PREVIEW / futures_30min / 2011-03-27

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-03-27.parquet
  size:    20 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
2011-03-27 18:00:00	ES	Futures	1301.03	1304.26	1301.03	1302.77	9026.0
2011-03-27 18:30:00	ES	Futures	1303.02	1303.27	1300.04	1300.53	5638.0
2011-03-27 19:00:00	ES	Futures	1300.53	1302.77	1299.04	1302.77	4284.0
2011-03-27 19:30:00	ES	Futures	1302.77	1303.27	1301.53	1302.77	3327.0
2011-03-27 20:00:00	ES	Futures	1303.02	1303.52	1302.27	1303.52	1820.0
2011-03-27 20:30:00	ES	Futures	1303.27	1303.76	1302.27	1303.52	3143.0
2011-03-27 21:00:00	ES	Futures	1303.52	1304.26	1302.77	1303.76	2340.0
2011-03-27 21:30:00	ES	Futures	1303.76	1305.01	1303.52	1304.51	1884.0
2011-03-27 22:00:00	ES	Futures	1304.51	1304.76	1303.52	1304.01	1022.0
2011-03-27 22:30:00	ES	Futures	1303.76	1304.01	1302.02	1302.27	2730.0
2011-03-27 23:00:00	ES	Futures	1302.27	1303.02	1301.78	1302.02	1088.0
2011-03-27 23:30:00	ES	Futures	1302.02	1302.02	1300.04	1300.53	3040.0
2011-03-27 18:00:00	NQ	Futures	2661.97	2668.87	2659.1	2665.71	626.0
2011-03-27 18:30:00	NQ	Futures	2665.99	2667.14	2661.11	2663.12	1108.0
2011-03-27 19:00:00	NQ	Futures	2662.83	2668.01	2659.96	2668.01	633.0
2011-03-27 19:30:00	NQ	Futures	2668.29	2668.29	2665.42	2667.72	131.0
2011-03-27 20:00:00	NQ	Futures	2667.72	2668.87	2666.28	2668.58	185.0
2011-03-27 20:30:00	NQ	Futures	2668.58	2669.15	2666.86	2669.15	117.0
2011-03-27 21:00:00	NQ	Futures	2668.87	2670.88	2667.14	2668.87	214.0
2011-03-27 21:30:00	NQ	Futures	2669.15	2672.03	2668.87	2671.17	157.0
2011-03-27 22:00:00	NQ	Futures	2671.17	2671.17	2669.15	2669.44	88.0
2011-03-27 22:30:00	NQ	Futures	2669.44	2669.44	2665.13	2665.13	234.0
2011-03-27 23:00:00	NQ	Futures	2665.71	2667.43	2664.56	2665.13	99.0
2011-03-27 23:30:00	NQ	Futures	2664.84	2665.13	2662.55	2663.41	307.0
2011-03-27 18:00:00	YM	Futures	11722.0	11739.3	11717.2	11729.7	242.0
2011-03-27 18:30:00	YM	Futures	11731.6	11732.6	11710.4	11712.4	133.0
2011-03-27 19:00:00	YM	Futures	11711.4	11726.8	11702.7	11726.8	118.0
2011-03-27 19:30:00	YM	Futures	11728.7	11732.6	11720.1	11730.7	68.0
2011-03-27 20:00:00	YM	Futures	11730.7	11735.5	11724.9	11733.6	111.0
2011-03-27 20:30:00	YM	Futures	11732.6	11737.4	11726.8	11737.4	78.0
2011-03-27 21:00:00	YM	Futures	11737.4	11741.3	11731.6	11737.4	163.0
2011-03-27 21:30:00	YM	Futures	11739.3	11745.1	11734.5	11742.2	134.0
2011-03-27 22:00:00	YM	Futures	11742.2	11746.1	11737.4	11741.3	115.0
2011-03-27 22:30:00	YM	Futures	11739.3	11739.3	11724.9	11725.8	188.0
2011-03-27 23:00:00	YM	Futures	11725.8	11731.6	11724.9	11724.9	64.0
2011-03-27 23:30:00	YM	Futures	11723.9	11723.9	11710.4	11713.3	148.0
2011-03-27 18:00:00	CL	Futures	183.96	184.53	183.21	184.05	2204.0
2011-03-27 18:30:00	CL	Futures	184.05	184.2	183.54	183.85	910.0
2011-03-27 19:00:00	CL	Futures	183.8	184.03	183.68	183.87	228.0
2011-03-27 19:30:00	CL	Futures	183.82	183.99	183.68	183.91	174.0
2011-03-27 20:00:00	CL	Futures	183.89	183.99	183.78	183.98	183.0
2011-03-27 20:30:00	CL	Futures	183.98	184.08	183.89	183.94	185.0
2011-03-27 21:00:00	CL	Futures	183.91	184.05	183.87	184.05	94.0
2011-03-27 21:30:00	CL	Futures	184.06	184.26	183.99	184.01	199.0
2011-03-27 22:00:00	CL	Futures	184.03	184.05	183.87	183.98	153.0
2011-03-27 22:30:00	CL	Futures	183.94	184.01	183.68	183.82	458.0
2011-03-27 23:00:00	CL	Futures	183.82	183.91	183.75	183.8	121.0
2011-03-27 23:30:00	CL	Futures	183.78	183.78	183.28	183.35	695.0
2011-03-27 18:00:00	GC	Futures	1995.9	2000.5	1992.4	1995.2	443.0
2011-03-27 18:30:00	GC	Futures	1995.2	1995.5	1990.1	1991.6	507.0

> showing 50 of 500 rows — these rows as CSV

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