PREVIEW / futures_30min / 2011-06-05

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-06-05.parquet
  size:    18 KB
  rows:    463

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
2011-06-05 18:00:00	ES	Futures	1290.6	1290.85	1287.37	1288.11	10024.0
2011-06-05 18:30:00	ES	Futures	1288.11	1289.85	1288.11	1289.6	2215.0
2011-06-05 19:00:00	ES	Futures	1289.35	1289.85	1286.62	1286.87	2955.0
2011-06-05 19:30:00	ES	Futures	1286.87	1290.6	1286.62	1290.35	3526.0
2011-06-05 20:00:00	ES	Futures	1290.6	1290.85	1289.85	1290.35	3801.0
2011-06-05 20:30:00	ES	Futures	1290.1	1290.35	1289.85	1289.85	2481.0
2011-06-05 21:00:00	ES	Futures	1290.1	1290.1	1286.62	1287.37	4562.0
2011-06-05 21:30:00	ES	Futures	1287.62	1288.11	1286.62	1287.62	2054.0
2011-06-05 22:00:00	ES	Futures	1287.62	1288.61	1287.12	1288.11	1115.0
2011-06-05 22:30:00	ES	Futures	1288.11	1289.11	1287.62	1288.86	1215.0
2011-06-05 23:00:00	ES	Futures	1288.86	1289.85	1288.86	1289.35	989.0
2011-06-05 23:30:00	ES	Futures	1289.35	1289.6	1288.11	1288.11	2097.0
2011-06-05 18:00:00	NQ	Futures	2630.08	2633.24	2629.22	2629.79	668.0
2011-06-05 18:30:00	NQ	Futures	2629.79	2631.8	2629.79	2630.94	353.0
2011-06-05 19:00:00	NQ	Futures	2631.23	2631.52	2626.92	2627.49	307.0
2011-06-05 19:30:00	NQ	Futures	2627.78	2634.96	2627.49	2634.68	310.0
2011-06-05 20:00:00	NQ	Futures	2634.39	2634.96	2632.95	2633.81	308.0
2011-06-05 20:30:00	NQ	Futures	2633.53	2633.81	2632.09	2632.38	209.0
2011-06-05 21:00:00	NQ	Futures	2632.67	2632.95	2624.91	2627.21	811.0
2011-06-05 21:30:00	NQ	Futures	2627.21	2628.07	2626.63	2628.07	382.0
2011-06-05 22:00:00	NQ	Futures	2628.36	2630.65	2627.78	2629.79	188.0
2011-06-05 22:30:00	NQ	Futures	2629.5	2631.52	2628.93	2631.52	90.0
2011-06-05 23:00:00	NQ	Futures	2631.23	2632.95	2631.23	2632.38	96.0
2011-06-05 23:30:00	NQ	Futures	2632.38	2632.67	2629.79	2629.79	253.0
2011-06-05 18:00:00	YM	Futures	11686.4	11695.0	11670.9	11674.8	475.0
2011-06-05 18:30:00	YM	Futures	11675.8	11687.3	11675.8	11685.4	95.0
2011-06-05 19:00:00	YM	Futures	11686.4	11688.3	11664.2	11664.2	67.0
2011-06-05 19:30:00	YM	Futures	11665.2	11693.1	11664.2	11693.1	156.0
2011-06-05 20:00:00	YM	Futures	11694.1	11695.0	11688.3	11692.1	237.0
2011-06-05 20:30:00	YM	Futures	11691.2	11695.0	11691.2	11691.2	414.0
2011-06-05 21:00:00	YM	Futures	11691.2	11694.1	11666.1	11672.9	340.0
2011-06-05 21:30:00	YM	Futures	11672.9	11676.7	11668.1	11674.8	215.0
2011-06-05 22:00:00	YM	Futures	11674.8	11681.5	11670.9	11678.7	89.0
2011-06-05 22:30:00	YM	Futures	11677.7	11686.4	11674.8	11685.4	76.0
2011-06-05 23:00:00	YM	Futures	11685.4	11690.2	11685.4	11687.3	184.0
2011-06-05 23:30:00	YM	Futures	11688.3	11689.2	11676.7	11676.7	192.0
2011-06-05 18:00:00	CL	Futures	172.94	173.39	172.82	173.04	687.0
2011-06-05 18:30:00	CL	Futures	172.99	173.11	172.94	173.03	345.0
2011-06-05 19:00:00	CL	Futures	173.03	173.03	172.68	172.68	484.0
2011-06-05 19:30:00	CL	Futures	172.7	173.1	172.56	173.1	584.0
2011-06-05 20:00:00	CL	Futures	173.1	173.1	172.73	172.8	390.0
2011-06-05 20:30:00	CL	Futures	172.8	173.06	172.73	172.91	346.0
2011-06-05 21:00:00	CL	Futures	172.91	173.03	172.53	172.55	446.0
2011-06-05 21:30:00	CL	Futures	172.58	172.73	172.32	172.49	633.0
2011-06-05 22:00:00	CL	Futures	172.48	172.63	172.34	172.42	236.0
2011-06-05 22:30:00	CL	Futures	172.37	172.48	172.25	172.32	174.0
2011-06-05 23:00:00	CL	Futures	172.32	172.46	172.13	172.41	323.0
2011-06-05 23:30:00	CL	Futures	172.41	172.48	172.22	172.36	943.0
2011-06-05 18:00:00	GC	Futures	2154.2	2154.5	2151.0	2151.4	554.0
2011-06-05 18:30:00	GC	Futures	2151.4	2153.1	2150.1	2152.5	211.0

> showing 50 of 463 rows — these rows as CSV

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