PREVIEW / futures_30min / 2012-09-23

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-09-23.parquet
  size:    20 KB
  rows:    499

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
2012-09-23 18:00:00	ES	Futures	1481.94	1485.52	1481.94	1484.24	4247.0
2012-09-23 18:30:00	ES	Futures	1484.24	1485.01	1484.24	1484.5	512.0
2012-09-23 19:00:00	ES	Futures	1484.5	1485.01	1484.24	1484.5	679.0
2012-09-23 19:30:00	ES	Futures	1484.5	1484.76	1484.24	1484.76	832.0
2012-09-23 20:00:00	ES	Futures	1484.5	1485.01	1484.24	1484.76	3202.0
2012-09-23 20:30:00	ES	Futures	1484.76	1485.27	1483.73	1483.73	1314.0
2012-09-23 21:00:00	ES	Futures	1483.73	1483.99	1480.67	1480.92	7147.0
2012-09-23 21:30:00	ES	Futures	1480.92	1480.92	1479.39	1480.41	6343.0
2012-09-23 22:00:00	ES	Futures	1480.16	1481.94	1479.65	1481.43	4832.0
2012-09-23 22:30:00	ES	Futures	1481.43	1481.69	1479.9	1480.67	3690.0
2012-09-23 23:00:00	ES	Futures	1480.67	1482.46	1479.13	1481.69	7572.0
2012-09-23 23:30:00	ES	Futures	1481.69	1482.97	1480.92	1482.46	3000.0
2012-09-23 18:00:00	NQ	Futures	3314.9	3321.0	3313.44	3318.09	514.0
2012-09-23 18:30:00	NQ	Futures	3318.09	3319.84	3318.09	3318.96	128.0
2012-09-23 19:00:00	NQ	Futures	3319.25	3319.54	3318.38	3318.96	89.0
2012-09-23 19:30:00	NQ	Futures	3318.96	3319.54	3318.67	3319.54	128.0
2012-09-23 20:00:00	NQ	Futures	3319.25	3320.13	3318.09	3319.25	205.0
2012-09-23 20:30:00	NQ	Futures	3319.54	3320.13	3317.51	3317.51	155.0
2012-09-23 21:00:00	NQ	Futures	3317.22	3317.8	3309.08	3309.67	973.0
2012-09-23 21:30:00	NQ	Futures	3309.37	3309.96	3307.34	3309.08	658.0
2012-09-23 22:00:00	NQ	Futures	3309.08	3312.28	3307.92	3311.99	519.0
2012-09-23 22:30:00	NQ	Futures	3311.7	3312.28	3309.37	3310.54	617.0
2012-09-23 23:00:00	NQ	Futures	3310.83	3314.6	3307.63	3314.02	894.0
2012-09-23 23:30:00	NQ	Futures	3313.73	3317.22	3312.86	3316.35	650.0
2012-09-23 18:00:00	YM	Futures	13496.9	13515.0	13486.9	13510.0	551.0
2012-09-23 18:30:00	YM	Futures	13510.0	13512.0	13508.0	13508.0	23.0
2012-09-23 19:00:00	YM	Futures	13510.0	13511.0	13508.0	13509.0	57.0
2012-09-23 19:30:00	YM	Futures	13509.0	13513.0	13507.0	13512.0	120.0
2012-09-23 20:00:00	YM	Futures	13513.0	13519.0	13509.0	13516.0	313.0
2012-09-23 20:30:00	YM	Futures	13516.0	13517.0	13508.0	13508.0	137.0
2012-09-23 21:00:00	YM	Futures	13507.0	13507.0	13481.9	13483.9	1178.0
2012-09-23 21:30:00	YM	Futures	13482.9	13482.9	13472.9	13478.9	765.0
2012-09-23 22:00:00	YM	Futures	13476.9	13490.9	13472.9	13489.9	408.0
2012-09-23 22:30:00	YM	Futures	13489.9	13490.9	13478.9	13481.9	353.0
2012-09-23 23:00:00	YM	Futures	13481.9	13493.9	13469.9	13488.9	671.0
2012-09-23 23:30:00	YM	Futures	13489.9	13497.9	13486.9	13495.9	304.0
2012-09-23 18:00:00	CL	Futures	151.99	151.99	151.42	151.49	519.0
2012-09-23 18:30:00	CL	Futures	151.47	151.55	151.44	151.52	102.0
2012-09-23 19:00:00	CL	Futures	151.55	151.63	151.5	151.55	154.0
2012-09-23 19:30:00	CL	Futures	151.57	151.62	151.47	151.53	108.0
2012-09-23 20:00:00	CL	Futures	151.52	151.52	151.18	151.31	774.0
2012-09-23 20:30:00	CL	Futures	151.31	151.39	150.75	150.92	982.0
2012-09-23 21:00:00	CL	Futures	150.92	150.92	150.0	150.12	2057.0
2012-09-23 21:30:00	CL	Futures	150.12	150.2	149.71	149.89	1832.0
2012-09-23 22:00:00	CL	Futures	149.85	150.07	149.77	150.05	806.0
2012-09-23 22:30:00	CL	Futures	150.03	150.15	149.85	150.02	447.0
2012-09-23 23:00:00	CL	Futures	150.03	150.33	149.99	150.33	477.0
2012-09-23 23:30:00	CL	Futures	150.34	150.34	150.05	150.23	484.0
2012-09-23 18:00:00	GC	Futures	2448.3	2449.1	2445.9	2446.3	680.0
2012-09-23 18:30:00	GC	Futures	2446.5	2448.0	2446.3	2446.5	340.0

> showing 50 of 499 rows — these rows as CSV

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