PREVIEW / futures_30min / 2011-10-16

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-10-16.parquet
  size:    20 KB
  rows:    488

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
2011-10-16 18:00:00	ES	Futures	1221.94	1225.71	1221.94	1225.2	10680.0
2011-10-16 18:30:00	ES	Futures	1224.95	1225.71	1224.2	1224.95	2249.0
2011-10-16 19:00:00	ES	Futures	1225.2	1226.71	1225.2	1225.96	3603.0
2011-10-16 19:30:00	ES	Futures	1226.21	1226.71	1224.95	1225.2	2444.0
2011-10-16 20:00:00	ES	Futures	1225.45	1228.21	1225.2	1227.96	7556.0
2011-10-16 20:30:00	ES	Futures	1228.21	1228.46	1226.96	1227.71	3893.0
2011-10-16 21:00:00	ES	Futures	1227.46	1227.71	1226.21	1226.96	4551.0
2011-10-16 21:30:00	ES	Futures	1226.96	1230.72	1226.71	1229.47	11313.0
2011-10-16 22:00:00	ES	Futures	1229.47	1231.47	1229.22	1230.22	9965.0
2011-10-16 22:30:00	ES	Futures	1230.47	1230.47	1229.22	1229.22	2094.0
2011-10-16 23:00:00	ES	Futures	1229.22	1230.47	1228.21	1228.97	2945.0
2011-10-16 23:30:00	ES	Futures	1228.97	1230.22	1228.97	1229.47	2487.0
2011-10-16 18:00:00	NQ	Futures	2730.13	2736.47	2727.53	2735.32	788.0
2011-10-16 18:30:00	NQ	Futures	2734.74	2735.89	2731.86	2733.87	163.0
2011-10-16 19:00:00	NQ	Futures	2733.87	2736.18	2733.87	2734.74	135.0
2011-10-16 19:30:00	NQ	Futures	2735.32	2735.6	2732.72	2733.59	102.0
2011-10-16 20:00:00	NQ	Futures	2733.59	2737.62	2733.01	2737.05	391.0
2011-10-16 20:30:00	NQ	Futures	2737.33	2737.91	2735.89	2736.47	229.0
2011-10-16 21:00:00	NQ	Futures	2736.76	2736.76	2734.74	2736.18	348.0
2011-10-16 21:30:00	NQ	Futures	2735.89	2744.54	2735.6	2740.79	1485.0
2011-10-16 22:00:00	NQ	Futures	2741.08	2743.68	2741.08	2741.95	593.0
2011-10-16 22:30:00	NQ	Futures	2741.66	2742.24	2740.22	2740.79	254.0
2011-10-16 23:00:00	NQ	Futures	2740.22	2742.81	2738.2	2739.64	344.0
2011-10-16 23:30:00	NQ	Futures	2739.93	2741.95	2739.64	2740.51	183.0
2011-10-16 18:00:00	YM	Futures	11380.5	11414.0	11380.5	11404.2	247.0
2011-10-16 18:30:00	YM	Futures	11406.1	11410.1	11398.3	11405.1	65.0
2011-10-16 19:00:00	YM	Futures	11406.1	11418.9	11406.1	11414.0	177.0
2011-10-16 19:30:00	YM	Futures	11414.0	11415.0	11405.1	11408.1	207.0
2011-10-16 20:00:00	YM	Futures	11408.1	11428.8	11407.1	11428.8	360.0
2011-10-16 20:30:00	YM	Futures	11426.8	11433.7	11420.9	11425.8	188.0
2011-10-16 21:00:00	YM	Futures	11424.8	11424.8	11413.0	11417.9	146.0
2011-10-16 21:30:00	YM	Futures	11417.0	11461.3	11416.0	11442.6	671.0
2011-10-16 22:00:00	YM	Futures	11446.5	11456.3	11440.6	11448.5	410.0
2011-10-16 22:30:00	YM	Futures	11449.5	11450.4	11443.5	11445.5	271.0
2011-10-16 23:00:00	YM	Futures	11444.5	11455.4	11434.7	11438.6	316.0
2011-10-16 23:30:00	YM	Futures	11440.6	11449.5	11439.6	11441.6	249.0
2011-10-16 18:00:00	CL	Futures	147.73	148.25	147.56	148.23	294.0
2011-10-16 18:30:00	CL	Futures	148.16	148.18	147.73	147.88	159.0
2011-10-16 19:00:00	CL	Futures	147.91	148.03	147.76	147.78	55.0
2011-10-16 19:30:00	CL	Futures	147.83	147.94	147.78	147.83	45.0
2011-10-16 20:00:00	CL	Futures	147.78	147.96	147.61	147.78	102.0
2011-10-16 20:30:00	CL	Futures	147.83	147.84	147.52	147.66	106.0
2011-10-16 21:00:00	CL	Futures	147.64	147.64	147.17	147.29	279.0
2011-10-16 21:30:00	CL	Futures	147.3	147.69	147.3	147.66	209.0
2011-10-16 22:00:00	CL	Futures	147.66	147.68	147.41	147.68	146.0
2011-10-16 22:30:00	CL	Futures	147.74	147.74	147.32	147.46	221.0
2011-10-16 23:00:00	CL	Futures	147.39	147.56	147.1	147.14	68.0
2011-10-16 23:30:00	CL	Futures	147.17	147.32	147.1	147.15	145.0
2011-10-16 18:00:00	GC	Futures	2344.9	2347.5	2342.3	2344.7	715.0
2011-10-16 18:30:00	GC	Futures	2344.7	2345.4	2342.5	2343.2	118.0

> showing 50 of 488 rows — these rows as CSV

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