PREVIEW / futures_30min / 2011-09-04

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-09-04.parquet
  size:    16 KB
  rows:    364

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
2011-09-04 18:00:00	ES	Futures	1162.23	1163.23	1157.49	1159.99	14479.0
2011-09-04 18:30:00	ES	Futures	1160.23	1161.48	1159.99	1160.48	2775.0
2011-09-04 19:00:00	ES	Futures	1160.48	1161.23	1158.99	1160.23	2132.0
2011-09-04 19:30:00	ES	Futures	1160.48	1163.73	1159.99	1163.23	2728.0
2011-09-04 20:00:00	ES	Futures	1163.48	1163.98	1161.23	1161.73	4271.0
2011-09-04 20:30:00	ES	Futures	1161.73	1161.98	1159.24	1159.49	3576.0
2011-09-04 21:00:00	ES	Futures	1159.74	1160.48	1157.99	1159.74	3867.0
2011-09-04 21:30:00	ES	Futures	1159.74	1162.23	1159.74	1160.23	3016.0
2011-09-04 22:00:00	ES	Futures	1160.48	1161.48	1159.24	1159.99	1497.0
2011-09-04 22:30:00	ES	Futures	1159.99	1160.48	1159.49	1160.23	1376.0
2011-09-04 23:00:00	ES	Futures	1160.48	1161.23	1159.99	1160.98	859.0
2011-09-04 23:30:00	ES	Futures	1160.48	1161.73	1160.48	1160.98	1114.0
2011-09-04 18:00:00	NQ	Futures	2485.72	2485.72	2474.78	2479.1	707.0
2011-09-04 18:30:00	NQ	Futures	2479.39	2481.69	2479.39	2480.25	77.0
2011-09-04 19:00:00	NQ	Futures	2480.25	2481.4	2477.08	2479.39	95.0
2011-09-04 19:30:00	NQ	Futures	2479.39	2484.57	2479.39	2483.41	55.0
2011-09-04 20:00:00	NQ	Futures	2484.57	2485.72	2481.69	2481.69	96.0
2011-09-04 20:30:00	NQ	Futures	2482.26	2483.41	2477.37	2477.95	128.0
2011-09-04 21:00:00	NQ	Futures	2478.23	2478.52	2475.64	2478.23	91.0
2011-09-04 21:30:00	NQ	Futures	2478.23	2482.55	2478.23	2480.82	96.0
2011-09-04 22:00:00	NQ	Futures	2480.54	2482.26	2478.23	2479.39	145.0
2011-09-04 22:30:00	NQ	Futures	2479.67	2479.96	2477.66	2478.81	75.0
2011-09-04 23:00:00	NQ	Futures	2479.39	2480.82	2477.66	2480.82	119.0
2011-09-04 23:30:00	NQ	Futures	2481.4	2482.26	2479.96	2480.54	47.0
2011-09-04 18:00:00	YM	Futures	10833.5	10843.2	10780.2	10795.7	267.0
2011-09-04 18:30:00	YM	Futures	10802.5	10809.3	10801.5	10802.5	48.0
2011-09-04 19:00:00	YM	Futures	10804.4	10805.4	10793.8	10802.5	37.0
2011-09-04 19:30:00	YM	Futures	10799.6	10825.7	10799.6	10820.9	38.0
2011-09-04 20:00:00	YM	Futures	10823.8	10830.6	10814.1	10814.1	152.0
2011-09-04 20:30:00	YM	Futures	10814.1	10819.0	10797.7	10798.6	76.0
2011-09-04 21:00:00	YM	Futures	10799.6	10803.5	10788.0	10801.5	122.0
2011-09-04 21:30:00	YM	Futures	10801.5	10817.0	10801.5	10803.5	153.0
2011-09-04 22:00:00	YM	Futures	10802.5	10812.2	10788.9	10800.6	126.0
2011-09-04 22:30:00	YM	Futures	10800.6	10802.5	10794.7	10801.5	103.0
2011-09-04 23:00:00	YM	Futures	10801.5	10808.3	10801.5	10804.4	35.0
2011-09-04 23:30:00	YM	Futures	10802.5	10810.2	10802.5	10808.3	81.0
2011-09-04 18:00:00	CL	Futures	146.49	146.55	145.76	145.81	677.0
2011-09-04 18:30:00	CL	Futures	145.84	146.05	145.62	145.62	302.0
2011-09-04 19:00:00	CL	Futures	145.64	145.69	145.54	145.61	242.0
2011-09-04 19:30:00	CL	Futures	145.61	145.71	145.45	145.66	208.0
2011-09-04 20:00:00	CL	Futures	145.69	145.69	145.49	145.54	167.0
2011-09-04 20:30:00	CL	Futures	145.52	145.62	145.17	145.27	402.0
2011-09-04 21:00:00	CL	Futures	145.27	145.54	145.25	145.39	317.0
2011-09-04 21:30:00	CL	Futures	145.37	145.66	145.37	145.49	302.0
2011-09-04 22:00:00	CL	Futures	145.52	145.67	145.42	145.49	166.0
2011-09-04 22:30:00	CL	Futures	145.49	145.49	145.25	145.44	175.0
2011-09-04 23:00:00	CL	Futures	145.45	145.45	145.25	145.42	239.0
2011-09-04 23:30:00	CL	Futures	145.42	145.44	145.33	145.37	194.0
2011-09-04 18:00:00	GC	Futures	2617.9	2635.8	2617.8	2633.0	3641.0
2011-09-04 18:30:00	GC	Futures	2633.4	2636.6	2629.4	2631.9	960.0

> showing 50 of 364 rows — these rows as CSV

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