PREVIEW / futures_30min / 2011-04-24

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-04-24.parquet
  size:    20 KB
  rows:    497

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
2011-04-24 18:00:00	ES	Futures	1322.15	1322.4	1321.4	1321.9	3432.0
2011-04-24 18:30:00	ES	Futures	1321.9	1324.13	1321.9	1323.64	2859.0
2011-04-24 19:00:00	ES	Futures	1323.64	1324.63	1323.64	1323.89	2276.0
2011-04-24 19:30:00	ES	Futures	1323.89	1324.63	1323.89	1324.63	1044.0
2011-04-24 20:00:00	ES	Futures	1324.88	1325.87	1324.63	1325.63	4234.0
2011-04-24 20:30:00	ES	Futures	1325.63	1326.12	1324.63	1324.63	2714.0
2011-04-24 21:00:00	ES	Futures	1324.88	1325.13	1324.13	1324.13	2541.0
2011-04-24 21:30:00	ES	Futures	1324.13	1325.38	1323.89	1323.89	4331.0
2011-04-24 22:00:00	ES	Futures	1323.89	1324.63	1323.64	1324.63	685.0
2011-04-24 22:30:00	ES	Futures	1324.38	1325.38	1323.64	1324.63	1621.0
2011-04-24 23:00:00	ES	Futures	1324.63	1324.88	1324.13	1324.88	394.0
2011-04-24 23:30:00	ES	Futures	1324.63	1324.88	1323.89	1324.13	827.0
2011-04-24 18:00:00	NQ	Futures	2727.19	2729.2	2725.76	2726.04	490.0
2011-04-24 18:30:00	NQ	Futures	2726.33	2730.35	2726.04	2730.07	321.0
2011-04-24 19:00:00	NQ	Futures	2729.78	2734.09	2729.78	2730.93	225.0
2011-04-24 19:30:00	NQ	Futures	2730.07	2732.36	2730.07	2732.36	43.0
2011-04-24 20:00:00	NQ	Futures	2732.65	2734.66	2732.65	2734.09	207.0
2011-04-24 20:30:00	NQ	Futures	2734.09	2734.66	2732.65	2732.65	111.0
2011-04-24 21:00:00	NQ	Futures	2732.65	2733.23	2731.79	2732.36	355.0
2011-04-24 21:30:00	NQ	Futures	2732.36	2733.51	2731.79	2731.79	377.0
2011-04-24 22:00:00	NQ	Futures	2731.79	2732.65	2731.21	2731.79	80.0
2011-04-24 22:30:00	NQ	Futures	2731.79	2733.8	2730.93	2733.51	163.0
2011-04-24 23:00:00	NQ	Futures	2732.94	2733.51	2732.36	2733.51	48.0
2011-04-24 23:30:00	NQ	Futures	2732.65	2732.94	2731.21	2731.21	45.0
2011-04-24 18:00:00	YM	Futures	11974.4	11976.3	11966.6	11967.6	71.0
2011-04-24 18:30:00	YM	Futures	11969.5	11984.9	11968.6	11984.0	35.0
2011-04-24 19:00:00	YM	Futures	11984.0	11988.8	11980.1	11983.0	36.0
2011-04-24 19:30:00	YM	Futures	11983.0	11989.8	11983.0	11989.8	28.0
2011-04-24 20:00:00	YM	Futures	11990.7	11998.4	11987.8	11991.7	291.0
2011-04-24 20:30:00	YM	Futures	11990.7	11992.7	11984.0	11984.9	136.0
2011-04-24 21:00:00	YM	Futures	11984.0	11987.8	11981.1	11981.1	57.0
2011-04-24 21:30:00	YM	Futures	11981.1	11987.8	11975.3	11977.2	134.0
2011-04-24 22:00:00	YM	Futures	11975.3	11982.1	11975.3	11982.1	58.0
2011-04-24 22:30:00	YM	Futures	11981.1	11987.8	11976.3	11984.9	113.0
2011-04-24 23:00:00	YM	Futures	11984.0	11986.9	11983.0	11986.9	18.0
2011-04-24 23:30:00	YM	Futures	11985.9	11987.8	11979.2	11983.0	86.0
2011-04-24 18:00:00	CL	Futures	194.68	194.78	193.67	194.47	660.0
2011-04-24 18:30:00	CL	Futures	194.45	194.9	194.33	194.87	466.0
2011-04-24 19:00:00	CL	Futures	194.87	195.3	194.87	195.16	945.0
2011-04-24 19:30:00	CL	Futures	195.15	195.47	195.04	195.47	581.0
2011-04-24 20:00:00	CL	Futures	195.47	195.72	195.35	195.42	717.0
2011-04-24 20:30:00	CL	Futures	195.44	195.94	195.44	195.58	1012.0
2011-04-24 21:00:00	CL	Futures	195.56	195.8	195.2	195.39	629.0
2011-04-24 21:30:00	CL	Futures	195.41	195.79	195.39	195.73	640.0
2011-04-24 22:00:00	CL	Futures	195.75	195.89	195.35	195.42	715.0
2011-04-24 22:30:00	CL	Futures	195.46	195.61	195.37	195.47	238.0
2011-04-24 23:00:00	CL	Futures	195.47	195.47	195.13	195.28	263.0
2011-04-24 23:30:00	CL	Futures	195.28	195.37	195.04	195.2	279.0
2011-04-24 18:00:00	GC	Futures	2108.6	2112.2	2107.2	2110.0	2092.0
2011-04-24 18:30:00	GC	Futures	2110.1	2112.1	2109.3	2111.1	657.0

> showing 50 of 497 rows — these rows as CSV

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