PREVIEW / futures_30min / 2011-01-19

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-01-19.parquet
  size:    77 KB
  rows:    2,798

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
2011-01-19 00:00:00	ES	Futures	1280.93	1281.42	1280.93	1281.42	899.0
2011-01-19 00:30:00	ES	Futures	1281.42	1281.92	1280.93	1281.92	1785.0
2011-01-19 01:00:00	ES	Futures	1281.67	1282.66	1281.67	1282.66	3063.0
2011-01-19 01:30:00	ES	Futures	1282.41	1282.91	1281.92	1282.66	1448.0
2011-01-19 02:00:00	ES	Futures	1282.91	1282.91	1280.68	1280.93	4881.0
2011-01-19 02:30:00	ES	Futures	1281.18	1281.42	1280.44	1280.93	5806.0
2011-01-19 03:00:00	ES	Futures	1281.18	1281.18	1279.45	1279.94	15239.0
2011-01-19 03:30:00	ES	Futures	1279.94	1280.93	1279.69	1279.69	7522.0
2011-01-19 04:00:00	ES	Futures	1279.69	1279.94	1278.46	1279.45	9024.0
2011-01-19 04:30:00	ES	Futures	1279.45	1280.44	1278.95	1279.69	5711.0
2011-01-19 05:00:00	ES	Futures	1279.45	1279.69	1278.21	1278.95	9066.0
2011-01-19 05:30:00	ES	Futures	1278.95	1280.44	1278.7	1279.94	9578.0
2011-01-19 06:00:00	ES	Futures	1279.69	1279.94	1278.46	1279.2	6472.0
2011-01-19 06:30:00	ES	Futures	1279.2	1279.69	1278.7	1279.45	4499.0
2011-01-19 07:00:00	ES	Futures	1279.2	1280.68	1279.2	1280.19	6301.0
2011-01-19 07:30:00	ES	Futures	1280.19	1282.17	1280.19	1281.67	13160.0
2011-01-19 08:00:00	ES	Futures	1281.67	1281.92	1277.22	1278.21	46326.0
2011-01-19 08:30:00	ES	Futures	1277.96	1278.95	1276.48	1277.22	27790.0
2011-01-19 09:00:00	ES	Futures	1277.22	1277.22	1275.73	1276.97	34042.0
2011-01-19 09:30:00	ES	Futures	1276.97	1277.96	1272.76	1273.75	247976.0
2011-01-19 10:00:00	ES	Futures	1273.75	1274.99	1270.29	1271.03	171390.0
2011-01-19 10:30:00	ES	Futures	1271.28	1271.28	1268.56	1270.29	187938.0
2011-01-19 11:00:00	ES	Futures	1270.29	1270.54	1268.06	1269.05	120873.0
2011-01-19 11:30:00	ES	Futures	1269.3	1270.79	1269.05	1270.04	83088.0
2011-01-19 12:00:00	ES	Futures	1270.04	1270.54	1269.05	1269.05	86963.0
2011-01-19 12:30:00	ES	Futures	1269.3	1269.3	1265.84	1267.07	186268.0
2011-01-19 13:00:00	ES	Futures	1266.83	1269.05	1265.84	1269.05	86744.0
2011-01-19 13:30:00	ES	Futures	1268.81	1269.8	1267.32	1268.56	72155.0
2011-01-19 14:00:00	ES	Futures	1268.31	1268.56	1265.34	1266.33	104159.0
2011-01-19 14:30:00	ES	Futures	1266.33	1266.83	1262.37	1264.1	151100.0
2011-01-19 15:00:00	ES	Futures	1264.1	1265.59	1262.13	1264.35	172464.0
2011-01-19 15:30:00	ES	Futures	1264.1	1265.59	1261.88	1265.59	265524.0
2011-01-19 16:00:00	ES	Futures	1265.59	1266.83	1265.09	1266.08	122605.0
2011-01-19 16:30:00	ES	Futures	1266.08	1266.33	1264.85	1265.09	7397.0
2011-01-19 17:00:00	ES	Futures	1265.09	1265.34	1264.6	1265.09	2688.0
2011-01-19 18:00:00	ES	Futures	1264.85	1265.34	1264.6	1264.85	2839.0
2011-01-19 18:30:00	ES	Futures	1265.09	1265.34	1264.35	1264.85	2384.0
2011-01-19 19:00:00	ES	Futures	1264.85	1265.09	1264.1	1264.35	2770.0
2011-01-19 19:30:00	ES	Futures	1264.35	1267.32	1264.1	1267.07	6731.0
2011-01-19 20:00:00	ES	Futures	1267.07	1268.31	1265.84	1266.08	6068.0
2011-01-19 20:30:00	ES	Futures	1266.08	1267.57	1265.59	1267.07	4256.0
2011-01-19 21:00:00	ES	Futures	1267.32	1268.31	1266.83	1267.07	3001.0
2011-01-19 21:30:00	ES	Futures	1266.83	1267.07	1266.08	1266.58	1850.0
2011-01-19 22:00:00	ES	Futures	1266.58	1266.83	1266.33	1266.58	1126.0
2011-01-19 22:30:00	ES	Futures	1266.58	1266.83	1266.08	1266.33	1303.0
2011-01-19 23:00:00	ES	Futures	1266.33	1267.32	1266.33	1267.07	830.0
2011-01-19 23:30:00	ES	Futures	1266.83	1267.07	1266.08	1266.83	1834.0
2011-01-19 00:00:00	NQ	Futures	2680.31	2680.31	2679.45	2679.45	65.0
2011-01-19 00:30:00	NQ	Futures	2679.45	2680.6	2679.45	2680.31	75.0
2011-01-19 01:00:00	NQ	Futures	2680.31	2682.61	2680.02	2682.61	244.0

> showing 50 of 2,798 rows — these rows as CSV

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