PREVIEW / futures_30min / 2011-07-24

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-07-24.parquet
  size:    20 KB
  rows:    497

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
2011-07-24 18:00:00	ES	Futures	1326.84	1327.09	1318.86	1325.59	38910.0
2011-07-24 18:30:00	ES	Futures	1325.59	1327.59	1325.09	1326.09	7609.0
2011-07-24 19:00:00	ES	Futures	1326.09	1327.34	1325.59	1326.34	2916.0
2011-07-24 19:30:00	ES	Futures	1326.59	1327.84	1326.09	1327.34	3678.0
2011-07-24 20:00:00	ES	Futures	1327.34	1327.59	1325.34	1325.59	7547.0
2011-07-24 20:30:00	ES	Futures	1325.59	1326.34	1324.59	1325.34	6531.0
2011-07-24 21:00:00	ES	Futures	1325.34	1327.09	1325.34	1326.84	2400.0
2011-07-24 21:30:00	ES	Futures	1326.84	1327.09	1324.59	1325.59	3057.0
2011-07-24 22:00:00	ES	Futures	1325.59	1326.09	1324.84	1325.34	1649.0
2011-07-24 22:30:00	ES	Futures	1325.34	1325.34	1323.84	1324.09	3835.0
2011-07-24 23:00:00	ES	Futures	1324.09	1324.09	1322.1	1322.6	3978.0
2011-07-24 23:30:00	ES	Futures	1322.6	1324.34	1322.1	1324.34	1946.0
2011-07-24 18:00:00	NQ	Futures	2782.98	2782.98	2739.53	2761.11	6849.0
2011-07-24 18:30:00	NQ	Futures	2761.4	2767.15	2760.82	2766.0	863.0
2011-07-24 19:00:00	NQ	Futures	2766.0	2767.15	2764.85	2765.42	337.0
2011-07-24 19:30:00	NQ	Futures	2765.71	2768.01	2765.14	2767.73	185.0
2011-07-24 20:00:00	NQ	Futures	2767.73	2769.74	2766.29	2766.58	665.0
2011-07-24 20:30:00	NQ	Futures	2766.86	2767.44	2764.27	2764.85	416.0
2011-07-24 21:00:00	NQ	Futures	2764.85	2769.17	2764.85	2768.88	296.0
2011-07-24 21:30:00	NQ	Futures	2768.59	2770.03	2765.71	2768.01	345.0
2011-07-24 22:00:00	NQ	Futures	2767.73	2769.17	2766.58	2767.44	154.0
2011-07-24 22:30:00	NQ	Futures	2767.73	2767.73	2764.56	2764.56	203.0
2011-07-24 23:00:00	NQ	Futures	2764.27	2765.71	2762.55	2763.12	370.0
2011-07-24 23:30:00	NQ	Futures	2762.83	2764.85	2761.68	2764.85	418.0
2011-07-24 18:00:00	YM	Futures	12139.9	12140.8	12040.1	12108.9	1717.0
2011-07-24 18:30:00	YM	Futures	12112.7	12128.2	12108.9	12116.6	262.0
2011-07-24 19:00:00	YM	Futures	12116.6	12123.4	12110.8	12119.5	90.0
2011-07-24 19:30:00	YM	Futures	12119.5	12129.2	12117.6	12124.4	120.0
2011-07-24 20:00:00	YM	Futures	12123.4	12124.4	12111.8	12113.7	374.0
2011-07-24 20:30:00	YM	Futures	12113.7	12118.6	12106.0	12109.8	299.0
2011-07-24 21:00:00	YM	Futures	12109.8	12124.4	12109.8	12121.5	199.0
2011-07-24 21:30:00	YM	Futures	12121.5	12124.4	12106.9	12112.7	174.0
2011-07-24 22:00:00	YM	Futures	12114.7	12119.5	12110.8	12113.7	118.0
2011-07-24 22:30:00	YM	Futures	12112.7	12113.7	12099.2	12102.1	220.0
2011-07-24 23:00:00	YM	Futures	12100.2	12101.1	12085.6	12088.5	328.0
2011-07-24 23:30:00	YM	Futures	12087.6	12103.1	12086.6	12103.1	213.0
2011-07-24 18:00:00	CL	Futures	170.21	170.4	168.95	169.31	2579.0
2011-07-24 18:30:00	CL	Futures	169.32	169.66	169.12	169.34	572.0
2011-07-24 19:00:00	CL	Futures	169.34	169.39	169.17	169.39	331.0
2011-07-24 19:30:00	CL	Futures	169.36	169.39	169.25	169.27	122.0
2011-07-24 20:00:00	CL	Futures	169.27	169.32	168.84	169.0	772.0
2011-07-24 20:30:00	CL	Futures	168.93	169.2	168.93	169.03	348.0
2011-07-24 21:00:00	CL	Futures	169.03	169.13	168.67	168.84	649.0
2011-07-24 21:30:00	CL	Futures	168.86	168.91	168.47	168.64	635.0
2011-07-24 22:00:00	CL	Futures	168.66	168.81	168.57	168.78	200.0
2011-07-24 22:30:00	CL	Futures	168.79	168.91	168.61	168.73	312.0
2011-07-24 23:00:00	CL	Futures	168.73	168.76	168.54	168.62	290.0
2011-07-24 23:30:00	CL	Futures	168.61	168.79	168.57	168.78	104.0
2011-07-24 18:00:00	GC	Futures	2242.6	2256.3	2236.9	2254.3	9121.0
2011-07-24 18:30:00	GC	Futures	2254.2	2265.5	2253.4	2262.0	5462.0

> showing 50 of 497 rows — these rows as CSV

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