PREVIEW / futures_30min / 2012-09-02

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-09-02.parquet
  size:    16 KB
  rows:    383

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
2012-09-02 18:00:00	ES	Futures	1430.34	1430.34	1425.77	1427.29	5172.0
2012-09-02 18:30:00	ES	Futures	1427.29	1429.58	1427.04	1429.07	2343.0
2012-09-02 19:00:00	ES	Futures	1429.07	1429.07	1427.04	1427.55	933.0
2012-09-02 19:30:00	ES	Futures	1427.55	1427.55	1424.5	1424.5	3083.0
2012-09-02 20:00:00	ES	Futures	1424.75	1424.75	1420.94	1421.19	7282.0
2012-09-02 20:30:00	ES	Futures	1421.19	1421.95	1420.68	1421.19	4297.0
2012-09-02 21:00:00	ES	Futures	1421.19	1422.97	1420.68	1422.72	3657.0
2012-09-02 21:30:00	ES	Futures	1422.46	1424.5	1421.44	1424.24	4346.0
2012-09-02 22:00:00	ES	Futures	1424.24	1424.5	1423.73	1424.24	1548.0
2012-09-02 22:30:00	ES	Futures	1424.24	1427.04	1423.99	1426.53	4336.0
2012-09-02 23:00:00	ES	Futures	1426.53	1427.29	1426.28	1427.04	2339.0
2012-09-02 23:30:00	ES	Futures	1427.04	1427.55	1426.53	1427.04	1541.0
2012-09-02 18:00:00	NQ	Futures	3215.4	3215.4	3209.32	3211.93	753.0
2012-09-02 18:30:00	NQ	Futures	3212.8	3217.43	3212.22	3215.69	176.0
2012-09-02 19:00:00	NQ	Futures	3215.4	3215.69	3211.64	3212.8	150.0
2012-09-02 19:30:00	NQ	Futures	3212.8	3213.66	3208.16	3208.16	241.0
2012-09-02 20:00:00	NQ	Futures	3208.74	3208.74	3200.04	3200.62	695.0
2012-09-02 20:30:00	NQ	Futures	3200.62	3202.94	3200.04	3200.33	429.0
2012-09-02 21:00:00	NQ	Futures	3200.91	3204.68	3200.33	3204.68	276.0
2012-09-02 21:30:00	NQ	Futures	3204.39	3207.58	3202.65	3207.58	533.0
2012-09-02 22:00:00	NQ	Futures	3207.29	3207.87	3205.55	3206.13	234.0
2012-09-02 22:30:00	NQ	Futures	3206.13	3212.22	3205.55	3211.06	603.0
2012-09-02 23:00:00	NQ	Futures	3211.35	3213.66	3210.77	3213.66	401.0
2012-09-02 23:30:00	NQ	Futures	3212.8	3213.95	3211.64	3212.51	360.0
2012-09-02 18:00:00	YM	Futures	12988.9	12998.8	12979.9	12998.8	1555.0
2012-09-02 18:30:00	YM	Futures	12998.8	13015.7	12997.8	13012.8	154.0
2012-09-02 19:00:00	YM	Futures	13012.8	13012.8	12994.9	12995.8	108.0
2012-09-02 19:30:00	YM	Futures	12995.8	12998.8	12976.0	12976.0	281.0
2012-09-02 20:00:00	YM	Futures	12975.0	12976.0	12947.1	12947.1	951.0
2012-09-02 20:30:00	YM	Futures	12947.1	12953.1	12943.1	12945.1	511.0
2012-09-02 21:00:00	YM	Futures	12945.1	12961.0	12944.1	12958.1	529.0
2012-09-02 21:30:00	YM	Futures	12957.1	12972.0	12949.1	12968.0	477.0
2012-09-02 22:00:00	YM	Futures	12968.0	12972.0	12961.0	12964.0	303.0
2012-09-02 22:30:00	YM	Futures	12963.0	12987.9	12962.0	12984.9	552.0
2012-09-02 23:00:00	YM	Futures	12983.9	12988.9	12980.9	12987.9	282.0
2012-09-02 23:30:00	YM	Futures	12985.9	12990.9	12982.9	12985.9	153.0
2012-09-02 18:00:00	CL	Futures	157.76	158.02	157.65	157.73	257.0
2012-09-02 18:30:00	CL	Futures	157.75	157.93	157.75	157.84	44.0
2012-09-02 19:00:00	CL	Futures	157.84	157.97	157.73	157.73	153.0
2012-09-02 19:30:00	CL	Futures	157.78	157.81	157.42	157.47	363.0
2012-09-02 20:00:00	CL	Futures	157.47	157.5	157.16	157.27	468.0
2012-09-02 20:30:00	CL	Futures	157.27	157.43	157.16	157.24	219.0
2012-09-02 21:00:00	CL	Futures	157.22	157.55	157.21	157.4	489.0
2012-09-02 21:30:00	CL	Futures	157.39	157.6	157.22	157.57	283.0
2012-09-02 22:00:00	CL	Futures	157.57	157.71	157.48	157.63	306.0
2012-09-02 22:30:00	CL	Futures	157.55	157.73	157.5	157.61	336.0
2012-09-02 23:00:00	CL	Futures	157.61	157.71	157.55	157.6	153.0
2012-09-02 23:30:00	CL	Futures	157.6	157.66	157.48	157.57	273.0
2012-09-02 18:00:00	GC	Futures	2336.1	2338.7	2333.8	2336.1	947.0
2012-09-02 18:30:00	GC	Futures	2336.0	2336.9	2335.1	2336.0	172.0

> showing 50 of 383 rows — these rows as CSV

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