PREVIEW / futures_30min / 2011-01-28

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-01-28.parquet
  size:    65 KB
  rows:    2,171

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
2011-01-28 00:00:00	ES	Futures	1279.2	1279.94	1278.7	1279.94	1455.0
2011-01-28 00:30:00	ES	Futures	1279.94	1280.19	1279.45	1279.45	1367.0
2011-01-28 01:00:00	ES	Futures	1279.45	1280.44	1279.2	1280.44	1407.0
2011-01-28 01:30:00	ES	Futures	1280.44	1280.68	1279.69	1280.19	1836.0
2011-01-28 02:00:00	ES	Futures	1279.94	1280.44	1279.45	1279.69	2031.0
2011-01-28 02:30:00	ES	Futures	1279.45	1279.94	1278.21	1278.7	5542.0
2011-01-28 03:00:00	ES	Futures	1278.7	1278.7	1276.97	1277.22	15052.0
2011-01-28 03:30:00	ES	Futures	1277.22	1279.45	1277.22	1278.95	10715.0
2011-01-28 04:00:00	ES	Futures	1279.2	1279.45	1278.46	1278.95	4724.0
2011-01-28 04:30:00	ES	Futures	1279.2	1280.93	1278.95	1280.68	8322.0
2011-01-28 05:00:00	ES	Futures	1280.68	1281.67	1280.44	1280.44	7514.0
2011-01-28 05:30:00	ES	Futures	1280.44	1281.18	1280.44	1280.93	4011.0
2011-01-28 06:00:00	ES	Futures	1280.93	1282.41	1280.44	1281.42	8054.0
2011-01-28 06:30:00	ES	Futures	1281.67	1282.66	1281.42	1282.17	6947.0
2011-01-28 07:00:00	ES	Futures	1282.17	1283.4	1280.93	1282.41	14532.0
2011-01-28 07:30:00	ES	Futures	1282.41	1283.65	1282.17	1282.91	12040.0
2011-01-28 08:00:00	ES	Futures	1282.91	1284.15	1282.17	1283.16	15087.0
2011-01-28 08:30:00	ES	Futures	1282.91	1285.14	1280.93	1283.16	72318.0
2011-01-28 09:00:00	ES	Futures	1283.16	1284.64	1282.91	1283.9	21288.0
2011-01-28 09:30:00	ES	Futures	1284.15	1286.13	1281.92	1281.92	190861.0
2011-01-28 10:00:00	ES	Futures	1282.17	1282.41	1274.99	1275.98	271641.0
2011-01-28 10:30:00	ES	Futures	1275.73	1276.23	1271.28	1271.53	274353.0
2011-01-28 11:00:00	ES	Futures	1271.78	1273.01	1270.04	1270.54	235102.0
2011-01-28 11:30:00	ES	Futures	1270.29	1270.54	1263.12	1264.1	347852.0
2011-01-28 12:00:00	ES	Futures	1264.1	1264.85	1259.4	1263.12	327939.0
2011-01-28 12:30:00	ES	Futures	1263.12	1266.08	1262.62	1265.34	138742.0
2011-01-28 13:00:00	ES	Futures	1265.34	1265.34	1259.9	1260.64	202710.0
2011-01-28 13:30:00	ES	Futures	1260.64	1264.85	1258.91	1264.35	167194.0
2011-01-28 14:00:00	ES	Futures	1264.35	1264.85	1261.38	1263.12	104122.0
2011-01-28 14:30:00	ES	Futures	1262.87	1265.09	1261.14	1263.36	107385.0
2011-01-28 15:00:00	ES	Futures	1263.12	1264.1	1258.41	1259.16	184632.0
2011-01-28 15:30:00	ES	Futures	1258.91	1260.89	1257.92	1259.9	289030.0
2011-01-28 16:00:00	ES	Futures	1259.9	1261.38	1257.42	1257.42	142299.0
2011-01-28 00:00:00	NQ	Futures	2663.09	2664.81	2662.8	2664.24	85.0
2011-01-28 00:30:00	NQ	Futures	2664.52	2664.81	2663.37	2663.66	86.0
2011-01-28 01:00:00	NQ	Futures	2663.09	2665.1	2662.8	2665.1	76.0
2011-01-28 01:30:00	NQ	Futures	2665.1	2665.67	2664.24	2665.1	100.0
2011-01-28 02:00:00	NQ	Futures	2664.81	2665.96	2664.81	2664.81	194.0
2011-01-28 02:30:00	NQ	Futures	2665.1	2665.38	2663.37	2664.52	324.0
2011-01-28 03:00:00	NQ	Futures	2664.24	2664.81	2661.08	2661.65	572.0
2011-01-28 03:30:00	NQ	Futures	2661.94	2663.09	2661.36	2662.8	949.0
2011-01-28 04:00:00	NQ	Futures	2662.8	2663.66	2661.65	2662.8	2380.0
2011-01-28 04:30:00	NQ	Futures	2663.09	2663.66	2661.36	2663.37	1435.0
2011-01-28 05:00:00	NQ	Futures	2663.66	2663.95	2661.65	2661.94	564.0
2011-01-28 05:30:00	NQ	Futures	2661.65	2663.37	2661.65	2662.8	488.0
2011-01-28 06:00:00	NQ	Futures	2662.8	2665.96	2662.51	2665.67	703.0
2011-01-28 06:30:00	NQ	Futures	2665.96	2667.97	2665.38	2667.68	932.0
2011-01-28 07:00:00	NQ	Futures	2667.39	2670.55	2665.67	2668.25	1155.0
2011-01-28 07:30:00	NQ	Futures	2668.54	2670.84	2667.68	2669.69	677.0
2011-01-28 08:00:00	NQ	Futures	2669.69	2671.12	2667.11	2670.26	1996.0

> showing 50 of 2,171 rows — these rows as CSV

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