PREVIEW / futures_30min / 2011-01-07

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-01-07.parquet
  size:    65 KB
  rows:    2,178

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
2011-01-07 00:00:00	ES	Futures	1258.17	1258.17	1257.42	1257.42	649.0
2011-01-07 00:30:00	ES	Futures	1257.67	1257.67	1256.43	1257.18	983.0
2011-01-07 01:00:00	ES	Futures	1257.18	1257.67	1256.68	1256.93	703.0
2011-01-07 01:30:00	ES	Futures	1256.93	1257.67	1256.43	1256.68	1333.0
2011-01-07 02:00:00	ES	Futures	1256.93	1257.18	1255.94	1256.93	2128.0
2011-01-07 02:30:00	ES	Futures	1257.18	1257.18	1255.94	1256.19	2971.0
2011-01-07 03:00:00	ES	Futures	1256.19	1257.92	1254.21	1254.7	21856.0
2011-01-07 03:30:00	ES	Futures	1254.46	1254.95	1253.47	1254.46	22187.0
2011-01-07 04:00:00	ES	Futures	1254.21	1255.94	1253.71	1254.95	14897.0
2011-01-07 04:30:00	ES	Futures	1255.2	1255.94	1254.7	1255.69	5208.0
2011-01-07 05:00:00	ES	Futures	1255.69	1255.69	1254.46	1255.2	5761.0
2011-01-07 05:30:00	ES	Futures	1254.95	1255.94	1254.46	1255.2	6772.0
2011-01-07 06:00:00	ES	Futures	1254.95	1255.44	1254.21	1255.2	10627.0
2011-01-07 06:30:00	ES	Futures	1255.2	1257.92	1254.95	1257.67	12808.0
2011-01-07 07:00:00	ES	Futures	1257.42	1257.92	1256.43	1257.18	9168.0
2011-01-07 07:30:00	ES	Futures	1257.18	1257.42	1256.19	1256.68	9588.0
2011-01-07 08:00:00	ES	Futures	1256.68	1259.65	1256.68	1258.41	30104.0
2011-01-07 08:30:00	ES	Futures	1258.17	1258.41	1251.49	1256.93	148135.0
2011-01-07 09:00:00	ES	Futures	1257.18	1259.4	1256.93	1258.91	59490.0
2011-01-07 09:30:00	ES	Futures	1258.91	1260.89	1254.7	1255.69	259473.0
2011-01-07 10:00:00	ES	Futures	1255.94	1259.16	1255.2	1258.41	159191.0
2011-01-07 10:30:00	ES	Futures	1258.41	1259.65	1253.71	1254.95	164412.0
2011-01-07 11:00:00	ES	Futures	1254.95	1255.2	1251.24	1251.73	183930.0
2011-01-07 11:30:00	ES	Futures	1251.73	1252.48	1248.76	1251.73	140968.0
2011-01-07 12:00:00	ES	Futures	1251.98	1251.98	1249.01	1249.26	63250.0
2011-01-07 12:30:00	ES	Futures	1249.26	1249.51	1244.81	1248.02	183364.0
2011-01-07 13:00:00	ES	Futures	1248.02	1250.5	1247.53	1249.26	92738.0
2011-01-07 13:30:00	ES	Futures	1249.51	1251.24	1249.01	1249.26	64031.0
2011-01-07 14:00:00	ES	Futures	1249.26	1251.73	1249.01	1251.24	45213.0
2011-01-07 14:30:00	ES	Futures	1251.24	1253.22	1250.0	1252.23	74660.0
2011-01-07 15:00:00	ES	Futures	1251.98	1254.46	1251.24	1252.72	88921.0
2011-01-07 15:30:00	ES	Futures	1252.97	1255.44	1252.48	1254.46	175718.0
2011-01-07 16:00:00	ES	Futures	1254.46	1255.94	1253.96	1254.21	82919.0
2011-01-07 00:00:00	NQ	Futures	2614.58	2614.87	2614.0	2614.0	35.0
2011-01-07 00:30:00	NQ	Futures	2614.0	2614.29	2612.86	2614.29	73.0
2011-01-07 01:00:00	NQ	Futures	2614.29	2614.58	2612.57	2612.57	31.0
2011-01-07 01:30:00	NQ	Futures	2612.57	2614.29	2612.57	2613.72	72.0
2011-01-07 02:00:00	NQ	Futures	2613.43	2613.72	2610.56	2612.57	366.0
2011-01-07 02:30:00	NQ	Futures	2612.57	2613.14	2609.99	2610.56	387.0
2011-01-07 03:00:00	NQ	Futures	2610.85	2614.58	2608.84	2610.27	1786.0
2011-01-07 03:30:00	NQ	Futures	2609.7	2610.27	2607.4	2609.41	1383.0
2011-01-07 04:00:00	NQ	Futures	2609.12	2611.71	2607.69	2610.56	866.0
2011-01-07 04:30:00	NQ	Futures	2610.56	2612.28	2609.99	2611.71	342.0
2011-01-07 05:00:00	NQ	Futures	2611.71	2611.71	2609.12	2610.27	434.0
2011-01-07 05:30:00	NQ	Futures	2610.56	2612.28	2609.7	2610.85	333.0
2011-01-07 06:00:00	NQ	Futures	2610.56	2610.85	2608.84	2610.85	316.0
2011-01-07 06:30:00	NQ	Futures	2610.85	2615.44	2610.27	2614.87	831.0
2011-01-07 07:00:00	NQ	Futures	2614.87	2615.73	2614.0	2614.58	842.0
2011-01-07 07:30:00	NQ	Futures	2614.87	2615.44	2613.14	2614.87	934.0
2011-01-07 08:00:00	NQ	Futures	2615.15	2620.32	2614.87	2618.31	2860.0

> showing 50 of 2,178 rows — these rows as CSV

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