PREVIEW / futures_30min / 2012-07-22

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-07-22.parquet
  size:    21 KB
  rows:    547

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
2012-07-22 18:00:00	ES	Futures	1378.72	1379.74	1377.96	1379.49	8755.0
2012-07-22 18:30:00	ES	Futures	1379.74	1380.0	1377.2	1378.47	2932.0
2012-07-22 19:00:00	ES	Futures	1378.47	1378.47	1377.2	1377.2	1115.0
2012-07-22 19:30:00	ES	Futures	1377.2	1377.45	1375.42	1376.18	4239.0
2012-07-22 20:00:00	ES	Futures	1375.93	1377.45	1374.66	1376.44	7394.0
2012-07-22 20:30:00	ES	Futures	1376.18	1377.2	1375.42	1376.44	3362.0
2012-07-22 21:00:00	ES	Futures	1376.44	1376.69	1375.16	1376.44	5629.0
2012-07-22 21:30:00	ES	Futures	1376.69	1377.2	1376.18	1376.44	2997.0
2012-07-22 22:00:00	ES	Futures	1376.44	1376.44	1374.66	1375.16	4279.0
2012-07-22 22:30:00	ES	Futures	1375.16	1376.18	1374.15	1375.16	5163.0
2012-07-22 23:00:00	ES	Futures	1375.16	1375.42	1373.89	1374.4	2926.0
2012-07-22 23:30:00	ES	Futures	1374.4	1374.91	1373.64	1373.89	2368.0
2012-07-22 18:00:00	NQ	Futures	3025.24	3029.88	3022.63	3029.88	858.0
2012-07-22 18:30:00	NQ	Futures	3029.88	3029.88	3024.08	3026.11	281.0
2012-07-22 19:00:00	NQ	Futures	3026.11	3026.4	3023.79	3023.79	85.0
2012-07-22 19:30:00	NQ	Futures	3023.79	3024.37	3021.18	3022.05	491.0
2012-07-22 20:00:00	NQ	Futures	3022.34	3024.37	3019.44	3022.34	868.0
2012-07-22 20:30:00	NQ	Futures	3022.63	3022.92	3019.44	3021.47	567.0
2012-07-22 21:00:00	NQ	Futures	3021.76	3022.34	3019.15	3022.34	604.0
2012-07-22 21:30:00	NQ	Futures	3022.92	3022.92	3021.18	3021.18	296.0
2012-07-22 22:00:00	NQ	Futures	3021.18	3021.76	3016.54	3017.12	1285.0
2012-07-22 22:30:00	NQ	Futures	3017.41	3020.02	3014.8	3017.99	987.0
2012-07-22 23:00:00	NQ	Futures	3017.99	3019.15	3015.96	3016.54	532.0
2012-07-22 23:30:00	NQ	Futures	3016.83	3017.7	3015.67	3016.25	252.0
2012-07-22 18:00:00	YM	Futures	12684.6	12684.6	12666.7	12677.6	751.0
2012-07-22 18:30:00	YM	Futures	12676.6	12678.6	12658.7	12664.7	290.0
2012-07-22 19:00:00	YM	Futures	12664.7	12664.7	12654.8	12655.8	187.0
2012-07-22 19:30:00	YM	Futures	12655.8	12656.8	12646.8	12649.8	494.0
2012-07-22 20:00:00	YM	Futures	12651.8	12660.7	12640.8	12653.8	421.0
2012-07-22 20:30:00	YM	Futures	12652.8	12658.7	12645.8	12651.8	178.0
2012-07-22 21:00:00	YM	Futures	12652.8	12654.8	12642.8	12652.8	369.0
2012-07-22 21:30:00	YM	Futures	12653.8	12656.8	12649.8	12652.8	223.0
2012-07-22 22:00:00	YM	Futures	12649.8	12650.8	12637.9	12639.9	344.0
2012-07-22 22:30:00	YM	Futures	12640.8	12648.8	12630.9	12640.8	517.0
2012-07-22 23:00:00	YM	Futures	12641.8	12643.8	12630.9	12635.9	227.0
2012-07-22 23:30:00	YM	Futures	12634.9	12637.9	12629.9	12632.9	202.0
2012-07-22 18:00:00	CL	Futures	150.42	150.47	149.72	150.14	957.0
2012-07-22 18:30:00	CL	Futures	150.13	150.21	149.77	149.91	308.0
2012-07-22 19:00:00	CL	Futures	149.95	150.0	149.77	149.77	284.0
2012-07-22 19:30:00	CL	Futures	149.77	149.86	149.77	149.83	416.0
2012-07-22 20:00:00	CL	Futures	149.83	149.9	149.75	149.78	446.0
2012-07-22 20:30:00	CL	Futures	149.75	150.01	149.75	149.86	528.0
2012-07-22 21:00:00	CL	Futures	149.86	149.9	149.55	149.7	773.0
2012-07-22 21:30:00	CL	Futures	149.73	149.83	149.62	149.68	359.0
2012-07-22 22:00:00	CL	Futures	149.67	149.68	149.01	149.06	1775.0
2012-07-22 22:30:00	CL	Futures	149.06	149.08	148.55	148.7	1522.0
2012-07-22 23:00:00	CL	Futures	148.68	148.75	148.55	148.65	596.0
2012-07-22 23:30:00	CL	Futures	148.65	148.67	148.22	148.29	849.0
2012-07-22 18:00:00	GC	Futures	2188.5	2189.6	2183.0	2189.1	663.0
2012-07-22 18:30:00	GC	Futures	2189.4	2189.6	2187.7	2188.5	162.0

> showing 50 of 547 rows — these rows as CSV

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