PREVIEW / futures_30min / 2011-01-04

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-01-04.parquet
  size:    77 KB
  rows:    2,764

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
2011-01-04 00:00:00	ES	Futures	1252.97	1253.22	1252.72	1253.22	969.0
2011-01-04 00:30:00	ES	Futures	1253.47	1253.47	1252.97	1252.97	464.0
2011-01-04 01:00:00	ES	Futures	1252.97	1253.47	1252.97	1252.97	583.0
2011-01-04 01:30:00	ES	Futures	1252.97	1253.22	1251.98	1251.98	1924.0
2011-01-04 02:00:00	ES	Futures	1251.98	1252.97	1251.98	1252.48	2825.0
2011-01-04 02:30:00	ES	Futures	1252.72	1253.22	1252.23	1252.72	4351.0
2011-01-04 03:00:00	ES	Futures	1252.72	1253.96	1252.48	1252.97	13295.0
2011-01-04 03:30:00	ES	Futures	1253.22	1253.71	1251.49	1252.72	10942.0
2011-01-04 04:00:00	ES	Futures	1252.72	1253.96	1252.72	1253.71	10159.0
2011-01-04 04:30:00	ES	Futures	1253.71	1255.2	1253.71	1254.46	11150.0
2011-01-04 05:00:00	ES	Futures	1254.46	1255.2	1253.96	1254.21	4884.0
2011-01-04 05:30:00	ES	Futures	1254.21	1255.44	1253.96	1255.44	5652.0
2011-01-04 06:00:00	ES	Futures	1255.44	1256.68	1255.2	1256.68	8603.0
2011-01-04 06:30:00	ES	Futures	1256.43	1256.68	1255.44	1255.94	7373.0
2011-01-04 07:00:00	ES	Futures	1255.94	1256.68	1255.94	1256.68	4737.0
2011-01-04 07:30:00	ES	Futures	1256.68	1256.68	1255.2	1255.69	6752.0
2011-01-04 08:00:00	ES	Futures	1255.44	1255.94	1254.46	1254.46	14330.0
2011-01-04 08:30:00	ES	Futures	1254.7	1255.2	1253.96	1254.7	11972.0
2011-01-04 09:00:00	ES	Futures	1254.7	1256.93	1254.46	1256.68	23432.0
2011-01-04 09:30:00	ES	Futures	1256.68	1256.93	1251.98	1252.23	184543.0
2011-01-04 10:00:00	ES	Futures	1252.23	1253.22	1250.5	1252.48	153038.0
2011-01-04 10:30:00	ES	Futures	1252.48	1252.72	1250.0	1250.5	136147.0
2011-01-04 11:00:00	ES	Futures	1250.5	1251.24	1248.52	1249.75	129656.0
2011-01-04 11:30:00	ES	Futures	1249.75	1251.49	1249.01	1249.01	59551.0
2011-01-04 12:00:00	ES	Futures	1249.26	1249.51	1246.04	1246.54	129442.0
2011-01-04 12:30:00	ES	Futures	1246.54	1247.03	1245.3	1246.54	84476.0
2011-01-04 13:00:00	ES	Futures	1246.54	1248.76	1246.29	1248.76	81504.0
2011-01-04 13:30:00	ES	Futures	1248.76	1249.51	1248.27	1249.26	59019.0
2011-01-04 14:00:00	ES	Futures	1249.26	1252.23	1248.52	1251.49	147426.0
2011-01-04 14:30:00	ES	Futures	1251.49	1251.98	1250.5	1250.74	75605.0
2011-01-04 15:00:00	ES	Futures	1250.99	1252.97	1249.75	1252.23	86630.0
2011-01-04 15:30:00	ES	Futures	1252.23	1253.47	1250.5	1252.48	169692.0
2011-01-04 16:00:00	ES	Futures	1252.48	1253.47	1251.49	1252.48	102760.0
2011-01-04 16:30:00	ES	Futures	1252.48	1252.72	1251.98	1252.48	2284.0
2011-01-04 17:00:00	ES	Futures	1252.48	1252.48	1251.98	1252.23	991.0
2011-01-04 18:00:00	ES	Futures	1251.98	1252.23	1251.49	1251.73	1939.0
2011-01-04 18:30:00	ES	Futures	1251.73	1251.98	1251.49	1251.73	1637.0
2011-01-04 19:00:00	ES	Futures	1251.98	1251.98	1251.24	1251.73	1225.0
2011-01-04 19:30:00	ES	Futures	1251.73	1251.98	1251.49	1251.73	1208.0
2011-01-04 20:00:00	ES	Futures	1251.49	1251.73	1250.5	1250.74	2134.0
2011-01-04 20:30:00	ES	Futures	1250.74	1250.99	1247.03	1248.52	10019.0
2011-01-04 21:00:00	ES	Futures	1248.52	1249.75	1248.52	1249.26	2192.0
2011-01-04 21:30:00	ES	Futures	1249.51	1250.0	1249.01	1249.26	1007.0
2011-01-04 22:00:00	ES	Futures	1249.26	1250.0	1249.26	1249.75	1643.0
2011-01-04 22:30:00	ES	Futures	1249.75	1250.0	1249.26	1249.75	1259.0
2011-01-04 23:00:00	ES	Futures	1249.75	1250.0	1249.26	1249.51	874.0
2011-01-04 23:30:00	ES	Futures	1249.26	1249.51	1248.52	1248.76	1874.0
2011-01-04 00:00:00	NQ	Futures	2586.74	2586.74	2585.88	2586.16	81.0
2011-01-04 00:30:00	NQ	Futures	2586.74	2586.74	2586.16	2586.16	27.0
2011-01-04 01:00:00	NQ	Futures	2586.45	2586.74	2585.88	2586.16	23.0

> showing 50 of 2,764 rows — these rows as CSV

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