PREVIEW / futures_30min / 2011-01-26

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-01-26.parquet
  size:    75 KB
  rows:    2,740

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
2011-01-26 00:00:00	ES	Futures	1277.22	1277.71	1276.72	1277.71	1242.0
2011-01-26 00:30:00	ES	Futures	1277.47	1279.69	1277.47	1278.46	6237.0
2011-01-26 01:00:00	ES	Futures	1278.21	1279.2	1277.96	1278.46	2680.0
2011-01-26 01:30:00	ES	Futures	1278.46	1278.7	1277.47	1277.71	1248.0
2011-01-26 02:00:00	ES	Futures	1277.47	1278.46	1276.97	1277.71	3784.0
2011-01-26 02:30:00	ES	Futures	1277.96	1278.21	1276.23	1276.97	6322.0
2011-01-26 03:00:00	ES	Futures	1276.72	1277.96	1276.23	1277.71	8883.0
2011-01-26 03:30:00	ES	Futures	1277.96	1279.45	1277.22	1278.95	10778.0
2011-01-26 04:00:00	ES	Futures	1278.95	1279.69	1278.7	1279.45	8124.0
2011-01-26 04:30:00	ES	Futures	1279.45	1279.94	1279.2	1279.69	8300.0
2011-01-26 05:00:00	ES	Futures	1279.69	1279.94	1278.95	1279.69	6635.0
2011-01-26 05:30:00	ES	Futures	1279.45	1280.44	1279.45	1279.69	6063.0
2011-01-26 06:00:00	ES	Futures	1279.69	1280.93	1279.2	1279.45	6357.0
2011-01-26 06:30:00	ES	Futures	1279.45	1280.68	1278.95	1280.44	8881.0
2011-01-26 07:00:00	ES	Futures	1280.44	1281.18	1278.95	1279.2	7151.0
2011-01-26 07:30:00	ES	Futures	1279.2	1279.69	1278.7	1278.95	10403.0
2011-01-26 08:00:00	ES	Futures	1278.95	1279.69	1278.7	1279.45	10261.0
2011-01-26 08:30:00	ES	Futures	1279.45	1279.45	1277.22	1277.71	18888.0
2011-01-26 09:00:00	ES	Futures	1277.71	1277.96	1276.72	1277.71	22012.0
2011-01-26 09:30:00	ES	Futures	1277.47	1278.21	1274.99	1276.48	169529.0
2011-01-26 10:00:00	ES	Futures	1276.48	1282.17	1276.23	1281.67	216104.0
2011-01-26 10:30:00	ES	Futures	1281.67	1282.66	1279.69	1280.19	136691.0
2011-01-26 11:00:00	ES	Futures	1280.19	1281.18	1277.71	1277.96	88825.0
2011-01-26 11:30:00	ES	Futures	1277.96	1279.69	1277.22	1278.7	72183.0
2011-01-26 12:00:00	ES	Futures	1278.7	1279.94	1277.96	1279.45	39990.0
2011-01-26 12:30:00	ES	Futures	1279.69	1280.93	1279.45	1280.68	37358.0
2011-01-26 13:00:00	ES	Futures	1280.44	1281.18	1279.45	1280.68	35940.0
2011-01-26 13:30:00	ES	Futures	1280.68	1282.41	1279.94	1280.68	41182.0
2011-01-26 14:00:00	ES	Futures	1280.68	1282.91	1277.96	1279.45	112311.0
2011-01-26 14:30:00	ES	Futures	1279.2	1283.4	1278.7	1282.17	131558.0
2011-01-26 15:00:00	ES	Futures	1281.92	1283.4	1280.44	1282.17	90013.0
2011-01-26 15:30:00	ES	Futures	1281.92	1282.66	1279.45	1279.69	163707.0
2011-01-26 16:00:00	ES	Futures	1279.69	1280.93	1279.45	1280.19	86355.0
2011-01-26 16:30:00	ES	Futures	1280.44	1280.44	1279.45	1279.94	9512.0
2011-01-26 17:00:00	ES	Futures	1279.94	1279.94	1279.2	1279.2	2035.0
2011-01-26 17:30:00	ES	Futures	1279.45	1279.45	1279.45	1279.45	2.0
2011-01-26 18:00:00	ES	Futures	1279.45	1279.69	1278.7	1279.69	3350.0
2011-01-26 18:30:00	ES	Futures	1279.45	1279.69	1279.2	1279.69	1046.0
2011-01-26 19:00:00	ES	Futures	1279.69	1280.44	1279.45	1280.19	2302.0
2011-01-26 19:30:00	ES	Futures	1280.19	1280.68	1279.94	1280.44	1372.0
2011-01-26 20:00:00	ES	Futures	1280.44	1281.42	1280.19	1280.68	2699.0
2011-01-26 20:30:00	ES	Futures	1280.68	1280.93	1278.95	1279.2	2790.0
2011-01-26 21:00:00	ES	Futures	1278.95	1279.69	1278.46	1279.69	3452.0
2011-01-26 21:30:00	ES	Futures	1279.69	1280.19	1279.45	1280.19	1144.0
2011-01-26 22:00:00	ES	Futures	1279.94	1280.44	1279.69	1279.69	569.0
2011-01-26 22:30:00	ES	Futures	1279.69	1280.93	1279.69	1280.68	1048.0
2011-01-26 23:00:00	ES	Futures	1280.68	1280.93	1279.69	1279.94	755.0
2011-01-26 23:30:00	ES	Futures	1280.19	1281.67	1280.19	1281.18	2263.0
2011-01-26 00:00:00	NQ	Futures	2646.15	2646.44	2644.72	2646.44	225.0
2011-01-26 00:30:00	NQ	Futures	2646.73	2650.74	2646.73	2649.31	750.0

> showing 50 of 2,740 rows — these rows as CSV

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