PREVIEW / futures_30min / 2011-07-10

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-07-10.parquet
  size:    19 KB
  rows:    485

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
2011-07-10 18:00:00	ES	Futures	1336.07	1336.31	1329.08	1330.83	26316.0
2011-07-10 18:30:00	ES	Futures	1330.83	1331.33	1330.08	1330.83	2650.0
2011-07-10 19:00:00	ES	Futures	1330.83	1331.08	1329.83	1330.33	2544.0
2011-07-10 19:30:00	ES	Futures	1330.33	1332.57	1329.83	1331.58	4764.0
2011-07-10 20:00:00	ES	Futures	1331.83	1333.32	1331.83	1332.57	6409.0
2011-07-10 20:30:00	ES	Futures	1332.32	1333.32	1331.08	1332.07	3695.0
2011-07-10 21:00:00	ES	Futures	1332.07	1332.82	1330.58	1332.07	2809.0
2011-07-10 21:30:00	ES	Futures	1332.32	1332.82	1331.58	1332.57	1754.0
2011-07-10 22:00:00	ES	Futures	1332.57	1332.57	1330.83	1331.83	1933.0
2011-07-10 22:30:00	ES	Futures	1331.58	1332.07	1331.08	1332.07	1073.0
2011-07-10 23:00:00	ES	Futures	1332.07	1332.32	1331.58	1331.83	513.0
2011-07-10 23:30:00	ES	Futures	1331.83	1332.32	1331.33	1331.58	958.0
2011-07-10 18:00:00	NQ	Futures	2767.44	2767.44	2753.05	2756.5	1346.0
2011-07-10 18:30:00	NQ	Futures	2755.93	2756.22	2751.61	2754.2	1593.0
2011-07-10 19:00:00	NQ	Futures	2753.91	2755.35	2753.05	2753.63	529.0
2011-07-10 19:30:00	NQ	Futures	2753.91	2758.81	2753.05	2756.5	466.0
2011-07-10 20:00:00	NQ	Futures	2756.79	2760.82	2756.79	2759.09	248.0
2011-07-10 20:30:00	NQ	Futures	2759.38	2760.53	2756.5	2757.65	328.0
2011-07-10 21:00:00	NQ	Futures	2757.94	2759.09	2755.35	2758.23	239.0
2011-07-10 21:30:00	NQ	Futures	2758.23	2759.09	2757.37	2758.52	111.0
2011-07-10 22:00:00	NQ	Futures	2758.52	2758.52	2756.5	2757.65	118.0
2011-07-10 22:30:00	NQ	Futures	2757.65	2757.94	2756.5	2757.65	124.0
2011-07-10 23:00:00	NQ	Futures	2757.94	2757.94	2757.08	2757.37	35.0
2011-07-10 23:30:00	NQ	Futures	2757.37	2757.94	2756.5	2756.79	28.0
2011-07-10 18:00:00	YM	Futures	12199.9	12199.9	12144.7	12152.4	533.0
2011-07-10 18:30:00	YM	Futures	12154.4	12158.3	12149.5	12154.4	132.0
2011-07-10 19:00:00	YM	Futures	12155.3	12158.3	12146.6	12146.6	76.0
2011-07-10 19:30:00	YM	Futures	12150.5	12170.8	12148.6	12164.1	125.0
2011-07-10 20:00:00	YM	Futures	12164.1	12179.6	12164.1	12167.0	133.0
2011-07-10 20:30:00	YM	Futures	12168.9	12176.7	12159.2	12166.0	129.0
2011-07-10 21:00:00	YM	Futures	12166.0	12173.7	12154.4	12168.9	95.0
2011-07-10 21:30:00	YM	Futures	12168.9	12172.8	12163.1	12171.8	52.0
2011-07-10 22:00:00	YM	Futures	12170.8	12173.7	12161.2	12167.9	186.0
2011-07-10 22:30:00	YM	Futures	12167.9	12170.8	12162.1	12169.9	73.0
2011-07-10 23:00:00	YM	Futures	12171.8	12172.8	12168.9	12168.9	39.0
2011-07-10 23:30:00	YM	Futures	12167.9	12168.9	12165.0	12167.0	22.0
2011-07-10 18:00:00	CL	Futures	164.64	165.75	164.0	164.34	1200.0
2011-07-10 18:30:00	CL	Futures	164.36	164.55	164.26	164.33	244.0
2011-07-10 19:00:00	CL	Futures	164.34	164.34	164.21	164.24	120.0
2011-07-10 19:30:00	CL	Futures	164.24	164.45	164.24	164.34	164.0
2011-07-10 20:00:00	CL	Futures	164.4	164.62	164.4	164.55	203.0
2011-07-10 20:30:00	CL	Futures	164.53	164.6	164.23	164.34	300.0
2011-07-10 21:00:00	CL	Futures	164.4	164.52	164.19	164.4	281.0
2011-07-10 21:30:00	CL	Futures	164.34	164.52	164.29	164.36	392.0
2011-07-10 22:00:00	CL	Futures	164.31	164.45	164.28	164.36	1801.0
2011-07-10 22:30:00	CL	Futures	164.34	164.36	164.16	164.26	1094.0
2011-07-10 23:00:00	CL	Futures	164.24	164.4	164.16	164.23	743.0
2011-07-10 23:30:00	CL	Futures	164.24	164.26	163.92	163.95	453.0
2011-07-10 18:00:00	GC	Futures	2154.9	2155.3	2151.1	2153.2	705.0
2011-07-10 18:30:00	GC	Futures	2153.2	2153.5	2151.4	2152.4	107.0

> showing 50 of 485 rows — these rows as CSV

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