PREVIEW / futures_30min / 2011-08-07

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-08-07.parquet
  size:    22 KB
  rows:    535

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
2011-08-07 18:00:00	ES	Futures	1164.47	1170.46	1158.74	1165.47	107168.0
2011-08-07 18:30:00	ES	Futures	1165.72	1170.21	1163.23	1166.47	34077.0
2011-08-07 19:00:00	ES	Futures	1166.47	1171.46	1165.47	1170.96	18882.0
2011-08-07 19:30:00	ES	Futures	1170.96	1174.7	1168.22	1168.46	28116.0
2011-08-07 20:00:00	ES	Futures	1168.46	1175.7	1167.97	1173.95	26150.0
2011-08-07 20:30:00	ES	Futures	1174.2	1176.2	1172.46	1173.95	13438.0
2011-08-07 21:00:00	ES	Futures	1173.95	1175.7	1169.96	1172.21	13941.0
2011-08-07 21:30:00	ES	Futures	1172.21	1176.2	1171.96	1175.95	10293.0
2011-08-07 22:00:00	ES	Futures	1176.2	1176.2	1171.46	1173.2	8381.0
2011-08-07 22:30:00	ES	Futures	1172.95	1173.2	1169.21	1169.46	7544.0
2011-08-07 23:00:00	ES	Futures	1169.71	1170.46	1167.72	1169.46	6133.0
2011-08-07 23:30:00	ES	Futures	1169.71	1169.71	1164.72	1167.22	11801.0
2011-08-07 18:00:00	NQ	Futures	2469.03	2471.04	2446.87	2460.68	5578.0
2011-08-07 18:30:00	NQ	Futures	2460.39	2470.75	2455.79	2462.12	2467.0
2011-08-07 19:00:00	NQ	Futures	2461.54	2473.34	2460.39	2471.33	1401.0
2011-08-07 19:30:00	NQ	Futures	2471.33	2477.95	2466.44	2466.72	1544.0
2011-08-07 20:00:00	NQ	Futures	2466.72	2480.54	2465.57	2476.51	1934.0
2011-08-07 20:30:00	NQ	Futures	2476.51	2481.69	2473.63	2476.8	1457.0
2011-08-07 21:00:00	NQ	Futures	2476.8	2480.82	2467.01	2472.77	2667.0
2011-08-07 21:30:00	NQ	Futures	2472.77	2481.69	2472.19	2479.96	789.0
2011-08-07 22:00:00	NQ	Futures	2479.96	2479.96	2470.75	2473.34	672.0
2011-08-07 22:30:00	NQ	Futures	2473.92	2474.49	2463.85	2465.86	561.0
2011-08-07 23:00:00	NQ	Futures	2466.15	2469.03	2462.7	2467.88	725.0
2011-08-07 23:30:00	NQ	Futures	2467.59	2467.88	2455.79	2461.26	802.0
2011-08-07 18:00:00	YM	Futures	10806.4	10834.5	10727.0	10778.3	10924.0
2011-08-07 18:30:00	YM	Futures	10778.3	10819.0	10757.9	10780.2	3848.0
2011-08-07 19:00:00	YM	Futures	10777.3	10823.8	10776.3	10819.0	2270.0
2011-08-07 19:30:00	YM	Futures	10816.1	10850.9	10801.5	10802.5	1546.0
2011-08-07 20:00:00	YM	Futures	10802.5	10868.3	10799.6	10854.8	2438.0
2011-08-07 20:30:00	YM	Futures	10851.9	10870.3	10840.3	10853.8	1500.0
2011-08-07 21:00:00	YM	Futures	10851.9	10867.4	10817.0	10838.3	2342.0
2011-08-07 21:30:00	YM	Futures	10836.4	10873.2	10836.4	10871.3	1336.0
2011-08-07 22:00:00	YM	Futures	10870.3	10872.2	10832.5	10845.1	1576.0
2011-08-07 22:30:00	YM	Futures	10845.1	10845.1	10810.2	10810.2	1212.0
2011-08-07 23:00:00	YM	Futures	10812.2	10819.0	10801.5	10812.2	1098.0
2011-08-07 23:30:00	YM	Futures	10811.2	10819.0	10771.5	10796.7	1566.0
2011-08-07 18:00:00	CL	Futures	146.24	146.27	143.05	143.51	8640.0
2011-08-07 18:30:00	CL	Futures	143.49	144.28	142.77	143.29	3981.0
2011-08-07 19:00:00	CL	Futures	143.27	144.31	143.23	144.1	1870.0
2011-08-07 19:30:00	CL	Futures	144.12	144.63	143.88	143.99	1208.0
2011-08-07 20:00:00	CL	Futures	144.0	144.7	143.83	144.45	1048.0
2011-08-07 20:30:00	CL	Futures	144.43	144.68	143.7	143.85	1022.0
2011-08-07 21:00:00	CL	Futures	143.85	144.17	143.47	143.51	894.0
2011-08-07 21:30:00	CL	Futures	143.52	144.26	143.32	144.24	1093.0
2011-08-07 22:00:00	CL	Futures	144.22	144.68	144.09	144.34	756.0
2011-08-07 22:30:00	CL	Futures	144.33	144.39	143.59	143.59	725.0
2011-08-07 23:00:00	CL	Futures	143.58	143.64	143.12	143.37	998.0
2011-08-07 23:30:00	CL	Futures	143.35	143.37	142.6	142.83	1138.0
2011-08-07 18:00:00	GC	Futures	2341.9	2364.2	2341.9	2354.2	13670.0
2011-08-07 18:30:00	GC	Futures	2354.2	2357.9	2348.6	2352.5	3362.0

> showing 50 of 535 rows — these rows as CSV

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