PREVIEW / futures_30min / 2011-01-25

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-01-25.parquet
  size:    79 KB
  rows:    2,797

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
2011-01-25 00:00:00	ES	Futures	1275.49	1275.73	1274.99	1275.24	1470.0
2011-01-25 00:30:00	ES	Futures	1275.24	1276.48	1275.24	1276.23	2360.0
2011-01-25 01:00:00	ES	Futures	1276.48	1278.46	1276.23	1276.72	9881.0
2011-01-25 01:30:00	ES	Futures	1276.72	1276.97	1275.49	1275.98	3265.0
2011-01-25 02:00:00	ES	Futures	1275.98	1277.22	1275.24	1277.22	5113.0
2011-01-25 02:30:00	ES	Futures	1276.97	1278.21	1276.48	1276.48	5006.0
2011-01-25 03:00:00	ES	Futures	1276.72	1276.97	1274.0	1274.5	11928.0
2011-01-25 03:30:00	ES	Futures	1274.5	1274.99	1273.01	1274.74	10410.0
2011-01-25 04:00:00	ES	Futures	1274.5	1275.24	1273.51	1274.0	7053.0
2011-01-25 04:30:00	ES	Futures	1273.75	1273.75	1269.55	1269.8	29637.0
2011-01-25 05:00:00	ES	Futures	1269.8	1271.53	1269.55	1270.54	8804.0
2011-01-25 05:30:00	ES	Futures	1270.79	1270.79	1269.3	1269.55	11717.0
2011-01-25 06:00:00	ES	Futures	1269.3	1271.78	1269.3	1271.78	9944.0
2011-01-25 06:30:00	ES	Futures	1271.53	1272.02	1270.79	1271.28	13965.0
2011-01-25 07:00:00	ES	Futures	1271.28	1271.53	1270.29	1271.03	9700.0
2011-01-25 07:30:00	ES	Futures	1271.03	1271.78	1269.8	1269.8	15608.0
2011-01-25 08:00:00	ES	Futures	1270.04	1270.29	1268.81	1269.8	20398.0
2011-01-25 08:30:00	ES	Futures	1269.8	1270.29	1268.56	1269.05	22801.0
2011-01-25 09:00:00	ES	Futures	1268.81	1270.79	1268.56	1270.54	23611.0
2011-01-25 09:30:00	ES	Futures	1270.29	1273.51	1268.81	1273.51	182184.0
2011-01-25 10:00:00	ES	Futures	1273.51	1275.24	1269.3	1270.29	223295.0
2011-01-25 10:30:00	ES	Futures	1270.04	1273.26	1270.04	1272.76	103928.0
2011-01-25 11:00:00	ES	Futures	1272.76	1273.01	1266.08	1266.58	271328.0
2011-01-25 11:30:00	ES	Futures	1266.33	1267.32	1265.09	1266.58	112867.0
2011-01-25 12:00:00	ES	Futures	1266.33	1271.28	1266.33	1270.29	146049.0
2011-01-25 12:30:00	ES	Futures	1270.29	1271.53	1269.8	1270.54	98356.0
2011-01-25 13:00:00	ES	Futures	1270.29	1270.79	1268.31	1269.3	69201.0
2011-01-25 13:30:00	ES	Futures	1269.05	1270.54	1268.06	1269.8	58018.0
2011-01-25 14:00:00	ES	Futures	1270.04	1270.04	1263.86	1265.34	222126.0
2011-01-25 14:30:00	ES	Futures	1265.34	1267.32	1264.1	1266.58	146853.0
2011-01-25 15:00:00	ES	Futures	1266.58	1272.02	1266.33	1271.28	182675.0
2011-01-25 15:30:00	ES	Futures	1271.53	1274.74	1269.55	1274.25	210939.0
2011-01-25 16:00:00	ES	Futures	1274.5	1274.99	1273.51	1274.0	85135.0
2011-01-25 16:30:00	ES	Futures	1274.0	1274.25	1273.26	1273.75	4621.0
2011-01-25 17:00:00	ES	Futures	1273.51	1274.5	1273.51	1274.25	2335.0
2011-01-25 18:00:00	ES	Futures	1274.25	1274.5	1273.26	1273.51	1632.0
2011-01-25 18:30:00	ES	Futures	1273.75	1273.75	1273.01	1273.01	845.0
2011-01-25 19:00:00	ES	Futures	1273.01	1274.25	1272.76	1273.75	2290.0
2011-01-25 19:30:00	ES	Futures	1273.51	1274.5	1273.51	1274.25	1059.0
2011-01-25 20:00:00	ES	Futures	1274.25	1275.24	1273.75	1274.25	3031.0
2011-01-25 20:30:00	ES	Futures	1274.5	1275.49	1273.75	1275.24	1938.0
2011-01-25 21:00:00	ES	Futures	1275.24	1276.72	1274.74	1276.72	3060.0
2011-01-25 21:30:00	ES	Futures	1276.48	1277.47	1275.49	1275.49	3630.0
2011-01-25 22:00:00	ES	Futures	1275.49	1275.98	1275.24	1275.49	1593.0
2011-01-25 22:30:00	ES	Futures	1275.49	1276.48	1275.24	1276.23	1254.0
2011-01-25 23:00:00	ES	Futures	1275.98	1277.71	1275.98	1277.71	2251.0
2011-01-25 23:30:00	ES	Futures	1277.47	1277.96	1276.97	1277.22	1262.0
2011-01-25 00:00:00	NQ	Futures	2637.25	2638.4	2636.97	2637.54	221.0
2011-01-25 00:30:00	NQ	Futures	2637.83	2639.55	2637.54	2639.55	371.0
2011-01-25 01:00:00	NQ	Futures	2639.26	2644.43	2638.98	2641.56	915.0

> showing 50 of 2,797 rows — these rows as CSV

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