PREVIEW / futures_30min / 2012-08-05

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-08-05.parquet
  size:    19 KB
  rows:    493

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
2012-08-05 18:00:00	ES	Futures	1414.07	1417.12	1412.54	1413.31	5549.0
2012-08-05 18:30:00	ES	Futures	1413.56	1413.56	1412.04	1412.04	1731.0
2012-08-05 19:00:00	ES	Futures	1412.04	1413.05	1411.78	1413.05	763.0
2012-08-05 19:30:00	ES	Futures	1413.05	1414.83	1412.54	1414.32	3964.0
2012-08-05 20:00:00	ES	Futures	1414.07	1414.58	1413.31	1414.32	2646.0
2012-08-05 20:30:00	ES	Futures	1414.32	1415.6	1413.82	1415.34	3440.0
2012-08-05 21:00:00	ES	Futures	1415.34	1415.6	1413.56	1413.82	2771.0
2012-08-05 21:30:00	ES	Futures	1414.07	1414.32	1413.31	1413.56	2477.0
2012-08-05 22:00:00	ES	Futures	1413.56	1414.07	1412.54	1413.05	2921.0
2012-08-05 22:30:00	ES	Futures	1413.31	1413.82	1412.8	1413.31	1358.0
2012-08-05 23:00:00	ES	Futures	1413.31	1413.56	1412.8	1412.8	608.0
2012-08-05 23:30:00	ES	Futures	1413.05	1413.31	1412.54	1412.8	1179.0
2012-08-05 18:00:00	NQ	Futures	3101.77	3107.57	3098.87	3100.61	620.0
2012-08-05 18:30:00	NQ	Futures	3100.32	3100.32	3098.0	3098.29	200.0
2012-08-05 19:00:00	NQ	Futures	3098.29	3101.77	3098.29	3101.77	182.0
2012-08-05 19:30:00	NQ	Futures	3101.48	3105.25	3101.19	3104.96	401.0
2012-08-05 20:00:00	NQ	Futures	3104.67	3105.25	3102.64	3104.09	388.0
2012-08-05 20:30:00	NQ	Futures	3104.38	3107.86	3103.8	3107.28	464.0
2012-08-05 21:00:00	NQ	Futures	3107.28	3107.86	3102.93	3103.51	514.0
2012-08-05 21:30:00	NQ	Futures	3103.8	3104.96	3101.77	3102.06	471.0
2012-08-05 22:00:00	NQ	Futures	3101.77	3102.93	3099.45	3100.9	344.0
2012-08-05 22:30:00	NQ	Futures	3101.19	3102.35	3100.03	3100.9	119.0
2012-08-05 23:00:00	NQ	Futures	3100.9	3101.77	3100.61	3100.61	117.0
2012-08-05 23:30:00	NQ	Futures	3100.9	3101.77	3099.74	3099.74	80.0
2012-08-05 18:00:00	YM	Futures	12990.9	13007.8	12977.0	12984.9	528.0
2012-08-05 18:30:00	YM	Futures	12983.9	12983.9	12969.0	12972.0	197.0
2012-08-05 19:00:00	YM	Futures	12971.0	12979.9	12970.0	12979.9	66.0
2012-08-05 19:30:00	YM	Futures	12977.9	12992.9	12977.9	12990.9	228.0
2012-08-05 20:00:00	YM	Futures	12991.9	12992.9	12980.9	12990.9	215.0
2012-08-05 20:30:00	YM	Futures	12988.9	13001.8	12986.9	13000.8	219.0
2012-08-05 21:00:00	YM	Futures	12998.8	12999.8	12985.9	12987.9	258.0
2012-08-05 21:30:00	YM	Futures	12986.9	12989.9	12982.9	12984.9	177.0
2012-08-05 22:00:00	YM	Futures	12984.9	12987.9	12974.0	12979.9	217.0
2012-08-05 22:30:00	YM	Futures	12980.9	12985.9	12977.9	12980.9	134.0
2012-08-05 23:00:00	YM	Futures	12982.9	12982.9	12977.9	12978.9	61.0
2012-08-05 23:30:00	YM	Futures	12979.9	12981.9	12977.0	12977.0	142.0
2012-08-05 18:00:00	CL	Futures	149.98	150.19	149.39	149.59	1289.0
2012-08-05 18:30:00	CL	Futures	149.59	149.6	149.45	149.52	196.0
2012-08-05 19:00:00	CL	Futures	149.5	149.54	149.34	149.44	357.0
2012-08-05 19:30:00	CL	Futures	149.44	150.05	149.44	149.85	624.0
2012-08-05 20:00:00	CL	Futures	149.82	149.82	149.57	149.65	472.0
2012-08-05 20:30:00	CL	Futures	149.65	149.82	149.57	149.8	413.0
2012-08-05 21:00:00	CL	Futures	149.8	150.08	149.63	149.78	627.0
2012-08-05 21:30:00	CL	Futures	149.77	149.91	149.67	149.75	228.0
2012-08-05 22:00:00	CL	Futures	149.73	149.91	149.49	149.68	517.0
2012-08-05 22:30:00	CL	Futures	149.72	149.88	149.67	149.7	170.0
2012-08-05 23:00:00	CL	Futures	149.68	149.77	149.57	149.68	146.0
2012-08-05 23:30:00	CL	Futures	149.68	149.73	149.57	149.63	171.0
2012-08-05 18:00:00	GC	Futures	2217.9	2218.2	2214.6	2216.8	451.0
2012-08-05 18:30:00	GC	Futures	2216.9	2217.7	2215.8	2217.2	205.0

> showing 50 of 493 rows — these rows as CSV

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