PREVIEW / futures_30min / 2011-12-18

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-12-18.parquet
  size:    20 KB
  rows:    498

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
2011-12-18 18:00:00	ES	Futures	1221.64	1223.65	1220.13	1223.4	6741.0
2011-12-18 18:30:00	ES	Futures	1223.4	1223.65	1220.63	1220.88	3373.0
2011-12-18 19:00:00	ES	Futures	1221.13	1221.64	1214.83	1215.34	5931.0
2011-12-18 19:30:00	ES	Futures	1215.59	1219.87	1215.34	1218.11	7911.0
2011-12-18 20:00:00	ES	Futures	1218.36	1220.38	1217.61	1217.86	5452.0
2011-12-18 20:30:00	ES	Futures	1217.86	1218.11	1215.84	1216.09	4359.0
2011-12-18 21:00:00	ES	Futures	1216.09	1217.86	1215.84	1217.35	2487.0
2011-12-18 21:30:00	ES	Futures	1217.35	1217.61	1215.34	1215.84	1879.0
2011-12-18 22:00:00	ES	Futures	1216.09	1216.85	1214.08	1214.58	8638.0
2011-12-18 22:30:00	ES	Futures	1214.58	1214.83	1211.56	1213.07	7765.0
2011-12-18 23:00:00	ES	Futures	1213.32	1214.58	1212.82	1214.58	2618.0
2011-12-18 23:30:00	ES	Futures	1214.33	1214.33	1212.06	1212.31	2818.0
2011-12-18 18:00:00	NQ	Futures	2581.86	2585.61	2578.97	2585.61	730.0
2011-12-18 18:30:00	NQ	Futures	2585.61	2585.9	2579.55	2580.12	264.0
2011-12-18 19:00:00	NQ	Futures	2580.7	2581.57	2568.28	2569.73	606.0
2011-12-18 19:30:00	NQ	Futures	2569.15	2576.95	2569.15	2574.06	732.0
2011-12-18 20:00:00	NQ	Futures	2574.35	2577.53	2572.62	2573.48	396.0
2011-12-18 20:30:00	NQ	Futures	2573.19	2574.35	2570.31	2570.88	330.0
2011-12-18 21:00:00	NQ	Futures	2570.88	2574.35	2570.59	2573.19	188.0
2011-12-18 21:30:00	NQ	Futures	2573.48	2573.48	2570.02	2570.88	199.0
2011-12-18 22:00:00	NQ	Futures	2571.17	2572.04	2567.13	2567.99	618.0
2011-12-18 22:30:00	NQ	Futures	2567.71	2567.71	2561.35	2564.53	540.0
2011-12-18 23:00:00	NQ	Futures	2565.68	2567.13	2563.95	2566.84	197.0
2011-12-18 23:30:00	NQ	Futures	2566.84	2566.84	2563.66	2563.95	193.0
2011-12-18 18:00:00	YM	Futures	11688.5	11698.4	11671.6	11697.4	245.0
2011-12-18 18:30:00	YM	Futures	11698.4	11700.4	11675.6	11680.5	166.0
2011-12-18 19:00:00	YM	Futures	11678.5	11682.5	11627.0	11631.0	533.0
2011-12-18 19:30:00	YM	Futures	11633.0	11667.6	11631.0	11652.8	456.0
2011-12-18 20:00:00	YM	Futures	11652.8	11670.6	11646.8	11650.8	392.0
2011-12-18 20:30:00	YM	Futures	11649.8	11650.8	11630.0	11633.9	296.0
2011-12-18 21:00:00	YM	Futures	11634.9	11647.8	11630.0	11640.9	304.0
2011-12-18 21:30:00	YM	Futures	11641.9	11642.9	11625.0	11630.0	216.0
2011-12-18 22:00:00	YM	Futures	11631.0	11635.9	11616.1	11619.1	688.0
2011-12-18 22:30:00	YM	Futures	11619.1	11619.1	11592.3	11605.2	920.0
2011-12-18 23:00:00	YM	Futures	11607.2	11620.1	11605.2	11618.1	251.0
2011-12-18 23:30:00	YM	Futures	11616.1	11616.1	11598.3	11599.3	174.0
2011-12-18 18:00:00	CL	Futures	158.14	158.48	157.92	158.04	533.0
2011-12-18 18:30:00	CL	Futures	158.04	158.09	157.92	158.06	119.0
2011-12-18 19:00:00	CL	Futures	158.0	158.14	157.36	157.45	369.0
2011-12-18 19:30:00	CL	Futures	157.47	157.95	157.47	157.84	350.0
2011-12-18 20:00:00	CL	Futures	157.84	157.9	157.41	157.58	359.0
2011-12-18 20:30:00	CL	Futures	157.55	157.75	157.31	157.36	412.0
2011-12-18 21:00:00	CL	Futures	157.36	157.52	157.3	157.52	283.0
2011-12-18 21:30:00	CL	Futures	157.5	157.68	157.41	157.53	220.0
2011-12-18 22:00:00	CL	Futures	157.57	157.6	157.2	157.31	444.0
2011-12-18 22:30:00	CL	Futures	157.23	157.23	156.74	156.87	626.0
2011-12-18 23:00:00	CL	Futures	156.86	157.28	156.84	157.26	238.0
2011-12-18 23:30:00	CL	Futures	157.25	157.25	156.64	156.71	649.0
2011-12-18 18:00:00	GC	Futures	2229.6	2236.1	2224.0	2234.6	1678.0
2011-12-18 18:30:00	GC	Futures	2234.5	2234.5	2229.9	2232.0	334.0

> showing 50 of 498 rows — these rows as CSV

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