PREVIEW / futures_30min / 2011-05-15

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-05-15.parquet
  size:    19 KB
  rows:    494

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
2011-05-15 18:00:00	ES	Futures	1323.64	1323.64	1320.16	1321.15	11017.0
2011-05-15 18:30:00	ES	Futures	1321.15	1322.4	1320.41	1321.65	2853.0
2011-05-15 19:00:00	ES	Futures	1321.65	1323.39	1321.4	1322.4	1948.0
2011-05-15 19:30:00	ES	Futures	1322.64	1322.89	1318.42	1319.41	9580.0
2011-05-15 20:00:00	ES	Futures	1319.41	1321.15	1319.17	1321.15	6216.0
2011-05-15 20:30:00	ES	Futures	1321.15	1321.4	1318.92	1319.17	3649.0
2011-05-15 21:00:00	ES	Futures	1318.92	1319.91	1318.92	1319.17	6147.0
2011-05-15 21:30:00	ES	Futures	1319.17	1321.65	1318.92	1320.91	4376.0
2011-05-15 22:00:00	ES	Futures	1320.91	1321.4	1320.41	1320.91	1317.0
2011-05-15 22:30:00	ES	Futures	1320.91	1320.91	1319.17	1319.91	2221.0
2011-05-15 23:00:00	ES	Futures	1320.16	1320.16	1318.67	1319.41	3849.0
2011-05-15 23:30:00	ES	Futures	1319.66	1320.16	1319.41	1319.91	959.0
2011-05-15 18:00:00	NQ	Futures	2719.15	2722.02	2713.69	2717.14	2288.0
2011-05-15 18:30:00	NQ	Futures	2717.14	2719.43	2715.7	2717.42	450.0
2011-05-15 19:00:00	NQ	Futures	2717.14	2720.3	2716.85	2718.57	364.0
2011-05-15 19:30:00	NQ	Futures	2718.86	2719.43	2711.68	2713.69	769.0
2011-05-15 20:00:00	NQ	Futures	2713.69	2716.56	2713.4	2716.56	552.0
2011-05-15 20:30:00	NQ	Futures	2716.27	2717.14	2712.25	2712.54	242.0
2011-05-15 21:00:00	NQ	Futures	2713.11	2714.55	2712.54	2713.69	426.0
2011-05-15 21:30:00	NQ	Futures	2713.69	2717.71	2713.11	2716.85	302.0
2011-05-15 22:00:00	NQ	Futures	2716.56	2718.0	2715.7	2716.56	209.0
2011-05-15 22:30:00	NQ	Futures	2716.56	2716.85	2713.69	2714.84	219.0
2011-05-15 23:00:00	NQ	Futures	2714.84	2715.99	2713.11	2715.12	471.0
2011-05-15 23:30:00	NQ	Futures	2714.84	2716.27	2714.55	2715.12	72.0
2011-05-15 18:00:00	YM	Futures	12073.6	12088.0	12050.4	12060.1	439.0
2011-05-15 18:30:00	YM	Futures	12060.1	12065.9	12053.3	12055.3	138.0
2011-05-15 19:00:00	YM	Futures	12060.1	12075.5	12060.1	12069.7	284.0
2011-05-15 19:30:00	YM	Futures	12070.7	12072.6	12029.3	12046.6	537.0
2011-05-15 20:00:00	YM	Futures	12045.6	12058.1	12043.7	12058.1	227.0
2011-05-15 20:30:00	YM	Futures	12057.2	12059.1	12040.8	12040.8	108.0
2011-05-15 21:00:00	YM	Futures	12040.8	12047.6	12039.8	12042.7	143.0
2011-05-15 21:30:00	YM	Futures	12041.8	12060.1	12041.8	12055.3	165.0
2011-05-15 22:00:00	YM	Futures	12052.4	12061.0	12051.4	12056.2	65.0
2011-05-15 22:30:00	YM	Futures	12053.3	12057.2	12041.8	12048.5	78.0
2011-05-15 23:00:00	YM	Futures	12049.5	12049.5	12040.8	12046.6	105.0
2011-05-15 23:30:00	YM	Futures	12045.6	12050.4	12044.7	12049.5	49.0
2011-05-15 18:00:00	CL	Futures	172.15	172.18	170.81	170.81	249.0
2011-05-15 18:30:00	CL	Futures	170.72	171.01	170.53	170.6	169.0
2011-05-15 19:00:00	CL	Futures	170.77	171.08	170.77	171.05	87.0
2011-05-15 19:30:00	CL	Futures	171.05	171.27	170.5	170.58	285.0
2011-05-15 20:00:00	CL	Futures	170.58	171.18	170.5	171.18	138.0
2011-05-15 20:30:00	CL	Futures	171.22	171.24	170.32	170.39	93.0
2011-05-15 21:00:00	CL	Futures	170.5	170.58	170.22	170.5	101.0
2011-05-15 21:30:00	CL	Futures	170.48	170.77	170.39	170.75	41.0
2011-05-15 22:00:00	CL	Futures	170.65	171.2	170.63	171.17	99.0
2011-05-15 22:30:00	CL	Futures	171.29	171.34	170.87	170.91	59.0
2011-05-15 23:00:00	CL	Futures	170.87	171.27	170.87	171.01	56.0
2011-05-15 23:30:00	CL	Futures	170.96	171.01	170.84	170.98	35.0
2011-05-15 18:00:00	GC	Futures	2086.1	2086.4	2074.1	2077.6	923.0
2011-05-15 18:30:00	GC	Futures	2077.3	2079.7	2077.0	2077.7	424.0

> showing 50 of 494 rows — these rows as CSV

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