PREVIEW / futures_30min / 2011-01-02

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-01-02.parquet
  size:    18 KB
  rows:    447

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
2011-01-02 18:00:00	ES	Futures	1243.07	1244.81	1242.33	1243.32	5970.0
2011-01-02 18:30:00	ES	Futures	1243.32	1244.06	1243.07	1243.82	1509.0
2011-01-02 19:00:00	ES	Futures	1243.82	1244.06	1242.83	1243.07	1282.0
2011-01-02 19:30:00	ES	Futures	1243.07	1244.56	1243.07	1244.06	1433.0
2011-01-02 20:00:00	ES	Futures	1244.06	1244.31	1243.82	1244.06	1551.0
2011-01-02 20:30:00	ES	Futures	1244.06	1244.31	1243.82	1244.06	544.0
2011-01-02 21:00:00	ES	Futures	1244.06	1244.31	1243.82	1243.82	697.0
2011-01-02 21:30:00	ES	Futures	1243.82	1244.56	1243.82	1244.31	859.0
2011-01-02 22:00:00	ES	Futures	1244.31	1245.8	1244.31	1245.55	2357.0
2011-01-02 22:30:00	ES	Futures	1245.55	1248.02	1245.55	1247.28	4441.0
2011-01-02 23:00:00	ES	Futures	1247.28	1248.02	1246.79	1247.53	2014.0
2011-01-02 23:30:00	ES	Futures	1247.53	1248.02	1247.03	1247.28	682.0
2011-01-02 18:00:00	NQ	Futures	2548.85	2553.15	2547.99	2549.42	889.0
2011-01-02 18:30:00	NQ	Futures	2548.85	2551.14	2548.56	2550.57	238.0
2011-01-02 19:00:00	NQ	Futures	2550.86	2550.86	2548.56	2548.85	117.0
2011-01-02 19:30:00	NQ	Futures	2549.42	2552.29	2549.42	2551.43	74.0
2011-01-02 20:00:00	NQ	Futures	2551.43	2552.01	2550.86	2551.72	121.0
2011-01-02 20:30:00	NQ	Futures	2551.43	2551.43	2550.57	2550.57	86.0
2011-01-02 21:00:00	NQ	Futures	2550.57	2551.72	2550.28	2550.28	93.0
2011-01-02 21:30:00	NQ	Futures	2550.86	2552.58	2550.86	2552.58	162.0
2011-01-02 22:00:00	NQ	Futures	2552.58	2554.3	2552.29	2554.3	180.0
2011-01-02 22:30:00	NQ	Futures	2554.3	2558.32	2554.01	2556.89	487.0
2011-01-02 23:00:00	NQ	Futures	2556.6	2558.32	2556.6	2558.03	121.0
2011-01-02 23:30:00	NQ	Futures	2558.03	2558.61	2558.03	2558.03	90.0
2011-01-02 18:00:00	YM	Futures	11059.5	11069.1	11055.7	11059.5	340.0
2011-01-02 18:30:00	YM	Futures	11060.5	11065.3	11057.6	11064.3	91.0
2011-01-02 19:00:00	YM	Futures	11064.3	11064.3	11056.6	11057.6	99.0
2011-01-02 19:30:00	YM	Futures	11058.6	11068.1	11058.6	11066.2	108.0
2011-01-02 20:00:00	YM	Futures	11064.3	11067.2	11064.3	11066.2	89.0
2011-01-02 20:30:00	YM	Futures	11067.2	11068.1	11064.3	11065.3	32.0
2011-01-02 21:00:00	YM	Futures	11065.3	11067.2	11065.3	11066.2	27.0
2011-01-02 21:30:00	YM	Futures	11065.3	11071.0	11065.3	11069.1	98.0
2011-01-02 22:00:00	YM	Futures	11070.0	11079.6	11070.0	11077.7	118.0
2011-01-02 22:30:00	YM	Futures	11078.7	11093.0	11077.7	11092.1	334.0
2011-01-02 23:00:00	YM	Futures	11090.2	11096.9	11089.2	11095.0	108.0
2011-01-02 23:30:00	YM	Futures	11094.0	11096.9	11089.2	11089.2	28.0
2011-01-02 18:00:00	CL	Futures	169.37	169.65	169.18	169.41	810.0
2011-01-02 18:30:00	CL	Futures	169.37	169.48	169.26	169.33	233.0
2011-01-02 19:00:00	CL	Futures	169.33	169.44	169.3	169.31	196.0
2011-01-02 19:30:00	CL	Futures	169.31	169.46	169.2	169.37	215.0
2011-01-02 20:00:00	CL	Futures	169.37	169.46	169.3	169.41	302.0
2011-01-02 20:30:00	CL	Futures	169.37	169.5	169.35	169.42	282.0
2011-01-02 21:00:00	CL	Futures	169.44	169.8	169.44	169.67	484.0
2011-01-02 21:30:00	CL	Futures	169.67	170.28	169.67	170.28	479.0
2011-01-02 22:00:00	CL	Futures	170.3	170.37	170.02	170.2	603.0
2011-01-02 22:30:00	CL	Futures	170.2	170.28	170.06	170.11	278.0
2011-01-02 23:00:00	CL	Futures	170.09	170.19	170.07	170.09	182.0
2011-01-02 23:30:00	CL	Futures	170.09	170.13	169.98	170.06	373.0
2011-01-02 18:00:00	GC	Futures	1984.0	1984.0	1979.5	1981.2	1197.0
2011-01-02 18:30:00	GC	Futures	1981.5	1982.1	1979.5	1979.8	540.0

> showing 50 of 447 rows — these rows as CSV

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