PREVIEW / futures_30min / 2011-05-29

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-05-29.parquet
  size:    15 KB
  rows:    358

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
2011-05-29 18:00:00	ES	Futures	1321.4	1322.15	1320.66	1320.66	1104.0
2011-05-29 18:30:00	ES	Futures	1320.66	1320.91	1320.41	1320.91	297.0
2011-05-29 19:00:00	ES	Futures	1320.91	1322.4	1320.66	1322.15	574.0
2011-05-29 19:30:00	ES	Futures	1321.9	1322.64	1320.66	1321.15	903.0
2011-05-29 20:00:00	ES	Futures	1321.4	1321.9	1321.15	1321.65	1488.0
2011-05-29 20:30:00	ES	Futures	1321.9	1321.9	1321.15	1321.4	809.0
2011-05-29 21:00:00	ES	Futures	1321.4	1322.4	1321.15	1321.65	1414.0
2011-05-29 21:30:00	ES	Futures	1321.65	1322.15	1321.4	1321.9	915.0
2011-05-29 22:00:00	ES	Futures	1321.65	1322.4	1321.4	1322.15	432.0
2011-05-29 22:30:00	ES	Futures	1322.15	1322.89	1322.15	1322.64	885.0
2011-05-29 23:00:00	ES	Futures	1322.64	1322.64	1322.15	1322.15	347.0
2011-05-29 23:30:00	ES	Futures	1322.15	1322.4	1321.65	1321.9	420.0
2011-05-29 18:00:00	NQ	Futures	2679.21	2681.22	2679.21	2679.5	141.0
2011-05-29 18:30:00	NQ	Futures	2679.21	2679.79	2679.21	2679.21	36.0
2011-05-29 19:00:00	NQ	Futures	2679.5	2682.08	2679.5	2682.08	100.0
2011-05-29 19:30:00	NQ	Futures	2682.08	2682.66	2680.07	2680.36	67.0
2011-05-29 20:00:00	NQ	Futures	2680.65	2681.8	2680.07	2681.8	145.0
2011-05-29 20:30:00	NQ	Futures	2681.51	2681.8	2680.93	2680.93	50.0
2011-05-29 21:00:00	NQ	Futures	2681.51	2682.37	2680.93	2681.8	61.0
2011-05-29 21:30:00	NQ	Futures	2681.22	2681.8	2680.65	2680.93	38.0
2011-05-29 22:00:00	NQ	Futures	2680.65	2682.37	2680.65	2682.37	97.0
2011-05-29 22:30:00	NQ	Futures	2682.37	2683.23	2681.51	2682.66	62.0
2011-05-29 23:00:00	NQ	Futures	2682.66	2682.95	2682.08	2682.37	55.0
2011-05-29 23:30:00	NQ	Futures	2682.37	2682.95	2681.8	2682.08	33.0
2011-05-29 18:00:00	YM	Futures	11964.7	11976.3	11962.8	11969.5	22.0
2011-05-29 18:30:00	YM	Futures	11968.6	11975.3	11964.7	11974.4	86.0
2011-05-29 19:00:00	YM	Futures	11973.4	11985.9	11972.4	11984.9	173.0
2011-05-29 19:30:00	YM	Futures	11984.9	11989.8	11972.4	11976.3	77.0
2011-05-29 20:00:00	YM	Futures	11979.2	11983.0	11972.4	11978.2	68.0
2011-05-29 20:30:00	YM	Futures	11977.2	11977.2	11972.4	11973.4	35.0
2011-05-29 21:00:00	YM	Futures	11975.3	11983.0	11973.4	11979.2	59.0
2011-05-29 21:30:00	YM	Futures	11978.2	11980.1	11973.4	11976.3	28.0
2011-05-29 22:00:00	YM	Futures	11975.3	11979.2	11974.4	11977.2	17.0
2011-05-29 22:30:00	YM	Futures	11980.1	11981.1	11975.3	11981.1	52.0
2011-05-29 23:00:00	YM	Futures	11981.1	11981.1	11978.2	11981.1	18.0
2011-05-29 23:30:00	YM	Futures	11982.1	11984.0	11978.2	11979.2	17.0
2011-05-29 18:00:00	CL	Futures	173.41	173.6	173.03	173.18	236.0
2011-05-29 18:30:00	CL	Futures	173.2	173.37	173.17	173.32	90.0
2011-05-29 19:00:00	CL	Futures	173.37	173.37	173.18	173.23	74.0
2011-05-29 19:30:00	CL	Futures	173.27	173.41	173.27	173.37	129.0
2011-05-29 20:00:00	CL	Futures	173.37	173.42	173.35	173.37	221.0
2011-05-29 20:30:00	CL	Futures	173.39	173.42	173.04	173.13	226.0
2011-05-29 21:00:00	CL	Futures	173.11	173.22	172.84	173.1	162.0
2011-05-29 21:30:00	CL	Futures	173.04	173.15	172.82	172.92	123.0
2011-05-29 22:00:00	CL	Futures	172.94	173.08	172.84	172.99	40.0
2011-05-29 22:30:00	CL	Futures	173.03	173.22	172.92	173.11	114.0
2011-05-29 23:00:00	CL	Futures	173.11	173.2	173.08	173.17	37.0
2011-05-29 23:30:00	CL	Futures	173.2	173.2	173.08	173.17	62.0
2011-05-29 18:00:00	GC	Futures	2145.3	2145.4	2144.0	2145.0	174.0
2011-05-29 18:30:00	GC	Futures	2145.0	2146.2	2143.7	2146.2	147.0

> showing 50 of 358 rows — these rows as CSV

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