PREVIEW / futures_30min / 2012-06-03

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-06-03.parquet
  size:    20 KB
  rows:    513

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
2012-06-03 18:00:00	ES	Futures	1290.22	1292.75	1283.14	1284.91	25503.0
2012-06-03 18:30:00	ES	Futures	1285.16	1285.92	1280.1	1280.35	13268.0
2012-06-03 19:00:00	ES	Futures	1280.35	1281.62	1277.07	1278.58	19290.0
2012-06-03 19:30:00	ES	Futures	1278.33	1280.61	1278.33	1278.84	7805.0
2012-06-03 20:00:00	ES	Futures	1279.09	1281.11	1278.58	1280.61	11919.0
2012-06-03 20:30:00	ES	Futures	1280.61	1280.61	1278.58	1280.1	6491.0
2012-06-03 21:00:00	ES	Futures	1280.1	1280.61	1278.84	1279.09	4722.0
2012-06-03 21:30:00	ES	Futures	1279.09	1280.86	1279.09	1279.85	4702.0
2012-06-03 22:00:00	ES	Futures	1279.85	1281.11	1279.09	1280.61	4004.0
2012-06-03 22:30:00	ES	Futures	1280.86	1283.14	1279.85	1281.62	7730.0
2012-06-03 23:00:00	ES	Futures	1281.62	1281.62	1279.59	1279.85	3738.0
2012-06-03 23:30:00	ES	Futures	1279.85	1281.87	1279.59	1281.11	4642.0
2012-06-03 18:00:00	NQ	Futures	2845.73	2846.89	2827.8	2830.69	2002.0
2012-06-03 18:30:00	NQ	Futures	2830.69	2832.14	2820.86	2821.73	1359.0
2012-06-03 19:00:00	NQ	Futures	2820.28	2823.18	2815.66	2817.68	1105.0
2012-06-03 19:30:00	NQ	Futures	2817.68	2821.73	2817.68	2818.26	366.0
2012-06-03 20:00:00	NQ	Futures	2818.55	2822.6	2817.97	2820.28	906.0
2012-06-03 20:30:00	NQ	Futures	2820.28	2820.57	2816.23	2818.84	1129.0
2012-06-03 21:00:00	NQ	Futures	2818.84	2819.42	2815.37	2815.66	610.0
2012-06-03 21:30:00	NQ	Futures	2815.95	2819.99	2815.95	2817.97	510.0
2012-06-03 22:00:00	NQ	Futures	2818.26	2819.99	2816.52	2819.42	335.0
2012-06-03 22:30:00	NQ	Futures	2819.13	2824.62	2817.97	2821.15	938.0
2012-06-03 23:00:00	NQ	Futures	2821.15	2822.02	2817.1	2817.39	445.0
2012-06-03 23:30:00	NQ	Futures	2817.68	2822.02	2817.39	2820.57	508.0
2012-06-03 18:00:00	YM	Futures	12059.2	12081.1	12002.4	12016.4	2223.0
2012-06-03 18:30:00	YM	Futures	12015.4	12019.4	11964.6	11964.6	1995.0
2012-06-03 19:00:00	YM	Futures	11963.6	11974.5	11940.7	11948.6	1112.0
2012-06-03 19:30:00	YM	Futures	11947.6	11965.6	11947.6	11952.6	376.0
2012-06-03 20:00:00	YM	Futures	11953.6	11971.5	11953.6	11967.6	460.0
2012-06-03 20:30:00	YM	Futures	11968.5	11968.5	11954.6	11963.6	317.0
2012-06-03 21:00:00	YM	Futures	11963.6	11968.5	11956.6	11957.6	370.0
2012-06-03 21:30:00	YM	Futures	11958.6	11969.5	11956.6	11963.6	387.0
2012-06-03 22:00:00	YM	Futures	11964.6	11969.5	11954.6	11967.6	298.0
2012-06-03 22:30:00	YM	Futures	11966.6	11987.5	11962.6	11972.5	591.0
2012-06-03 23:00:00	YM	Futures	11972.5	11976.5	11960.6	11963.6	316.0
2012-06-03 23:30:00	YM	Futures	11964.6	11979.5	11963.6	11976.5	382.0
2012-06-03 18:00:00	CL	Futures	137.37	138.06	137.05	137.52	2059.0
2012-06-03 18:30:00	CL	Futures	137.57	137.72	137.25	137.3	678.0
2012-06-03 19:00:00	CL	Futures	137.3	137.44	136.74	136.94	895.0
2012-06-03 19:30:00	CL	Futures	136.94	136.97	136.51	136.52	671.0
2012-06-03 20:00:00	CL	Futures	136.54	137.1	136.51	137.02	1063.0
2012-06-03 20:30:00	CL	Futures	137.02	137.04	135.6	136.18	2585.0
2012-06-03 21:00:00	CL	Futures	136.19	136.43	136.01	136.16	1217.0
2012-06-03 21:30:00	CL	Futures	136.21	136.56	136.03	136.31	1200.0
2012-06-03 22:00:00	CL	Futures	136.34	136.34	135.98	136.16	906.0
2012-06-03 22:30:00	CL	Futures	136.13	136.56	136.13	136.26	1170.0
2012-06-03 23:00:00	CL	Futures	136.26	136.43	135.75	135.81	1080.0
2012-06-03 23:30:00	CL	Futures	135.83	136.01	135.7	135.95	965.0
2012-06-03 18:00:00	GC	Futures	2251.1	2254.4	2243.8	2249.0	1835.0
2012-06-03 18:30:00	GC	Futures	2248.9	2251.4	2248.2	2248.9	943.0

> showing 50 of 513 rows — these rows as CSV

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