PREVIEW / futures_30min / 2011-11-27

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-11-27.parquet
  size:    20 KB
  rows:    497

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
2011-11-27 18:00:00	ES	Futures	1175.55	1179.82	1172.8	1177.06	30980.0
2011-11-27 18:30:00	ES	Futures	1177.31	1179.82	1174.55	1174.8	9948.0
2011-11-27 19:00:00	ES	Futures	1174.8	1178.31	1174.8	1176.31	10070.0
2011-11-27 19:30:00	ES	Futures	1176.06	1178.56	1176.06	1178.06	6278.0
2011-11-27 20:00:00	ES	Futures	1177.81	1183.08	1177.81	1182.83	16650.0
2011-11-27 20:30:00	ES	Futures	1182.57	1183.58	1181.32	1181.57	7178.0
2011-11-27 21:00:00	ES	Futures	1181.82	1182.32	1179.06	1180.82	6077.0
2011-11-27 21:30:00	ES	Futures	1180.57	1181.82	1180.07	1181.57	2013.0
2011-11-27 22:00:00	ES	Futures	1181.57	1183.33	1174.05	1176.56	14503.0
2011-11-27 22:30:00	ES	Futures	1176.56	1180.57	1175.05	1178.81	9210.0
2011-11-27 23:00:00	ES	Futures	1178.81	1179.57	1176.81	1177.56	3933.0
2011-11-27 23:30:00	ES	Futures	1177.56	1179.32	1177.31	1178.31	2759.0
2011-11-27 18:00:00	NQ	Futures	2517.63	2524.84	2512.15	2518.21	2521.0
2011-11-27 18:30:00	NQ	Futures	2518.79	2523.11	2514.75	2515.33	690.0
2011-11-27 19:00:00	NQ	Futures	2515.33	2520.52	2515.04	2517.06	535.0
2011-11-27 19:30:00	NQ	Futures	2517.06	2520.8	2517.06	2520.23	424.0
2011-11-27 20:00:00	NQ	Futures	2520.52	2528.59	2520.23	2527.72	908.0
2011-11-27 20:30:00	NQ	Futures	2528.01	2528.3	2523.4	2524.26	433.0
2011-11-27 21:00:00	NQ	Futures	2524.55	2525.7	2519.94	2523.11	376.0
2011-11-27 21:30:00	NQ	Futures	2522.82	2526.28	2522.24	2526.28	277.0
2011-11-27 22:00:00	NQ	Futures	2526.28	2528.88	2514.46	2517.63	987.0
2011-11-27 22:30:00	NQ	Futures	2517.34	2524.26	2515.33	2522.82	749.0
2011-11-27 23:00:00	NQ	Futures	2522.82	2523.97	2519.07	2520.52	296.0
2011-11-27 23:30:00	NQ	Futures	2520.52	2523.97	2519.65	2521.67	320.0
2011-11-27 18:00:00	YM	Futures	11180.7	11202.3	11136.4	11164.9	1974.0
2011-11-27 18:30:00	YM	Futures	11169.8	11184.6	11146.2	11148.2	561.0
2011-11-27 19:00:00	YM	Futures	11148.2	11175.7	11148.2	11160.0	556.0
2011-11-27 19:30:00	YM	Futures	11160.0	11176.7	11160.0	11173.8	422.0
2011-11-27 20:00:00	YM	Futures	11174.8	11211.2	11173.8	11209.2	676.0
2011-11-27 20:30:00	YM	Futures	11209.2	11214.1	11195.4	11198.4	271.0
2011-11-27 21:00:00	YM	Futures	11200.4	11204.3	11179.7	11190.5	249.0
2011-11-27 21:30:00	YM	Futures	11191.5	11197.4	11186.6	11197.4	74.0
2011-11-27 22:00:00	YM	Futures	11198.4	11209.2	11142.3	11166.9	708.0
2011-11-27 22:30:00	YM	Futures	11160.0	11189.5	11148.2	11176.7	510.0
2011-11-27 23:00:00	YM	Futures	11177.7	11181.7	11162.0	11169.8	152.0
2011-11-27 23:30:00	YM	Futures	11166.9	11182.6	11166.9	11172.8	83.0
2011-11-27 18:00:00	CL	Futures	164.74	166.16	164.71	165.98	2664.0
2011-11-27 18:30:00	CL	Futures	165.89	166.2	165.49	165.84	549.0
2011-11-27 19:00:00	CL	Futures	165.84	166.26	165.54	165.55	519.0
2011-11-27 19:30:00	CL	Futures	165.54	166.08	165.54	166.01	410.0
2011-11-27 20:00:00	CL	Futures	166.06	166.5	166.04	166.4	1084.0
2011-11-27 20:30:00	CL	Futures	166.35	166.4	166.16	166.23	365.0
2011-11-27 21:00:00	CL	Futures	166.26	166.26	165.96	166.03	384.0
2011-11-27 21:30:00	CL	Futures	166.11	166.25	166.03	166.25	247.0
2011-11-27 22:00:00	CL	Futures	166.25	166.5	165.76	166.04	1099.0
2011-11-27 22:30:00	CL	Futures	165.99	165.99	165.6	165.76	659.0
2011-11-27 23:00:00	CL	Futures	165.77	166.01	165.72	165.86	326.0
2011-11-27 23:30:00	CL	Futures	165.84	166.18	165.77	166.16	352.0
2011-11-27 18:00:00	GC	Futures	2346.1	2360.4	2345.3	2358.8	752.0
2011-11-27 18:30:00	GC	Futures	2358.9	2362.3	2357.1	2360.3	607.0

> showing 50 of 497 rows — these rows as CSV

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