PREVIEW / futures_30min / 2011-06-12

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-06-12.parquet
  size:    19 KB
  rows:    474

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
2011-06-12 18:00:00	ES	Futures	1262.03	1263.27	1260.54	1262.77	2156.0
2011-06-12 18:30:00	ES	Futures	1262.52	1262.52	1261.28	1261.78	1738.0
2011-06-12 19:00:00	ES	Futures	1261.78	1262.03	1260.29	1261.03	1327.0
2011-06-12 19:30:00	ES	Futures	1261.03	1261.78	1260.78	1261.03	1086.0
2011-06-12 20:00:00	ES	Futures	1260.78	1263.52	1260.78	1263.27	1943.0
2011-06-12 20:30:00	ES	Futures	1263.27	1264.51	1263.27	1264.01	1413.0
2011-06-12 21:00:00	ES	Futures	1264.01	1264.26	1262.77	1263.52	1281.0
2011-06-12 21:30:00	ES	Futures	1263.27	1265.01	1263.27	1264.76	680.0
2011-06-12 22:00:00	ES	Futures	1264.76	1265.26	1264.51	1264.76	727.0
2011-06-12 22:30:00	ES	Futures	1264.51	1265.01	1263.52	1263.77	408.0
2011-06-12 23:00:00	ES	Futures	1263.52	1263.77	1261.78	1262.03	805.0
2011-06-12 23:30:00	ES	Futures	1262.28	1262.77	1262.28	1262.52	251.0
2011-06-12 18:00:00	NQ	Futures	2547.91	2555.95	2547.91	2554.8	157.0
2011-06-12 18:30:00	NQ	Futures	2555.09	2555.09	2551.64	2552.5	114.0
2011-06-12 19:00:00	NQ	Futures	2553.08	2553.08	2551.36	2552.22	61.0
2011-06-12 19:30:00	NQ	Futures	2552.22	2553.37	2551.64	2551.93	31.0
2011-06-12 20:00:00	NQ	Futures	2551.93	2555.95	2551.36	2555.95	96.0
2011-06-12 20:30:00	NQ	Futures	2555.95	2558.25	2555.95	2557.96	88.0
2011-06-12 21:00:00	NQ	Futures	2557.39	2557.39	2555.67	2555.67	18.0
2011-06-12 21:30:00	NQ	Futures	2555.95	2558.83	2555.67	2558.83	25.0
2011-06-12 22:00:00	NQ	Futures	2558.83	2559.4	2558.25	2558.83	10.0
2011-06-12 22:30:00	NQ	Futures	2558.25	2558.25	2555.95	2556.53	16.0
2011-06-12 23:00:00	NQ	Futures	2557.1	2557.1	2554.23	2554.8	216.0
2011-06-12 23:30:00	NQ	Futures	2555.38	2555.95	2555.38	2555.95	7.0
2011-06-12 18:00:00	YM	Futures	11507.5	11512.3	11491.0	11506.5	378.0
2011-06-12 18:30:00	YM	Futures	11504.6	11506.5	11493.9	11497.8	265.0
2011-06-12 19:00:00	YM	Futures	11499.7	11500.7	11489.1	11492.0	64.0
2011-06-12 19:30:00	YM	Futures	11494.9	11500.7	11491.0	11492.0	27.0
2011-06-12 20:00:00	YM	Futures	11495.9	11512.3	11495.9	11512.3	126.0
2011-06-12 20:30:00	YM	Futures	11513.3	11520.1	11512.3	11519.1	311.0
2011-06-12 21:00:00	YM	Futures	11519.1	11520.1	11508.5	11514.3	175.0
2011-06-12 21:30:00	YM	Futures	11515.2	11524.0	11512.3	11522.0	68.0
2011-06-12 22:00:00	YM	Futures	11523.0	11528.8	11522.0	11524.9	171.0
2011-06-12 22:30:00	YM	Futures	11524.9	11524.9	11516.2	11519.1	71.0
2011-06-12 23:00:00	YM	Futures	11518.1	11518.1	11501.7	11504.6	160.0
2011-06-12 23:30:00	YM	Futures	11506.5	11511.4	11506.5	11510.4	56.0
2011-06-12 18:00:00	CL	Futures	170.1	170.5	169.98	170.07	499.0
2011-06-12 18:30:00	CL	Futures	170.1	170.29	169.98	170.25	442.0
2011-06-12 19:00:00	CL	Futures	170.27	170.27	170.12	170.24	217.0
2011-06-12 19:30:00	CL	Futures	170.25	170.43	170.15	170.34	174.0
2011-06-12 20:00:00	CL	Futures	170.34	170.84	170.32	170.81	463.0
2011-06-12 20:30:00	CL	Futures	170.82	171.03	170.6	171.0	573.0
2011-06-12 21:00:00	CL	Futures	170.98	171.0	170.72	170.82	369.0
2011-06-12 21:30:00	CL	Futures	170.81	171.05	170.77	171.01	355.0
2011-06-12 22:00:00	CL	Futures	171.0	171.0	170.77	170.81	135.0
2011-06-12 22:30:00	CL	Futures	170.77	170.94	170.39	170.5	437.0
2011-06-12 23:00:00	CL	Futures	170.5	170.58	170.39	170.46	191.0
2011-06-12 23:30:00	CL	Futures	170.44	170.53	170.07	170.36	306.0
2011-06-12 18:00:00	GC	Futures	2134.9	2137.6	2134.1	2135.8	498.0
2011-06-12 18:30:00	GC	Futures	2135.8	2135.9	2131.3	2134.1	708.0

> showing 50 of 474 rows — these rows as CSV

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