PREVIEW / futures_30min / 2011-08-21

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-08-21.parquet
  size:    20 KB
  rows:    483

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
2011-08-21 18:00:00	ES	Futures	1119.33	1120.08	1108.61	1111.85	25348.0
2011-08-21 18:30:00	ES	Futures	1111.85	1114.09	1111.6	1113.1	3520.0
2011-08-21 19:00:00	ES	Futures	1113.35	1116.59	1111.85	1112.85	4748.0
2011-08-21 19:30:00	ES	Futures	1112.6	1115.84	1112.6	1115.84	2983.0
2011-08-21 20:00:00	ES	Futures	1115.84	1118.83	1115.59	1116.59	10394.0
2011-08-21 20:30:00	ES	Futures	1116.59	1116.84	1113.6	1116.09	5447.0
2011-08-21 21:00:00	ES	Futures	1115.84	1120.58	1114.59	1120.33	9520.0
2011-08-21 21:30:00	ES	Futures	1120.33	1127.06	1119.08	1126.07	14636.0
2011-08-21 22:00:00	ES	Futures	1126.32	1130.06	1124.57	1125.07	10153.0
2011-08-21 22:30:00	ES	Futures	1125.32	1127.06	1122.57	1123.32	5831.0
2011-08-21 23:00:00	ES	Futures	1123.07	1123.57	1118.33	1118.33	6587.0
2011-08-21 23:30:00	ES	Futures	1118.33	1120.33	1116.84	1119.33	5139.0
2011-08-21 18:00:00	NQ	Futures	2349.32	2349.32	2327.73	2332.34	1196.0
2011-08-21 18:30:00	NQ	Futures	2332.05	2337.52	2332.05	2334.93	104.0
2011-08-21 19:00:00	NQ	Futures	2335.5	2341.26	2332.34	2333.78	226.0
2011-08-21 19:30:00	NQ	Futures	2334.06	2340.97	2334.06	2340.97	197.0
2011-08-21 20:00:00	NQ	Futures	2340.68	2345.86	2340.4	2340.97	420.0
2011-08-21 20:30:00	NQ	Futures	2340.11	2341.83	2334.93	2340.97	351.0
2011-08-21 21:00:00	NQ	Futures	2340.97	2352.19	2339.53	2350.47	692.0
2011-08-21 21:30:00	NQ	Futures	2350.75	2363.99	2348.74	2361.98	697.0
2011-08-21 22:00:00	NQ	Futures	2361.98	2368.31	2357.09	2359.1	636.0
2011-08-21 22:30:00	NQ	Futures	2359.39	2363.7	2355.07	2355.36	425.0
2011-08-21 23:00:00	NQ	Futures	2355.07	2357.09	2345.29	2345.29	421.0
2011-08-21 23:30:00	NQ	Futures	2345.86	2350.47	2342.7	2347.88	404.0
2011-08-21 18:00:00	YM	Futures	10461.6	10461.6	10374.5	10388.0	1228.0
2011-08-21 18:30:00	YM	Futures	10394.8	10412.2	10389.0	10402.5	270.0
2011-08-21 19:00:00	YM	Futures	10401.6	10426.8	10392.9	10402.5	253.0
2011-08-21 19:30:00	YM	Futures	10399.6	10423.9	10399.6	10423.9	170.0
2011-08-21 20:00:00	YM	Futures	10424.8	10452.9	10422.9	10433.5	369.0
2011-08-21 20:30:00	YM	Futures	10434.5	10435.5	10410.3	10424.8	237.0
2011-08-21 21:00:00	YM	Futures	10426.8	10466.5	10416.1	10466.5	414.0
2011-08-21 21:30:00	YM	Futures	10464.5	10532.3	10457.7	10517.8	676.0
2011-08-21 22:00:00	YM	Futures	10523.6	10543.9	10502.3	10507.1	486.0
2011-08-21 22:30:00	YM	Futures	10508.1	10522.6	10484.9	10488.7	304.0
2011-08-21 23:00:00	YM	Futures	10487.8	10493.6	10451.0	10451.9	401.0
2011-08-21 23:30:00	YM	Futures	10450.0	10468.4	10440.3	10454.8	245.0
2011-08-21 18:00:00	CL	Futures	139.39	140.27	138.29	138.54	2599.0
2011-08-21 18:30:00	CL	Futures	138.56	138.9	138.37	138.76	1028.0
2011-08-21 19:00:00	CL	Futures	138.78	138.9	138.51	138.54	609.0
2011-08-21 19:30:00	CL	Futures	138.56	138.56	138.2	138.49	849.0
2011-08-21 20:00:00	CL	Futures	138.51	139.62	138.27	139.34	1685.0
2011-08-21 20:30:00	CL	Futures	139.32	139.32	138.83	138.91	844.0
2011-08-21 21:00:00	CL	Futures	138.9	139.76	138.85	139.76	1220.0
2011-08-21 21:30:00	CL	Futures	139.78	140.96	139.73	140.76	1836.0
2011-08-21 22:00:00	CL	Futures	140.76	141.22	140.49	140.69	1206.0
2011-08-21 22:30:00	CL	Futures	140.71	140.79	140.23	140.3	654.0
2011-08-21 23:00:00	CL	Futures	140.3	140.37	139.49	139.73	885.0
2011-08-21 23:30:00	CL	Futures	139.74	139.81	139.37	139.42	772.0
2011-08-21 18:00:00	GC	Futures	2594.3	2609.0	2587.4	2608.1	4751.0
2011-08-21 18:30:00	GC	Futures	2607.9	2616.7	2607.8	2610.7	2895.0

> showing 50 of 483 rows — these rows as CSV

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