PREVIEW / futures_30min / 2011-01-21

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-01-21.parquet
  size:    64 KB
  rows:    2,203

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
2011-01-21 00:00:00	ES	Futures	1262.37	1262.37	1260.64	1261.14	4472.0
2011-01-21 00:30:00	ES	Futures	1260.89	1261.38	1260.15	1260.64	2818.0
2011-01-21 01:00:00	ES	Futures	1260.64	1261.88	1260.39	1261.63	2148.0
2011-01-21 01:30:00	ES	Futures	1261.88	1262.37	1261.38	1261.88	2096.0
2011-01-21 02:00:00	ES	Futures	1261.88	1262.13	1261.14	1261.63	2859.0
2011-01-21 02:30:00	ES	Futures	1261.63	1261.88	1260.15	1260.89	5447.0
2011-01-21 03:00:00	ES	Futures	1260.64	1262.13	1260.39	1260.89	14393.0
2011-01-21 03:30:00	ES	Futures	1260.89	1262.62	1260.89	1261.88	9091.0
2011-01-21 04:00:00	ES	Futures	1261.88	1263.12	1260.89	1262.62	12116.0
2011-01-21 04:30:00	ES	Futures	1262.87	1263.86	1261.88	1263.61	8510.0
2011-01-21 05:00:00	ES	Futures	1263.61	1264.35	1262.37	1264.35	11363.0
2011-01-21 05:30:00	ES	Futures	1264.1	1266.08	1264.1	1265.09	17014.0
2011-01-21 06:00:00	ES	Futures	1265.34	1265.59	1264.35	1264.85	7915.0
2011-01-21 06:30:00	ES	Futures	1264.85	1268.06	1264.6	1267.07	21679.0
2011-01-21 07:00:00	ES	Futures	1266.83	1268.31	1266.08	1267.07	22555.0
2011-01-21 07:30:00	ES	Futures	1267.07	1270.29	1266.83	1269.05	32182.0
2011-01-21 08:00:00	ES	Futures	1269.3	1269.8	1267.82	1269.05	32300.0
2011-01-21 08:30:00	ES	Futures	1269.3	1270.54	1268.31	1270.04	39909.0
2011-01-21 09:00:00	ES	Futures	1270.04	1273.01	1270.04	1272.02	81057.0
2011-01-21 09:30:00	ES	Futures	1271.78	1274.25	1270.29	1273.75	249714.0
2011-01-21 10:00:00	ES	Futures	1274.0	1274.74	1270.04	1270.29	174952.0
2011-01-21 10:30:00	ES	Futures	1270.04	1271.28	1268.56	1269.55	172238.0
2011-01-21 11:00:00	ES	Futures	1269.55	1270.79	1267.32	1269.05	147653.0
2011-01-21 11:30:00	ES	Futures	1269.05	1269.55	1265.84	1267.07	132874.0
2011-01-21 12:00:00	ES	Futures	1267.32	1269.8	1266.58	1269.55	96940.0
2011-01-21 12:30:00	ES	Futures	1269.55	1269.55	1265.59	1267.82	96963.0
2011-01-21 13:00:00	ES	Futures	1267.82	1268.81	1266.58	1267.82	49281.0
2011-01-21 13:30:00	ES	Futures	1267.82	1269.3	1267.32	1268.56	39180.0
2011-01-21 14:00:00	ES	Futures	1268.56	1269.55	1267.57	1268.31	47757.0
2011-01-21 14:30:00	ES	Futures	1268.06	1270.04	1267.82	1268.31	62490.0
2011-01-21 15:00:00	ES	Futures	1268.31	1269.55	1267.82	1267.82	61711.0
2011-01-21 15:30:00	ES	Futures	1267.82	1268.31	1265.34	1267.07	201377.0
2011-01-21 16:00:00	ES	Futures	1267.07	1267.57	1265.84	1267.07	94977.0
2011-01-21 00:00:00	NQ	Futures	2619.46	2619.46	2615.73	2617.16	173.0
2011-01-21 00:30:00	NQ	Futures	2617.74	2618.02	2614.87	2615.73	158.0
2011-01-21 01:00:00	NQ	Futures	2615.73	2618.88	2615.44	2618.31	86.0
2011-01-21 01:30:00	NQ	Futures	2618.6	2618.88	2616.87	2617.74	144.0
2011-01-21 02:00:00	NQ	Futures	2618.31	2618.6	2617.45	2617.74	175.0
2011-01-21 02:30:00	NQ	Futures	2617.74	2618.31	2615.44	2616.59	397.0
2011-01-21 03:00:00	NQ	Futures	2616.87	2618.6	2615.73	2616.3	904.0
2011-01-21 03:30:00	NQ	Futures	2616.01	2618.02	2615.15	2617.16	1334.0
2011-01-21 04:00:00	NQ	Futures	2617.16	2619.17	2615.73	2618.88	839.0
2011-01-21 04:30:00	NQ	Futures	2618.6	2620.61	2617.16	2620.03	745.0
2011-01-21 05:00:00	NQ	Futures	2620.03	2622.04	2618.31	2622.04	736.0
2011-01-21 05:30:00	NQ	Futures	2622.04	2625.2	2621.75	2623.48	1206.0
2011-01-21 06:00:00	NQ	Futures	2623.19	2624.62	2622.9	2623.48	447.0
2011-01-21 06:30:00	NQ	Futures	2624.05	2628.07	2624.05	2627.5	1738.0
2011-01-21 07:00:00	NQ	Futures	2627.78	2629.22	2625.77	2628.36	1510.0
2011-01-21 07:30:00	NQ	Futures	2628.07	2634.96	2628.07	2633.81	2598.0
2011-01-21 08:00:00	NQ	Futures	2633.52	2634.67	2630.94	2633.52	2863.0

> showing 50 of 2,203 rows — these rows as CSV

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