PREVIEW / futures_30min / 2011-03-13

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-03-13.parquet
  size:    21 KB
  rows:    515

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
2011-03-13 18:00:00	ES	Futures	1288.85	1290.33	1281.67	1282.17	11155.0
2011-03-13 18:30:00	ES	Futures	1281.92	1284.89	1279.94	1283.9	6361.0
2011-03-13 19:00:00	ES	Futures	1284.15	1285.38	1282.91	1283.9	2300.0
2011-03-13 19:30:00	ES	Futures	1283.9	1292.31	1282.41	1283.4	6834.0
2011-03-13 20:00:00	ES	Futures	1283.4	1287.86	1282.91	1286.62	3631.0
2011-03-13 20:30:00	ES	Futures	1286.87	1289.59	1284.64	1288.6	3090.0
2011-03-13 21:00:00	ES	Futures	1289.1	1289.1	1286.62	1288.6	2006.0
2011-03-13 21:30:00	ES	Futures	1288.85	1288.85	1286.13	1286.37	1414.0
2011-03-13 22:00:00	ES	Futures	1286.62	1287.36	1283.65	1284.64	2716.0
2011-03-13 22:30:00	ES	Futures	1284.64	1287.86	1284.15	1286.62	930.0
2011-03-13 23:00:00	ES	Futures	1286.87	1289.34	1286.87	1287.12	1347.0
2011-03-13 23:30:00	ES	Futures	1287.12	1287.36	1285.63	1286.37	981.0
2011-03-13 18:00:00	NQ	Futures	2636.68	2646.15	2618.02	2620.61	632.0
2011-03-13 18:30:00	NQ	Futures	2619.46	2628.93	2616.59	2626.92	282.0
2011-03-13 19:00:00	NQ	Futures	2626.92	2628.93	2624.62	2624.62	51.0
2011-03-13 19:30:00	NQ	Futures	2624.62	2641.56	2622.33	2626.06	279.0
2011-03-13 20:00:00	NQ	Futures	2624.62	2635.24	2622.62	2632.95	116.0
2011-03-13 20:30:00	NQ	Futures	2628.64	2637.25	2628.36	2636.11	162.0
2011-03-13 21:00:00	NQ	Futures	2635.82	2635.82	2629.22	2633.52	68.0
2011-03-13 21:30:00	NQ	Futures	2634.96	2634.96	2629.79	2629.79	41.0
2011-03-13 22:00:00	NQ	Futures	2631.23	2632.09	2625.2	2627.78	208.0
2011-03-13 22:30:00	NQ	Futures	2628.64	2634.38	2627.5	2632.66	95.0
2011-03-13 23:00:00	NQ	Futures	2631.8	2636.11	2631.51	2634.38	138.0
2011-03-13 23:30:00	NQ	Futures	2631.23	2631.23	2628.36	2628.64	7.0
2011-03-13 18:00:00	YM	Futures	11542.8	11542.8	11464.8	11470.6	966.0
2011-03-13 18:30:00	YM	Futures	11468.7	11496.6	11449.4	11489.9	449.0
2011-03-13 19:00:00	YM	Futures	11491.8	11499.5	11484.1	11489.9	111.0
2011-03-13 19:30:00	YM	Futures	11489.9	11552.5	11478.3	11487.0	753.0
2011-03-13 20:00:00	YM	Futures	11485.1	11516.8	11478.3	11506.2	509.0
2011-03-13 20:30:00	YM	Futures	11505.3	11530.3	11492.8	11526.5	254.0
2011-03-13 21:00:00	YM	Futures	11524.5	11527.4	11507.2	11526.5	289.0
2011-03-13 21:30:00	YM	Futures	11526.5	11526.5	11505.3	11506.2	169.0
2011-03-13 22:00:00	YM	Futures	11506.2	11513.0	11483.1	11494.7	418.0
2011-03-13 22:30:00	YM	Futures	11494.7	11518.8	11492.8	11509.1	314.0
2011-03-13 23:00:00	YM	Futures	11511.1	11529.4	11509.1	11509.1	225.0
2011-03-13 23:30:00	YM	Futures	11509.1	11512.0	11501.4	11507.2	158.0
2011-03-13 18:00:00	CL	Futures	177.19	178.67	176.99	177.56	2720.0
2011-03-13 18:30:00	CL	Futures	177.61	178.18	175.19	175.63	3480.0
2011-03-13 19:00:00	CL	Futures	175.58	176.16	175.4	175.99	1140.0
2011-03-13 19:30:00	CL	Futures	176.02	176.8	175.76	176.53	1090.0
2011-03-13 20:00:00	CL	Futures	176.55	176.85	175.95	176.64	1206.0
2011-03-13 20:30:00	CL	Futures	176.69	177.17	176.64	177.08	813.0
2011-03-13 21:00:00	CL	Futures	177.1	177.19	176.32	176.43	896.0
2011-03-13 21:30:00	CL	Futures	176.41	176.67	176.3	176.34	419.0
2011-03-13 22:00:00	CL	Futures	176.39	176.43	175.28	175.47	1603.0
2011-03-13 22:30:00	CL	Futures	175.46	176.14	175.46	175.77	831.0
2011-03-13 23:00:00	CL	Futures	175.77	176.36	175.69	176.02	925.0
2011-03-13 23:30:00	CL	Futures	176.02	176.46	175.72	175.95	940.0
2011-03-13 18:00:00	GC	Futures	1984.8	1997.5	1982.4	1993.6	3340.0
2011-03-13 18:30:00	GC	Futures	1993.6	2001.0	1993.3	1997.5	2130.0

> showing 50 of 515 rows — these rows as CSV

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