PREVIEW / futures_30min / 2012-07-29

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-07-29.parquet
  size:    20 KB
  rows:    512

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
2012-07-29 18:00:00	ES	Futures	1402.88	1405.17	1402.88	1403.39	6845.0
2012-07-29 18:30:00	ES	Futures	1403.64	1403.64	1402.88	1403.39	1634.0
2012-07-29 19:00:00	ES	Futures	1403.64	1404.66	1403.14	1403.9	1836.0
2012-07-29 19:30:00	ES	Futures	1403.9	1404.15	1402.37	1402.37	2240.0
2012-07-29 20:00:00	ES	Futures	1402.37	1402.63	1400.59	1401.1	6591.0
2012-07-29 20:30:00	ES	Futures	1401.36	1401.86	1400.85	1401.1	3055.0
2012-07-29 21:00:00	ES	Futures	1401.1	1401.86	1400.85	1401.61	2423.0
2012-07-29 21:30:00	ES	Futures	1401.61	1402.12	1401.1	1401.1	1411.0
2012-07-29 22:00:00	ES	Futures	1401.36	1401.36	1400.34	1401.1	2134.0
2012-07-29 22:30:00	ES	Futures	1401.36	1402.88	1401.1	1402.37	2383.0
2012-07-29 23:00:00	ES	Futures	1402.12	1403.9	1401.86	1403.39	2084.0
2012-07-29 23:30:00	ES	Futures	1403.64	1404.15	1402.37	1403.14	2115.0
2012-07-29 18:00:00	NQ	Futures	3061.19	3063.21	3058.87	3060.32	833.0
2012-07-29 18:30:00	NQ	Futures	3060.32	3061.76	3059.45	3061.76	183.0
2012-07-29 19:00:00	NQ	Futures	3061.48	3063.21	3061.19	3061.76	122.0
2012-07-29 19:30:00	NQ	Futures	3062.63	3062.63	3058.0	3058.29	152.0
2012-07-29 20:00:00	NQ	Futures	3058.29	3058.87	3055.1	3056.26	435.0
2012-07-29 20:30:00	NQ	Futures	3055.97	3057.71	3055.1	3055.68	286.0
2012-07-29 21:00:00	NQ	Futures	3055.39	3057.42	3055.1	3057.13	295.0
2012-07-29 21:30:00	NQ	Futures	3057.42	3058.0	3055.68	3055.68	171.0
2012-07-29 22:00:00	NQ	Futures	3055.68	3055.97	3053.94	3055.68	287.0
2012-07-29 22:30:00	NQ	Futures	3055.97	3059.16	3055.97	3058.0	231.0
2012-07-29 23:00:00	NQ	Futures	3057.71	3062.34	3057.71	3061.48	369.0
2012-07-29 23:30:00	NQ	Futures	3061.76	3062.63	3059.74	3060.9	289.0
2012-07-29 18:00:00	YM	Futures	12945.1	12953.1	12934.2	12942.2	631.0
2012-07-29 18:30:00	YM	Futures	12941.2	12942.2	12936.2	12942.2	179.0
2012-07-29 19:00:00	YM	Futures	12941.2	12950.1	12938.2	12942.2	130.0
2012-07-29 19:30:00	YM	Futures	12943.1	12947.1	12931.2	12931.2	138.0
2012-07-29 20:00:00	YM	Futures	12933.2	12933.2	12918.3	12922.3	426.0
2012-07-29 20:30:00	YM	Futures	12921.3	12927.2	12918.3	12922.3	264.0
2012-07-29 21:00:00	YM	Futures	12921.3	12929.2	12919.3	12926.2	252.0
2012-07-29 21:30:00	YM	Futures	12928.2	12931.2	12923.3	12923.3	126.0
2012-07-29 22:00:00	YM	Futures	12921.3	12924.3	12917.3	12923.3	225.0
2012-07-29 22:30:00	YM	Futures	12924.3	12937.2	12924.3	12933.2	255.0
2012-07-29 23:00:00	YM	Futures	12932.2	12946.1	12928.2	12943.1	180.0
2012-07-29 23:30:00	YM	Futures	12946.1	12947.1	12934.2	12938.2	247.0
2012-07-29 18:00:00	CL	Futures	148.01	148.17	147.89	148.01	384.0
2012-07-29 18:30:00	CL	Futures	148.01	148.04	147.91	148.04	126.0
2012-07-29 19:00:00	CL	Futures	148.03	148.09	147.96	148.03	222.0
2012-07-29 19:30:00	CL	Futures	148.06	148.07	147.78	147.81	208.0
2012-07-29 20:00:00	CL	Futures	147.83	147.91	147.57	147.78	570.0
2012-07-29 20:30:00	CL	Futures	147.81	147.96	147.75	147.75	302.0
2012-07-29 21:00:00	CL	Futures	147.75	147.94	147.65	147.88	411.0
2012-07-29 21:30:00	CL	Futures	147.86	147.96	147.78	147.8	243.0
2012-07-29 22:00:00	CL	Futures	147.78	147.84	147.7	147.8	223.0
2012-07-29 22:30:00	CL	Futures	147.83	148.16	147.81	148.01	689.0
2012-07-29 23:00:00	CL	Futures	147.98	149.34	147.98	148.73	1974.0
2012-07-29 23:30:00	CL	Futures	148.75	149.16	148.6	149.08	925.0
2012-07-29 18:00:00	GC	Futures	2245.2	2248.6	2240.6	2246.8	907.0
2012-07-29 18:30:00	GC	Futures	2246.4	2246.4	2243.4	2244.1	239.0

> showing 50 of 512 rows — these rows as CSV

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