PREVIEW / futures_30min / 2011-03-20

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-03-20.parquet
  size:    21 KB
  rows:    512

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
2011-03-20 18:00:00	ES	Futures	1268.24	1272.96	1266.75	1267.0	21315.0
2011-03-20 18:30:00	ES	Futures	1267.24	1269.48	1266.75	1268.49	4005.0
2011-03-20 19:00:00	ES	Futures	1268.49	1270.23	1268.24	1269.23	3173.0
2011-03-20 19:30:00	ES	Futures	1269.23	1272.96	1269.23	1272.71	5117.0
2011-03-20 20:00:00	ES	Futures	1272.96	1273.7	1270.97	1271.22	5150.0
2011-03-20 20:30:00	ES	Futures	1271.47	1271.47	1269.48	1270.47	2822.0
2011-03-20 21:00:00	ES	Futures	1270.47	1271.96	1269.98	1271.96	2832.0
2011-03-20 21:30:00	ES	Futures	1271.72	1273.7	1271.72	1273.21	3652.0
2011-03-20 22:00:00	ES	Futures	1272.96	1276.19	1272.96	1275.44	5416.0
2011-03-20 22:30:00	ES	Futures	1275.44	1275.69	1273.45	1273.95	2998.0
2011-03-20 23:00:00	ES	Futures	1273.7	1274.7	1273.21	1274.7	1120.0
2011-03-20 23:30:00	ES	Futures	1274.45	1275.19	1274.2	1274.2	1270.0
2011-03-20 18:00:00	NQ	Futures	2554.8	2561.7	2550.21	2550.49	1575.0
2011-03-20 18:30:00	NQ	Futures	2551.36	2556.24	2550.49	2555.67	391.0
2011-03-20 19:00:00	NQ	Futures	2555.38	2559.97	2555.09	2559.11	470.0
2011-03-20 19:30:00	NQ	Futures	2559.11	2566.87	2559.11	2566.01	585.0
2011-03-20 20:00:00	NQ	Futures	2566.3	2567.16	2561.12	2562.56	914.0
2011-03-20 20:30:00	NQ	Futures	2562.56	2562.85	2557.96	2561.12	343.0
2011-03-20 21:00:00	NQ	Futures	2561.12	2564.28	2559.97	2563.71	290.0
2011-03-20 21:30:00	NQ	Futures	2563.71	2567.16	2563.71	2565.72	338.0
2011-03-20 22:00:00	NQ	Futures	2566.01	2571.75	2565.43	2570.61	782.0
2011-03-20 22:30:00	NQ	Futures	2570.61	2571.47	2566.87	2567.16	518.0
2011-03-20 23:00:00	NQ	Futures	2567.16	2569.17	2565.43	2568.88	189.0
2011-03-20 23:30:00	NQ	Futures	2568.59	2569.17	2566.3	2566.58	180.0
2011-03-20 18:00:00	YM	Futures	11373.3	11412.8	11367.5	11367.5	316.0
2011-03-20 18:30:00	YM	Futures	11369.5	11384.9	11369.5	11380.1	130.0
2011-03-20 19:00:00	YM	Futures	11380.1	11390.7	11378.1	11385.8	97.0
2011-03-20 19:30:00	YM	Futures	11388.7	11420.5	11388.7	11416.7	541.0
2011-03-20 20:00:00	YM	Futures	11415.7	11423.4	11402.2	11407.0	398.0
2011-03-20 20:30:00	YM	Futures	11407.0	11407.0	11392.6	11399.3	154.0
2011-03-20 21:00:00	YM	Futures	11400.3	11408.0	11393.5	11407.0	153.0
2011-03-20 21:30:00	YM	Futures	11409.0	11421.5	11409.0	11419.6	172.0
2011-03-20 22:00:00	YM	Futures	11420.5	11446.5	11420.5	11439.8	383.0
2011-03-20 22:30:00	YM	Futures	11439.8	11440.7	11424.4	11424.4	205.0
2011-03-20 23:00:00	YM	Futures	11423.4	11433.0	11419.6	11429.2	116.0
2011-03-20 23:30:00	YM	Futures	11431.1	11435.0	11418.6	11425.3	233.0
2011-03-20 18:00:00	CL	Futures	179.75	181.55	179.72	181.29	6281.0
2011-03-20 18:30:00	CL	Futures	181.22	181.38	180.85	181.13	1104.0
2011-03-20 19:00:00	CL	Futures	181.13	181.17	180.52	180.98	1239.0
2011-03-20 19:30:00	CL	Futures	180.98	181.29	180.91	181.2	770.0
2011-03-20 20:00:00	CL	Futures	181.2	181.6	181.08	181.52	638.0
2011-03-20 20:30:00	CL	Futures	181.53	181.9	181.48	181.81	1248.0
2011-03-20 21:00:00	CL	Futures	181.81	181.93	181.2	181.41	1153.0
2011-03-20 21:30:00	CL	Futures	181.39	181.88	181.31	181.74	734.0
2011-03-20 22:00:00	CL	Futures	181.76	181.81	180.82	180.99	1098.0
2011-03-20 22:30:00	CL	Futures	180.99	181.29	180.59	181.29	813.0
2011-03-20 23:00:00	CL	Futures	181.31	181.32	180.94	181.15	407.0
2011-03-20 23:30:00	CL	Futures	181.17	181.25	181.01	181.24	265.0
2011-03-20 18:00:00	GC	Futures	1988.0	1992.3	1987.0	1989.8	3057.0
2011-03-20 18:30:00	GC	Futures	1989.8	1991.3	1988.5	1990.3	951.0

> showing 50 of 512 rows — these rows as CSV

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