PREVIEW / futures_30min / 2012-12-16

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-12-16.parquet
  size:    19 KB
  rows:    505

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
2012-12-16 18:00:00	ES	Futures	1452.56	1454.36	1451.02	1452.05	10715.0
2012-12-16 18:30:00	ES	Futures	1451.79	1454.61	1451.79	1453.33	5810.0
2012-12-16 19:00:00	ES	Futures	1453.59	1453.59	1451.28	1452.82	5016.0
2012-12-16 19:30:00	ES	Futures	1452.82	1453.33	1451.28	1451.54	2712.0
2012-12-16 20:00:00	ES	Futures	1451.28	1452.56	1450.25	1450.77	3723.0
2012-12-16 20:30:00	ES	Futures	1450.77	1452.31	1450.25	1452.31	3098.0
2012-12-16 21:00:00	ES	Futures	1452.05	1452.82	1452.05	1452.82	1444.0
2012-12-16 21:30:00	ES	Futures	1452.56	1452.82	1451.28	1451.54	1163.0
2012-12-16 22:00:00	ES	Futures	1451.54	1452.56	1451.28	1452.31	1259.0
2012-12-16 22:30:00	ES	Futures	1452.31	1452.31	1451.02	1451.02	1094.0
2012-12-16 23:00:00	ES	Futures	1451.02	1451.79	1451.02	1451.54	787.0
2012-12-16 23:30:00	ES	Futures	1451.28	1452.05	1451.28	1451.54	737.0
2012-12-16 18:00:00	NQ	Futures	3064.38	3071.94	3064.08	3066.12	1185.0
2012-12-16 18:30:00	NQ	Futures	3066.41	3070.78	3066.41	3068.16	602.0
2012-12-16 19:00:00	NQ	Futures	3068.16	3068.16	3064.38	3065.83	759.0
2012-12-16 19:30:00	NQ	Futures	3066.12	3066.12	3062.34	3062.63	529.0
2012-12-16 20:00:00	NQ	Futures	3062.34	3066.12	3061.46	3062.05	528.0
2012-12-16 20:30:00	NQ	Futures	3061.76	3064.67	3061.17	3064.08	368.0
2012-12-16 21:00:00	NQ	Futures	3063.79	3065.54	3063.79	3065.25	247.0
2012-12-16 21:30:00	NQ	Futures	3064.96	3065.54	3063.21	3063.79	273.0
2012-12-16 22:00:00	NQ	Futures	3063.79	3066.12	3063.79	3065.83	249.0
2012-12-16 22:30:00	NQ	Futures	3065.25	3065.25	3062.34	3062.92	182.0
2012-12-16 23:00:00	NQ	Futures	3062.92	3064.38	3062.63	3063.5	116.0
2012-12-16 23:30:00	NQ	Futures	3063.5	3064.38	3063.21	3064.08	80.0
2012-12-16 18:00:00	YM	Futures	13211.1	13223.2	13199.0	13206.1	557.0
2012-12-16 18:30:00	YM	Futures	13206.1	13225.2	13205.1	13213.1	406.0
2012-12-16 19:00:00	YM	Futures	13212.1	13216.1	13199.0	13212.1	464.0
2012-12-16 19:30:00	YM	Futures	13212.1	13212.1	13198.0	13199.0	302.0
2012-12-16 20:00:00	YM	Futures	13198.0	13207.1	13189.0	13192.0	523.0
2012-12-16 20:30:00	YM	Futures	13191.0	13204.1	13189.0	13204.1	355.0
2012-12-16 21:00:00	YM	Futures	13203.1	13207.1	13202.1	13206.1	260.0
2012-12-16 21:30:00	YM	Futures	13206.1	13209.1	13197.0	13199.0	159.0
2012-12-16 22:00:00	YM	Futures	13199.0	13207.1	13198.0	13206.1	171.0
2012-12-16 22:30:00	YM	Futures	13204.1	13204.1	13193.0	13196.0	272.0
2012-12-16 23:00:00	YM	Futures	13196.0	13199.0	13194.0	13196.0	215.0
2012-12-16 23:30:00	YM	Futures	13195.0	13199.0	13193.0	13197.0	122.0
2012-12-16 18:00:00	CL	Futures	140.09	140.89	140.09	140.49	774.0
2012-12-16 18:30:00	CL	Futures	140.49	140.54	140.44	140.46	152.0
2012-12-16 19:00:00	CL	Futures	140.46	140.49	140.33	140.41	306.0
2012-12-16 19:30:00	CL	Futures	140.41	140.46	140.3	140.32	269.0
2012-12-16 20:00:00	CL	Futures	140.32	140.38	140.24	140.27	294.0
2012-12-16 20:30:00	CL	Futures	140.33	140.57	140.28	140.36	449.0
2012-12-16 21:00:00	CL	Futures	140.36	140.41	140.32	140.33	130.0
2012-12-16 21:30:00	CL	Futures	140.36	140.46	140.32	140.44	172.0
2012-12-16 22:00:00	CL	Futures	140.41	140.44	140.24	140.4	258.0
2012-12-16 22:30:00	CL	Futures	140.33	140.33	140.2	140.24	117.0
2012-12-16 23:00:00	CL	Futures	140.24	140.35	140.24	140.35	67.0
2012-12-16 23:30:00	CL	Futures	140.35	140.46	140.35	140.35	125.0
2012-12-16 18:00:00	GC	Futures	2339.1	2342.7	2338.9	2340.4	1239.0
2012-12-16 18:30:00	GC	Futures	2340.2	2341.3	2336.2	2336.6	957.0

> showing 50 of 505 rows — these rows as CSV

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