PREVIEW / futures_30min / 2011-09-11

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-09-11.parquet
  size:    18 KB
  rows:    454

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
2011-09-11 18:00:00	ES	Futures	1140.78	1144.02	1138.29	1143.77	8114.0
2011-09-11 18:30:00	ES	Futures	1143.77	1145.52	1142.78	1144.02	1581.0
2011-09-11 19:00:00	ES	Futures	1143.77	1146.77	1143.77	1145.52	1818.0
2011-09-11 19:30:00	ES	Futures	1145.52	1146.52	1144.27	1145.27	2778.0
2011-09-11 20:00:00	ES	Futures	1145.27	1148.01	1144.52	1144.77	3564.0
2011-09-11 20:30:00	ES	Futures	1144.77	1146.77	1144.77	1145.27	701.0
2011-09-11 21:00:00	ES	Futures	1145.27	1145.52	1143.03	1143.27	1669.0
2011-09-11 21:30:00	ES	Futures	1143.52	1145.77	1142.78	1145.02	2144.0
2011-09-11 22:00:00	ES	Futures	1145.02	1145.02	1142.03	1142.03	1111.0
2011-09-11 22:30:00	ES	Futures	1142.03	1146.02	1141.03	1145.52	1925.0
2011-09-11 23:00:00	ES	Futures	1145.52	1146.02	1143.52	1144.77	972.0
2011-09-11 23:30:00	ES	Futures	1144.77	1146.27	1144.77	1145.02	1287.0
2011-09-11 18:00:00	NQ	Futures	2486.0	2486.0	2463.85	2476.8	455.0
2011-09-11 18:30:00	NQ	Futures	2477.08	2481.11	2475.36	2477.37	93.0
2011-09-11 19:00:00	NQ	Futures	2479.1	2483.99	2478.23	2482.84	66.0
2011-09-11 19:30:00	NQ	Futures	2483.99	2484.28	2480.82	2481.69	10.0
2011-09-11 20:00:00	NQ	Futures	2482.84	2487.44	2480.82	2481.11	350.0
2011-09-11 20:30:00	NQ	Futures	2481.69	2485.14	2480.54	2481.98	105.0
2011-09-11 21:00:00	NQ	Futures	2482.26	2482.55	2477.08	2478.52	127.0
2011-09-11 21:30:00	NQ	Futures	2479.39	2483.7	2477.08	2481.69	120.0
2011-09-11 22:00:00	NQ	Futures	2481.4	2481.69	2476.51	2476.51	45.0
2011-09-11 22:30:00	NQ	Futures	2476.22	2483.7	2475.07	2483.41	148.0
2011-09-11 23:00:00	NQ	Futures	2482.26	2483.7	2479.1	2481.69	61.0
2011-09-11 23:30:00	NQ	Futures	2481.98	2485.43	2481.98	2482.84	82.0
2011-09-11 18:00:00	YM	Futures	10678.5	10683.5	10638.2	10679.5	526.0
2011-09-11 18:30:00	YM	Futures	10683.5	10697.2	10676.6	10684.4	262.0
2011-09-11 19:00:00	YM	Futures	10686.4	10708.1	10686.4	10695.3	132.0
2011-09-11 19:30:00	YM	Futures	10697.2	10705.1	10688.4	10694.3	168.0
2011-09-11 20:00:00	YM	Futures	10699.2	10716.9	10690.4	10691.3	314.0
2011-09-11 20:30:00	YM	Futures	10693.3	10706.1	10690.4	10692.3	57.0
2011-09-11 21:00:00	YM	Futures	10695.3	10695.3	10673.6	10678.5	109.0
2011-09-11 21:30:00	YM	Futures	10678.5	10695.3	10673.6	10691.3	128.0
2011-09-11 22:00:00	YM	Futures	10690.4	10690.4	10667.7	10667.7	70.0
2011-09-11 22:30:00	YM	Futures	10669.7	10694.3	10658.8	10692.3	330.0
2011-09-11 23:00:00	YM	Futures	10691.3	10696.3	10677.6	10684.4	130.0
2011-09-11 23:30:00	YM	Futures	10689.4	10702.2	10689.4	10691.3	105.0
2011-09-11 18:00:00	CL	Futures	146.89	146.99	146.0	146.45	1054.0
2011-09-11 18:30:00	CL	Futures	146.44	146.55	146.27	146.5	335.0
2011-09-11 19:00:00	CL	Futures	146.5	146.72	146.5	146.67	299.0
2011-09-11 19:30:00	CL	Futures	146.66	146.74	146.13	146.23	334.0
2011-09-11 20:00:00	CL	Futures	146.25	146.61	146.13	146.3	382.0
2011-09-11 20:30:00	CL	Futures	146.28	146.4	145.96	146.0	372.0
2011-09-11 21:00:00	CL	Futures	146.0	146.05	145.55	145.74	510.0
2011-09-11 21:30:00	CL	Futures	145.72	145.98	145.67	145.71	302.0
2011-09-11 22:00:00	CL	Futures	145.78	145.89	145.62	145.83	187.0
2011-09-11 22:30:00	CL	Futures	145.83	146.08	145.62	146.01	293.0
2011-09-11 23:00:00	CL	Futures	146.03	146.11	145.79	145.96	193.0
2011-09-11 23:30:00	CL	Futures	146.0	146.06	145.94	145.96	215.0
2011-09-11 18:00:00	GC	Futures	2593.3	2597.5	2586.3	2588.0	1468.0
2011-09-11 18:30:00	GC	Futures	2587.4	2588.3	2579.9	2587.6	931.0

> showing 50 of 454 rows — these rows as CSV

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