PREVIEW / futures_30min / 2012-05-27

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-05-27.parquet
  size:    17 KB
  rows:    395

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
2012-05-27 18:00:00	ES	Futures	1337.78	1338.29	1336.01	1336.52	6345.0
2012-05-27 18:30:00	ES	Futures	1336.52	1337.78	1336.52	1337.53	1407.0
2012-05-27 19:00:00	ES	Futures	1337.53	1338.29	1337.28	1337.28	2117.0
2012-05-27 19:30:00	ES	Futures	1337.02	1339.81	1337.02	1339.55	3443.0
2012-05-27 20:00:00	ES	Futures	1339.55	1341.32	1338.54	1340.56	5621.0
2012-05-27 20:30:00	ES	Futures	1340.56	1341.32	1339.81	1340.06	4080.0
2012-05-27 21:00:00	ES	Futures	1340.31	1341.32	1339.81	1341.07	1980.0
2012-05-27 21:30:00	ES	Futures	1341.07	1342.33	1340.82	1341.58	5051.0
2012-05-27 22:00:00	ES	Futures	1341.58	1341.83	1340.82	1340.82	1100.0
2012-05-27 22:30:00	ES	Futures	1340.82	1341.32	1340.06	1341.07	1609.0
2012-05-27 23:00:00	ES	Futures	1340.82	1342.08	1340.56	1341.07	1062.0
2012-05-27 23:30:00	ES	Futures	1341.32	1341.83	1340.82	1341.32	714.0
2012-05-27 18:00:00	NQ	Futures	2930.47	2935.39	2930.47	2934.52	693.0
2012-05-27 18:30:00	NQ	Futures	2934.81	2935.96	2933.07	2935.67	187.0
2012-05-27 19:00:00	NQ	Futures	2935.96	2935.96	2930.47	2930.47	370.0
2012-05-27 19:30:00	NQ	Futures	2930.47	2935.39	2930.47	2935.1	201.0
2012-05-27 20:00:00	NQ	Futures	2935.1	2938.86	2932.49	2937.99	407.0
2012-05-27 20:30:00	NQ	Futures	2938.28	2938.86	2937.12	2938.86	232.0
2012-05-27 21:00:00	NQ	Futures	2938.28	2941.17	2937.99	2940.59	444.0
2012-05-27 21:30:00	NQ	Futures	2940.88	2942.9	2939.72	2940.01	234.0
2012-05-27 22:00:00	NQ	Futures	2940.3	2940.59	2938.57	2939.15	140.0
2012-05-27 22:30:00	NQ	Futures	2938.86	2940.01	2936.25	2940.01	290.0
2012-05-27 23:00:00	NQ	Futures	2940.01	2942.33	2939.43	2941.17	253.0
2012-05-27 23:30:00	NQ	Futures	2941.17	2942.33	2940.88	2941.46	114.0
2012-05-27 18:00:00	YM	Futures	12419.9	12461.7	12419.9	12441.8	454.0
2012-05-27 18:30:00	YM	Futures	12440.8	12449.8	12440.8	12445.8	271.0
2012-05-27 19:00:00	YM	Futures	12445.8	12451.8	12437.8	12437.8	182.0
2012-05-27 19:30:00	YM	Futures	12436.8	12448.8	12433.8	12446.8	247.0
2012-05-27 20:00:00	YM	Futures	12445.8	12455.7	12438.8	12451.8	405.0
2012-05-27 20:30:00	YM	Futures	12451.8	12455.7	12441.8	12445.8	206.0
2012-05-27 21:00:00	YM	Futures	12444.8	12454.7	12444.8	12453.7	243.0
2012-05-27 21:30:00	YM	Futures	12453.7	12464.7	12451.8	12459.7	238.0
2012-05-27 22:00:00	YM	Futures	12460.7	12460.7	12451.8	12453.7	77.0
2012-05-27 22:30:00	YM	Futures	12453.7	12453.7	12446.8	12453.7	172.0
2012-05-27 23:00:00	YM	Futures	12452.7	12460.7	12449.8	12456.7	71.0
2012-05-27 23:30:00	YM	Futures	12456.7	12458.7	12452.7	12455.7	187.0
2012-05-27 18:00:00	CL	Futures	150.68	151.3	150.6	150.98	1035.0
2012-05-27 18:30:00	CL	Futures	150.98	151.21	150.95	151.18	187.0
2012-05-27 19:00:00	CL	Futures	151.15	151.3	151.11	151.15	172.0
2012-05-27 19:30:00	CL	Futures	151.15	151.26	151.13	151.2	172.0
2012-05-27 20:00:00	CL	Futures	151.21	151.61	151.15	151.54	590.0
2012-05-27 20:30:00	CL	Futures	151.54	151.68	151.44	151.51	450.0
2012-05-27 21:00:00	CL	Futures	151.54	151.99	151.51	151.87	845.0
2012-05-27 21:30:00	CL	Futures	151.87	151.97	151.79	151.94	383.0
2012-05-27 22:00:00	CL	Futures	151.96	151.97	151.83	151.84	130.0
2012-05-27 22:30:00	CL	Futures	151.86	151.86	151.69	151.76	170.0
2012-05-27 23:00:00	CL	Futures	151.79	152.04	151.68	151.89	312.0
2012-05-27 23:30:00	CL	Futures	151.89	151.97	151.84	151.97	106.0
2012-05-27 18:00:00	GC	Futures	2180.1	2184.1	2180.1	2183.3	389.0
2012-05-27 18:30:00	GC	Futures	2184.1	2184.1	2182.7	2183.7	73.0

> showing 50 of 395 rows — these rows as CSV

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