PREVIEW / futures_30min / 2012-07-01

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-07-01.parquet
  size:    21 KB
  rows:    526

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
2012-07-01 18:00:00	ES	Futures	1382.03	1383.05	1381.27	1381.78	7605.0
2012-07-01 18:30:00	ES	Futures	1381.78	1382.54	1381.52	1382.28	3058.0
2012-07-01 19:00:00	ES	Futures	1382.28	1383.3	1382.03	1382.79	3190.0
2012-07-01 19:30:00	ES	Futures	1382.79	1382.79	1381.01	1381.52	2963.0
2012-07-01 20:00:00	ES	Futures	1381.27	1381.78	1376.44	1377.2	9372.0
2012-07-01 20:30:00	ES	Futures	1376.94	1378.47	1376.44	1377.96	5173.0
2012-07-01 21:00:00	ES	Futures	1377.96	1377.96	1376.69	1377.45	2563.0
2012-07-01 21:30:00	ES	Futures	1377.2	1377.71	1376.69	1377.45	2261.0
2012-07-01 22:00:00	ES	Futures	1377.2	1377.71	1375.93	1376.18	2673.0
2012-07-01 22:30:00	ES	Futures	1376.18	1377.45	1375.93	1377.2	1830.0
2012-07-01 23:00:00	ES	Futures	1377.45	1378.22	1377.2	1377.71	1372.0
2012-07-01 23:30:00	ES	Futures	1377.96	1378.72	1377.45	1377.96	1382.0
2012-07-01 18:00:00	NQ	Futures	3028.72	3032.78	3027.85	3028.72	677.0
2012-07-01 18:30:00	NQ	Futures	3028.72	3030.75	3028.14	3030.17	294.0
2012-07-01 19:00:00	NQ	Futures	3029.88	3032.2	3029.88	3031.04	93.0
2012-07-01 19:30:00	NQ	Futures	3030.46	3030.46	3025.53	3028.14	651.0
2012-07-01 20:00:00	NQ	Futures	3027.56	3027.85	3016.83	3018.28	581.0
2012-07-01 20:30:00	NQ	Futures	3017.7	3020.89	3016.83	3018.86	339.0
2012-07-01 21:00:00	NQ	Futures	3019.15	3019.44	3016.83	3018.28	288.0
2012-07-01 21:30:00	NQ	Futures	3018.57	3019.73	3017.41	3018.28	465.0
2012-07-01 22:00:00	NQ	Futures	3018.28	3019.73	3015.96	3017.12	295.0
2012-07-01 22:30:00	NQ	Futures	3016.54	3019.15	3015.96	3018.86	187.0
2012-07-01 23:00:00	NQ	Futures	3019.15	3021.18	3018.86	3020.02	242.0
2012-07-01 23:30:00	NQ	Futures	3020.31	3021.76	3019.15	3019.73	166.0
2012-07-01 18:00:00	YM	Futures	12755.2	12758.2	12744.3	12744.3	257.0
2012-07-01 18:30:00	YM	Futures	12747.2	12753.2	12744.3	12750.2	88.0
2012-07-01 19:00:00	YM	Futures	12752.2	12761.2	12748.2	12756.2	67.0
2012-07-01 19:30:00	YM	Futures	12754.2	12754.2	12741.3	12743.3	126.0
2012-07-01 20:00:00	YM	Futures	12744.3	12745.3	12704.5	12710.5	363.0
2012-07-01 20:30:00	YM	Futures	12709.5	12725.4	12705.5	12721.4	949.0
2012-07-01 21:00:00	YM	Futures	12720.4	12721.4	12710.5	12717.4	185.0
2012-07-01 21:30:00	YM	Futures	12717.4	12718.4	12710.5	12712.4	129.0
2012-07-01 22:00:00	YM	Futures	12712.4	12714.4	12699.5	12703.5	359.0
2012-07-01 22:30:00	YM	Futures	12703.5	12712.4	12701.5	12711.4	143.0
2012-07-01 23:00:00	YM	Futures	12711.4	12720.4	12710.5	12714.4	235.0
2012-07-01 23:30:00	YM	Futures	12716.4	12720.4	12712.4	12713.4	127.0
2012-07-01 18:00:00	CL	Futures	139.71	140.37	139.1	139.61	2268.0
2012-07-01 18:30:00	CL	Futures	139.61	139.78	139.55	139.76	361.0
2012-07-01 19:00:00	CL	Futures	139.73	139.94	139.73	139.78	637.0
2012-07-01 19:30:00	CL	Futures	139.83	139.91	139.47	139.55	510.0
2012-07-01 20:00:00	CL	Futures	139.56	139.56	139.18	139.2	761.0
2012-07-01 20:30:00	CL	Futures	139.2	139.2	138.89	138.92	1048.0
2012-07-01 21:00:00	CL	Futures	138.92	138.92	138.51	138.67	1448.0
2012-07-01 21:30:00	CL	Futures	138.67	138.71	138.38	138.51	1065.0
2012-07-01 22:00:00	CL	Futures	138.49	138.54	138.08	138.16	1422.0
2012-07-01 22:30:00	CL	Futures	138.15	138.84	138.11	138.82	1660.0
2012-07-01 23:00:00	CL	Futures	138.84	138.84	138.56	138.57	468.0
2012-07-01 23:30:00	CL	Futures	138.62	138.81	138.49	138.74	453.0
2012-07-01 18:00:00	GC	Futures	2213.5	2213.6	2210.5	2211.9	405.0
2012-07-01 18:30:00	GC	Futures	2211.9	2214.6	2211.8	2214.0	226.0

> showing 50 of 526 rows — these rows as CSV

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