PREVIEW / futures_30min / 2011-01-06

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-01-06.parquet
  size:    75 KB
  rows:    2,696

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
2011-01-06 00:00:00	ES	Futures	1258.17	1258.17	1257.42	1257.92	941.0
2011-01-06 00:30:00	ES	Futures	1257.92	1258.41	1257.67	1258.41	772.0
2011-01-06 01:00:00	ES	Futures	1258.41	1258.91	1257.92	1258.66	819.0
2011-01-06 01:30:00	ES	Futures	1258.41	1258.66	1258.17	1258.17	518.0
2011-01-06 02:00:00	ES	Futures	1258.41	1258.91	1257.92	1258.66	1802.0
2011-01-06 02:30:00	ES	Futures	1258.66	1258.91	1257.42	1258.17	5402.0
2011-01-06 03:00:00	ES	Futures	1258.17	1260.39	1257.92	1260.15	13840.0
2011-01-06 03:30:00	ES	Futures	1259.9	1260.15	1258.91	1259.65	7673.0
2011-01-06 04:00:00	ES	Futures	1259.65	1259.9	1258.66	1259.4	9152.0
2011-01-06 04:30:00	ES	Futures	1259.4	1260.39	1259.16	1260.39	4949.0
2011-01-06 05:00:00	ES	Futures	1260.39	1261.88	1260.15	1261.14	11533.0
2011-01-06 05:30:00	ES	Futures	1261.14	1262.13	1260.64	1262.13	7246.0
2011-01-06 06:00:00	ES	Futures	1261.88	1263.36	1261.38	1262.62	14842.0
2011-01-06 06:30:00	ES	Futures	1262.62	1263.36	1262.37	1262.62	8563.0
2011-01-06 07:00:00	ES	Futures	1262.62	1263.36	1262.62	1263.12	4808.0
2011-01-06 07:30:00	ES	Futures	1263.12	1263.86	1261.88	1262.37	15546.0
2011-01-06 08:00:00	ES	Futures	1262.37	1263.36	1261.88	1262.62	15718.0
2011-01-06 08:30:00	ES	Futures	1262.37	1262.62	1260.15	1260.39	30680.0
2011-01-06 09:00:00	ES	Futures	1260.39	1260.89	1259.4	1259.9	30721.0
2011-01-06 09:30:00	ES	Futures	1259.9	1260.64	1258.17	1258.17	149860.0
2011-01-06 10:00:00	ES	Futures	1258.17	1260.64	1257.67	1260.15	115426.0
2011-01-06 10:30:00	ES	Futures	1259.9	1261.38	1257.42	1258.17	131243.0
2011-01-06 11:00:00	ES	Futures	1258.41	1258.66	1253.22	1255.94	214068.0
2011-01-06 11:30:00	ES	Futures	1255.94	1256.93	1254.21	1255.69	91599.0
2011-01-06 12:00:00	ES	Futures	1255.44	1255.94	1254.21	1255.2	61679.0
2011-01-06 12:30:00	ES	Futures	1255.2	1257.18	1254.21	1256.43	77414.0
2011-01-06 13:00:00	ES	Futures	1256.43	1256.68	1254.46	1255.2	49105.0
2011-01-06 13:30:00	ES	Futures	1254.95	1258.41	1254.95	1258.41	57438.0
2011-01-06 14:00:00	ES	Futures	1258.17	1259.16	1256.93	1257.67	54692.0
2011-01-06 14:30:00	ES	Futures	1257.42	1257.67	1254.21	1255.44	90471.0
2011-01-06 15:00:00	ES	Futures	1255.2	1257.42	1253.47	1255.44	73219.0
2011-01-06 15:30:00	ES	Futures	1255.2	1257.92	1254.7	1257.18	144472.0
2011-01-06 16:00:00	ES	Futures	1257.18	1258.17	1256.68	1256.93	70563.0
2011-01-06 16:30:00	ES	Futures	1256.68	1256.93	1256.43	1256.68	2894.0
2011-01-06 17:00:00	ES	Futures	1256.68	1256.68	1255.69	1255.69	2102.0
2011-01-06 18:00:00	ES	Futures	1256.43	1256.43	1255.2	1255.44	3247.0
2011-01-06 18:30:00	ES	Futures	1255.44	1256.19	1254.7	1256.19	2541.0
2011-01-06 19:00:00	ES	Futures	1256.43	1256.93	1256.19	1256.93	1853.0
2011-01-06 19:30:00	ES	Futures	1256.93	1256.93	1255.69	1256.19	1584.0
2011-01-06 20:00:00	ES	Futures	1256.19	1256.43	1255.44	1255.69	1954.0
2011-01-06 20:30:00	ES	Futures	1255.69	1256.19	1255.2	1255.2	1836.0
2011-01-06 21:00:00	ES	Futures	1255.2	1256.43	1255.2	1256.19	1073.0
2011-01-06 21:30:00	ES	Futures	1256.43	1256.93	1255.44	1255.94	1484.0
2011-01-06 22:00:00	ES	Futures	1255.94	1256.68	1255.69	1256.43	905.0
2011-01-06 22:30:00	ES	Futures	1256.68	1257.18	1256.19	1256.68	1461.0
2011-01-06 23:00:00	ES	Futures	1256.93	1257.18	1256.68	1256.93	561.0
2011-01-06 23:30:00	ES	Futures	1257.18	1257.92	1256.68	1257.92	1523.0
2011-01-06 00:00:00	NQ	Futures	2606.54	2606.54	2605.11	2605.97	56.0
2011-01-06 00:30:00	NQ	Futures	2605.97	2606.83	2605.39	2606.83	42.0
2011-01-06 01:00:00	NQ	Futures	2606.83	2607.12	2605.97	2607.12	96.0

> showing 50 of 2,696 rows — these rows as CSV

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