PREVIEW / futures_30min / 2011-02-06

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-02-06.parquet
  size:    19 KB
  rows:    495

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
2011-02-06 18:00:00	ES	Futures	1293.8	1294.04	1292.81	1293.3	4221.0
2011-02-06 18:30:00	ES	Futures	1293.3	1293.55	1292.56	1292.81	867.0
2011-02-06 19:00:00	ES	Futures	1292.81	1293.55	1292.56	1293.3	1677.0
2011-02-06 19:30:00	ES	Futures	1293.3	1293.55	1292.81	1292.81	1295.0
2011-02-06 20:00:00	ES	Futures	1293.05	1293.3	1292.56	1293.05	1467.0
2011-02-06 20:30:00	ES	Futures	1293.05	1293.8	1293.05	1293.55	1299.0
2011-02-06 21:00:00	ES	Futures	1293.3	1293.8	1292.81	1293.05	1026.0
2011-02-06 21:30:00	ES	Futures	1293.05	1293.55	1293.05	1293.3	665.0
2011-02-06 22:00:00	ES	Futures	1293.3	1293.3	1292.81	1293.05	725.0
2011-02-06 22:30:00	ES	Futures	1293.05	1294.54	1293.05	1294.54	2840.0
2011-02-06 23:00:00	ES	Futures	1294.54	1295.78	1293.8	1295.53	3109.0
2011-02-06 23:30:00	ES	Futures	1295.53	1295.53	1294.29	1294.79	2157.0
2011-02-06 18:00:00	NQ	Futures	2684.04	2684.04	2680.88	2682.61	196.0
2011-02-06 18:30:00	NQ	Futures	2682.03	2682.89	2680.88	2680.88	47.0
2011-02-06 19:00:00	NQ	Futures	2680.88	2682.32	2680.88	2681.74	55.0
2011-02-06 19:30:00	NQ	Futures	2682.03	2682.61	2680.88	2680.88	23.0
2011-02-06 20:00:00	NQ	Futures	2681.17	2682.32	2680.88	2682.03	62.0
2011-02-06 20:30:00	NQ	Futures	2681.74	2683.47	2681.74	2682.32	78.0
2011-02-06 21:00:00	NQ	Futures	2682.61	2682.89	2680.88	2680.88	89.0
2011-02-06 21:30:00	NQ	Futures	2681.17	2681.74	2680.88	2681.17	36.0
2011-02-06 22:00:00	NQ	Futures	2681.17	2681.46	2680.31	2680.88	67.0
2011-02-06 22:30:00	NQ	Futures	2680.6	2683.47	2680.6	2683.18	57.0
2011-02-06 23:00:00	NQ	Futures	2683.47	2685.76	2682.32	2684.61	150.0
2011-02-06 23:30:00	NQ	Futures	2684.61	2684.9	2683.47	2683.47	71.0
2011-02-06 18:00:00	YM	Futures	11537.4	11539.4	11526.9	11531.7	203.0
2011-02-06 18:30:00	YM	Futures	11532.7	11534.6	11528.8	11529.8	42.0
2011-02-06 19:00:00	YM	Futures	11527.9	11532.7	11527.9	11530.7	87.0
2011-02-06 19:30:00	YM	Futures	11530.7	11533.6	11527.9	11528.8	29.0
2011-02-06 20:00:00	YM	Futures	11528.8	11530.7	11526.9	11530.7	76.0
2011-02-06 20:30:00	YM	Futures	11530.7	11533.6	11530.7	11532.7	20.0
2011-02-06 21:00:00	YM	Futures	11534.6	11536.5	11529.8	11529.8	81.0
2011-02-06 21:30:00	YM	Futures	11532.7	11532.7	11530.7	11531.7	9.0
2011-02-06 22:00:00	YM	Futures	11532.7	11532.7	11529.8	11531.7	44.0
2011-02-06 22:30:00	YM	Futures	11531.7	11541.3	11530.7	11539.4	88.0
2011-02-06 23:00:00	YM	Futures	11539.4	11550.9	11539.4	11548.0	131.0
2011-02-06 23:30:00	YM	Futures	11549.9	11549.9	11542.2	11543.2	80.0
2011-02-06 18:00:00	CL	Futures	163.33	164.01	163.33	163.83	1603.0
2011-02-06 18:30:00	CL	Futures	163.81	163.95	163.68	163.88	242.0
2011-02-06 19:00:00	CL	Futures	163.9	164.12	163.81	163.83	375.0
2011-02-06 19:30:00	CL	Futures	163.86	164.14	163.83	163.94	460.0
2011-02-06 20:00:00	CL	Futures	163.94	164.21	163.9	164.16	293.0
2011-02-06 20:30:00	CL	Futures	164.16	164.21	163.55	163.97	610.0
2011-02-06 21:00:00	CL	Futures	163.99	163.99	163.81	163.92	160.0
2011-02-06 21:30:00	CL	Futures	163.88	163.9	163.04	163.28	664.0
2011-02-06 22:00:00	CL	Futures	163.29	163.59	163.24	163.53	357.0
2011-02-06 22:30:00	CL	Futures	163.51	163.62	163.35	163.37	289.0
2011-02-06 23:00:00	CL	Futures	163.35	163.53	163.33	163.51	130.0
2011-02-06 23:30:00	CL	Futures	163.51	163.62	163.42	163.48	140.0
2011-02-06 18:00:00	GC	Futures	1881.7	1881.7	1876.2	1877.0	1600.0
2011-02-06 18:30:00	GC	Futures	1877.4	1879.8	1876.2	1878.0	625.0

> showing 50 of 495 rows — these rows as CSV

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