PREVIEW / futures_30min / 2011-01-18

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-01-18.parquet
  size:    75 KB
  rows:    2,754

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
2011-01-18 00:00:00	ES	Futures	1273.51	1274.74	1273.26	1273.51	2682.0
2011-01-18 00:30:00	ES	Futures	1273.51	1273.51	1272.76	1273.01	1213.0
2011-01-18 01:00:00	ES	Futures	1272.76	1273.01	1271.53	1272.02	3167.0
2011-01-18 01:30:00	ES	Futures	1272.02	1273.26	1271.78	1273.26	1849.0
2011-01-18 02:00:00	ES	Futures	1273.26	1273.75	1272.02	1273.51	3140.0
2011-01-18 02:30:00	ES	Futures	1273.51	1274.5	1273.01	1274.5	4872.0
2011-01-18 03:00:00	ES	Futures	1274.5	1276.23	1274.0	1275.73	18788.0
2011-01-18 03:30:00	ES	Futures	1275.73	1276.72	1275.49	1276.48	13186.0
2011-01-18 04:00:00	ES	Futures	1276.72	1277.96	1276.48	1277.22	13768.0
2011-01-18 04:30:00	ES	Futures	1277.22	1278.46	1276.97	1278.21	9887.0
2011-01-18 05:00:00	ES	Futures	1278.46	1278.7	1277.22	1277.96	10492.0
2011-01-18 05:30:00	ES	Futures	1277.96	1278.7	1277.71	1278.46	5376.0
2011-01-18 06:00:00	ES	Futures	1278.46	1279.2	1278.21	1278.7	4926.0
2011-01-18 06:30:00	ES	Futures	1278.7	1279.69	1278.7	1279.2	5327.0
2011-01-18 07:00:00	ES	Futures	1279.2	1279.45	1277.22	1277.47	14157.0
2011-01-18 07:30:00	ES	Futures	1277.22	1277.71	1276.48	1277.22	14436.0
2011-01-18 08:00:00	ES	Futures	1277.22	1277.47	1274.0	1275.49	42733.0
2011-01-18 08:30:00	ES	Futures	1275.24	1275.73	1274.25	1274.5	18485.0
2011-01-18 09:00:00	ES	Futures	1274.74	1275.49	1274.0	1274.5	22600.0
2011-01-18 09:30:00	ES	Futures	1274.5	1277.22	1273.26	1274.5	221988.0
2011-01-18 10:00:00	ES	Futures	1274.5	1277.71	1273.26	1276.72	147620.0
2011-01-18 10:30:00	ES	Futures	1276.97	1276.97	1274.0	1274.74	136520.0
2011-01-18 11:00:00	ES	Futures	1274.99	1277.22	1274.74	1276.97	87975.0
2011-01-18 11:30:00	ES	Futures	1277.22	1277.47	1275.73	1276.48	71211.0
2011-01-18 12:00:00	ES	Futures	1276.23	1276.48	1275.49	1275.73	55526.0
2011-01-18 12:30:00	ES	Futures	1275.73	1276.72	1275.49	1276.23	43991.0
2011-01-18 13:00:00	ES	Futures	1276.23	1277.22	1276.23	1276.97	45618.0
2011-01-18 13:30:00	ES	Futures	1276.97	1277.96	1276.48	1277.22	63229.0
2011-01-18 14:00:00	ES	Futures	1277.22	1277.96	1276.48	1277.71	47515.0
2011-01-18 14:30:00	ES	Futures	1277.96	1278.46	1276.72	1277.96	64930.0
2011-01-18 15:00:00	ES	Futures	1277.96	1277.96	1276.23	1277.71	53319.0
2011-01-18 15:30:00	ES	Futures	1277.71	1279.2	1277.47	1278.46	114851.0
2011-01-18 16:00:00	ES	Futures	1278.21	1281.67	1278.21	1281.67	108433.0
2011-01-18 16:30:00	ES	Futures	1281.18	1282.91	1279.69	1280.19	24000.0
2011-01-18 17:00:00	ES	Futures	1280.19	1280.68	1279.69	1280.44	7363.0
2011-01-18 18:00:00	ES	Futures	1280.19	1280.44	1279.2	1279.45	3449.0
2011-01-18 18:30:00	ES	Futures	1279.69	1279.94	1279.45	1279.69	1437.0
2011-01-18 19:00:00	ES	Futures	1279.94	1279.94	1279.2	1279.45	1887.0
2011-01-18 19:30:00	ES	Futures	1279.45	1280.93	1279.2	1280.68	2230.0
2011-01-18 20:00:00	ES	Futures	1280.68	1280.93	1280.44	1280.68	1236.0
2011-01-18 20:30:00	ES	Futures	1280.93	1280.93	1279.94	1279.94	1996.0
2011-01-18 21:00:00	ES	Futures	1279.94	1280.44	1279.69	1279.94	817.0
2011-01-18 21:30:00	ES	Futures	1280.19	1280.68	1279.94	1280.68	1128.0
2011-01-18 22:00:00	ES	Futures	1280.68	1281.67	1280.68	1281.18	3063.0
2011-01-18 22:30:00	ES	Futures	1281.18	1281.42	1280.93	1281.18	675.0
2011-01-18 23:00:00	ES	Futures	1281.18	1281.42	1280.93	1281.18	385.0
2011-01-18 23:30:00	ES	Futures	1280.93	1281.18	1280.68	1280.93	563.0
2011-01-18 00:00:00	NQ	Futures	2639.26	2639.84	2638.4	2638.4	168.0
2011-01-18 00:30:00	NQ	Futures	2638.98	2639.26	2637.25	2637.83	205.0
2011-01-18 01:00:00	NQ	Futures	2637.83	2638.4	2636.39	2637.83	236.0

> showing 50 of 2,754 rows — these rows as CSV

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