PREVIEW / futures_30min / 2011-01-17

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-01-17.parquet
  size:    51 KB
  rows:    1,831

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
2011-01-17 00:00:00	ES	Futures	1272.76	1273.01	1272.52	1273.01	1082.0
2011-01-17 00:30:00	ES	Futures	1273.01	1273.51	1272.52	1273.51	1080.0
2011-01-17 01:00:00	ES	Futures	1273.26	1273.26	1272.52	1273.01	603.0
2011-01-17 01:30:00	ES	Futures	1272.76	1273.51	1272.52	1272.52	1618.0
2011-01-17 02:00:00	ES	Futures	1272.76	1273.01	1272.02	1272.27	5667.0
2011-01-17 02:30:00	ES	Futures	1272.27	1273.01	1271.78	1272.27	3181.0
2011-01-17 03:00:00	ES	Futures	1272.27	1273.01	1271.78	1272.76	9960.0
2011-01-17 03:30:00	ES	Futures	1272.76	1273.75	1272.02	1272.27	8461.0
2011-01-17 04:00:00	ES	Futures	1272.02	1272.76	1271.53	1271.78	7586.0
2011-01-17 04:30:00	ES	Futures	1271.78	1272.27	1271.03	1272.27	7461.0
2011-01-17 05:00:00	ES	Futures	1272.27	1272.76	1272.02	1272.52	3446.0
2011-01-17 05:30:00	ES	Futures	1272.52	1273.26	1272.02	1272.76	4830.0
2011-01-17 06:00:00	ES	Futures	1272.76	1274.0	1272.76	1273.75	3661.0
2011-01-17 06:30:00	ES	Futures	1274.0	1274.0	1272.76	1273.01	3910.0
2011-01-17 07:00:00	ES	Futures	1273.26	1273.51	1272.02	1272.76	3409.0
2011-01-17 07:30:00	ES	Futures	1273.01	1274.0	1272.52	1273.26	2576.0
2011-01-17 08:00:00	ES	Futures	1273.26	1273.75	1273.01	1273.51	3047.0
2011-01-17 08:30:00	ES	Futures	1273.51	1273.75	1270.29	1271.03	15344.0
2011-01-17 09:00:00	ES	Futures	1271.03	1271.53	1269.55	1270.79	16802.0
2011-01-17 09:30:00	ES	Futures	1271.03	1272.52	1270.54	1271.53	11071.0
2011-01-17 10:00:00	ES	Futures	1271.28	1271.53	1270.29	1270.79	9033.0
2011-01-17 10:30:00	ES	Futures	1271.03	1272.02	1270.79	1271.53	6402.0
2011-01-17 11:00:00	ES	Futures	1271.53	1272.27	1271.03	1272.02	9654.0
2011-01-17 18:00:00	ES	Futures	1272.27	1272.27	1270.79	1272.02	4744.0
2011-01-17 18:30:00	ES	Futures	1272.02	1272.27	1271.78	1271.78	1438.0
2011-01-17 19:00:00	ES	Futures	1271.78	1272.52	1271.53	1271.78	2021.0
2011-01-17 19:30:00	ES	Futures	1271.78	1272.76	1271.03	1272.76	2599.0
2011-01-17 20:00:00	ES	Futures	1272.76	1273.26	1272.52	1273.01	1904.0
2011-01-17 20:30:00	ES	Futures	1272.76	1273.26	1272.52	1273.01	1245.0
2011-01-17 21:00:00	ES	Futures	1272.76	1273.01	1272.52	1272.76	1821.0
2011-01-17 21:30:00	ES	Futures	1272.76	1273.26	1272.76	1273.26	512.0
2011-01-17 22:00:00	ES	Futures	1273.26	1274.0	1273.01	1273.75	2015.0
2011-01-17 22:30:00	ES	Futures	1273.51	1274.74	1273.01	1273.51	3364.0
2011-01-17 23:00:00	ES	Futures	1273.51	1274.74	1273.51	1274.0	3634.0
2011-01-17 23:30:00	ES	Futures	1274.0	1274.5	1273.26	1273.51	1992.0
2011-01-17 00:00:00	NQ	Futures	2660.5	2661.08	2659.93	2660.79	104.0
2011-01-17 00:30:00	NQ	Futures	2661.08	2661.36	2659.93	2661.08	78.0
2011-01-17 01:00:00	NQ	Futures	2661.36	2661.36	2659.64	2659.93	70.0
2011-01-17 01:30:00	NQ	Futures	2659.93	2661.36	2659.36	2659.93	126.0
2011-01-17 02:00:00	NQ	Futures	2659.64	2660.5	2658.49	2658.49	368.0
2011-01-17 02:30:00	NQ	Futures	2659.07	2660.79	2658.21	2659.07	219.0
2011-01-17 03:00:00	NQ	Futures	2659.07	2660.5	2658.21	2659.64	708.0
2011-01-17 03:30:00	NQ	Futures	2659.64	2661.94	2659.07	2659.07	494.0
2011-01-17 04:00:00	NQ	Futures	2659.07	2659.93	2657.63	2657.92	785.0
2011-01-17 04:30:00	NQ	Futures	2657.92	2659.36	2657.35	2659.07	1028.0
2011-01-17 05:00:00	NQ	Futures	2659.07	2659.93	2658.78	2659.93	301.0
2011-01-17 05:30:00	NQ	Futures	2659.93	2660.79	2658.78	2660.22	276.0
2011-01-17 06:00:00	NQ	Futures	2660.5	2662.23	2660.5	2662.23	381.0
2011-01-17 06:30:00	NQ	Futures	2661.94	2663.09	2659.07	2659.93	853.0
2011-01-17 07:00:00	NQ	Futures	2659.64	2661.08	2658.21	2659.93	341.0

> showing 50 of 1,831 rows — these rows as CSV

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