PREVIEW / futures_30min / 2011-01-05

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-01-05.parquet
  size:    79 KB
  rows:    2,759

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
2011-01-05 00:00:00	ES	Futures	1248.76	1249.75	1248.76	1249.51	640.0
2011-01-05 00:30:00	ES	Futures	1249.51	1250.0	1249.51	1249.75	1533.0
2011-01-05 01:00:00	ES	Futures	1249.75	1249.75	1249.01	1249.01	765.0
2011-01-05 01:30:00	ES	Futures	1249.26	1249.75	1249.01	1249.51	1339.0
2011-01-05 02:00:00	ES	Futures	1249.26	1249.51	1248.52	1249.51	3239.0
2011-01-05 02:30:00	ES	Futures	1249.51	1250.0	1249.01	1249.75	2571.0
2011-01-05 03:00:00	ES	Futures	1249.51	1249.75	1247.53	1248.02	11524.0
2011-01-05 03:30:00	ES	Futures	1247.77	1248.02	1243.57	1246.04	27727.0
2011-01-05 04:00:00	ES	Futures	1245.8	1247.77	1245.05	1247.03	11741.0
2011-01-05 04:30:00	ES	Futures	1246.79	1246.79	1245.3	1246.54	10075.0
2011-01-05 05:00:00	ES	Futures	1246.54	1246.54	1244.81	1245.3	14122.0
2011-01-05 05:30:00	ES	Futures	1245.3	1245.8	1244.06	1244.31	13405.0
2011-01-05 06:00:00	ES	Futures	1244.31	1244.81	1243.82	1244.31	11672.0
2011-01-05 06:30:00	ES	Futures	1244.31	1244.56	1242.83	1244.06	13543.0
2011-01-05 07:00:00	ES	Futures	1244.06	1245.3	1243.57	1244.31	11451.0
2011-01-05 07:30:00	ES	Futures	1244.56	1245.05	1243.32	1244.81	11619.0
2011-01-05 08:00:00	ES	Futures	1244.81	1250.74	1244.31	1247.53	64880.0
2011-01-05 08:30:00	ES	Futures	1247.53	1249.51	1246.79	1249.26	42566.0
2011-01-05 09:00:00	ES	Futures	1249.01	1250.25	1247.77	1249.01	40738.0
2011-01-05 09:30:00	ES	Futures	1249.01	1251.49	1247.77	1250.74	164667.0
2011-01-05 10:00:00	ES	Futures	1250.74	1253.47	1250.0	1251.73	169436.0
2011-01-05 10:30:00	ES	Futures	1251.98	1253.96	1250.5	1252.72	149265.0
2011-01-05 11:00:00	ES	Futures	1252.72	1256.93	1252.23	1256.68	161757.0
2011-01-05 11:30:00	ES	Futures	1256.43	1258.41	1256.43	1257.42	135180.0
2011-01-05 12:00:00	ES	Futures	1257.42	1258.91	1256.93	1258.66	95194.0
2011-01-05 12:30:00	ES	Futures	1258.66	1259.9	1258.41	1258.91	62268.0
2011-01-05 13:00:00	ES	Futures	1258.91	1259.16	1257.18	1258.41	70427.0
2011-01-05 13:30:00	ES	Futures	1258.17	1259.65	1257.92	1259.4	47337.0
2011-01-05 14:00:00	ES	Futures	1259.4	1259.9	1257.92	1258.17	51860.0
2011-01-05 14:30:00	ES	Futures	1258.17	1259.16	1257.42	1259.16	54203.0
2011-01-05 15:00:00	ES	Futures	1259.16	1260.64	1258.66	1259.16	96376.0
2011-01-05 15:30:00	ES	Futures	1259.16	1259.9	1258.17	1259.65	102959.0
2011-01-05 16:00:00	ES	Futures	1259.65	1259.65	1258.41	1258.91	94743.0
2011-01-05 16:30:00	ES	Futures	1258.66	1258.66	1257.67	1258.17	5729.0
2011-01-05 17:00:00	ES	Futures	1258.17	1258.41	1257.67	1258.17	1934.0
2011-01-05 18:00:00	ES	Futures	1257.92	1258.91	1257.92	1258.91	3395.0
2011-01-05 18:30:00	ES	Futures	1258.91	1258.91	1258.41	1258.91	2361.0
2011-01-05 19:00:00	ES	Futures	1258.91	1258.91	1258.41	1258.66	1590.0
2011-01-05 19:30:00	ES	Futures	1258.91	1258.91	1257.67	1257.67	5286.0
2011-01-05 20:00:00	ES	Futures	1257.92	1258.41	1257.67	1258.17	1597.0
2011-01-05 20:30:00	ES	Futures	1258.41	1258.66	1257.92	1258.41	1281.0
2011-01-05 21:00:00	ES	Futures	1258.41	1258.66	1257.92	1258.41	1095.0
2011-01-05 21:30:00	ES	Futures	1258.66	1258.66	1257.92	1258.17	1836.0
2011-01-05 22:00:00	ES	Futures	1258.41	1259.4	1258.41	1259.16	3878.0
2011-01-05 22:30:00	ES	Futures	1259.4	1259.4	1258.66	1259.16	741.0
2011-01-05 23:00:00	ES	Futures	1259.16	1259.16	1257.92	1258.17	1476.0
2011-01-05 23:30:00	ES	Futures	1258.17	1258.17	1257.67	1257.92	1209.0
2011-01-05 00:00:00	NQ	Futures	2571.81	2573.53	2571.52	2572.96	37.0
2011-01-05 00:30:00	NQ	Futures	2573.25	2573.82	2572.96	2573.82	46.0
2011-01-05 01:00:00	NQ	Futures	2573.53	2573.53	2572.67	2572.67	43.0

> showing 50 of 2,759 rows — these rows as CSV

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