PREVIEW / futures_30min / 2011-04-03

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-04-03.parquet
  size:    19 KB
  rows:    498

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
2011-04-03 18:00:00	ES	Futures	1318.67	1319.66	1318.42	1319.41	3651.0
2011-04-03 18:30:00	ES	Futures	1319.17	1319.41	1318.92	1319.41	1117.0
2011-04-03 19:00:00	ES	Futures	1319.17	1320.66	1319.17	1320.66	1574.0
2011-04-03 19:30:00	ES	Futures	1320.66	1321.15	1319.91	1319.91	3207.0
2011-04-03 20:00:00	ES	Futures	1319.91	1321.15	1319.66	1320.41	1907.0
2011-04-03 20:30:00	ES	Futures	1320.41	1320.91	1319.17	1319.41	2149.0
2011-04-03 21:00:00	ES	Futures	1319.17	1319.66	1317.43	1317.43	4565.0
2011-04-03 21:30:00	ES	Futures	1317.43	1318.92	1316.93	1317.43	4796.0
2011-04-03 22:00:00	ES	Futures	1317.43	1318.67	1317.18	1317.68	962.0
2011-04-03 22:30:00	ES	Futures	1317.68	1318.42	1316.93	1317.18	2499.0
2011-04-03 23:00:00	ES	Futures	1317.18	1318.17	1316.93	1318.17	892.0
2011-04-03 23:30:00	ES	Futures	1318.17	1318.92	1317.68	1317.92	1670.0
2011-04-03 18:00:00	NQ	Futures	2686.11	2688.4	2686.11	2687.54	358.0
2011-04-03 18:30:00	NQ	Futures	2688.12	2689.84	2687.26	2688.98	219.0
2011-04-03 19:00:00	NQ	Futures	2688.98	2692.71	2688.98	2692.14	135.0
2011-04-03 19:30:00	NQ	Futures	2692.43	2695.3	2691.85	2692.14	492.0
2011-04-03 20:00:00	NQ	Futures	2692.14	2694.44	2692.14	2693.58	115.0
2011-04-03 20:30:00	NQ	Futures	2693.58	2694.73	2690.99	2691.85	116.0
2011-04-03 21:00:00	NQ	Futures	2691.28	2692.14	2687.83	2687.83	298.0
2011-04-03 21:30:00	NQ	Futures	2687.54	2690.42	2686.97	2687.83	243.0
2011-04-03 22:00:00	NQ	Futures	2687.83	2690.13	2687.54	2687.83	130.0
2011-04-03 22:30:00	NQ	Futures	2687.54	2689.27	2686.39	2686.68	119.0
2011-04-03 23:00:00	NQ	Futures	2686.97	2688.98	2686.39	2688.69	52.0
2011-04-03 23:30:00	NQ	Futures	2689.27	2690.42	2688.12	2688.69	116.0
2011-04-03 18:00:00	YM	Futures	11855.9	11861.7	11851.1	11856.8	213.0
2011-04-03 18:30:00	YM	Futures	11856.8	11857.8	11853.0	11854.9	91.0
2011-04-03 19:00:00	YM	Futures	11856.8	11865.5	11856.8	11863.6	161.0
2011-04-03 19:30:00	YM	Futures	11863.6	11867.4	11857.8	11858.8	301.0
2011-04-03 20:00:00	YM	Futures	11858.8	11867.4	11856.8	11863.6	65.0
2011-04-03 20:30:00	YM	Futures	11861.7	11866.5	11852.0	11855.9	49.0
2011-04-03 21:00:00	YM	Futures	11852.0	11856.8	11839.5	11840.5	184.0
2011-04-03 21:30:00	YM	Futures	11837.6	11849.1	11835.7	11839.5	140.0
2011-04-03 22:00:00	YM	Futures	11841.4	11848.2	11839.5	11840.5	71.0
2011-04-03 22:30:00	YM	Futures	11841.4	11845.3	11835.7	11837.6	59.0
2011-04-03 23:00:00	YM	Futures	11836.6	11845.3	11834.7	11845.3	53.0
2011-04-03 23:30:00	YM	Futures	11846.2	11849.1	11840.5	11842.4	160.0
2011-04-03 18:00:00	CL	Futures	188.95	189.49	188.55	189.0	1244.0
2011-04-03 18:30:00	CL	Futures	189.02	189.07	188.84	188.91	333.0
2011-04-03 19:00:00	CL	Futures	188.93	189.19	188.84	189.19	244.0
2011-04-03 19:30:00	CL	Futures	189.18	189.32	189.05	189.21	216.0
2011-04-03 20:00:00	CL	Futures	189.16	189.23	188.81	189.19	320.0
2011-04-03 20:30:00	CL	Futures	189.19	189.3	189.0	189.19	216.0
2011-04-03 21:00:00	CL	Futures	189.21	189.73	189.19	189.56	758.0
2011-04-03 21:30:00	CL	Futures	189.56	189.61	189.4	189.52	240.0
2011-04-03 22:00:00	CL	Futures	189.54	189.61	189.39	189.4	220.0
2011-04-03 22:30:00	CL	Futures	189.4	189.52	189.32	189.47	244.0
2011-04-03 23:00:00	CL	Futures	189.42	189.61	189.28	189.4	437.0
2011-04-03 23:30:00	CL	Futures	189.39	189.39	188.84	188.93	899.0
2011-04-03 18:00:00	GC	Futures	1995.9	1997.9	1995.2	1996.8	454.0
2011-04-03 18:30:00	GC	Futures	1996.6	1996.8	1995.7	1995.9	70.0

> showing 50 of 498 rows — these rows as CSV

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