PREVIEW / futures_30min / 2011-06-26

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-06-26.parquet
  size:    19 KB
  rows:    479

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
2011-06-26 18:00:00	ES	Futures	1261.99	1263.99	1258.25	1258.5	8729.0
2011-06-26 18:30:00	ES	Futures	1258.5	1259.5	1254.01	1257.75	14661.0
2011-06-26 19:00:00	ES	Futures	1257.75	1258.25	1255.51	1257.25	2759.0
2011-06-26 19:30:00	ES	Futures	1257.25	1257.75	1255.51	1257.5	4523.0
2011-06-26 20:00:00	ES	Futures	1257.5	1257.75	1255.51	1256.01	5823.0
2011-06-26 20:30:00	ES	Futures	1255.76	1256.26	1254.51	1256.26	6551.0
2011-06-26 21:00:00	ES	Futures	1256.01	1256.75	1255.76	1256.75	2868.0
2011-06-26 21:30:00	ES	Futures	1256.75	1257.5	1256.26	1257.25	3954.0
2011-06-26 22:00:00	ES	Futures	1257.0	1258.75	1256.51	1258.25	3639.0
2011-06-26 22:30:00	ES	Futures	1258.25	1258.75	1257.0	1257.0	2645.0
2011-06-26 23:00:00	ES	Futures	1257.25	1258.5	1256.51	1258.25	1649.0
2011-06-26 23:30:00	ES	Futures	1258.0	1259.0	1257.5	1259.0	3209.0
2011-06-26 18:00:00	NQ	Futures	2542.41	2549.6	2532.33	2537.23	1979.0
2011-06-26 18:30:00	NQ	Futures	2537.23	2539.24	2522.55	2534.92	2472.0
2011-06-26 19:00:00	NQ	Futures	2535.21	2535.21	2529.74	2533.77	553.0
2011-06-26 19:30:00	NQ	Futures	2533.2	2534.64	2529.74	2533.77	159.0
2011-06-26 20:00:00	NQ	Futures	2533.77	2534.06	2530.32	2530.9	272.0
2011-06-26 20:30:00	NQ	Futures	2530.9	2532.05	2528.31	2532.05	353.0
2011-06-26 21:00:00	NQ	Futures	2532.05	2533.2	2530.32	2530.61	766.0
2011-06-26 21:30:00	NQ	Futures	2530.9	2533.2	2530.03	2532.33	803.0
2011-06-26 22:00:00	NQ	Futures	2532.33	2535.79	2530.61	2534.92	487.0
2011-06-26 22:30:00	NQ	Futures	2534.92	2536.36	2532.91	2532.91	197.0
2011-06-26 23:00:00	NQ	Futures	2533.2	2535.5	2531.76	2534.92	189.0
2011-06-26 23:30:00	NQ	Futures	2534.64	2536.94	2533.77	2536.08	166.0
2011-06-26 18:00:00	YM	Futures	11506.5	11527.8	11478.4	11478.4	339.0
2011-06-26 18:30:00	YM	Futures	11480.4	11488.1	11444.5	11475.5	453.0
2011-06-26 19:00:00	YM	Futures	11473.6	11475.5	11456.2	11472.6	168.0
2011-06-26 19:30:00	YM	Futures	11471.7	11475.5	11458.1	11472.6	130.0
2011-06-26 20:00:00	YM	Futures	11469.7	11473.6	11459.1	11461.0	255.0
2011-06-26 20:30:00	YM	Futures	11461.0	11463.9	11449.4	11462.0	261.0
2011-06-26 21:00:00	YM	Futures	11462.0	11470.7	11458.1	11468.8	245.0
2011-06-26 21:30:00	YM	Futures	11468.8	11475.5	11463.9	11472.6	324.0
2011-06-26 22:00:00	YM	Futures	11471.7	11484.2	11467.8	11481.3	280.0
2011-06-26 22:30:00	YM	Futures	11482.3	11486.2	11469.7	11469.7	99.0
2011-06-26 23:00:00	YM	Futures	11471.7	11481.3	11466.8	11481.3	79.0
2011-06-26 23:30:00	YM	Futures	11476.5	11488.1	11476.5	11488.1	79.0
2011-06-26 18:00:00	CL	Futures	156.17	156.41	155.76	155.81	920.0
2011-06-26 18:30:00	CL	Futures	155.81	155.83	155.27	155.62	788.0
2011-06-26 19:00:00	CL	Futures	155.59	155.86	155.47	155.57	291.0
2011-06-26 19:30:00	CL	Futures	155.59	155.61	155.15	155.35	403.0
2011-06-26 20:00:00	CL	Futures	155.33	155.66	155.06	155.4	694.0
2011-06-26 20:30:00	CL	Futures	155.42	155.42	154.91	155.37	990.0
2011-06-26 21:00:00	CL	Futures	155.3	155.39	154.97	155.11	491.0
2011-06-26 21:30:00	CL	Futures	155.13	155.21	154.97	155.06	467.0
2011-06-26 22:00:00	CL	Futures	155.06	155.3	154.87	155.15	561.0
2011-06-26 22:30:00	CL	Futures	155.15	155.27	154.96	155.03	259.0
2011-06-26 23:00:00	CL	Futures	155.01	155.39	154.89	155.28	390.0
2011-06-26 23:30:00	CL	Futures	155.28	155.47	155.13	155.4	302.0
2011-06-26 18:00:00	GC	Futures	2093.4	2095.9	2090.0	2091.7	1434.0
2011-06-26 18:30:00	GC	Futures	2092.7	2094.4	2091.2	2093.2	397.0

> showing 50 of 479 rows — these rows as CSV

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