PREVIEW / futures_30min / 2011-11-13

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-11-13.parquet
  size:    19 KB
  rows:    494

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
2011-11-13 18:00:00	ES	Futures	1268.08	1274.6	1268.08	1274.35	16974.0
2011-11-13 18:30:00	ES	Futures	1274.1	1274.6	1272.6	1272.85	2615.0
2011-11-13 19:00:00	ES	Futures	1272.85	1272.85	1270.84	1271.34	3572.0
2011-11-13 19:30:00	ES	Futures	1271.34	1272.35	1269.84	1270.59	3455.0
2011-11-13 20:00:00	ES	Futures	1270.34	1272.1	1269.84	1271.84	2961.0
2011-11-13 20:30:00	ES	Futures	1271.84	1272.1	1269.84	1271.09	4600.0
2011-11-13 21:00:00	ES	Futures	1271.09	1272.35	1270.84	1271.59	1645.0
2011-11-13 21:30:00	ES	Futures	1271.59	1273.1	1271.09	1273.1	2481.0
2011-11-13 22:00:00	ES	Futures	1272.85	1274.1	1272.6	1273.85	2659.0
2011-11-13 22:30:00	ES	Futures	1273.85	1274.35	1272.85	1272.85	2703.0
2011-11-13 23:00:00	ES	Futures	1273.1	1273.6	1271.09	1273.1	2523.0
2011-11-13 23:30:00	ES	Futures	1273.1	1273.6	1271.59	1271.84	1592.0
2011-11-13 18:00:00	NQ	Futures	2716.0	2729.26	2715.42	2726.95	1856.0
2011-11-13 18:30:00	NQ	Futures	2727.24	2727.24	2724.36	2724.94	278.0
2011-11-13 19:00:00	NQ	Futures	2724.94	2724.94	2720.61	2721.48	289.0
2011-11-13 19:30:00	NQ	Futures	2721.76	2723.78	2719.75	2720.61	211.0
2011-11-13 20:00:00	NQ	Futures	2721.19	2723.78	2719.17	2723.78	211.0
2011-11-13 20:30:00	NQ	Futures	2723.78	2723.78	2719.46	2721.19	255.0
2011-11-13 21:00:00	NQ	Futures	2721.48	2723.21	2720.61	2721.48	127.0
2011-11-13 21:30:00	NQ	Futures	2721.48	2725.22	2721.48	2725.22	147.0
2011-11-13 22:00:00	NQ	Futures	2725.22	2726.95	2723.49	2724.94	328.0
2011-11-13 22:30:00	NQ	Futures	2724.94	2725.51	2722.05	2722.34	647.0
2011-11-13 23:00:00	NQ	Futures	2722.34	2722.92	2719.46	2722.34	223.0
2011-11-13 23:30:00	NQ	Futures	2722.92	2724.07	2721.19	2721.19	86.0
2011-11-13 18:00:00	YM	Futures	11941.7	12014.6	11941.7	12013.6	1333.0
2011-11-13 18:30:00	YM	Futures	12010.7	12012.6	11996.9	11996.9	293.0
2011-11-13 19:00:00	YM	Futures	11996.9	11996.9	11983.1	11986.0	243.0
2011-11-13 19:30:00	YM	Futures	11987.0	11993.9	11977.2	11979.1	242.0
2011-11-13 20:00:00	YM	Futures	11980.1	11991.9	11975.2	11991.0	167.0
2011-11-13 20:30:00	YM	Futures	11991.0	11991.9	11973.2	11981.1	289.0
2011-11-13 21:00:00	YM	Futures	11986.0	11991.9	11982.1	11988.0	90.0
2011-11-13 21:30:00	YM	Futures	11987.0	12001.8	11986.0	12000.8	142.0
2011-11-13 22:00:00	YM	Futures	12001.8	12008.7	11996.9	12004.7	215.0
2011-11-13 22:30:00	YM	Futures	12004.7	12007.7	11996.9	11996.9	303.0
2011-11-13 23:00:00	YM	Futures	11997.9	12001.8	11983.1	11997.9	181.0
2011-11-13 23:30:00	YM	Futures	11998.8	12001.8	11989.0	11989.0	63.0
2011-11-13 18:00:00	CL	Futures	167.38	168.24	167.26	167.43	143.0
2011-11-13 18:30:00	CL	Futures	167.4	167.43	167.07	167.34	103.0
2011-11-13 19:00:00	CL	Futures	167.34	167.34	167.19	167.26	11.0
2011-11-13 19:30:00	CL	Futures	167.31	167.5	167.16	167.19	57.0
2011-11-13 20:00:00	CL	Futures	167.19	167.21	167.01	167.21	68.0
2011-11-13 20:30:00	CL	Futures	167.23	167.23	166.94	166.94	37.0
2011-11-13 21:00:00	CL	Futures	166.85	166.91	166.7	166.74	52.0
2011-11-13 21:30:00	CL	Futures	166.77	167.19	166.77	167.11	123.0
2011-11-13 22:00:00	CL	Futures	167.41	167.43	167.18	167.34	35.0
2011-11-13 22:30:00	CL	Futures	167.31	167.43	167.28	167.43	13.0
2011-11-13 23:00:00	CL	Futures	167.29	167.36	167.28	167.33	21.0
2011-11-13 23:30:00	CL	Futures	167.36	167.6	167.24	167.33	68.0
2011-11-13 18:00:00	GC	Futures	2491.9	2501.8	2491.1	2500.1	1604.0
2011-11-13 18:30:00	GC	Futures	2501.0	2503.3	2499.0	2501.8	890.0

> showing 50 of 494 rows — these rows as CSV

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