PREVIEW / futures_30min / 2011-01-23

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-01-23.parquet
  size:    20 KB
  rows:    504

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
2011-01-23 18:00:00	ES	Futures	1266.33	1267.07	1265.09	1265.59	5165.0
2011-01-23 18:30:00	ES	Futures	1265.34	1266.08	1264.6	1266.08	1786.0
2011-01-23 19:00:00	ES	Futures	1266.08	1267.32	1264.85	1265.59	3607.0
2011-01-23 19:30:00	ES	Futures	1265.34	1267.57	1264.85	1267.07	3019.0
2011-01-23 20:00:00	ES	Futures	1266.83	1267.82	1266.33	1267.57	2414.0
2011-01-23 20:30:00	ES	Futures	1267.82	1268.31	1267.07	1268.06	2738.0
2011-01-23 21:00:00	ES	Futures	1268.06	1269.55	1267.57	1269.55	2783.0
2011-01-23 21:30:00	ES	Futures	1269.55	1269.8	1268.81	1268.81	1537.0
2011-01-23 22:00:00	ES	Futures	1268.81	1269.05	1268.56	1268.56	1281.0
2011-01-23 22:30:00	ES	Futures	1268.81	1269.05	1268.06	1268.81	1810.0
2011-01-23 23:00:00	ES	Futures	1268.81	1269.05	1268.56	1269.05	751.0
2011-01-23 23:30:00	ES	Futures	1268.81	1270.29	1268.81	1270.04	1742.0
2011-01-23 18:00:00	NQ	Futures	2604.82	2605.68	2601.95	2602.81	556.0
2011-01-23 18:30:00	NQ	Futures	2602.81	2602.81	2599.94	2602.81	298.0
2011-01-23 19:00:00	NQ	Futures	2603.38	2604.82	2600.51	2600.8	320.0
2011-01-23 19:30:00	NQ	Futures	2601.38	2606.83	2600.51	2605.68	477.0
2011-01-23 20:00:00	NQ	Futures	2605.68	2607.12	2603.96	2606.54	180.0
2011-01-23 20:30:00	NQ	Futures	2607.12	2608.26	2606.25	2607.98	225.0
2011-01-23 21:00:00	NQ	Futures	2607.69	2609.7	2606.83	2609.7	263.0
2011-01-23 21:30:00	NQ	Futures	2609.99	2610.27	2608.26	2608.26	180.0
2011-01-23 22:00:00	NQ	Futures	2608.26	2609.12	2607.98	2608.26	46.0
2011-01-23 22:30:00	NQ	Futures	2608.26	2608.84	2607.4	2608.55	47.0
2011-01-23 23:00:00	NQ	Futures	2608.26	2608.55	2607.69	2608.55	25.0
2011-01-23 23:30:00	NQ	Futures	2608.26	2611.13	2608.26	2610.27	163.0
2011-01-23 18:00:00	YM	Futures	11315.2	11325.8	11312.4	11312.4	171.0
2011-01-23 18:30:00	YM	Futures	11313.3	11317.2	11307.6	11316.2	184.0
2011-01-23 19:00:00	YM	Futures	11318.1	11328.6	11312.4	11314.3	135.0
2011-01-23 19:30:00	YM	Futures	11313.3	11331.5	11312.4	11326.7	118.0
2011-01-23 20:00:00	YM	Futures	11327.7	11332.5	11321.9	11330.6	62.0
2011-01-23 20:30:00	YM	Futures	11331.5	11334.4	11326.7	11333.4	117.0
2011-01-23 21:00:00	YM	Futures	11333.4	11345.9	11330.6	11344.9	223.0
2011-01-23 21:30:00	YM	Futures	11345.9	11346.8	11337.3	11337.3	123.0
2011-01-23 22:00:00	YM	Futures	11338.2	11342.1	11337.3	11337.3	46.0
2011-01-23 22:30:00	YM	Futures	11336.3	11339.2	11335.4	11338.2	75.0
2011-01-23 23:00:00	YM	Futures	11339.2	11340.1	11338.2	11338.2	25.0
2011-01-23 23:30:00	YM	Futures	11340.1	11348.8	11338.2	11345.9	97.0
2011-01-23 18:00:00	CL	Futures	163.7	163.77	163.15	163.42	622.0
2011-01-23 18:30:00	CL	Futures	163.4	163.66	163.24	163.51	353.0
2011-01-23 19:00:00	CL	Futures	163.51	163.59	163.2	163.44	488.0
2011-01-23 19:30:00	CL	Futures	163.39	163.73	163.29	163.72	513.0
2011-01-23 20:00:00	CL	Futures	163.7	163.9	163.66	163.86	378.0
2011-01-23 20:30:00	CL	Futures	163.88	164.03	163.81	163.9	548.0
2011-01-23 21:00:00	CL	Futures	163.92	164.03	163.9	163.97	547.0
2011-01-23 21:30:00	CL	Futures	163.99	164.06	163.66	163.72	844.0
2011-01-23 22:00:00	CL	Futures	163.73	163.81	163.51	163.66	509.0
2011-01-23 22:30:00	CL	Futures	163.62	163.84	163.57	163.83	291.0
2011-01-23 23:00:00	CL	Futures	163.81	164.05	163.81	163.99	236.0
2011-01-23 23:30:00	CL	Futures	163.97	164.21	163.97	164.14	511.0
2011-01-23 18:00:00	GC	Futures	1875.9	1882.0	1875.9	1880.1	1299.0
2011-01-23 18:30:00	GC	Futures	1880.2	1880.2	1876.0	1878.4	1224.0

> showing 50 of 504 rows — these rows as CSV

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