PREVIEW / futures_30min / 2011-03-06

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-03-06.parquet
  size:    19 KB
  rows:    500

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
2011-03-06 18:00:00	ES	Futures	1306.66	1309.88	1305.67	1308.89	17018.0
2011-03-06 18:30:00	ES	Futures	1308.89	1309.88	1306.91	1307.65	9234.0
2011-03-06 19:00:00	ES	Futures	1307.65	1307.65	1305.43	1306.41	6700.0
2011-03-06 19:30:00	ES	Futures	1306.41	1308.15	1304.93	1305.18	4612.0
2011-03-06 20:00:00	ES	Futures	1305.18	1305.18	1302.46	1302.7	6810.0
2011-03-06 20:30:00	ES	Futures	1302.95	1304.68	1301.71	1302.95	7400.0
2011-03-06 21:00:00	ES	Futures	1303.2	1304.44	1302.7	1302.95	2001.0
2011-03-06 21:30:00	ES	Futures	1302.7	1303.2	1301.22	1301.47	5257.0
2011-03-06 22:00:00	ES	Futures	1301.22	1302.21	1300.48	1302.21	9347.0
2011-03-06 22:30:00	ES	Futures	1302.21	1302.21	1300.72	1300.97	2489.0
2011-03-06 23:00:00	ES	Futures	1301.22	1302.21	1300.72	1301.96	1524.0
2011-03-06 23:30:00	ES	Futures	1301.96	1301.96	1300.48	1300.97	1900.0
2011-03-06 18:00:00	NQ	Futures	2709.87	2715.9	2707.29	2714.18	483.0
2011-03-06 18:30:00	NQ	Futures	2714.47	2716.19	2708.15	2709.01	393.0
2011-03-06 19:00:00	NQ	Futures	2709.3	2709.3	2704.13	2707.0	682.0
2011-03-06 19:30:00	NQ	Futures	2707.0	2711.02	2703.85	2704.42	273.0
2011-03-06 20:00:00	NQ	Futures	2704.42	2704.42	2698.97	2699.54	654.0
2011-03-06 20:30:00	NQ	Futures	2699.54	2703.27	2697.24	2699.83	423.0
2011-03-06 21:00:00	NQ	Futures	2699.83	2702.98	2699.54	2699.83	155.0
2011-03-06 21:30:00	NQ	Futures	2699.54	2700.11	2695.81	2696.1	493.0
2011-03-06 22:00:00	NQ	Futures	2696.1	2699.25	2694.95	2698.97	363.0
2011-03-06 22:30:00	NQ	Futures	2698.39	2698.97	2695.81	2696.67	227.0
2011-03-06 23:00:00	NQ	Futures	2696.38	2698.39	2696.1	2698.1	74.0
2011-03-06 23:30:00	NQ	Futures	2697.82	2698.39	2696.1	2696.67	166.0
2011-03-06 18:00:00	YM	Futures	11650.5	11663.9	11635.1	11657.2	481.0
2011-03-06 18:30:00	YM	Futures	11657.2	11663.9	11643.8	11645.7	265.0
2011-03-06 19:00:00	YM	Futures	11645.7	11645.7	11628.4	11639.0	317.0
2011-03-06 19:30:00	YM	Futures	11638.0	11651.4	11627.5	11629.4	157.0
2011-03-06 20:00:00	YM	Futures	11627.5	11628.4	11606.4	11607.4	220.0
2011-03-06 20:30:00	YM	Futures	11607.4	11622.7	11599.7	11610.2	194.0
2011-03-06 21:00:00	YM	Futures	11615.0	11621.7	11610.2	11613.1	141.0
2011-03-06 21:30:00	YM	Futures	11613.1	11613.1	11599.7	11600.7	257.0
2011-03-06 22:00:00	YM	Futures	11600.7	11606.4	11592.0	11606.4	234.0
2011-03-06 22:30:00	YM	Futures	11603.5	11606.4	11595.9	11599.7	122.0
2011-03-06 23:00:00	YM	Futures	11597.8	11608.3	11596.8	11604.5	178.0
2011-03-06 23:30:00	YM	Futures	11603.5	11606.4	11594.9	11596.8	91.0
2011-03-06 18:00:00	CL	Futures	184.85	185.54	184.15	184.69	5410.0
2011-03-06 18:30:00	CL	Futures	184.71	185.84	184.62	185.79	2782.0
2011-03-06 19:00:00	CL	Futures	185.81	186.25	185.52	185.7	2398.0
2011-03-06 19:30:00	CL	Futures	185.67	185.82	185.17	185.63	1301.0
2011-03-06 20:00:00	CL	Futures	185.65	186.41	185.59	186.41	1435.0
2011-03-06 20:30:00	CL	Futures	186.41	187.1	186.28	186.74	2933.0
2011-03-06 21:00:00	CL	Futures	186.78	186.97	186.58	186.78	772.0
2011-03-06 21:30:00	CL	Futures	186.78	187.24	186.6	187.06	1172.0
2011-03-06 22:00:00	CL	Futures	187.04	187.8	187.04	187.41	2982.0
2011-03-06 22:30:00	CL	Futures	187.41	187.71	187.17	187.45	929.0
2011-03-06 23:00:00	CL	Futures	187.47	187.47	187.11	187.25	802.0
2011-03-06 23:30:00	CL	Futures	187.31	187.93	187.27	187.43	1575.0
2011-03-06 18:00:00	GC	Futures	2003.0	2005.7	2000.4	2004.9	2072.0
2011-03-06 18:30:00	GC	Futures	2004.7	2008.2	2003.3	2004.2	2128.0

> showing 50 of 500 rows — these rows as CSV

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