PREVIEW / futures_30min / 2011-02-27

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-02-27.parquet
  size:    19 KB
  rows:    490

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
2011-02-27 18:00:00	ES	Futures	1304.68	1304.93	1300.97	1301.47	16618.0
2011-02-27 18:30:00	ES	Futures	1301.71	1302.21	1300.72	1301.47	5045.0
2011-02-27 19:00:00	ES	Futures	1301.47	1302.21	1300.72	1301.22	4661.0
2011-02-27 19:30:00	ES	Futures	1300.97	1301.71	1300.72	1301.47	2259.0
2011-02-27 20:00:00	ES	Futures	1301.47	1301.96	1299.98	1300.48	5769.0
2011-02-27 20:30:00	ES	Futures	1300.48	1300.48	1299.49	1299.98	5200.0
2011-02-27 21:00:00	ES	Futures	1299.73	1300.97	1299.73	1300.97	2541.0
2011-02-27 21:30:00	ES	Futures	1300.97	1301.22	1300.48	1300.97	2216.0
2011-02-27 22:00:00	ES	Futures	1300.97	1301.22	1300.48	1301.22	783.0
2011-02-27 22:30:00	ES	Futures	1301.22	1302.21	1300.72	1302.21	3262.0
2011-02-27 23:00:00	ES	Futures	1302.21	1302.7	1301.96	1302.7	1951.0
2011-02-27 23:30:00	ES	Futures	1302.46	1302.7	1301.96	1302.7	1299.0
2011-02-27 18:00:00	NQ	Futures	2692.65	2694.09	2680.6	2686.62	1126.0
2011-02-27 18:30:00	NQ	Futures	2686.91	2689.21	2686.62	2687.77	307.0
2011-02-27 19:00:00	NQ	Futures	2688.35	2688.92	2685.76	2686.05	200.0
2011-02-27 19:30:00	NQ	Futures	2685.76	2686.34	2685.19	2685.76	156.0
2011-02-27 20:00:00	NQ	Futures	2686.34	2686.62	2683.18	2684.04	415.0
2011-02-27 20:30:00	NQ	Futures	2684.33	2684.61	2682.89	2683.47	177.0
2011-02-27 21:00:00	NQ	Futures	2683.47	2686.62	2683.47	2686.34	137.0
2011-02-27 21:30:00	NQ	Futures	2686.62	2687.2	2685.48	2685.48	221.0
2011-02-27 22:00:00	NQ	Futures	2685.19	2686.62	2684.9	2686.62	52.0
2011-02-27 22:30:00	NQ	Futures	2686.62	2688.63	2685.76	2688.63	162.0
2011-02-27 23:00:00	NQ	Futures	2688.63	2688.92	2687.77	2688.35	104.0
2011-02-27 23:30:00	NQ	Futures	2688.35	2688.35	2686.91	2687.77	131.0
2011-02-27 18:00:00	YM	Futures	11600.7	11602.6	11567.1	11571.0	672.0
2011-02-27 18:30:00	YM	Futures	11572.9	11575.8	11567.1	11571.9	119.0
2011-02-27 19:00:00	YM	Futures	11571.9	11576.7	11568.1	11568.1	104.0
2011-02-27 19:30:00	YM	Futures	11568.1	11573.8	11568.1	11573.8	50.0
2011-02-27 20:00:00	YM	Futures	11573.8	11573.8	11560.4	11562.3	88.0
2011-02-27 20:30:00	YM	Futures	11563.3	11563.3	11557.6	11561.4	231.0
2011-02-27 21:00:00	YM	Futures	11560.4	11570.0	11560.4	11570.0	134.0
2011-02-27 21:30:00	YM	Futures	11571.0	11571.9	11566.2	11569.1	76.0
2011-02-27 22:00:00	YM	Futures	11570.0	11571.9	11569.1	11569.1	14.0
2011-02-27 22:30:00	YM	Futures	11571.0	11577.7	11569.1	11576.7	154.0
2011-02-27 23:00:00	YM	Futures	11577.7	11580.5	11575.8	11580.5	90.0
2011-02-27 23:30:00	YM	Futures	11580.5	11581.5	11575.8	11579.6	52.0
2011-02-27 18:00:00	CL	Futures	173.99	175.69	173.76	175.47	4818.0
2011-02-27 18:30:00	CL	Futures	175.47	175.84	175.19	175.77	1322.0
2011-02-27 19:00:00	CL	Futures	175.77	176.57	175.77	176.27	1932.0
2011-02-27 19:30:00	CL	Futures	176.25	176.3	175.72	175.72	781.0
2011-02-27 20:00:00	CL	Futures	175.74	176.06	175.53	176.06	968.0
2011-02-27 20:30:00	CL	Futures	176.06	176.16	175.91	175.93	550.0
2011-02-27 21:00:00	CL	Futures	175.93	175.93	175.49	175.74	758.0
2011-02-27 21:30:00	CL	Futures	175.74	175.93	175.56	175.88	383.0
2011-02-27 22:00:00	CL	Futures	175.86	176.02	175.74	175.97	453.0
2011-02-27 22:30:00	CL	Futures	175.99	176.29	175.86	175.88	548.0
2011-02-27 23:00:00	CL	Futures	175.91	175.91	175.58	175.6	290.0
2011-02-27 23:30:00	CL	Futures	175.6	176.11	175.54	176.02	414.0
2011-02-27 18:00:00	GC	Futures	1969.8	1974.3	1966.1	1973.6	1936.0
2011-02-27 18:30:00	GC	Futures	1973.6	1975.6	1972.1	1974.0	995.0

> showing 50 of 490 rows — these rows as CSV

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