PREVIEW / futures_30min / 2013-05-26

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-05-26.parquet
  size:    17 KB
  rows:    398

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
2013-05-26 18:00:00	ES	Futures	1700.06	1704.44	1700.06	1703.41	4788.0
2013-05-26 18:30:00	ES	Futures	1703.66	1705.72	1703.41	1705.21	2690.0
2013-05-26 19:00:00	ES	Futures	1705.21	1705.21	1704.18	1704.44	1410.0
2013-05-26 19:30:00	ES	Futures	1704.44	1704.44	1701.6	1702.12	3595.0
2013-05-26 20:00:00	ES	Futures	1701.86	1703.15	1699.54	1700.31	7957.0
2013-05-26 20:30:00	ES	Futures	1700.31	1700.31	1697.74	1698.0	7452.0
2013-05-26 21:00:00	ES	Futures	1697.74	1701.86	1696.97	1701.09	5595.0
2013-05-26 21:30:00	ES	Futures	1701.09	1702.89	1700.31	1702.37	3364.0
2013-05-26 22:00:00	ES	Futures	1702.37	1703.41	1701.34	1701.6	1762.0
2013-05-26 22:30:00	ES	Futures	1701.6	1701.6	1700.57	1701.34	922.0
2013-05-26 23:00:00	ES	Futures	1701.6	1702.12	1700.83	1701.34	439.0
2013-05-26 23:30:00	ES	Futures	1701.34	1702.37	1700.57	1702.12	1025.0
2013-05-26 18:00:00	NQ	Futures	3489.81	3502.64	3489.81	3501.77	684.0
2013-05-26 18:30:00	NQ	Futures	3501.77	3505.56	3500.89	3505.27	228.0
2013-05-26 19:00:00	NQ	Futures	3504.97	3504.97	3502.93	3503.52	115.0
2013-05-26 19:30:00	NQ	Futures	3502.35	3503.22	3499.14	3499.14	260.0
2013-05-26 20:00:00	NQ	Futures	3499.14	3500.6	3493.6	3494.47	1040.0
2013-05-26 20:30:00	NQ	Futures	3494.47	3494.47	3486.89	3486.89	965.0
2013-05-26 21:00:00	NQ	Futures	3486.6	3495.06	3486.02	3493.6	625.0
2013-05-26 21:30:00	NQ	Futures	3493.89	3496.22	3491.27	3495.93	525.0
2013-05-26 22:00:00	NQ	Futures	3495.64	3498.56	3493.6	3494.47	313.0
2013-05-26 22:30:00	NQ	Futures	3494.18	3495.64	3493.02	3495.64	183.0
2013-05-26 23:00:00	NQ	Futures	3495.06	3495.93	3494.18	3494.18	78.0
2013-05-26 23:30:00	NQ	Futures	3494.47	3497.1	3493.02	3495.93	259.0
2013-05-26 18:00:00	YM	Futures	15472.5	15506.9	15472.5	15499.8	444.0
2013-05-26 18:30:00	YM	Futures	15499.8	15517.0	15497.8	15514.0	231.0
2013-05-26 19:00:00	YM	Futures	15514.0	15514.0	15505.9	15507.9	225.0
2013-05-26 19:30:00	YM	Futures	15507.9	15507.9	15487.7	15487.7	305.0
2013-05-26 20:00:00	YM	Futures	15486.7	15493.7	15470.5	15471.5	1220.0
2013-05-26 20:30:00	YM	Futures	15472.5	15472.5	15449.3	15451.3	925.0
2013-05-26 21:00:00	YM	Futures	15452.3	15484.6	15446.2	15479.6	622.0
2013-05-26 21:30:00	YM	Futures	15478.6	15490.7	15470.5	15488.7	657.0
2013-05-26 22:00:00	YM	Futures	15487.7	15497.8	15478.6	15481.6	400.0
2013-05-26 22:30:00	YM	Futures	15480.6	15483.6	15473.5	15482.6	231.0
2013-05-26 23:00:00	YM	Futures	15482.6	15487.7	15477.6	15479.6	112.0
2013-05-26 23:30:00	YM	Futures	15479.6	15490.7	15473.5	15489.7	202.0
2013-05-26 18:00:00	CL	Futures	147.1	147.1	146.52	146.57	632.0
2013-05-26 18:30:00	CL	Futures	146.57	146.66	146.48	146.62	335.0
2013-05-26 19:00:00	CL	Futures	146.63	146.66	146.57	146.65	148.0
2013-05-26 19:30:00	CL	Futures	146.65	146.66	146.49	146.59	270.0
2013-05-26 20:00:00	CL	Futures	146.55	146.6	146.51	146.54	227.0
2013-05-26 20:30:00	CL	Futures	146.54	146.55	146.07	146.15	939.0
2013-05-26 21:00:00	CL	Futures	146.12	146.33	146.1	146.29	361.0
2013-05-26 21:30:00	CL	Futures	146.3	146.33	146.23	146.32	268.0
2013-05-26 22:00:00	CL	Futures	146.32	146.52	146.27	146.4	352.0
2013-05-26 22:30:00	CL	Futures	146.4	146.43	146.33	146.38	196.0
2013-05-26 23:00:00	CL	Futures	146.4	146.51	146.35	146.4	164.0
2013-05-26 23:30:00	CL	Futures	146.4	146.55	146.32	146.48	313.0
2013-05-26 18:00:00	GC	Futures	1902.9	1904.4	1901.3	1901.3	150.0
2013-05-26 18:30:00	GC	Futures	1901.2	1902.5	1901.2	1901.6	59.0

> showing 50 of 398 rows — these rows as CSV

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