PREVIEW / futures_30min / 2011-01-27

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-01-27.parquet
  size:    76 KB
  rows:    2,752

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
2011-01-27 00:00:00	ES	Futures	1281.42	1281.42	1280.68	1280.68	364.0
2011-01-27 00:30:00	ES	Futures	1280.93	1280.93	1280.44	1280.68	435.0
2011-01-27 01:00:00	ES	Futures	1280.93	1281.67	1280.93	1281.18	748.0
2011-01-27 01:30:00	ES	Futures	1281.18	1282.17	1280.93	1281.67	1930.0
2011-01-27 02:00:00	ES	Futures	1281.92	1282.41	1281.18	1282.17	2900.0
2011-01-27 02:30:00	ES	Futures	1282.17	1282.41	1276.72	1277.96	18774.0
2011-01-27 03:00:00	ES	Futures	1277.71	1279.2	1276.23	1278.7	24469.0
2011-01-27 03:30:00	ES	Futures	1278.7	1279.69	1275.98	1277.22	16553.0
2011-01-27 04:00:00	ES	Futures	1277.22	1278.95	1276.72	1278.46	8592.0
2011-01-27 04:30:00	ES	Futures	1278.21	1279.94	1278.21	1279.69	7490.0
2011-01-27 05:00:00	ES	Futures	1279.69	1280.93	1278.95	1279.45	11851.0
2011-01-27 05:30:00	ES	Futures	1279.45	1281.67	1279.45	1280.93	10855.0
2011-01-27 06:00:00	ES	Futures	1280.93	1281.67	1279.94	1279.94	6515.0
2011-01-27 06:30:00	ES	Futures	1279.94	1280.19	1277.47	1279.69	15605.0
2011-01-27 07:00:00	ES	Futures	1279.69	1280.68	1278.95	1279.69	10364.0
2011-01-27 07:30:00	ES	Futures	1279.45	1283.16	1279.45	1281.67	20006.0
2011-01-27 08:00:00	ES	Futures	1281.67	1282.91	1281.18	1282.41	14403.0
2011-01-27 08:30:00	ES	Futures	1282.17	1282.17	1277.22	1277.96	71115.0
2011-01-27 09:00:00	ES	Futures	1277.96	1280.44	1277.71	1279.94	27269.0
2011-01-27 09:30:00	ES	Futures	1279.94	1282.91	1278.7	1282.66	172973.0
2011-01-27 10:00:00	ES	Futures	1282.66	1284.64	1280.44	1282.66	114606.0
2011-01-27 10:30:00	ES	Futures	1282.66	1283.65	1281.42	1282.17	98869.0
2011-01-27 11:00:00	ES	Futures	1281.92	1282.41	1277.47	1278.21	181142.0
2011-01-27 11:30:00	ES	Futures	1278.21	1280.44	1277.47	1279.69	97748.0
2011-01-27 12:00:00	ES	Futures	1279.94	1281.42	1279.45	1280.93	56381.0
2011-01-27 12:30:00	ES	Futures	1280.93	1282.41	1280.19	1282.17	50776.0
2011-01-27 13:00:00	ES	Futures	1282.41	1282.91	1281.42	1282.17	30813.0
2011-01-27 13:30:00	ES	Futures	1282.17	1282.91	1281.18	1282.17	37455.0
2011-01-27 14:00:00	ES	Futures	1282.17	1282.66	1280.44	1280.68	42587.0
2011-01-27 14:30:00	ES	Futures	1280.93	1283.4	1280.44	1282.66	50252.0
2011-01-27 15:00:00	ES	Futures	1282.41	1283.16	1281.42	1283.16	37286.0
2011-01-27 15:30:00	ES	Futures	1282.91	1284.89	1281.67	1282.91	200169.0
2011-01-27 16:00:00	ES	Futures	1282.91	1283.4	1281.92	1282.41	76528.0
2011-01-27 16:30:00	ES	Futures	1281.92	1282.17	1281.18	1281.67	6363.0
2011-01-27 17:00:00	ES	Futures	1281.92	1281.92	1280.93	1280.93	2044.0
2011-01-27 18:00:00	ES	Futures	1281.18	1281.67	1280.93	1281.42	1643.0
2011-01-27 18:30:00	ES	Futures	1281.18	1281.67	1280.93	1281.18	1145.0
2011-01-27 19:00:00	ES	Futures	1280.93	1281.18	1280.68	1280.93	1393.0
2011-01-27 19:30:00	ES	Futures	1280.93	1281.42	1280.44	1280.93	1218.0
2011-01-27 20:00:00	ES	Futures	1281.18	1281.18	1279.69	1279.69	4064.0
2011-01-27 20:30:00	ES	Futures	1279.94	1280.68	1279.2	1280.19	3607.0
2011-01-27 21:00:00	ES	Futures	1280.19	1280.44	1277.96	1278.21	5584.0
2011-01-27 21:30:00	ES	Futures	1278.21	1279.2	1277.96	1278.7	1855.0
2011-01-27 22:00:00	ES	Futures	1278.7	1279.2	1278.7	1278.95	663.0
2011-01-27 22:30:00	ES	Futures	1279.2	1279.2	1278.46	1278.95	2030.0
2011-01-27 23:00:00	ES	Futures	1278.7	1279.94	1278.7	1279.69	1539.0
2011-01-27 23:30:00	ES	Futures	1279.45	1279.94	1278.95	1278.95	2650.0
2011-01-27 00:00:00	NQ	Futures	2661.65	2661.65	2660.79	2660.79	45.0
2011-01-27 00:30:00	NQ	Futures	2661.08	2661.08	2660.5	2660.5	51.0
2011-01-27 01:00:00	NQ	Futures	2660.79	2661.94	2660.79	2661.94	42.0

> showing 50 of 2,752 rows — these rows as CSV

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