PREVIEW / futures_30min / 2011-10-09

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-10-09.parquet
  size:    20 KB
  rows:    483

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
2011-10-09 18:00:00	ES	Futures	1161.26	1162.77	1160.01	1161.01	10754.0
2011-10-09 18:30:00	ES	Futures	1161.01	1162.01	1160.76	1161.51	2099.0
2011-10-09 19:00:00	ES	Futures	1161.51	1164.27	1161.01	1163.52	3586.0
2011-10-09 19:30:00	ES	Futures	1163.52	1167.28	1162.51	1166.53	4841.0
2011-10-09 20:00:00	ES	Futures	1166.53	1169.79	1166.53	1167.03	10447.0
2011-10-09 20:30:00	ES	Futures	1167.03	1172.29	1166.78	1171.54	6162.0
2011-10-09 21:00:00	ES	Futures	1171.54	1173.8	1171.54	1172.54	9562.0
2011-10-09 21:30:00	ES	Futures	1172.29	1172.8	1169.28	1170.54	5012.0
2011-10-09 22:00:00	ES	Futures	1170.79	1170.79	1168.78	1169.03	3581.0
2011-10-09 22:30:00	ES	Futures	1169.03	1171.04	1167.78	1168.03	3239.0
2011-10-09 23:00:00	ES	Futures	1168.03	1171.29	1168.03	1169.54	2640.0
2011-10-09 23:30:00	ES	Futures	1170.04	1172.29	1168.78	1171.79	2805.0
2011-10-09 18:00:00	NQ	Futures	2544.16	2549.35	2540.7	2545.89	769.0
2011-10-09 18:30:00	NQ	Futures	2546.46	2548.48	2546.18	2547.33	148.0
2011-10-09 19:00:00	NQ	Futures	2546.46	2552.81	2545.31	2551.94	352.0
2011-10-09 19:30:00	NQ	Futures	2551.94	2558.0	2549.35	2556.84	426.0
2011-10-09 20:00:00	NQ	Futures	2557.42	2563.19	2557.42	2558.57	504.0
2011-10-09 20:30:00	NQ	Futures	2558.57	2568.09	2558.0	2567.8	570.0
2011-10-09 21:00:00	NQ	Futures	2567.8	2577.6	2567.51	2572.7	1812.0
2011-10-09 21:30:00	NQ	Futures	2572.7	2572.99	2566.36	2567.51	473.0
2011-10-09 22:00:00	NQ	Futures	2568.38	2568.66	2564.92	2565.49	461.0
2011-10-09 22:30:00	NQ	Futures	2565.49	2569.24	2563.19	2563.48	257.0
2011-10-09 23:00:00	NQ	Futures	2563.76	2568.66	2563.48	2565.78	269.0
2011-10-09 23:30:00	NQ	Futures	2566.07	2570.97	2564.34	2570.97	251.0
2011-10-09 18:00:00	YM	Futures	10908.9	10937.5	10908.9	10922.7	139.0
2011-10-09 18:30:00	YM	Futures	10919.8	10928.6	10919.8	10923.7	36.0
2011-10-09 19:00:00	YM	Futures	10924.7	10947.3	10920.7	10941.4	185.0
2011-10-09 19:30:00	YM	Futures	10942.4	10971.9	10934.5	10967.0	242.0
2011-10-09 20:00:00	YM	Futures	10969.0	10991.6	10967.0	10975.9	323.0
2011-10-09 20:30:00	YM	Futures	10973.9	11036.9	10973.9	11016.2	518.0
2011-10-09 21:00:00	YM	Futures	11017.2	11035.0	11014.3	11026.1	409.0
2011-10-09 21:30:00	YM	Futures	11027.1	11027.1	10998.5	11006.4	348.0
2011-10-09 22:00:00	YM	Futures	11006.4	11006.4	10987.7	10988.7	249.0
2011-10-09 22:30:00	YM	Futures	10990.6	11003.4	10980.8	10981.8	310.0
2011-10-09 23:00:00	YM	Futures	10981.8	11005.4	10981.8	10994.6	190.0
2011-10-09 23:30:00	YM	Futures	10994.6	11012.3	10988.7	11010.3	241.0
2011-10-09 18:00:00	CL	Futures	140.08	140.74	140.08	140.67	642.0
2011-10-09 18:30:00	CL	Futures	140.68	140.72	140.53	140.67	139.0
2011-10-09 19:00:00	CL	Futures	140.67	141.09	140.6	140.97	416.0
2011-10-09 19:30:00	CL	Futures	140.94	141.24	140.87	141.19	186.0
2011-10-09 20:00:00	CL	Futures	141.14	141.45	141.06	141.4	418.0
2011-10-09 20:30:00	CL	Futures	141.38	141.82	141.26	141.77	494.0
2011-10-09 21:00:00	CL	Futures	141.77	142.14	141.73	141.97	1035.0
2011-10-09 21:30:00	CL	Futures	141.89	142.06	141.62	141.75	368.0
2011-10-09 22:00:00	CL	Futures	141.72	141.82	141.48	141.53	319.0
2011-10-09 22:30:00	CL	Futures	141.5	141.7	141.21	141.21	371.0
2011-10-09 23:00:00	CL	Futures	141.23	141.51	141.11	141.29	457.0
2011-10-09 23:30:00	CL	Futures	141.31	141.62	141.21	141.58	283.0
2011-10-09 18:00:00	GC	Futures	2284.6	2291.5	2283.7	2290.5	487.0
2011-10-09 18:30:00	GC	Futures	2290.4	2291.5	2285.7	2286.6	175.0

> showing 50 of 483 rows — these rows as CSV

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