PREVIEW / futures_30min / 2011-01-16

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-01-16.parquet
  size:    16 KB
  rows:    380

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
2011-01-16 18:00:00	ES	Futures	1276.23	1278.21	1275.73	1277.71	6498.0
2011-01-16 18:30:00	ES	Futures	1277.71	1277.96	1275.24	1275.49	4984.0
2011-01-16 19:00:00	ES	Futures	1275.49	1275.73	1274.0	1274.5	5009.0
2011-01-16 19:30:00	ES	Futures	1274.25	1274.99	1273.75	1274.5	2251.0
2011-01-16 20:00:00	ES	Futures	1274.5	1275.24	1274.0	1274.74	1272.0
2011-01-16 20:30:00	ES	Futures	1274.99	1275.24	1274.25	1274.74	1239.0
2011-01-16 21:00:00	ES	Futures	1274.74	1274.99	1274.0	1274.0	928.0
2011-01-16 21:30:00	ES	Futures	1274.0	1274.25	1273.26	1273.51	1978.0
2011-01-16 22:00:00	ES	Futures	1273.51	1273.75	1273.26	1273.26	1346.0
2011-01-16 22:30:00	ES	Futures	1273.51	1273.75	1272.76	1273.75	2490.0
2011-01-16 23:00:00	ES	Futures	1273.75	1273.75	1273.26	1273.51	345.0
2011-01-16 23:30:00	ES	Futures	1273.51	1273.51	1272.76	1272.76	629.0
2011-01-16 18:00:00	NQ	Futures	2665.1	2669.4	2663.37	2667.11	544.0
2011-01-16 18:30:00	NQ	Futures	2667.11	2667.68	2662.23	2662.23	411.0
2011-01-16 19:00:00	NQ	Futures	2662.51	2662.8	2660.22	2660.79	354.0
2011-01-16 19:30:00	NQ	Futures	2661.08	2661.94	2660.79	2661.94	180.0
2011-01-16 20:00:00	NQ	Futures	2661.65	2664.52	2661.65	2663.95	245.0
2011-01-16 20:30:00	NQ	Futures	2663.66	2664.24	2662.8	2663.66	101.0
2011-01-16 21:00:00	NQ	Futures	2663.66	2663.66	2661.65	2661.65	128.0
2011-01-16 21:30:00	NQ	Futures	2661.36	2661.36	2660.22	2661.08	99.0
2011-01-16 22:00:00	NQ	Futures	2661.08	2661.36	2659.93	2660.5	167.0
2011-01-16 22:30:00	NQ	Futures	2660.79	2661.08	2659.93	2661.08	92.0
2011-01-16 23:00:00	NQ	Futures	2661.08	2661.36	2660.79	2661.08	14.0
2011-01-16 23:30:00	NQ	Futures	2661.36	2661.65	2660.22	2660.22	96.0
2011-01-16 18:00:00	YM	Futures	11233.8	11249.2	11229.0	11243.4	163.0
2011-01-16 18:30:00	YM	Futures	11244.4	11248.2	11228.1	11228.1	90.0
2011-01-16 19:00:00	YM	Futures	11229.0	11229.0	11219.5	11219.5	148.0
2011-01-16 19:30:00	YM	Futures	11220.4	11223.3	11217.5	11220.4	160.0
2011-01-16 20:00:00	YM	Futures	11220.4	11227.1	11219.5	11224.3	82.0
2011-01-16 20:30:00	YM	Futures	11223.3	11226.2	11220.4	11223.3	59.0
2011-01-16 21:00:00	YM	Futures	11222.3	11223.3	11221.4	11221.4	31.0
2011-01-16 21:30:00	YM	Futures	11220.4	11220.4	11214.7	11216.6	61.0
2011-01-16 22:00:00	YM	Futures	11215.6	11217.5	11210.8	11214.7	162.0
2011-01-16 22:30:00	YM	Futures	11214.7	11218.5	11212.8	11218.5	64.0
2011-01-16 23:00:00	YM	Futures	11218.5	11218.5	11216.6	11218.5	3.0
2011-01-16 23:30:00	YM	Futures	11217.5	11218.5	11213.7	11214.7	26.0
2011-01-16 18:00:00	CL	Futures	169.73	169.97	169.66	169.95	241.0
2011-01-16 18:30:00	CL	Futures	169.92	169.92	169.58	169.66	31.0
2011-01-16 19:00:00	CL	Futures	169.71	169.79	169.46	169.46	87.0
2011-01-16 19:30:00	CL	Futures	169.55	169.62	169.36	169.4	59.0
2011-01-16 20:00:00	CL	Futures	169.53	169.55	169.35	169.49	99.0
2011-01-16 20:30:00	CL	Futures	169.46	169.64	169.44	169.58	43.0
2011-01-16 21:00:00	CL	Futures	169.62	169.68	169.47	169.68	120.0
2011-01-16 21:30:00	CL	Futures	169.58	169.58	169.44	169.46	46.0
2011-01-16 22:00:00	CL	Futures	169.47	169.51	169.42	169.49	84.0
2011-01-16 22:30:00	CL	Futures	169.46	169.49	169.44	169.49	31.0
2011-01-16 23:00:00	CL	Futures	169.49	169.53	169.46	169.46	51.0
2011-01-16 23:30:00	CL	Futures	169.51	169.55	169.27	169.29	127.0
2011-01-16 18:00:00	GC	Futures	1901.3	1905.6	1900.5	1905.6	1194.0
2011-01-16 18:30:00	GC	Futures	1905.2	1906.1	1904.1	1905.1	477.0

> showing 50 of 380 rows — these rows as CSV

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