PREVIEW / futures_30min / 2012-10-28

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-10-28.parquet
  size:    19 KB
  rows:    511

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
2012-10-28 18:00:00	ES	Futures	1436.98	1437.75	1435.96	1436.73	3747.0
2012-10-28 18:30:00	ES	Futures	1436.73	1436.98	1433.41	1433.41	3289.0
2012-10-28 19:00:00	ES	Futures	1433.66	1434.17	1431.87	1432.13	4123.0
2012-10-28 19:30:00	ES	Futures	1432.13	1434.17	1432.13	1433.66	1727.0
2012-10-28 20:00:00	ES	Futures	1433.66	1435.96	1433.66	1435.2	3383.0
2012-10-28 20:30:00	ES	Futures	1435.2	1435.45	1433.41	1433.66	3165.0
2012-10-28 21:00:00	ES	Futures	1433.92	1435.71	1433.66	1435.2	3235.0
2012-10-28 21:30:00	ES	Futures	1435.45	1435.71	1434.68	1435.45	2057.0
2012-10-28 22:00:00	ES	Futures	1435.71	1436.98	1435.2	1435.2	3353.0
2012-10-28 22:30:00	ES	Futures	1435.2	1436.73	1435.2	1436.22	1007.0
2012-10-28 23:00:00	ES	Futures	1436.22	1436.47	1433.41	1433.41	2905.0
2012-10-28 23:30:00	ES	Futures	1433.41	1434.94	1432.64	1434.68	3135.0
2012-10-28 18:00:00	NQ	Futures	3085.34	3089.99	3085.34	3087.37	495.0
2012-10-28 18:30:00	NQ	Futures	3087.08	3087.96	3081.27	3081.27	298.0
2012-10-28 19:00:00	NQ	Futures	3081.27	3082.72	3077.2	3077.49	489.0
2012-10-28 19:30:00	NQ	Futures	3077.49	3082.14	3077.49	3081.85	255.0
2012-10-28 20:00:00	NQ	Futures	3081.56	3085.92	3081.56	3083.89	331.0
2012-10-28 20:30:00	NQ	Futures	3083.6	3083.6	3079.53	3080.69	539.0
2012-10-28 21:00:00	NQ	Futures	3080.69	3083.89	3080.11	3083.31	278.0
2012-10-28 21:30:00	NQ	Futures	3083.6	3084.47	3082.43	3083.89	324.0
2012-10-28 22:00:00	NQ	Futures	3084.18	3087.66	3083.89	3083.89	423.0
2012-10-28 22:30:00	NQ	Futures	3083.6	3086.79	3083.6	3085.34	154.0
2012-10-28 23:00:00	NQ	Futures	3085.63	3086.21	3079.24	3079.24	368.0
2012-10-28 23:30:00	NQ	Futures	3078.95	3081.85	3078.66	3080.98	317.0
2012-10-28 18:00:00	YM	Futures	13054.7	13054.7	13041.7	13047.7	135.0
2012-10-28 18:30:00	YM	Futures	13044.7	13046.7	13024.7	13024.7	344.0
2012-10-28 19:00:00	YM	Futures	13023.7	13027.7	13012.7	13013.7	318.0
2012-10-28 19:30:00	YM	Futures	13013.7	13029.7	13013.7	13026.7	186.0
2012-10-28 20:00:00	YM	Futures	13027.7	13041.7	13025.7	13034.7	408.0
2012-10-28 20:30:00	YM	Futures	13033.7	13036.7	13019.7	13025.7	309.0
2012-10-28 21:00:00	YM	Futures	13024.7	13037.7	13024.7	13034.7	312.0
2012-10-28 21:30:00	YM	Futures	13034.7	13041.7	13029.7	13037.7	297.0
2012-10-28 22:00:00	YM	Futures	13039.7	13048.7	13034.7	13034.7	447.0
2012-10-28 22:30:00	YM	Futures	13035.7	13045.7	13034.7	13043.7	143.0
2012-10-28 23:00:00	YM	Futures	13043.7	13043.7	13019.7	13020.7	326.0
2012-10-28 23:30:00	YM	Futures	13019.7	13031.7	13017.7	13028.7	307.0
2012-10-28 18:00:00	CL	Futures	140.44	140.44	139.75	139.94	792.0
2012-10-28 18:30:00	CL	Futures	139.96	139.96	139.39	139.42	652.0
2012-10-28 19:00:00	CL	Futures	139.4	139.65	139.39	139.55	283.0
2012-10-28 19:30:00	CL	Futures	139.57	139.71	139.5	139.66	333.0
2012-10-28 20:00:00	CL	Futures	139.66	139.91	139.63	139.65	656.0
2012-10-28 20:30:00	CL	Futures	139.65	139.84	139.5	139.62	653.0
2012-10-28 21:00:00	CL	Futures	139.62	139.73	139.6	139.63	334.0
2012-10-28 21:30:00	CL	Futures	139.63	139.81	139.49	139.76	308.0
2012-10-28 22:00:00	CL	Futures	139.79	139.91	139.76	139.78	309.0
2012-10-28 22:30:00	CL	Futures	139.78	139.86	139.75	139.84	221.0
2012-10-28 23:00:00	CL	Futures	139.83	139.84	139.4	139.45	561.0
2012-10-28 23:30:00	CL	Futures	139.44	139.79	139.42	139.63	563.0
2012-10-28 18:00:00	GC	Futures	2362.0	2364.5	2360.1	2364.0	1069.0
2012-10-28 18:30:00	GC	Futures	2364.4	2364.5	2361.9	2362.2	218.0

> showing 50 of 511 rows — these rows as CSV

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