PREVIEW / futures_30min / 2011-10-02

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-10-02.parquet
  size:    21 KB
  rows:    522

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
2011-10-02 18:00:00	ES	Futures	1126.41	1126.66	1122.89	1125.4	14445.0
2011-10-02 18:30:00	ES	Futures	1125.4	1126.41	1122.89	1126.15	6673.0
2011-10-02 19:00:00	ES	Futures	1126.15	1130.42	1126.15	1129.41	6362.0
2011-10-02 19:30:00	ES	Futures	1129.41	1130.17	1127.91	1129.41	3646.0
2011-10-02 20:00:00	ES	Futures	1129.16	1129.41	1125.9	1127.16	4887.0
2011-10-02 20:30:00	ES	Futures	1127.16	1127.41	1125.15	1126.15	3213.0
2011-10-02 21:00:00	ES	Futures	1126.66	1131.92	1125.9	1131.67	7585.0
2011-10-02 21:30:00	ES	Futures	1131.92	1131.92	1125.65	1125.9	9298.0
2011-10-02 22:00:00	ES	Futures	1126.15	1127.91	1124.15	1124.65	6404.0
2011-10-02 22:30:00	ES	Futures	1124.9	1125.4	1121.89	1122.89	7044.0
2011-10-02 23:00:00	ES	Futures	1123.15	1124.15	1121.64	1123.65	4706.0
2011-10-02 23:30:00	ES	Futures	1123.65	1123.9	1119.89	1120.64	5320.0
2011-10-02 18:00:00	NQ	Futures	2452.47	2452.47	2442.67	2448.72	1429.0
2011-10-02 18:30:00	NQ	Futures	2448.43	2450.45	2444.69	2450.16	272.0
2011-10-02 19:00:00	NQ	Futures	2450.16	2458.81	2450.16	2457.95	554.0
2011-10-02 19:30:00	NQ	Futures	2458.24	2458.81	2453.62	2457.37	443.0
2011-10-02 20:00:00	NQ	Futures	2455.93	2457.08	2450.74	2453.62	896.0
2011-10-02 20:30:00	NQ	Futures	2453.34	2454.2	2450.45	2452.18	525.0
2011-10-02 21:00:00	NQ	Futures	2452.18	2461.99	2451.61	2461.99	598.0
2011-10-02 21:30:00	NQ	Futures	2461.7	2461.99	2449.59	2450.16	961.0
2011-10-02 22:00:00	NQ	Futures	2450.45	2454.78	2446.99	2448.43	446.0
2011-10-02 22:30:00	NQ	Futures	2448.43	2449.01	2444.11	2444.97	837.0
2011-10-02 23:00:00	NQ	Futures	2444.97	2446.42	2441.23	2445.55	559.0
2011-10-02 23:30:00	NQ	Futures	2445.84	2446.13	2438.05	2438.92	677.0
2011-10-02 18:00:00	YM	Futures	10656.9	10664.8	10618.5	10638.2	528.0
2011-10-02 18:30:00	YM	Futures	10638.2	10647.0	10619.5	10646.1	206.0
2011-10-02 19:00:00	YM	Futures	10647.0	10679.5	10647.0	10674.6	352.0
2011-10-02 19:30:00	YM	Futures	10673.6	10678.5	10661.8	10671.6	284.0
2011-10-02 20:00:00	YM	Futures	10669.7	10672.6	10645.1	10654.9	344.0
2011-10-02 20:30:00	YM	Futures	10652.9	10656.9	10638.2	10648.0	199.0
2011-10-02 21:00:00	YM	Futures	10647.0	10693.3	10645.1	10691.3	500.0
2011-10-02 21:30:00	YM	Futures	10689.4	10691.3	10642.1	10646.1	667.0
2011-10-02 22:00:00	YM	Futures	10644.1	10663.8	10630.3	10637.2	389.0
2011-10-02 22:30:00	YM	Futures	10637.2	10638.2	10610.6	10614.5	413.0
2011-10-02 23:00:00	YM	Futures	10614.5	10626.4	10604.7	10625.4	477.0
2011-10-02 23:30:00	YM	Futures	10626.4	10630.3	10595.8	10598.8	582.0
2011-10-02 18:00:00	CL	Futures	133.59	133.61	132.03	132.37	1810.0
2011-10-02 18:30:00	CL	Futures	132.39	132.42	131.87	132.15	774.0
2011-10-02 19:00:00	CL	Futures	132.15	132.68	132.15	132.63	653.0
2011-10-02 19:30:00	CL	Futures	132.63	132.95	132.58	132.83	449.0
2011-10-02 20:00:00	CL	Futures	132.83	132.97	132.54	132.59	548.0
2011-10-02 20:30:00	CL	Futures	132.63	132.9	132.56	132.73	302.0
2011-10-02 21:00:00	CL	Futures	132.73	133.29	132.56	133.22	658.0
2011-10-02 21:30:00	CL	Futures	133.22	133.35	132.86	132.86	906.0
2011-10-02 22:00:00	CL	Futures	132.86	133.0	132.63	132.81	676.0
2011-10-02 22:30:00	CL	Futures	132.85	132.86	132.29	132.46	562.0
2011-10-02 23:00:00	CL	Futures	132.44	132.46	132.14	132.27	590.0
2011-10-02 23:30:00	CL	Futures	132.25	132.25	131.95	132.02	401.0
2011-10-02 18:00:00	GC	Futures	2263.1	2270.5	2256.0	2266.2	1122.0
2011-10-02 18:30:00	GC	Futures	2266.0	2268.7	2261.6	2268.5	452.0

> showing 50 of 522 rows — these rows as CSV

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