PREVIEW / futures_30min / 2012-08-19

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-08-19.parquet
  size:    17 KB
  rows:    463

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
2012-08-19 18:00:00	ES	Futures	1439.24	1441.79	1438.99	1440.77	7354.0
2012-08-19 18:30:00	ES	Futures	1440.77	1440.77	1439.24	1439.5	2292.0
2012-08-19 19:00:00	ES	Futures	1439.5	1439.75	1439.24	1439.75	1050.0
2012-08-19 19:30:00	ES	Futures	1439.75	1440.26	1439.5	1439.5	1412.0
2012-08-19 20:00:00	ES	Futures	1439.24	1439.75	1438.74	1439.5	2735.0
2012-08-19 20:30:00	ES	Futures	1439.5	1440.26	1439.24	1440.01	1601.0
2012-08-19 21:00:00	ES	Futures	1439.75	1440.26	1438.74	1438.99	3343.0
2012-08-19 21:30:00	ES	Futures	1439.24	1439.75	1438.74	1438.99	1747.0
2012-08-19 22:00:00	ES	Futures	1438.99	1439.24	1437.97	1438.74	2288.0
2012-08-19 22:30:00	ES	Futures	1438.74	1439.24	1438.48	1438.99	883.0
2012-08-19 23:00:00	ES	Futures	1438.99	1439.75	1438.99	1439.5	1081.0
2012-08-19 23:30:00	ES	Futures	1439.24	1439.5	1438.74	1438.99	926.0
2012-08-19 18:00:00	NQ	Futures	3217.43	3223.81	3217.43	3222.36	516.0
2012-08-19 18:30:00	NQ	Futures	3222.36	3222.65	3219.46	3220.04	95.0
2012-08-19 19:00:00	NQ	Futures	3219.75	3220.62	3219.17	3220.62	66.0
2012-08-19 19:30:00	NQ	Futures	3220.04	3221.2	3220.04	3220.62	293.0
2012-08-19 20:00:00	NQ	Futures	3220.33	3220.91	3218.88	3220.33	362.0
2012-08-19 20:30:00	NQ	Futures	3220.91	3221.49	3219.75	3221.2	110.0
2012-08-19 21:00:00	NQ	Futures	3221.2	3221.49	3218.88	3219.46	170.0
2012-08-19 21:30:00	NQ	Futures	3219.46	3220.62	3218.59	3219.17	187.0
2012-08-19 22:00:00	NQ	Futures	3219.17	3219.17	3217.14	3218.3	278.0
2012-08-19 22:30:00	NQ	Futures	3218.01	3219.17	3217.72	3218.59	86.0
2012-08-19 23:00:00	NQ	Futures	3218.59	3220.04	3218.3	3219.17	102.0
2012-08-19 23:30:00	NQ	Futures	3218.59	3219.17	3218.01	3218.3	75.0
2012-08-19 18:00:00	YM	Futures	13174.8	13193.7	13170.9	13187.8	609.0
2012-08-19 18:30:00	YM	Futures	13187.8	13187.8	13175.8	13177.8	113.0
2012-08-19 19:00:00	YM	Futures	13176.8	13179.8	13174.8	13179.8	45.0
2012-08-19 19:30:00	YM	Futures	13179.8	13182.8	13176.8	13176.8	75.0
2012-08-19 20:00:00	YM	Futures	13176.8	13178.8	13170.9	13177.8	159.0
2012-08-19 20:30:00	YM	Futures	13177.8	13181.8	13174.8	13179.8	73.0
2012-08-19 21:00:00	YM	Futures	13177.8	13181.8	13168.9	13172.9	159.0
2012-08-19 21:30:00	YM	Futures	13170.9	13176.8	13168.9	13171.9	120.0
2012-08-19 22:00:00	YM	Futures	13172.9	13173.8	13163.9	13170.9	201.0
2012-08-19 22:30:00	YM	Futures	13169.9	13173.8	13168.9	13171.9	62.0
2012-08-19 23:00:00	YM	Futures	13172.9	13176.8	13171.9	13173.8	61.0
2012-08-19 23:30:00	YM	Futures	13174.8	13176.8	13171.9	13172.9	98.0
2012-08-19 18:00:00	CL	Futures	158.19	158.29	157.84	158.04	755.0
2012-08-19 18:30:00	CL	Futures	157.99	158.04	157.97	157.99	68.0
2012-08-19 19:00:00	CL	Futures	157.99	158.04	157.94	157.96	44.0
2012-08-19 19:30:00	CL	Futures	157.96	158.01	157.91	157.96	120.0
2012-08-19 20:00:00	CL	Futures	157.97	158.09	157.83	157.83	287.0
2012-08-19 20:30:00	CL	Futures	157.89	158.11	157.89	157.99	187.0
2012-08-19 21:00:00	CL	Futures	158.02	158.11	157.89	157.96	200.0
2012-08-19 21:30:00	CL	Futures	157.94	158.02	157.88	157.99	178.0
2012-08-19 22:00:00	CL	Futures	158.01	158.14	157.89	158.07	223.0
2012-08-19 22:30:00	CL	Futures	158.07	158.3	158.01	158.04	353.0
2012-08-19 23:00:00	CL	Futures	157.99	158.17	157.99	158.14	136.0
2012-08-19 23:30:00	CL	Futures	158.11	158.27	158.11	158.11	120.0
2012-08-19 18:00:00	GC	Futures	2232.8	2235.3	2231.0	2234.0	633.0
2012-08-19 18:30:00	GC	Futures	2233.9	2235.3	2233.7	2234.8	138.0

> showing 50 of 463 rows — these rows as CSV

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