PREVIEW / futures_30min / 2011-05-08

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-05-08.parquet
  size:    21 KB
  rows:    531

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
2011-05-08 18:00:00	ES	Futures	1328.85	1334.07	1328.61	1330.59	14479.0
2011-05-08 18:30:00	ES	Futures	1330.35	1332.58	1330.1	1330.59	3541.0
2011-05-08 19:00:00	ES	Futures	1330.59	1332.83	1330.35	1332.58	2137.0
2011-05-08 19:30:00	ES	Futures	1332.58	1333.82	1332.33	1333.08	2041.0
2011-05-08 20:00:00	ES	Futures	1333.08	1333.58	1330.84	1331.34	3883.0
2011-05-08 20:30:00	ES	Futures	1331.34	1332.08	1330.1	1330.84	3320.0
2011-05-08 21:00:00	ES	Futures	1330.59	1330.84	1329.85	1330.35	2627.0
2011-05-08 21:30:00	ES	Futures	1330.59	1332.83	1330.1	1332.33	4701.0
2011-05-08 22:00:00	ES	Futures	1332.08	1332.83	1331.84	1332.08	1117.0
2011-05-08 22:30:00	ES	Futures	1332.33	1333.33	1332.08	1332.58	1283.0
2011-05-08 23:00:00	ES	Futures	1332.58	1333.58	1332.33	1333.33	865.0
2011-05-08 23:30:00	ES	Futures	1333.33	1333.58	1332.58	1332.83	2770.0
2011-05-08 18:00:00	NQ	Futures	2732.94	2742.42	2732.94	2735.81	1731.0
2011-05-08 18:30:00	NQ	Futures	2735.81	2739.26	2735.24	2736.67	534.0
2011-05-08 19:00:00	NQ	Futures	2736.67	2740.98	2736.39	2740.41	410.0
2011-05-08 19:30:00	NQ	Futures	2740.7	2742.71	2740.12	2741.56	300.0
2011-05-08 20:00:00	NQ	Futures	2741.27	2742.42	2737.82	2739.55	863.0
2011-05-08 20:30:00	NQ	Futures	2739.83	2741.56	2738.11	2738.68	466.0
2011-05-08 21:00:00	NQ	Futures	2738.68	2738.68	2736.96	2737.54	182.0
2011-05-08 21:30:00	NQ	Futures	2737.54	2742.13	2737.25	2741.27	306.0
2011-05-08 22:00:00	NQ	Futures	2740.98	2742.13	2740.7	2741.85	61.0
2011-05-08 22:30:00	NQ	Futures	2741.56	2742.42	2740.7	2740.7	192.0
2011-05-08 23:00:00	NQ	Futures	2740.98	2742.42	2740.98	2742.42	101.0
2011-05-08 23:30:00	NQ	Futures	2742.42	2742.42	2740.7	2740.98	83.0
2011-05-08 18:00:00	YM	Futures	12122.7	12175.7	12122.7	12142.9	310.0
2011-05-08 18:30:00	YM	Futures	12141.9	12159.3	12141.0	12142.9	141.0
2011-05-08 19:00:00	YM	Futures	12142.9	12160.2	12142.9	12159.3	79.0
2011-05-08 19:30:00	YM	Futures	12160.2	12167.0	12160.2	12166.0	119.0
2011-05-08 20:00:00	YM	Futures	12165.1	12168.9	12146.8	12151.6	169.0
2011-05-08 20:30:00	YM	Futures	12151.6	12157.4	12141.9	12146.8	128.0
2011-05-08 21:00:00	YM	Futures	12145.8	12147.7	12141.0	12144.8	134.0
2011-05-08 21:30:00	YM	Futures	12148.7	12167.0	12143.9	12161.2	200.0
2011-05-08 22:00:00	YM	Futures	12160.2	12165.1	12158.3	12160.2	61.0
2011-05-08 22:30:00	YM	Futures	12162.2	12169.9	12162.2	12162.2	113.0
2011-05-08 23:00:00	YM	Futures	12162.2	12173.7	12162.2	12169.9	40.0
2011-05-08 23:30:00	YM	Futures	12168.9	12171.8	12159.3	12163.1	118.0
2011-05-08 18:00:00	CL	Futures	170.02	171.33	169.29	169.46	3661.0
2011-05-08 18:30:00	CL	Futures	169.58	170.23	168.82	169.38	2129.0
2011-05-08 19:00:00	CL	Futures	169.38	170.43	169.31	170.43	1417.0
2011-05-08 19:30:00	CL	Futures	170.43	171.13	169.88	170.83	1293.0
2011-05-08 20:00:00	CL	Futures	170.87	171.07	170.1	170.12	1006.0
2011-05-08 20:30:00	CL	Futures	170.1	170.26	169.43	169.53	1172.0
2011-05-08 21:00:00	CL	Futures	169.53	169.53	168.98	169.31	1336.0
2011-05-08 21:30:00	CL	Futures	169.31	170.71	169.24	170.4	1619.0
2011-05-08 22:00:00	CL	Futures	170.4	170.61	170.04	170.28	844.0
2011-05-08 22:30:00	CL	Futures	170.28	171.06	170.26	170.68	887.0
2011-05-08 23:00:00	CL	Futures	170.68	171.27	170.68	171.16	870.0
2011-05-08 23:30:00	CL	Futures	171.14	171.54	171.09	171.23	952.0
2011-05-08 18:00:00	GC	Futures	2088.9	2089.0	2078.3	2081.1	1189.0
2011-05-08 18:30:00	GC	Futures	2079.8	2083.9	2078.7	2082.2	719.0

> showing 50 of 531 rows — these rows as CSV

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