PREVIEW / futures_30min / 2011-01-20

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-01-20.parquet
  size:    81 KB
  rows:    2,814

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
2011-01-20 00:00:00	ES	Futures	1266.83	1266.83	1264.85	1265.09	5044.0
2011-01-20 00:30:00	ES	Futures	1265.09	1265.84	1264.85	1265.59	1233.0
2011-01-20 01:00:00	ES	Futures	1265.34	1265.84	1265.09	1265.34	2750.0
2011-01-20 01:30:00	ES	Futures	1265.34	1265.59	1263.61	1263.86	5772.0
2011-01-20 02:00:00	ES	Futures	1263.86	1264.85	1262.62	1262.62	7867.0
2011-01-20 02:30:00	ES	Futures	1262.62	1264.6	1262.37	1263.36	6495.0
2011-01-20 03:00:00	ES	Futures	1263.12	1264.85	1262.13	1262.37	21081.0
2011-01-20 03:30:00	ES	Futures	1262.13	1264.1	1262.13	1263.12	14869.0
2011-01-20 04:00:00	ES	Futures	1263.12	1266.83	1263.12	1265.34	19384.0
2011-01-20 04:30:00	ES	Futures	1265.34	1265.84	1264.6	1265.59	11288.0
2011-01-20 05:00:00	ES	Futures	1265.84	1266.33	1263.86	1264.35	10788.0
2011-01-20 05:30:00	ES	Futures	1264.6	1264.85	1263.36	1263.61	6305.0
2011-01-20 06:00:00	ES	Futures	1263.86	1264.35	1262.37	1263.61	17082.0
2011-01-20 06:30:00	ES	Futures	1263.61	1263.86	1262.87	1263.36	9603.0
2011-01-20 07:00:00	ES	Futures	1263.36	1264.6	1260.39	1261.38	24830.0
2011-01-20 07:30:00	ES	Futures	1261.14	1264.1	1260.89	1260.89	26965.0
2011-01-20 08:00:00	ES	Futures	1261.14	1262.87	1260.89	1261.14	26305.0
2011-01-20 08:30:00	ES	Futures	1261.38	1265.84	1261.38	1265.09	66940.0
2011-01-20 09:00:00	ES	Futures	1265.09	1265.34	1262.13	1262.62	41445.0
2011-01-20 09:30:00	ES	Futures	1262.62	1263.61	1257.67	1263.12	303451.0
2011-01-20 10:00:00	ES	Futures	1263.12	1264.85	1257.18	1259.4	251227.0
2011-01-20 10:30:00	ES	Futures	1259.4	1260.64	1255.2	1255.94	245405.0
2011-01-20 11:00:00	ES	Futures	1255.94	1258.17	1255.2	1255.94	180578.0
2011-01-20 11:30:00	ES	Futures	1255.94	1258.17	1254.46	1257.92	153234.0
2011-01-20 12:00:00	ES	Futures	1257.92	1260.64	1257.92	1259.9	113838.0
2011-01-20 12:30:00	ES	Futures	1259.65	1262.37	1259.65	1261.63	73485.0
2011-01-20 13:00:00	ES	Futures	1261.88	1261.88	1259.4	1259.9	69673.0
2011-01-20 13:30:00	ES	Futures	1259.9	1263.12	1259.9	1262.87	70319.0
2011-01-20 14:00:00	ES	Futures	1262.87	1265.59	1262.37	1264.6	122904.0
2011-01-20 14:30:00	ES	Futures	1264.85	1267.07	1264.35	1265.59	130508.0
2011-01-20 15:00:00	ES	Futures	1265.34	1265.59	1261.88	1262.13	110197.0
2011-01-20 15:30:00	ES	Futures	1262.37	1264.35	1260.89	1264.1	211154.0
2011-01-20 16:00:00	ES	Futures	1264.1	1264.85	1262.37	1262.62	116621.0
2011-01-20 16:30:00	ES	Futures	1262.87	1264.85	1262.87	1264.6	7850.0
2011-01-20 17:00:00	ES	Futures	1264.6	1264.85	1264.1	1264.35	3503.0
2011-01-20 18:00:00	ES	Futures	1264.1	1264.35	1263.36	1263.86	2339.0
2011-01-20 18:30:00	ES	Futures	1264.1	1264.6	1262.37	1262.87	2832.0
2011-01-20 19:00:00	ES	Futures	1262.87	1263.12	1261.38	1262.37	4128.0
2011-01-20 19:30:00	ES	Futures	1262.13	1262.37	1260.89	1261.38	4092.0
2011-01-20 20:00:00	ES	Futures	1261.38	1261.63	1260.89	1261.63	4701.0
2011-01-20 20:30:00	ES	Futures	1261.63	1262.13	1260.15	1261.38	5999.0
2011-01-20 21:00:00	ES	Futures	1261.38	1261.38	1260.64	1261.38	1455.0
2011-01-20 21:30:00	ES	Futures	1261.14	1262.87	1260.64	1262.62	3324.0
2011-01-20 22:00:00	ES	Futures	1262.62	1264.35	1262.37	1264.1	4756.0
2011-01-20 22:30:00	ES	Futures	1263.86	1264.1	1262.62	1262.62	2424.0
2011-01-20 23:00:00	ES	Futures	1262.37	1263.36	1262.13	1262.87	2565.0
2011-01-20 23:30:00	ES	Futures	1262.62	1262.87	1261.14	1262.37	3320.0
2011-01-20 00:00:00	NQ	Futures	2637.54	2637.54	2632.37	2632.37	521.0
2011-01-20 00:30:00	NQ	Futures	2632.37	2634.38	2631.8	2633.81	199.0
2011-01-20 01:00:00	NQ	Futures	2633.81	2634.67	2632.66	2633.24	337.0

> showing 50 of 2,814 rows — these rows as CSV

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