PREVIEW / futures_30min / 2012-08-26

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-08-26.parquet
  size:    19 KB
  rows:    479

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
2012-08-26 18:00:00	ES	Futures	1434.16	1437.21	1433.9	1435.94	6565.0
2012-08-26 18:30:00	ES	Futures	1436.19	1436.7	1435.94	1436.45	774.0
2012-08-26 19:00:00	ES	Futures	1436.45	1437.46	1436.45	1436.45	1419.0
2012-08-26 19:30:00	ES	Futures	1436.7	1436.96	1434.67	1434.92	2584.0
2012-08-26 20:00:00	ES	Futures	1434.92	1435.68	1434.41	1435.43	3067.0
2012-08-26 20:30:00	ES	Futures	1435.43	1436.7	1434.92	1436.45	2340.0
2012-08-26 21:00:00	ES	Futures	1436.19	1436.96	1434.67	1435.68	3871.0
2012-08-26 21:30:00	ES	Futures	1435.68	1436.19	1434.92	1435.18	3691.0
2012-08-26 22:00:00	ES	Futures	1435.43	1435.68	1434.41	1435.18	2128.0
2012-08-26 22:30:00	ES	Futures	1434.92	1436.19	1434.67	1435.94	1620.0
2012-08-26 23:00:00	ES	Futures	1435.94	1435.94	1435.18	1435.18	1141.0
2012-08-26 23:30:00	ES	Futures	1435.43	1436.19	1435.18	1435.94	1182.0
2012-08-26 18:00:00	NQ	Futures	3228.16	3231.64	3225.55	3230.19	1490.0
2012-08-26 18:30:00	NQ	Futures	3230.19	3231.35	3229.61	3231.35	141.0
2012-08-26 19:00:00	NQ	Futures	3231.35	3233.38	3231.35	3231.93	253.0
2012-08-26 19:30:00	NQ	Futures	3232.22	3233.09	3229.32	3229.61	472.0
2012-08-26 20:00:00	NQ	Futures	3229.32	3231.06	3229.03	3231.06	348.0
2012-08-26 20:30:00	NQ	Futures	3230.77	3232.8	3230.19	3232.8	304.0
2012-08-26 21:00:00	NQ	Futures	3232.51	3233.96	3229.9	3230.77	556.0
2012-08-26 21:30:00	NQ	Futures	3230.77	3231.35	3229.03	3229.03	518.0
2012-08-26 22:00:00	NQ	Futures	3229.03	3229.61	3226.71	3228.16	721.0
2012-08-26 22:30:00	NQ	Futures	3228.16	3229.61	3227.58	3229.61	386.0
2012-08-26 23:00:00	NQ	Futures	3229.61	3229.9	3227.58	3227.58	221.0
2012-08-26 23:30:00	NQ	Futures	3227.58	3230.19	3227.58	3229.32	181.0
2012-08-26 18:00:00	YM	Futures	13085.3	13102.2	13082.4	13096.3	586.0
2012-08-26 18:30:00	YM	Futures	13096.3	13101.3	13095.3	13101.3	56.0
2012-08-26 19:00:00	YM	Futures	13101.3	13107.2	13099.3	13100.3	75.0
2012-08-26 19:30:00	YM	Futures	13101.3	13103.2	13083.4	13084.4	207.0
2012-08-26 20:00:00	YM	Futures	13085.3	13094.3	13083.4	13092.3	193.0
2012-08-26 20:30:00	YM	Futures	13093.3	13100.3	13088.3	13100.3	291.0
2012-08-26 21:00:00	YM	Futures	13100.3	13101.3	13084.4	13091.3	386.0
2012-08-26 21:30:00	YM	Futures	13090.3	13095.3	13086.3	13086.3	400.0
2012-08-26 22:00:00	YM	Futures	13086.3	13089.3	13079.4	13084.4	212.0
2012-08-26 22:30:00	YM	Futures	13082.4	13091.3	13082.4	13091.3	159.0
2012-08-26 23:00:00	YM	Futures	13091.3	13091.3	13084.4	13086.3	111.0
2012-08-26 23:30:00	YM	Futures	13086.3	13092.3	13086.3	13088.3	229.0
2012-08-26 18:00:00	CL	Futures	158.24	158.89	157.88	158.42	2939.0
2012-08-26 18:30:00	CL	Futures	158.47	158.6	158.32	158.53	402.0
2012-08-26 19:00:00	CL	Futures	158.53	158.58	158.45	158.47	201.0
2012-08-26 19:30:00	CL	Futures	158.47	158.66	158.37	158.4	318.0
2012-08-26 20:00:00	CL	Futures	158.37	158.63	158.37	158.47	367.0
2012-08-26 20:30:00	CL	Futures	158.47	159.32	158.45	159.3	1761.0
2012-08-26 21:00:00	CL	Futures	159.28	159.76	159.2	159.61	1909.0
2012-08-26 21:30:00	CL	Futures	159.6	159.96	159.56	159.66	1204.0
2012-08-26 22:00:00	CL	Futures	159.66	159.78	159.33	159.68	968.0
2012-08-26 22:30:00	CL	Futures	159.66	159.73	159.4	159.6	347.0
2012-08-26 23:00:00	CL	Futures	159.58	159.64	159.46	159.48	264.0
2012-08-26 23:30:00	CL	Futures	159.46	159.6	159.43	159.43	239.0
2012-08-26 18:00:00	GC	Futures	2308.2	2311.3	2308.2	2310.2	1059.0
2012-08-26 18:30:00	GC	Futures	2310.3	2312.4	2310.3	2312.2	308.0

> showing 50 of 479 rows — these rows as CSV

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