PREVIEW / futures_30min / 2012-09-16

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-09-16.parquet
  size:    19 KB
  rows:    489

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
2012-09-16 18:00:00	ES	Futures	1490.63	1490.89	1489.35	1489.35	2610.0
2012-09-16 18:30:00	ES	Futures	1489.35	1489.61	1489.1	1489.1	485.0
2012-09-16 19:00:00	ES	Futures	1489.1	1489.35	1488.08	1488.59	1404.0
2012-09-16 19:30:00	ES	Futures	1488.59	1488.59	1487.05	1487.57	1484.0
2012-09-16 20:00:00	ES	Futures	1487.57	1488.08	1486.29	1486.54	3595.0
2012-09-16 20:30:00	ES	Futures	1486.8	1487.82	1486.29	1487.82	1108.0
2012-09-16 21:00:00	ES	Futures	1487.57	1487.82	1486.54	1486.54	1874.0
2012-09-16 21:30:00	ES	Futures	1486.8	1486.8	1485.78	1486.54	3347.0
2012-09-16 22:00:00	ES	Futures	1486.29	1487.31	1485.78	1486.03	1934.0
2012-09-16 22:30:00	ES	Futures	1486.03	1486.54	1486.03	1486.29	790.0
2012-09-16 23:00:00	ES	Futures	1486.03	1486.54	1485.78	1486.54	1441.0
2012-09-16 23:30:00	ES	Futures	1486.29	1487.05	1486.03	1486.8	1439.0
2012-09-16 18:00:00	NQ	Futures	3315.19	3315.19	3310.25	3310.25	334.0
2012-09-16 18:30:00	NQ	Futures	3309.96	3310.83	3309.08	3310.25	254.0
2012-09-16 19:00:00	NQ	Futures	3309.67	3310.25	3307.05	3309.08	137.0
2012-09-16 19:30:00	NQ	Futures	3308.5	3309.37	3305.6	3306.47	172.0
2012-09-16 20:00:00	NQ	Futures	3306.76	3308.21	3304.14	3304.43	244.0
2012-09-16 20:30:00	NQ	Futures	3304.14	3306.76	3304.14	3305.89	140.0
2012-09-16 21:00:00	NQ	Futures	3305.89	3306.47	3304.14	3304.43	207.0
2012-09-16 21:30:00	NQ	Futures	3304.14	3304.73	3303.27	3303.85	366.0
2012-09-16 22:00:00	NQ	Futures	3303.85	3305.89	3302.98	3303.56	228.0
2012-09-16 22:30:00	NQ	Futures	3304.14	3305.02	3302.69	3302.98	360.0
2012-09-16 23:00:00	NQ	Futures	3302.98	3303.85	3302.4	3303.85	124.0
2012-09-16 23:30:00	NQ	Futures	3303.85	3304.73	3303.27	3304.73	124.0
2012-09-16 18:00:00	YM	Futures	13517.0	13525.0	13512.0	13512.0	208.0
2012-09-16 18:30:00	YM	Futures	13512.0	13512.0	13506.0	13507.0	49.0
2012-09-16 19:00:00	YM	Futures	13506.0	13509.0	13496.9	13499.9	145.0
2012-09-16 19:30:00	YM	Futures	13503.9	13505.0	13489.9	13495.9	117.0
2012-09-16 20:00:00	YM	Futures	13496.9	13498.9	13486.9	13486.9	115.0
2012-09-16 20:30:00	YM	Futures	13486.9	13500.9	13486.9	13497.9	138.0
2012-09-16 21:00:00	YM	Futures	13497.9	13500.9	13490.9	13491.9	168.0
2012-09-16 21:30:00	YM	Futures	13489.9	13492.9	13483.9	13488.9	360.0
2012-09-16 22:00:00	YM	Futures	13487.9	13493.9	13484.9	13485.9	92.0
2012-09-16 22:30:00	YM	Futures	13485.9	13490.9	13485.9	13488.9	96.0
2012-09-16 23:00:00	YM	Futures	13485.9	13488.9	13484.9	13488.9	82.0
2012-09-16 23:30:00	YM	Futures	13487.9	13495.9	13485.9	13493.9	68.0
2012-09-16 18:00:00	CL	Futures	162.3	162.35	162.1	162.24	317.0
2012-09-16 18:30:00	CL	Futures	162.27	162.3	162.19	162.19	64.0
2012-09-16 19:00:00	CL	Futures	162.15	162.17	161.91	161.93	101.0
2012-09-16 19:30:00	CL	Futures	161.99	162.01	161.73	161.97	65.0
2012-09-16 20:00:00	CL	Futures	161.97	162.02	161.84	161.94	91.0
2012-09-16 20:30:00	CL	Futures	161.94	162.07	161.88	161.96	96.0
2012-09-16 21:00:00	CL	Futures	161.96	162.12	161.89	161.97	69.0
2012-09-16 21:30:00	CL	Futures	161.97	162.09	161.97	162.09	50.0
2012-09-16 22:00:00	CL	Futures	162.07	162.3	162.02	162.19	158.0
2012-09-16 22:30:00	CL	Futures	162.2	162.46	162.2	162.3	138.0
2012-09-16 23:00:00	CL	Futures	162.24	162.32	162.07	162.17	113.0
2012-09-16 23:30:00	CL	Futures	162.12	162.3	162.12	162.22	24.0
2012-09-16 18:00:00	GC	Futures	2446.6	2454.1	2446.5	2451.0	3230.0
2012-09-16 18:30:00	GC	Futures	2450.7	2453.5	2450.6	2451.4	791.0

> showing 50 of 489 rows — these rows as CSV

> unlock the full archive -- $79 one-time