PREVIEW / futures_30min / 2011-01-10

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-01-10.parquet
  size:    72 KB
  rows:    2,598

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
2011-01-10 00:00:00	ES	Futures	1254.7	1254.95	1254.21	1254.46	639.0
2011-01-10 00:30:00	ES	Futures	1254.7	1254.7	1253.22	1253.22	1626.0
2011-01-10 01:00:00	ES	Futures	1252.97	1254.46	1252.97	1253.22	665.0
2011-01-10 01:30:00	ES	Futures	1253.22	1253.22	1251.98	1252.48	2706.0
2011-01-10 02:00:00	ES	Futures	1252.23	1252.72	1251.98	1251.98	2335.0
2011-01-10 02:30:00	ES	Futures	1251.98	1252.23	1250.0	1250.25	6471.0
2011-01-10 03:00:00	ES	Futures	1250.5	1250.99	1249.01	1249.26	14858.0
2011-01-10 03:30:00	ES	Futures	1249.51	1249.51	1246.79	1248.02	20095.0
2011-01-10 04:00:00	ES	Futures	1248.02	1249.75	1247.53	1249.01	9316.0
2011-01-10 04:30:00	ES	Futures	1249.26	1249.75	1248.02	1248.52	5042.0
2011-01-10 05:00:00	ES	Futures	1248.52	1248.76	1247.03	1248.02	7800.0
2011-01-10 05:30:00	ES	Futures	1248.02	1248.02	1246.04	1247.53	10399.0
2011-01-10 06:00:00	ES	Futures	1247.53	1249.01	1247.03	1248.76	7150.0
2011-01-10 06:30:00	ES	Futures	1248.76	1249.01	1246.79	1248.52	8607.0
2011-01-10 07:00:00	ES	Futures	1248.52	1249.26	1248.27	1249.01	5450.0
2011-01-10 07:30:00	ES	Futures	1248.76	1249.26	1247.28	1247.77	9452.0
2011-01-10 08:00:00	ES	Futures	1247.77	1249.26	1247.03	1249.26	16933.0
2011-01-10 08:30:00	ES	Futures	1249.26	1250.0	1248.02	1249.26	21525.0
2011-01-10 09:00:00	ES	Futures	1249.26	1250.25	1248.52	1249.01	26808.0
2011-01-10 09:30:00	ES	Futures	1249.26	1251.24	1245.05	1245.8	258160.0
2011-01-10 10:00:00	ES	Futures	1245.8	1249.51	1245.05	1249.01	223044.0
2011-01-10 10:30:00	ES	Futures	1249.26	1251.98	1247.77	1248.76	193146.0
2011-01-10 11:00:00	ES	Futures	1248.76	1249.75	1246.79	1249.01	135642.0
2011-01-10 11:30:00	ES	Futures	1249.26	1251.49	1248.02	1250.99	119923.0
2011-01-10 12:00:00	ES	Futures	1250.99	1251.98	1249.01	1251.24	134024.0
2011-01-10 12:30:00	ES	Futures	1251.49	1252.23	1250.25	1250.99	84912.0
2011-01-10 13:00:00	ES	Futures	1251.24	1252.72	1250.99	1252.48	60834.0
2011-01-10 13:30:00	ES	Futures	1252.48	1253.22	1251.98	1252.23	54223.0
2011-01-10 14:00:00	ES	Futures	1252.48	1252.72	1250.5	1252.23	69758.0
2011-01-10 14:30:00	ES	Futures	1252.48	1253.71	1251.98	1253.47	55256.0
2011-01-10 15:00:00	ES	Futures	1253.22	1254.95	1252.23	1254.46	80190.0
2011-01-10 15:30:00	ES	Futures	1254.46	1254.95	1252.72	1253.22	121288.0
2011-01-10 16:00:00	ES	Futures	1252.97	1253.71	1252.23	1252.48	80378.0
2011-01-10 16:30:00	ES	Futures	1252.48	1252.72	1251.98	1252.23	3762.0
2011-01-10 17:00:00	ES	Futures	1252.23	1252.72	1251.73	1252.72	1405.0
2011-01-10 18:00:00	ES	Futures	1252.48	1252.72	1251.98	1252.23	1342.0
2011-01-10 18:30:00	ES	Futures	1252.23	1253.47	1251.73	1253.47	2588.0
2011-01-10 19:00:00	ES	Futures	1253.47	1253.96	1252.48	1252.72	2412.0
2011-01-10 19:30:00	ES	Futures	1252.97	1252.97	1251.24	1251.49	2718.0
2011-01-10 20:00:00	ES	Futures	1251.49	1252.48	1251.24	1252.48	2032.0
2011-01-10 20:30:00	ES	Futures	1252.48	1254.21	1250.99	1252.23	6784.0
2011-01-10 21:00:00	ES	Futures	1252.48	1253.47	1252.23	1252.97	1448.0
2011-01-10 21:30:00	ES	Futures	1253.22	1253.96	1252.97	1253.96	1207.0
2011-01-10 22:00:00	ES	Futures	1253.96	1253.96	1253.22	1253.71	916.0
2011-01-10 22:30:00	ES	Futures	1253.71	1254.46	1253.47	1253.96	2459.0
2011-01-10 23:00:00	ES	Futures	1254.21	1254.46	1253.96	1254.46	707.0
2011-01-10 23:30:00	ES	Futures	1254.46	1254.7	1254.21	1254.21	1722.0
2011-01-10 00:00:00	NQ	Futures	2611.42	2611.71	2610.85	2611.71	21.0
2011-01-10 00:30:00	NQ	Futures	2610.85	2612.0	2609.41	2609.41	67.0
2011-01-10 01:00:00	NQ	Futures	2609.12	2610.85	2608.55	2608.55	54.0

> showing 50 of 2,598 rows — these rows as CSV

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