PREVIEW / futures_30min / 2011-10-23

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-10-23.parquet
  size:    21 KB
  rows:    506

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
2011-10-23 18:00:00	ES	Futures	1233.48	1234.48	1230.47	1232.23	15937.0
2011-10-23 18:30:00	ES	Futures	1232.23	1233.73	1231.72	1232.98	1728.0
2011-10-23 19:00:00	ES	Futures	1232.98	1233.73	1232.48	1232.73	1653.0
2011-10-23 19:30:00	ES	Futures	1232.73	1237.99	1232.48	1237.49	5969.0
2011-10-23 20:00:00	ES	Futures	1237.24	1237.99	1236.24	1236.49	3550.0
2011-10-23 20:30:00	ES	Futures	1236.24	1236.49	1233.73	1234.23	5173.0
2011-10-23 21:00:00	ES	Futures	1234.23	1235.23	1233.73	1233.98	5430.0
2011-10-23 21:30:00	ES	Futures	1233.98	1235.74	1232.98	1235.48	4379.0
2011-10-23 22:00:00	ES	Futures	1235.48	1236.74	1234.98	1235.48	2736.0
2011-10-23 22:30:00	ES	Futures	1235.74	1238.24	1235.48	1237.24	3622.0
2011-10-23 23:00:00	ES	Futures	1237.24	1239.5	1236.99	1239.25	4415.0
2011-10-23 23:30:00	ES	Futures	1239.25	1245.26	1239.0	1244.76	12625.0
2011-10-23 18:00:00	NQ	Futures	2683.42	2683.99	2675.92	2680.25	1112.0
2011-10-23 18:30:00	NQ	Futures	2679.67	2682.55	2679.38	2680.82	43.0
2011-10-23 19:00:00	NQ	Futures	2680.82	2683.13	2680.25	2680.53	61.0
2011-10-23 19:30:00	NQ	Futures	2680.25	2691.78	2680.25	2689.76	290.0
2011-10-23 20:00:00	NQ	Futures	2689.47	2690.91	2686.88	2687.45	172.0
2011-10-23 20:30:00	NQ	Futures	2686.59	2688.32	2682.55	2683.71	236.0
2011-10-23 21:00:00	NQ	Futures	2683.71	2685.15	2682.26	2683.13	281.0
2011-10-23 21:30:00	NQ	Futures	2683.13	2687.17	2681.69	2686.3	453.0
2011-10-23 22:00:00	NQ	Futures	2686.3	2688.32	2685.15	2686.01	287.0
2011-10-23 22:30:00	NQ	Futures	2686.01	2692.07	2686.01	2690.34	408.0
2011-10-23 23:00:00	NQ	Futures	2690.34	2694.37	2688.9	2694.37	439.0
2011-10-23 23:30:00	NQ	Futures	2694.37	2703.89	2692.93	2703.6	1115.0
2011-10-23 18:00:00	YM	Futures	11536.1	11546.9	11506.6	11526.2	547.0
2011-10-23 18:30:00	YM	Futures	11523.3	11536.1	11522.3	11533.1	192.0
2011-10-23 19:00:00	YM	Futures	11529.2	11541.0	11528.2	11530.2	254.0
2011-10-23 19:30:00	YM	Futures	11528.2	11578.4	11528.2	11571.5	378.0
2011-10-23 20:00:00	YM	Futures	11572.5	11576.5	11562.7	11563.7	201.0
2011-10-23 20:30:00	YM	Futures	11561.7	11566.6	11541.0	11543.0	486.0
2011-10-23 21:00:00	YM	Futures	11544.0	11553.8	11540.0	11543.0	506.0
2011-10-23 21:30:00	YM	Futures	11545.0	11556.8	11534.1	11552.8	310.0
2011-10-23 22:00:00	YM	Futures	11552.8	11564.6	11549.9	11554.8	450.0
2011-10-23 22:30:00	YM	Futures	11555.8	11576.5	11555.8	11570.6	400.0
2011-10-23 23:00:00	YM	Futures	11571.5	11585.3	11566.6	11585.3	263.0
2011-10-23 23:30:00	YM	Futures	11583.4	11641.4	11583.4	11639.5	2022.0
2011-10-23 18:00:00	CL	Futures	146.85	147.39	146.76	146.95	1044.0
2011-10-23 18:30:00	CL	Futures	146.95	147.15	146.83	146.98	210.0
2011-10-23 19:00:00	CL	Futures	146.97	147.19	146.81	146.95	251.0
2011-10-23 19:30:00	CL	Futures	147.02	147.61	146.98	147.51	290.0
2011-10-23 20:00:00	CL	Futures	147.51	148.2	147.41	148.2	567.0
2011-10-23 20:30:00	CL	Futures	148.11	148.28	147.73	147.81	475.0
2011-10-23 21:00:00	CL	Futures	147.81	148.11	147.47	147.59	598.0
2011-10-23 21:30:00	CL	Futures	147.62	147.89	147.44	147.89	438.0
2011-10-23 22:00:00	CL	Futures	147.88	147.91	147.64	147.66	290.0
2011-10-23 22:30:00	CL	Futures	147.68	148.57	147.66	148.35	727.0
2011-10-23 23:00:00	CL	Futures	148.38	148.57	148.2	148.37	421.0
2011-10-23 23:30:00	CL	Futures	148.42	148.86	148.42	148.81	538.0
2011-10-23 18:00:00	GC	Futures	2288.0	2288.6	2281.2	2284.1	624.0
2011-10-23 18:30:00	GC	Futures	2283.2	2286.8	2282.6	2285.5	203.0

> showing 50 of 506 rows — these rows as CSV

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