PREVIEW / futures_30min / 2011-05-01

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-05-01.parquet
  size:    21 KB
  rows:    528

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
2011-05-01 18:00:00	ES	Futures	1354.69	1356.93	1354.19	1356.18	8158.0
2011-05-01 18:30:00	ES	Futures	1356.43	1356.68	1353.2	1354.19	6358.0
2011-05-01 19:00:00	ES	Futures	1354.19	1354.44	1352.46	1353.45	4021.0
2011-05-01 19:30:00	ES	Futures	1353.45	1355.19	1353.2	1354.19	2269.0
2011-05-01 20:00:00	ES	Futures	1353.95	1356.43	1353.7	1356.18	5488.0
2011-05-01 20:30:00	ES	Futures	1355.93	1356.43	1355.19	1355.19	4072.0
2011-05-01 21:00:00	ES	Futures	1355.19	1355.93	1354.94	1354.94	2834.0
2011-05-01 21:30:00	ES	Futures	1354.69	1354.94	1353.95	1354.44	2041.0
2011-05-01 22:00:00	ES	Futures	1354.44	1355.44	1352.46	1352.7	4929.0
2011-05-01 22:30:00	ES	Futures	1352.7	1364.88	1351.46	1363.88	55393.0
2011-05-01 23:00:00	ES	Futures	1363.88	1363.88	1361.65	1361.9	13837.0
2011-05-01 23:30:00	ES	Futures	1361.9	1363.14	1360.65	1362.64	7163.0
2011-05-01 18:00:00	NQ	Futures	2767.42	2771.15	2767.42	2770.29	491.0
2011-05-01 18:30:00	NQ	Futures	2770.58	2771.15	2764.26	2765.98	420.0
2011-05-01 19:00:00	NQ	Futures	2765.98	2766.27	2762.53	2763.97	480.0
2011-05-01 19:30:00	NQ	Futures	2764.26	2767.7	2764.26	2766.27	139.0
2011-05-01 20:00:00	NQ	Futures	2766.27	2770.0	2765.12	2769.43	246.0
2011-05-01 20:30:00	NQ	Futures	2768.85	2771.73	2768.57	2770.29	542.0
2011-05-01 21:00:00	NQ	Futures	2770.29	2771.44	2769.43	2769.43	158.0
2011-05-01 21:30:00	NQ	Futures	2768.85	2768.85	2766.84	2767.99	187.0
2011-05-01 22:00:00	NQ	Futures	2768.28	2770.0	2764.26	2764.54	160.0
2011-05-01 22:30:00	NQ	Futures	2764.54	2790.4	2762.24	2789.25	4052.0
2011-05-01 23:00:00	NQ	Futures	2789.54	2789.54	2783.22	2784.37	502.0
2011-05-01 23:30:00	NQ	Futures	2784.37	2787.53	2781.21	2786.09	443.0
2011-05-01 18:00:00	YM	Futures	12316.3	12334.6	12314.4	12331.7	286.0
2011-05-01 18:30:00	YM	Futures	12329.8	12330.7	12310.5	12317.2	272.0
2011-05-01 19:00:00	YM	Futures	12318.2	12319.2	12304.7	12308.6	206.0
2011-05-01 19:30:00	YM	Futures	12311.5	12325.0	12311.5	12317.2	153.0
2011-05-01 20:00:00	YM	Futures	12317.2	12336.5	12315.3	12328.8	192.0
2011-05-01 20:30:00	YM	Futures	12329.8	12334.6	12326.9	12328.8	179.0
2011-05-01 21:00:00	YM	Futures	12327.8	12331.7	12322.1	12322.1	171.0
2011-05-01 21:30:00	YM	Futures	12321.1	12323.0	12316.3	12318.2	48.0
2011-05-01 22:00:00	YM	Futures	12319.2	12325.9	12305.7	12306.7	216.0
2011-05-01 22:30:00	YM	Futures	12305.7	12399.1	12298.0	12395.3	3075.0
2011-05-01 23:00:00	YM	Futures	12394.3	12398.2	12381.8	12383.7	837.0
2011-05-01 23:30:00	YM	Futures	12385.6	12391.4	12372.1	12382.7	487.0
2011-05-01 18:00:00	CL	Futures	197.36	197.8	197.14	197.47	1222.0
2011-05-01 18:30:00	CL	Futures	197.45	197.45	196.18	196.34	1865.0
2011-05-01 19:00:00	CL	Futures	196.31	196.69	195.82	196.53	1681.0
2011-05-01 19:30:00	CL	Futures	196.57	196.74	196.41	196.58	454.0
2011-05-01 20:00:00	CL	Futures	196.58	196.84	196.24	196.79	628.0
2011-05-01 20:30:00	CL	Futures	196.81	197.09	196.32	196.39	740.0
2011-05-01 21:00:00	CL	Futures	196.38	196.67	196.1	196.17	777.0
2011-05-01 21:30:00	CL	Futures	196.13	196.38	195.77	196.31	1259.0
2011-05-01 22:00:00	CL	Futures	196.34	196.34	195.67	196.1	1201.0
2011-05-01 22:30:00	CL	Futures	196.12	196.69	194.45	195.09	4919.0
2011-05-01 23:00:00	CL	Futures	195.04	195.54	194.57	194.83	2447.0
2011-05-01 23:30:00	CL	Futures	194.83	195.65	194.78	195.47	1179.0
2011-05-01 18:00:00	GC	Futures	2186.9	2201.7	2186.9	2192.7	5191.0
2011-05-01 18:30:00	GC	Futures	2192.7	2192.7	2171.5	2172.5	6011.0

> showing 50 of 528 rows — these rows as CSV

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