PREVIEW / futures_30min / 2012-09-30

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-09-30.parquet
  size:    20 KB
  rows:    518

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
2012-09-30 18:00:00	ES	Futures	1464.06	1465.08	1461.76	1463.3	6666.0
2012-09-30 18:30:00	ES	Futures	1463.3	1463.3	1461.76	1462.02	1980.0
2012-09-30 19:00:00	ES	Futures	1462.02	1462.27	1459.98	1460.23	4537.0
2012-09-30 19:30:00	ES	Futures	1460.49	1461.76	1460.23	1461.51	3012.0
2012-09-30 20:00:00	ES	Futures	1461.51	1464.32	1461.51	1463.55	6805.0
2012-09-30 20:30:00	ES	Futures	1463.55	1466.11	1462.53	1465.34	5098.0
2012-09-30 21:00:00	ES	Futures	1465.34	1465.6	1462.79	1463.04	4501.0
2012-09-30 21:30:00	ES	Futures	1463.04	1463.55	1461.0	1461.76	4881.0
2012-09-30 22:00:00	ES	Futures	1461.51	1461.51	1459.98	1460.49	3084.0
2012-09-30 22:30:00	ES	Futures	1460.74	1460.74	1458.95	1459.98	4938.0
2012-09-30 23:00:00	ES	Futures	1460.23	1461.51	1459.72	1460.49	1961.0
2012-09-30 23:30:00	ES	Futures	1460.74	1460.74	1459.21	1459.98	1727.0
2012-09-30 18:00:00	NQ	Futures	3241.67	3243.12	3235.28	3238.76	1067.0
2012-09-30 18:30:00	NQ	Futures	3238.76	3239.05	3235.86	3236.73	294.0
2012-09-30 19:00:00	NQ	Futures	3237.02	3237.02	3230.92	3232.37	520.0
2012-09-30 19:30:00	NQ	Futures	3232.37	3235.86	3232.37	3234.99	567.0
2012-09-30 20:00:00	NQ	Futures	3234.99	3240.22	3234.7	3238.76	606.0
2012-09-30 20:30:00	NQ	Futures	3238.47	3243.7	3236.44	3243.12	674.0
2012-09-30 21:00:00	NQ	Futures	3243.12	3243.12	3237.6	3237.6	348.0
2012-09-30 21:30:00	NQ	Futures	3237.6	3238.76	3233.82	3235.57	531.0
2012-09-30 22:00:00	NQ	Futures	3235.28	3235.28	3232.37	3233.53	488.0
2012-09-30 22:30:00	NQ	Futures	3233.53	3234.12	3231.21	3232.95	391.0
2012-09-30 23:00:00	NQ	Futures	3233.53	3236.15	3232.95	3233.82	150.0
2012-09-30 23:30:00	NQ	Futures	3234.12	3234.12	3231.21	3232.66	264.0
2012-09-30 18:00:00	YM	Futures	13355.9	13367.9	13339.9	13354.9	859.0
2012-09-30 18:30:00	YM	Futures	13355.9	13356.9	13343.9	13346.9	142.0
2012-09-30 19:00:00	YM	Futures	13345.9	13346.9	13329.9	13333.9	329.0
2012-09-30 19:30:00	YM	Futures	13332.9	13342.9	13330.9	13340.9	212.0
2012-09-30 20:00:00	YM	Futures	13342.9	13359.9	13341.9	13353.9	711.0
2012-09-30 20:30:00	YM	Futures	13354.9	13373.9	13347.9	13370.9	465.0
2012-09-30 21:00:00	YM	Futures	13369.9	13369.9	13351.9	13352.9	488.0
2012-09-30 21:30:00	YM	Futures	13352.9	13357.9	13336.9	13341.9	411.0
2012-09-30 22:00:00	YM	Futures	13341.9	13341.9	13329.9	13333.9	317.0
2012-09-30 22:30:00	YM	Futures	13333.9	13335.9	13319.9	13330.9	483.0
2012-09-30 23:00:00	YM	Futures	13329.9	13340.9	13326.9	13332.9	335.0
2012-09-30 23:30:00	YM	Futures	13332.9	13334.9	13325.9	13328.9	351.0
2012-09-30 18:00:00	CL	Futures	150.31	150.36	149.41	149.69	1036.0
2012-09-30 18:30:00	CL	Futures	149.74	149.84	149.66	149.71	224.0
2012-09-30 19:00:00	CL	Futures	149.72	149.72	149.17	149.28	636.0
2012-09-30 19:30:00	CL	Futures	149.25	149.4	149.24	149.25	286.0
2012-09-30 20:00:00	CL	Futures	149.25	149.48	149.2	149.37	645.0
2012-09-30 20:30:00	CL	Futures	149.37	149.54	149.28	149.54	268.0
2012-09-30 21:00:00	CL	Futures	149.54	149.54	149.35	149.37	383.0
2012-09-30 21:30:00	CL	Futures	149.37	149.41	149.27	149.32	480.0
2012-09-30 22:00:00	CL	Futures	149.32	149.32	149.01	149.07	815.0
2012-09-30 22:30:00	CL	Futures	149.07	149.15	148.93	149.04	445.0
2012-09-30 23:00:00	CL	Futures	149.04	149.06	148.86	148.96	535.0
2012-09-30 23:30:00	CL	Futures	148.91	149.12	148.89	149.06	307.0
2012-09-30 18:00:00	GC	Futures	2446.9	2447.0	2442.1	2442.7	975.0
2012-09-30 18:30:00	GC	Futures	2442.5	2443.4	2442.1	2443.2	353.0

> showing 50 of 518 rows — these rows as CSV

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