PREVIEW / futures_30min / 2011-09-25

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-09-25.parquet
  size:    21 KB
  rows:    509

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
2011-09-25 18:00:00	ES	Futures	1125.4	1140.2	1125.4	1139.19	31697.0
2011-09-25 18:30:00	ES	Futures	1139.19	1147.97	1138.94	1144.21	21157.0
2011-09-25 19:00:00	ES	Futures	1144.46	1147.22	1142.96	1146.72	5265.0
2011-09-25 19:30:00	ES	Futures	1146.72	1147.97	1144.21	1146.22	10951.0
2011-09-25 20:00:00	ES	Futures	1146.47	1147.47	1139.7	1139.95	14629.0
2011-09-25 20:30:00	ES	Futures	1140.2	1141.7	1138.69	1139.7	11536.0
2011-09-25 21:00:00	ES	Futures	1139.7	1140.7	1135.18	1137.69	13227.0
2011-09-25 21:30:00	ES	Futures	1137.69	1141.45	1137.19	1139.44	7359.0
2011-09-25 22:00:00	ES	Futures	1139.19	1139.95	1135.93	1139.19	8257.0
2011-09-25 22:30:00	ES	Futures	1139.44	1140.95	1138.19	1138.44	3482.0
2011-09-25 23:00:00	ES	Futures	1138.69	1140.45	1137.69	1137.69	3862.0
2011-09-25 23:30:00	ES	Futures	1137.94	1138.44	1133.68	1133.93	6286.0
2011-09-25 18:00:00	NQ	Futures	2526.28	2553.67	2522.53	2552.23	1146.0
2011-09-25 18:30:00	NQ	Futures	2552.23	2568.38	2551.65	2561.17	1155.0
2011-09-25 19:00:00	NQ	Futures	2560.59	2566.65	2558.57	2566.07	325.0
2011-09-25 19:30:00	NQ	Futures	2565.78	2566.65	2558.86	2563.76	1122.0
2011-09-25 20:00:00	NQ	Futures	2564.05	2566.07	2548.48	2548.48	1419.0
2011-09-25 20:30:00	NQ	Futures	2548.48	2551.65	2544.16	2545.89	1256.0
2011-09-25 21:00:00	NQ	Futures	2547.62	2549.06	2537.81	2543.0	1220.0
2011-09-25 21:30:00	NQ	Futures	2543.0	2549.64	2540.99	2546.18	622.0
2011-09-25 22:00:00	NQ	Futures	2545.89	2547.33	2539.26	2545.89	838.0
2011-09-25 22:30:00	NQ	Futures	2545.89	2549.64	2543.58	2543.87	319.0
2011-09-25 23:00:00	NQ	Futures	2544.16	2548.48	2542.14	2542.72	233.0
2011-09-25 23:30:00	NQ	Futures	2542.72	2543.58	2534.35	2534.64	652.0
2011-09-25 18:00:00	YM	Futures	10475.7	10587.0	10459.0	10583.0	544.0
2011-09-25 18:30:00	YM	Futures	10578.1	10655.9	10577.1	10616.5	832.0
2011-09-25 19:00:00	YM	Futures	10613.6	10641.1	10610.6	10641.1	140.0
2011-09-25 19:30:00	YM	Futures	10641.1	10647.0	10620.5	10640.1	349.0
2011-09-25 20:00:00	YM	Futures	10639.2	10642.1	10580.1	10581.1	529.0
2011-09-25 20:30:00	YM	Futures	10582.1	10593.9	10565.3	10573.2	630.0
2011-09-25 21:00:00	YM	Futures	10578.1	10585.0	10541.7	10562.4	621.0
2011-09-25 21:30:00	YM	Futures	10559.4	10589.9	10558.4	10573.2	354.0
2011-09-25 22:00:00	YM	Futures	10568.3	10580.1	10543.7	10574.2	502.0
2011-09-25 22:30:00	YM	Futures	10572.2	10588.0	10563.3	10563.3	231.0
2011-09-25 23:00:00	YM	Futures	10563.3	10581.1	10558.4	10558.4	280.0
2011-09-25 23:30:00	YM	Futures	10559.4	10562.4	10526.9	10527.9	459.0
2011-09-25 18:00:00	CL	Futures	134.81	136.5	134.74	136.44	2089.0
2011-09-25 18:30:00	CL	Futures	136.4	136.86	136.11	136.66	967.0
2011-09-25 19:00:00	CL	Futures	136.59	136.69	136.4	136.67	398.0
2011-09-25 19:30:00	CL	Futures	136.66	136.72	136.45	136.55	515.0
2011-09-25 20:00:00	CL	Futures	136.52	136.6	135.91	135.93	1146.0
2011-09-25 20:30:00	CL	Futures	135.91	136.13	135.5	135.78	953.0
2011-09-25 21:00:00	CL	Futures	135.79	135.94	135.06	135.27	1405.0
2011-09-25 21:30:00	CL	Futures	135.25	135.64	135.23	135.27	1357.0
2011-09-25 22:00:00	CL	Futures	135.27	135.54	135.12	135.35	1348.0
2011-09-25 22:30:00	CL	Futures	135.35	135.57	135.17	135.39	730.0
2011-09-25 23:00:00	CL	Futures	135.37	135.59	135.25	135.3	338.0
2011-09-25 23:30:00	CL	Futures	135.28	135.3	134.76	134.84	737.0
2011-09-25 18:00:00	GC	Futures	2311.7	2311.7	2278.7	2278.8	3855.0
2011-09-25 18:30:00	GC	Futures	2279.5	2290.1	2273.0	2290.1	2243.0

> showing 50 of 509 rows — these rows as CSV

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