PREVIEW / futures_30min / 2011-11-20

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-11-20.parquet
  size:    19 KB
  rows:    479

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
2011-11-20 18:00:00	ES	Futures	1211.66	1212.67	1204.64	1208.15	23294.0
2011-11-20 18:30:00	ES	Futures	1208.15	1211.16	1208.15	1210.66	5810.0
2011-11-20 19:00:00	ES	Futures	1210.66	1210.91	1208.4	1209.66	4235.0
2011-11-20 19:30:00	ES	Futures	1209.66	1209.66	1207.15	1207.15	5825.0
2011-11-20 20:00:00	ES	Futures	1207.15	1208.15	1206.15	1206.4	5752.0
2011-11-20 20:30:00	ES	Futures	1206.15	1207.65	1205.64	1206.15	5302.0
2011-11-20 21:00:00	ES	Futures	1206.15	1208.65	1205.64	1208.15	5449.0
2011-11-20 21:30:00	ES	Futures	1207.9	1208.65	1206.4	1208.4	2335.0
2011-11-20 22:00:00	ES	Futures	1208.4	1210.16	1208.15	1209.91	3085.0
2011-11-20 22:30:00	ES	Futures	1210.16	1210.41	1208.15	1208.4	1876.0
2011-11-20 23:00:00	ES	Futures	1208.65	1209.41	1207.9	1208.65	1261.0
2011-11-20 23:30:00	ES	Futures	1208.4	1210.41	1208.15	1209.66	2049.0
2011-11-20 18:00:00	NQ	Futures	2587.98	2587.98	2576.45	2578.47	1367.0
2011-11-20 18:30:00	NQ	Futures	2578.76	2584.23	2577.89	2583.37	538.0
2011-11-20 19:00:00	NQ	Futures	2583.08	2583.37	2577.89	2580.2	291.0
2011-11-20 19:30:00	NQ	Futures	2579.62	2579.62	2574.43	2575.3	521.0
2011-11-20 20:00:00	NQ	Futures	2575.01	2577.89	2573.57	2574.43	307.0
2011-11-20 20:30:00	NQ	Futures	2574.43	2576.45	2572.99	2575.01	360.0
2011-11-20 21:00:00	NQ	Futures	2574.72	2579.33	2573.85	2577.89	415.0
2011-11-20 21:30:00	NQ	Futures	2577.6	2579.33	2574.72	2578.76	306.0
2011-11-20 22:00:00	NQ	Futures	2578.76	2581.93	2577.89	2581.93	215.0
2011-11-20 22:30:00	NQ	Futures	2581.93	2582.5	2577.89	2578.18	249.0
2011-11-20 23:00:00	NQ	Futures	2578.18	2579.62	2576.74	2578.47	132.0
2011-11-20 23:30:00	NQ	Futures	2578.47	2581.64	2577.89	2580.77	147.0
2011-11-20 18:00:00	YM	Futures	11540.0	11540.0	11438.6	11504.6	683.0
2011-11-20 18:30:00	YM	Futures	11506.6	11533.1	11506.6	11529.2	411.0
2011-11-20 19:00:00	YM	Futures	11528.2	11529.2	11509.5	11519.4	245.0
2011-11-20 19:30:00	YM	Futures	11518.4	11520.3	11500.6	11504.6	358.0
2011-11-20 20:00:00	YM	Futures	11502.6	11512.5	11494.7	11494.7	211.0
2011-11-20 20:30:00	YM	Futures	11493.8	11506.6	11492.8	11495.7	201.0
2011-11-20 21:00:00	YM	Futures	11494.7	11518.4	11492.8	11513.4	240.0
2011-11-20 21:30:00	YM	Futures	11512.5	11518.4	11500.6	11516.4	141.0
2011-11-20 22:00:00	YM	Futures	11518.4	11529.2	11514.4	11529.2	186.0
2011-11-20 22:30:00	YM	Futures	11530.2	11531.2	11513.4	11518.4	112.0
2011-11-20 23:00:00	YM	Futures	11516.4	11522.3	11510.5	11518.4	93.0
2011-11-20 23:30:00	YM	Futures	11514.4	11529.2	11514.4	11523.3	94.0
2011-11-20 18:00:00	CL	Futures	164.81	165.01	164.4	164.96	820.0
2011-11-20 18:30:00	CL	Futures	164.95	165.23	164.95	165.1	343.0
2011-11-20 19:00:00	CL	Futures	165.1	165.1	164.52	164.54	436.0
2011-11-20 19:30:00	CL	Futures	164.57	164.64	164.0	164.13	568.0
2011-11-20 20:00:00	CL	Futures	164.12	164.76	164.08	164.46	351.0
2011-11-20 20:30:00	CL	Futures	164.46	164.62	164.15	164.57	515.0
2011-11-20 21:00:00	CL	Futures	164.54	165.35	164.51	165.05	480.0
2011-11-20 21:30:00	CL	Futures	165.01	165.33	165.0	165.08	150.0
2011-11-20 22:00:00	CL	Futures	165.08	165.35	165.08	165.28	222.0
2011-11-20 22:30:00	CL	Futures	165.28	165.28	165.1	165.13	109.0
2011-11-20 23:00:00	CL	Futures	165.1	165.15	164.93	164.93	171.0
2011-11-20 23:30:00	CL	Futures	164.95	164.95	164.44	164.62	361.0
2011-11-20 18:00:00	GC	Futures	2402.4	2402.4	2390.4	2394.7	1048.0
2011-11-20 18:30:00	GC	Futures	2394.6	2397.5	2394.3	2397.2	361.0

> showing 50 of 479 rows — these rows as CSV

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