PREVIEW / futures_30min / 2011-01-03

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-01-03.parquet
  size:    69 KB
  rows:    2,435

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
2011-01-03 00:00:00	ES	Futures	1247.03	1247.28	1247.03	1247.03	316.0
2011-01-03 00:30:00	ES	Futures	1247.03	1247.28	1246.79	1247.03	621.0
2011-01-03 01:00:00	ES	Futures	1246.79	1247.03	1246.54	1246.79	600.0
2011-01-03 01:30:00	ES	Futures	1246.79	1247.53	1246.29	1247.53	2260.0
2011-01-03 02:00:00	ES	Futures	1247.53	1248.52	1246.29	1246.54	5791.0
2011-01-03 02:30:00	ES	Futures	1246.29	1247.03	1245.55	1247.03	5531.0
2011-01-03 03:00:00	ES	Futures	1246.79	1248.52	1245.55	1248.27	10261.0
2011-01-03 03:30:00	ES	Futures	1248.27	1248.52	1246.54	1247.77	15169.0
2011-01-03 04:00:00	ES	Futures	1247.77	1247.77	1246.04	1246.54	7778.0
2011-01-03 04:30:00	ES	Futures	1246.54	1247.53	1246.04	1247.53	5295.0
2011-01-03 05:00:00	ES	Futures	1247.53	1248.27	1247.28	1248.02	9777.0
2011-01-03 05:30:00	ES	Futures	1248.02	1248.52	1247.77	1248.27	5295.0
2011-01-03 06:00:00	ES	Futures	1248.27	1248.52	1248.02	1248.27	3732.0
2011-01-03 06:30:00	ES	Futures	1248.27	1248.27	1247.53	1247.53	3666.0
2011-01-03 07:00:00	ES	Futures	1247.53	1248.27	1246.79	1248.02	10585.0
2011-01-03 07:30:00	ES	Futures	1248.02	1251.24	1248.02	1250.25	30620.0
2011-01-03 08:00:00	ES	Futures	1250.5	1250.99	1250.0	1250.25	13517.0
2011-01-03 08:30:00	ES	Futures	1250.5	1250.5	1249.51	1250.0	11201.0
2011-01-03 09:00:00	ES	Futures	1250.0	1250.74	1249.51	1250.25	14627.0
2011-01-03 09:30:00	ES	Futures	1250.25	1254.7	1249.75	1254.7	199047.0
2011-01-03 10:00:00	ES	Futures	1254.46	1256.19	1252.72	1255.2	141777.0
2011-01-03 10:30:00	ES	Futures	1255.44	1257.67	1254.7	1257.18	104385.0
2011-01-03 11:00:00	ES	Futures	1257.18	1257.92	1256.43	1257.42	85927.0
2011-01-03 11:30:00	ES	Futures	1257.42	1259.4	1256.93	1257.92	117067.0
2011-01-03 12:00:00	ES	Futures	1258.17	1258.91	1257.92	1258.17	49994.0
2011-01-03 12:30:00	ES	Futures	1258.17	1258.66	1256.68	1257.42	57828.0
2011-01-03 13:00:00	ES	Futures	1257.42	1257.92	1256.93	1257.18	52766.0
2011-01-03 13:30:00	ES	Futures	1256.93	1257.92	1256.68	1257.67	27264.0
2011-01-03 14:00:00	ES	Futures	1257.67	1258.17	1255.94	1255.94	59354.0
2011-01-03 14:30:00	ES	Futures	1255.94	1256.68	1255.2	1256.19	66312.0
2011-01-03 15:00:00	ES	Futures	1256.43	1256.43	1253.47	1254.21	122492.0
2011-01-03 15:30:00	ES	Futures	1253.96	1256.43	1253.47	1253.71	199366.0
2011-01-03 16:00:00	ES	Futures	1253.47	1253.96	1251.49	1252.23	126084.0
2011-01-03 16:30:00	ES	Futures	1251.73	1252.48	1251.49	1252.48	6496.0
2011-01-03 17:00:00	ES	Futures	1252.48	1252.72	1251.98	1251.98	1281.0
2011-01-03 18:00:00	ES	Futures	1252.23	1253.22	1251.98	1252.97	3376.0
2011-01-03 18:30:00	ES	Futures	1252.97	1253.22	1252.48	1252.72	1399.0
2011-01-03 19:00:00	ES	Futures	1252.72	1252.72	1251.73	1251.73	1890.0
2011-01-03 19:30:00	ES	Futures	1251.98	1252.48	1251.73	1252.23	1329.0
2011-01-03 20:00:00	ES	Futures	1252.23	1252.97	1252.23	1252.72	1593.0
2011-01-03 20:30:00	ES	Futures	1252.72	1252.97	1252.48	1252.72	1244.0
2011-01-03 21:00:00	ES	Futures	1252.72	1253.96	1252.72	1253.71	1944.0
2011-01-03 21:30:00	ES	Futures	1253.96	1253.96	1253.47	1253.71	930.0
2011-01-03 22:00:00	ES	Futures	1253.47	1253.96	1253.22	1253.71	725.0
2011-01-03 22:30:00	ES	Futures	1253.47	1253.96	1253.22	1253.22	969.0
2011-01-03 23:00:00	ES	Futures	1252.97	1253.47	1252.97	1253.47	742.0
2011-01-03 23:30:00	ES	Futures	1253.47	1253.47	1252.97	1253.22	502.0
2011-01-03 00:00:00	NQ	Futures	2558.03	2558.03	2557.17	2557.46	76.0
2011-01-03 00:30:00	NQ	Futures	2557.46	2558.32	2556.89	2557.17	107.0
2011-01-03 01:00:00	NQ	Futures	2557.46	2557.75	2556.89	2557.75	145.0

> showing 50 of 2,435 rows — these rows as CSV

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