PREVIEW / futures_30min / 2011-12-11

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-12-11.parquet
  size:    17 KB
  rows:    432

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
2011-12-11 18:00:00	ES	Futures	1259.81	1261.31	1259.06	1260.56	1604.0
2011-12-11 18:30:00	ES	Futures	1260.56	1261.81	1260.31	1260.56	849.0
2011-12-11 19:00:00	ES	Futures	1260.56	1261.06	1258.55	1259.06	837.0
2011-12-11 19:30:00	ES	Futures	1259.06	1261.31	1258.55	1261.06	797.0
2011-12-11 20:00:00	ES	Futures	1261.06	1261.81	1260.31	1261.31	1216.0
2011-12-11 20:30:00	ES	Futures	1261.31	1263.82	1261.31	1263.82	1951.0
2011-12-11 21:00:00	ES	Futures	1263.82	1264.32	1262.07	1262.32	1023.0
2011-12-11 21:30:00	ES	Futures	1262.32	1263.32	1261.81	1262.82	437.0
2011-12-11 22:00:00	ES	Futures	1262.57	1262.82	1261.06	1261.31	536.0
2011-12-11 22:30:00	ES	Futures	1261.06	1261.06	1260.06	1260.81	825.0
2011-12-11 23:00:00	ES	Futures	1260.81	1261.31	1260.06	1261.06	677.0
2011-12-11 23:30:00	ES	Futures	1261.06	1261.06	1258.05	1258.3	810.0
2011-12-11 18:00:00	NQ	Futures	2677.36	2677.65	2675.63	2677.36	41.0
2011-12-11 18:30:00	NQ	Futures	2677.94	2679.67	2677.65	2677.94	29.0
2011-12-11 19:00:00	NQ	Futures	2677.94	2678.23	2673.61	2674.48	23.0
2011-12-11 19:30:00	NQ	Futures	2674.48	2676.21	2673.9	2675.92	67.0
2011-12-11 20:00:00	NQ	Futures	2675.92	2678.23	2674.77	2677.36	26.0
2011-12-11 20:30:00	NQ	Futures	2677.65	2681.69	2677.65	2681.4	54.0
2011-12-11 21:00:00	NQ	Futures	2681.69	2681.98	2679.09	2679.09	23.0
2011-12-11 21:30:00	NQ	Futures	2678.52	2680.82	2678.52	2679.38	11.0
2011-12-11 22:00:00	NQ	Futures	2679.96	2680.53	2676.79	2676.79	17.0
2011-12-11 22:30:00	NQ	Futures	2676.5	2677.36	2676.5	2676.79	25.0
2011-12-11 23:00:00	NQ	Futures	2675.92	2677.07	2675.63	2677.07	23.0
2011-12-11 23:30:00	NQ	Futures	2675.34	2677.07	2670.73	2670.73	35.0
2011-12-11 18:00:00	YM	Futures	12021.5	12029.4	12002.6	12017.5	177.0
2011-12-11 18:30:00	YM	Futures	12020.5	12033.4	12018.5	12020.5	94.0
2011-12-11 19:00:00	YM	Futures	12020.5	12022.5	12003.6	12009.6	190.0
2011-12-11 19:30:00	YM	Futures	12008.6	12026.4	12006.6	12023.5	343.0
2011-12-11 20:00:00	YM	Futures	12022.5	12033.4	12018.5	12024.5	260.0
2011-12-11 20:30:00	YM	Futures	12023.5	12045.3	12022.5	12043.3	275.0
2011-12-11 21:00:00	YM	Futures	12045.3	12045.3	12026.4	12028.4	201.0
2011-12-11 21:30:00	YM	Futures	12028.4	12036.3	12027.4	12033.4	79.0
2011-12-11 22:00:00	YM	Futures	12032.4	12034.4	12018.5	12019.5	151.0
2011-12-11 22:30:00	YM	Futures	12018.5	12018.5	12011.6	12015.5	217.0
2011-12-11 23:00:00	YM	Futures	12014.5	12018.5	12008.6	12016.5	117.0
2011-12-11 23:30:00	YM	Futures	12018.5	12019.5	11994.7	11997.7	177.0
2011-12-11 18:00:00	CL	Futures	168.26	168.31	167.9	168.24	591.0
2011-12-11 18:30:00	CL	Futures	168.21	168.43	168.19	168.36	141.0
2011-12-11 19:00:00	CL	Futures	168.36	168.36	167.95	168.19	326.0
2011-12-11 19:30:00	CL	Futures	168.19	168.29	167.95	168.07	271.0
2011-12-11 20:00:00	CL	Futures	168.05	168.05	167.43	167.58	784.0
2011-12-11 20:30:00	CL	Futures	167.56	167.85	167.51	167.83	251.0
2011-12-11 21:00:00	CL	Futures	167.82	167.85	167.65	167.83	247.0
2011-12-11 21:30:00	CL	Futures	167.82	167.97	167.82	167.85	133.0
2011-12-11 22:00:00	CL	Futures	167.85	167.97	167.82	167.92	622.0
2011-12-11 22:30:00	CL	Futures	167.92	167.99	167.75	167.78	417.0
2011-12-11 23:00:00	CL	Futures	167.8	167.82	167.75	167.78	154.0
2011-12-11 23:30:00	CL	Futures	167.77	167.85	167.45	167.48	774.0
2011-12-11 18:00:00	GC	Futures	2387.1	2389.0	2383.5	2384.2	507.0
2011-12-11 18:30:00	GC	Futures	2384.2	2387.0	2383.7	2386.6	76.0

> showing 50 of 432 rows — these rows as CSV

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