PREVIEW / futures_30min / 2012-07-15

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-07-15.parquet
  size:    19 KB
  rows:    504

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
2012-07-15 18:00:00	ES	Futures	1374.4	1374.91	1373.64	1373.89	3728.0
2012-07-15 18:30:00	ES	Futures	1373.64	1373.89	1372.62	1372.88	2540.0
2012-07-15 19:00:00	ES	Futures	1372.88	1373.38	1372.62	1373.13	789.0
2012-07-15 19:30:00	ES	Futures	1372.88	1373.64	1372.88	1373.64	1096.0
2012-07-15 20:00:00	ES	Futures	1373.38	1373.38	1372.11	1372.62	2288.0
2012-07-15 20:30:00	ES	Futures	1372.62	1372.88	1371.86	1372.11	2104.0
2012-07-15 21:00:00	ES	Futures	1371.86	1372.62	1371.6	1371.86	1988.0
2012-07-15 21:30:00	ES	Futures	1371.6	1372.11	1371.35	1371.35	1664.0
2012-07-15 22:00:00	ES	Futures	1371.35	1371.86	1370.84	1371.35	2037.0
2012-07-15 22:30:00	ES	Futures	1371.35	1372.11	1371.35	1372.11	1531.0
2012-07-15 23:00:00	ES	Futures	1371.86	1372.37	1371.6	1371.86	743.0
2012-07-15 23:30:00	ES	Futures	1372.11	1372.37	1371.86	1372.11	922.0
2012-07-15 18:00:00	NQ	Futures	2988.42	2989.0	2984.66	2986.1	600.0
2012-07-15 18:30:00	NQ	Futures	2986.1	2986.1	2983.79	2984.08	131.0
2012-07-15 19:00:00	NQ	Futures	2984.66	2985.53	2983.79	2985.24	57.0
2012-07-15 19:30:00	NQ	Futures	2984.95	2985.53	2983.79	2985.24	159.0
2012-07-15 20:00:00	NQ	Futures	2985.24	2985.53	2983.21	2984.66	74.0
2012-07-15 20:30:00	NQ	Futures	2984.66	2984.66	2982.34	2982.92	136.0
2012-07-15 21:00:00	NQ	Futures	2983.21	2983.5	2981.18	2982.05	357.0
2012-07-15 21:30:00	NQ	Futures	2982.34	2982.63	2981.18	2981.76	102.0
2012-07-15 22:00:00	NQ	Futures	2981.76	2984.08	2979.44	2980.31	829.0
2012-07-15 22:30:00	NQ	Futures	2980.6	2982.05	2980.6	2981.47	159.0
2012-07-15 23:00:00	NQ	Futures	2981.47	2982.63	2980.89	2982.34	61.0
2012-07-15 23:30:00	NQ	Futures	2982.34	2983.21	2982.05	2982.34	49.0
2012-07-15 18:00:00	YM	Futures	12642.8	12646.8	12630.9	12631.9	180.0
2012-07-15 18:30:00	YM	Futures	12632.9	12633.9	12622.9	12625.9	177.0
2012-07-15 19:00:00	YM	Futures	12623.9	12628.9	12622.9	12627.9	102.0
2012-07-15 19:30:00	YM	Futures	12628.9	12637.9	12626.9	12637.9	97.0
2012-07-15 20:00:00	YM	Futures	12635.9	12635.9	12624.9	12629.9	104.0
2012-07-15 20:30:00	YM	Futures	12628.9	12629.9	12617.0	12618.0	189.0
2012-07-15 21:00:00	YM	Futures	12617.0	12622.0	12614.0	12616.0	165.0
2012-07-15 21:30:00	YM	Futures	12615.0	12618.0	12612.0	12614.0	154.0
2012-07-15 22:00:00	YM	Futures	12615.0	12618.0	12608.0	12610.0	160.0
2012-07-15 22:30:00	YM	Futures	12611.0	12617.0	12611.0	12616.0	139.0
2012-07-15 23:00:00	YM	Futures	12615.0	12619.0	12614.0	12616.0	65.0
2012-07-15 23:30:00	YM	Futures	12616.0	12618.0	12615.0	12615.0	64.0
2012-07-15 18:00:00	CL	Futures	143.71	144.0	143.71	143.79	51.0
2012-07-15 18:30:00	CL	Futures	143.76	144.08	143.76	143.97	130.0
2012-07-15 19:00:00	CL	Futures	143.97	144.0	143.82	143.82	23.0
2012-07-15 19:30:00	CL	Futures	143.82	143.82	143.63	143.71	22.0
2012-07-15 20:00:00	CL	Futures	143.64	143.64	143.36	143.41	91.0
2012-07-15 20:30:00	CL	Futures	143.53	143.54	143.0	143.0	83.0
2012-07-15 21:00:00	CL	Futures	143.0	143.13	143.0	143.07	147.0
2012-07-15 21:30:00	CL	Futures	143.12	143.12	142.94	143.02	64.0
2012-07-15 22:00:00	CL	Futures	142.98	143.03	142.8	142.97	113.0
2012-07-15 22:30:00	CL	Futures	142.98	143.08	142.97	143.08	31.0
2012-07-15 23:00:00	CL	Futures	143.0	143.18	143.0	143.08	41.0
2012-07-15 23:30:00	CL	Futures	143.13	143.44	143.13	143.21	119.0
2012-07-15 18:00:00	GC	Futures	2202.2	2202.8	2196.2	2200.2	507.0
2012-07-15 18:30:00	GC	Futures	2200.3	2203.8	2199.3	2203.2	219.0

> showing 50 of 504 rows — these rows as CSV

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