PREVIEW / futures_30min / 2011-08-28

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-08-28.parquet
  size:    19 KB
  rows:    455

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
2011-08-28 18:00:00	ES	Futures	1172.7	1173.45	1169.46	1173.2	6992.0
2011-08-28 18:30:00	ES	Futures	1173.2	1176.94	1172.7	1173.2	4951.0
2011-08-28 19:00:00	ES	Futures	1173.2	1173.2	1172.46	1172.7	1096.0
2011-08-28 19:30:00	ES	Futures	1172.46	1175.7	1172.21	1174.45	3472.0
2011-08-28 20:00:00	ES	Futures	1174.7	1176.7	1172.95	1173.7	5538.0
2011-08-28 20:30:00	ES	Futures	1173.7	1174.7	1172.7	1174.45	2295.0
2011-08-28 21:00:00	ES	Futures	1174.7	1181.93	1174.2	1181.43	9849.0
2011-08-28 21:30:00	ES	Futures	1181.68	1182.93	1179.44	1180.44	7003.0
2011-08-28 22:00:00	ES	Futures	1180.69	1181.43	1178.44	1180.94	4690.0
2011-08-28 22:30:00	ES	Futures	1180.94	1181.93	1179.69	1181.43	2575.0
2011-08-28 23:00:00	ES	Futures	1181.43	1181.68	1180.69	1180.94	1074.0
2011-08-28 23:30:00	ES	Futures	1180.69	1182.93	1180.19	1182.18	2138.0
2011-08-28 18:00:00	NQ	Futures	2490.9	2492.62	2483.99	2490.9	313.0
2011-08-28 18:30:00	NQ	Futures	2491.18	2496.65	2490.03	2491.47	331.0
2011-08-28 19:00:00	NQ	Futures	2490.9	2491.47	2489.17	2490.03	79.0
2011-08-28 19:30:00	NQ	Futures	2490.32	2496.65	2489.75	2493.77	200.0
2011-08-28 20:00:00	NQ	Futures	2495.21	2496.94	2489.17	2490.32	590.0
2011-08-28 20:30:00	NQ	Futures	2491.18	2493.49	2488.59	2492.62	219.0
2011-08-28 21:00:00	NQ	Futures	2493.2	2503.85	2492.05	2503.56	1297.0
2011-08-28 21:30:00	NQ	Futures	2503.56	2506.15	2500.1	2501.83	389.0
2011-08-28 22:00:00	NQ	Futures	2502.41	2503.85	2498.67	2502.98	241.0
2011-08-28 22:30:00	NQ	Futures	2503.85	2505.86	2500.39	2503.85	157.0
2011-08-28 23:00:00	NQ	Futures	2503.85	2505.57	2502.69	2504.13	86.0
2011-08-28 23:30:00	NQ	Futures	2503.85	2507.3	2502.41	2505.86	111.0
2011-08-28 18:00:00	YM	Futures	10910.0	10922.6	10890.6	10915.8	200.0
2011-08-28 18:30:00	YM	Futures	10918.7	10945.8	10915.8	10918.7	268.0
2011-08-28 19:00:00	YM	Futures	10919.7	10920.6	10913.9	10917.7	25.0
2011-08-28 19:30:00	YM	Futures	10914.8	10941.9	10913.9	10932.3	71.0
2011-08-28 20:00:00	YM	Futures	10933.2	10948.7	10920.6	10924.5	166.0
2011-08-28 20:30:00	YM	Futures	10926.5	10933.2	10916.8	10929.4	70.0
2011-08-28 21:00:00	YM	Futures	10933.2	10990.4	10933.2	10989.4	366.0
2011-08-28 21:30:00	YM	Futures	10989.4	11000.0	10973.9	10982.6	232.0
2011-08-28 22:00:00	YM	Futures	10983.6	10989.4	10962.3	10979.7	184.0
2011-08-28 22:30:00	YM	Futures	10984.6	10990.4	10974.9	10988.4	108.0
2011-08-28 23:00:00	YM	Futures	10988.4	10988.4	10980.7	10984.6	47.0
2011-08-28 23:30:00	YM	Futures	10980.7	10998.1	10979.7	10992.3	106.0
2011-08-28 18:00:00	CL	Futures	144.57	145.23	144.28	145.03	616.0
2011-08-28 18:30:00	CL	Futures	145.0	145.06	144.88	145.03	168.0
2011-08-28 19:00:00	CL	Futures	145.03	145.06	144.88	145.03	123.0
2011-08-28 19:30:00	CL	Futures	145.01	145.08	144.88	145.03	175.0
2011-08-28 20:00:00	CL	Futures	145.01	145.03	144.54	144.59	393.0
2011-08-28 20:30:00	CL	Futures	144.57	144.59	144.35	144.49	326.0
2011-08-28 21:00:00	CL	Futures	144.45	144.81	144.2	144.64	494.0
2011-08-28 21:30:00	CL	Futures	144.66	144.67	144.45	144.56	228.0
2011-08-28 22:00:00	CL	Futures	144.56	144.91	144.5	144.52	337.0
2011-08-28 22:30:00	CL	Futures	144.52	144.67	144.37	144.62	349.0
2011-08-28 23:00:00	CL	Futures	144.62	144.78	144.54	144.66	82.0
2011-08-28 23:30:00	CL	Futures	144.69	144.79	144.66	144.71	107.0
2011-08-28 18:00:00	GC	Futures	2562.4	2564.5	2549.3	2558.1	3305.0
2011-08-28 18:30:00	GC	Futures	2558.1	2558.5	2543.0	2545.1	2309.0

> showing 50 of 455 rows — these rows as CSV

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