	Futures	1379.27	1379.27	1378.01	1378.51	1026.0
2012-04-15 23:00:00	ES	Futures	1378.51	1378.76	1378.01	1378.01	621.0
2012-04-15 23:30:00	ES	Futures	1378.01	1378.26	1377.25	1377.75	1684.0
2012-04-15 18:00:00	NQ	Futures	3117.29	3118.45	3110.06	3112.38	1003.0
2012-04-15 18:30:00	NQ	Futures	3112.38	3115.85	3112.38	3113.53	222.0
2012-04-15 19:00:00	NQ	Futures	3113.53	3113.82	3110.06	3110.06	231.0
2012-04-15 19:30:00	NQ	Futures	3110.35	3113.82	3108.04	3112.38	719.0
2012-04-15 20:00:00	NQ	Futures	3112.38	3114.69	3112.38	3113.82	340.0
2012-04-15 20:30:00	NQ	Futures	3113.82	3113.82	3102.54	3105.44	1143.0
2012-04-15 21:00:00	NQ	Futures	3105.44	3108.33	3104.86	3107.75	586.0
2012-04-15 21:30:00	NQ	Futures	3108.33	3111.8	3106.3	3108.91	443.0
2012-04-15 22:00:00	NQ	Futures	3109.2	3109.77	3106.3	3109.2	267.0
2012-04-15 22:30:00	NQ	Futures	3109.2	3109.77	3107.46	3108.33	133.0
2012-04-15 23:00:00	NQ	Futures	3108.33	3108.62	3107.75	3107.75	35.0
2012-04-15 23:30:00	NQ	Futures	3107.46	3108.33	3106.59	3107.17	75.0
2012-04-15 18:00:00	YM	Futures	12742.7	12747.7	12715.8	12724.7	615.0
2012-04-15 18:30:00	YM	Futures	12726.7	12737.7	12723.7	12729.7	331.0
2012-04-15 19:00:00	YM	Futures	12729.7	12732.7	12722.7	12722.7	123.0
2012-04-15 19:30:00	YM	Futures	12722.7	12734.7	12714.8	12727.7	150.0
2012-04-15 20:00:00	YM	Futures	12729.7	12740.7	12728.7	12737.7	143.0
2012-04-15 20:30:00	YM	Futures	12734.7	12734.7	12700.8	12704.8	575.0
2012-04-15 21:00:00	YM	Futures	12703.8	12713.8	12702.8	12710.8	391.0
2012-04-15 21:30:00	YM	Futures	12712.8	12730.7	12708.8	12717.8	278.0
2012-04-15 22:00:00	YM	Futures	12718.8	12722.7	12708.8	12719.8	165.0
2012-04-15 22:30:00	YM	Futures	12719.8	12721.7	12711.8	12717.8	157.0
2012-04-15 23:00:00	YM	Futures	12716.8	12717.8	12712.8	12712.8	74.0
2012-04-15 23:30:00	YM	Futures	12712.8	12715.8	12707.8	12708.8	140.0
2012-04-15 18:00:00	CL	Futures	171.61	171.68	171.1	171.18	267.0
2012-04-15 18:30:00	CL	Futures	171.18	171.36	171.11	171.11	92.0
2012-04-15 19:00:00	CL	Futures	171.11	171.28	171.05	171.16	82.0
2012-04-15 19:30:00	CL	Futures	171.16	171.2	170.88	170.9	181.0
2012-04-15 20:00:00	CL	Futures	170.96	171.01	170.88	170.93	108.0
2012-04-15 20:30:00	CL	Futures	170.91	170.91	170.53	170.55	379.0
2012-04-15 21:00:00	CL	Futures	170.53	170.65	170.53	170.58	88.0
2012-04-15 21:30:00	CL	Futures	170.67	170.82	170.57	170.72	152.0
2012-04-15 22:00:00	CL	Futures	170.7	170.85	170.62	170.82	99.0
2012-04-15 22:30:00	CL	Futures	170.73	170.77	170.65	170.72	30.0
2012-04-15 23:00:00	CL	Futures	170.73	170.73	170.67	170.73	43.0
2012-04-15 23:30:00	CL	Futures	170.7	170.7	170.53	170.57	107.0
2012-04-15 18:00:00	GC	Futures	2298.7	2298.7	2289.7	2291.4	1410.0
2012-04-15 18:30:00	GC	Futures	2291.7	2292.4	2291.0	2291.9	218.0

> showing 50 of 503 rows — these rows as CSV

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