PREVIEW / futures_30min / 2011-01-30

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-01-30.parquet
  size:    21 KB
  rows:    527

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
2011-01-30 18:00:00	ES	Futures	1256.43	1258.17	1249.26	1250.74	36668.0
2011-01-30 18:30:00	ES	Futures	1250.74	1253.22	1250.25	1252.72	9866.0
2011-01-30 19:00:00	ES	Futures	1252.48	1254.95	1252.23	1254.7	9453.0
2011-01-30 19:30:00	ES	Futures	1254.7	1255.44	1253.96	1254.7	6212.0
2011-01-30 20:00:00	ES	Futures	1254.7	1257.92	1254.7	1257.42	9791.0
2011-01-30 20:30:00	ES	Futures	1257.18	1259.16	1255.44	1258.17	9180.0
2011-01-30 21:00:00	ES	Futures	1258.17	1259.16	1257.42	1258.66	4228.0
2011-01-30 21:30:00	ES	Futures	1258.66	1260.89	1257.67	1260.64	6921.0
2011-01-30 22:00:00	ES	Futures	1260.64	1260.89	1259.16	1259.16	3749.0
2011-01-30 22:30:00	ES	Futures	1259.4	1259.65	1258.17	1258.91	2263.0
2011-01-30 23:00:00	ES	Futures	1258.91	1260.64	1258.41	1260.39	2645.0
2011-01-30 23:30:00	ES	Futures	1260.64	1261.88	1260.39	1261.38	3508.0
2011-01-30 18:00:00	NQ	Futures	2601.09	2601.95	2581.57	2587.88	2132.0
2011-01-30 18:30:00	NQ	Futures	2587.6	2593.05	2586.74	2592.19	713.0
2011-01-30 19:00:00	NQ	Futures	2591.62	2595.92	2591.62	2595.06	492.0
2011-01-30 19:30:00	NQ	Futures	2595.35	2596.78	2593.63	2594.49	668.0
2011-01-30 20:00:00	NQ	Futures	2594.77	2600.23	2594.49	2599.37	993.0
2011-01-30 20:30:00	NQ	Futures	2599.08	2602.81	2595.63	2601.09	843.0
2011-01-30 21:00:00	NQ	Futures	2600.51	2602.24	2599.94	2601.95	356.0
2011-01-30 21:30:00	NQ	Futures	2601.66	2605.39	2600.51	2605.39	553.0
2011-01-30 22:00:00	NQ	Futures	2605.39	2605.97	2602.81	2603.1	461.0
2011-01-30 22:30:00	NQ	Futures	2602.81	2603.1	2601.38	2602.52	136.0
2011-01-30 23:00:00	NQ	Futures	2602.81	2604.82	2601.95	2604.53	141.0
2011-01-30 23:30:00	NQ	Futures	2604.53	2607.4	2604.53	2606.25	293.0
2011-01-30 18:00:00	YM	Futures	11254.9	11270.2	11196.5	11211.8	836.0
2011-01-30 18:30:00	YM	Futures	11211.8	11227.1	11206.1	11221.4	296.0
2011-01-30 19:00:00	YM	Futures	11220.4	11232.9	11217.5	11231.9	928.0
2011-01-30 19:30:00	YM	Futures	11231.9	11235.7	11225.2	11231.9	542.0
2011-01-30 20:00:00	YM	Futures	11233.8	11256.8	11231.0	11251.1	545.0
2011-01-30 20:30:00	YM	Futures	11251.1	11266.4	11237.7	11260.6	621.0
2011-01-30 21:00:00	YM	Futures	11258.7	11264.5	11253.9	11262.6	333.0
2011-01-30 21:30:00	YM	Futures	11260.6	11276.9	11255.9	11276.9	286.0
2011-01-30 22:00:00	YM	Futures	11276.9	11277.9	11266.4	11267.4	349.0
2011-01-30 22:30:00	YM	Futures	11266.4	11268.3	11260.6	11265.4	246.0
2011-01-30 23:00:00	YM	Futures	11264.5	11276.9	11263.5	11276.0	201.0
2011-01-30 23:30:00	YM	Futures	11276.9	11291.3	11276.0	11283.6	343.0
2011-01-30 18:00:00	CL	Futures	165.0	165.4	164.28	164.74	4292.0
2011-01-30 18:30:00	CL	Futures	164.72	165.9	164.52	165.84	2954.0
2011-01-30 19:00:00	CL	Futures	165.88	166.65	165.62	165.88	3800.0
2011-01-30 19:30:00	CL	Futures	165.86	166.01	165.44	165.5	1390.0
2011-01-30 20:00:00	CL	Futures	165.5	165.53	164.78	164.96	2154.0
2011-01-30 20:30:00	CL	Futures	164.96	165.06	164.63	164.67	895.0
2011-01-30 21:00:00	CL	Futures	164.67	165.39	164.3	165.2	2053.0
2011-01-30 21:30:00	CL	Futures	165.24	165.72	165.09	165.55	1150.0
2011-01-30 22:00:00	CL	Futures	165.53	165.55	165.11	165.35	567.0
2011-01-30 22:30:00	CL	Futures	165.33	165.33	164.78	164.95	605.0
2011-01-30 23:00:00	CL	Futures	164.91	165.13	164.54	164.82	728.0
2011-01-30 23:30:00	CL	Futures	164.8	164.89	164.39	164.54	922.0
2011-01-30 18:00:00	GC	Futures	1868.8	1878.4	1868.5	1877.1	2846.0
2011-01-30 18:30:00	GC	Futures	1877.1	1880.2	1875.6	1878.0	1527.0

> showing 50 of 527 rows — these rows as CSV

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