PREVIEW / futures_30min / 2011-04-10

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-04-10.parquet
  size:    20 KB
  rows:    510

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
2011-04-10 18:00:00	ES	Futures	1317.43	1320.16	1317.43	1319.66	12820.0
2011-04-10 18:30:00	ES	Futures	1319.91	1320.66	1319.17	1319.41	4834.0
2011-04-10 19:00:00	ES	Futures	1319.41	1321.15	1319.17	1320.41	3356.0
2011-04-10 19:30:00	ES	Futures	1320.66	1321.4	1319.91	1320.16	3020.0
2011-04-10 20:00:00	ES	Futures	1320.41	1320.41	1318.92	1319.41	4853.0
2011-04-10 20:30:00	ES	Futures	1319.41	1319.66	1317.92	1318.67	3778.0
2011-04-10 21:00:00	ES	Futures	1318.67	1318.67	1316.43	1316.93	6334.0
2011-04-10 21:30:00	ES	Futures	1316.93	1317.92	1316.68	1317.68	2239.0
2011-04-10 22:00:00	ES	Futures	1317.92	1318.42	1317.43	1317.68	1825.0
2011-04-10 22:30:00	ES	Futures	1317.68	1318.42	1317.43	1318.42	1536.0
2011-04-10 23:00:00	ES	Futures	1318.17	1319.41	1318.17	1319.17	1577.0
2011-04-10 23:30:00	ES	Futures	1318.92	1319.17	1316.93	1317.18	3058.0
2011-04-10 18:00:00	NQ	Futures	2669.44	2675.76	2668.58	2675.19	1112.0
2011-04-10 18:30:00	NQ	Futures	2674.9	2675.48	2673.18	2673.18	451.0
2011-04-10 19:00:00	NQ	Futures	2673.75	2680.07	2673.46	2676.62	967.0
2011-04-10 19:30:00	NQ	Futures	2676.91	2682.37	2676.62	2678.06	991.0
2011-04-10 20:00:00	NQ	Futures	2678.06	2678.35	2675.19	2676.34	480.0
2011-04-10 20:30:00	NQ	Futures	2676.62	2676.62	2673.75	2674.04	160.0
2011-04-10 21:00:00	NQ	Futures	2673.46	2673.46	2670.3	2672.03	712.0
2011-04-10 21:30:00	NQ	Futures	2671.74	2673.46	2671.74	2673.46	157.0
2011-04-10 22:00:00	NQ	Futures	2673.46	2674.61	2672.6	2672.6	190.0
2011-04-10 22:30:00	NQ	Futures	2672.31	2674.33	2672.03	2674.33	173.0
2011-04-10 23:00:00	NQ	Futures	2674.33	2676.62	2674.33	2676.05	113.0
2011-04-10 23:30:00	NQ	Futures	2676.05	2676.05	2671.17	2671.74	132.0
2011-04-10 18:00:00	YM	Futures	11884.8	11906.9	11884.8	11906.0	347.0
2011-04-10 18:30:00	YM	Futures	11906.0	11915.6	11904.0	11906.9	556.0
2011-04-10 19:00:00	YM	Futures	11907.9	11919.4	11906.0	11914.6	217.0
2011-04-10 19:30:00	YM	Futures	11913.7	11920.4	11907.9	11911.7	269.0
2011-04-10 20:00:00	YM	Futures	11914.6	11914.6	11901.1	11907.9	112.0
2011-04-10 20:30:00	YM	Futures	11906.0	11906.0	11897.3	11900.2	80.0
2011-04-10 21:00:00	YM	Futures	11898.3	11898.3	11883.8	11888.6	227.0
2011-04-10 21:30:00	YM	Futures	11887.7	11896.3	11887.7	11894.4	119.0
2011-04-10 22:00:00	YM	Futures	11895.4	11901.1	11892.5	11893.4	169.0
2011-04-10 22:30:00	YM	Futures	11893.4	11900.2	11893.4	11899.2	51.0
2011-04-10 23:00:00	YM	Futures	11901.1	11909.8	11900.2	11904.0	78.0
2011-04-10 23:30:00	YM	Futures	11904.0	11904.0	11888.6	11891.5	102.0
2011-04-10 18:00:00	CL	Futures	197.66	197.97	197.25	197.67	2175.0
2011-04-10 18:30:00	CL	Futures	197.66	197.66	197.17	197.45	726.0
2011-04-10 19:00:00	CL	Futures	197.46	197.66	197.25	197.52	386.0
2011-04-10 19:30:00	CL	Futures	197.48	197.73	197.45	197.69	333.0
2011-04-10 20:00:00	CL	Futures	197.69	197.73	197.36	197.5	542.0
2011-04-10 20:30:00	CL	Futures	197.5	197.52	197.31	197.34	264.0
2011-04-10 21:00:00	CL	Futures	197.32	197.32	196.29	196.38	2253.0
2011-04-10 21:30:00	CL	Futures	196.36	196.4	195.93	196.29	1431.0
2011-04-10 22:00:00	CL	Futures	196.29	196.42	196.1	196.35	669.0
2011-04-10 22:30:00	CL	Futures	196.36	196.75	196.33	196.7	625.0
2011-04-10 23:00:00	CL	Futures	196.7	196.8	196.47	196.57	540.0
2011-04-10 23:30:00	CL	Futures	196.59	196.75	196.56	196.75	210.0
2011-04-10 18:00:00	GC	Futures	2060.6	2062.9	2057.5	2060.8	1196.0
2011-04-10 18:30:00	GC	Futures	2060.4	2061.3	2059.3	2060.3	279.0

> showing 50 of 510 rows — these rows as CSV

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