PREVIEW / futures_30min / 2011-02-03

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-02-03.parquet
  size:    75 KB
  rows:    2,755

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
2011-02-03 00:00:00	ES	Futures	1284.89	1285.63	1284.15	1285.63	1588.0
2011-02-03 00:30:00	ES	Futures	1285.63	1285.88	1285.38	1285.63	598.0
2011-02-03 01:00:00	ES	Futures	1285.63	1285.63	1284.89	1285.14	1008.0
2011-02-03 01:30:00	ES	Futures	1285.14	1285.38	1284.64	1285.14	1239.0
2011-02-03 02:00:00	ES	Futures	1285.38	1285.88	1284.89	1285.63	2954.0
2011-02-03 02:30:00	ES	Futures	1285.63	1287.36	1285.63	1286.87	5294.0
2011-02-03 03:00:00	ES	Futures	1286.87	1288.35	1285.88	1285.88	11599.0
2011-02-03 03:30:00	ES	Futures	1286.13	1286.37	1283.9	1285.14	11034.0
2011-02-03 04:00:00	ES	Futures	1285.38	1287.61	1284.64	1286.87	11866.0
2011-02-03 04:30:00	ES	Futures	1287.12	1287.36	1286.37	1286.37	3640.0
2011-02-03 05:00:00	ES	Futures	1286.37	1287.61	1286.37	1287.12	2878.0
2011-02-03 05:30:00	ES	Futures	1287.12	1287.61	1286.62	1286.87	3835.0
2011-02-03 06:00:00	ES	Futures	1286.62	1286.87	1284.89	1285.38	7008.0
2011-02-03 06:30:00	ES	Futures	1285.14	1285.63	1284.64	1284.89	4750.0
2011-02-03 07:00:00	ES	Futures	1285.14	1285.63	1284.39	1285.14	8763.0
2011-02-03 07:30:00	ES	Futures	1285.14	1285.14	1284.39	1284.64	6248.0
2011-02-03 08:00:00	ES	Futures	1284.64	1284.64	1282.41	1283.65	24569.0
2011-02-03 08:30:00	ES	Futures	1283.9	1284.64	1282.91	1283.4	25043.0
2011-02-03 09:00:00	ES	Futures	1283.4	1286.13	1283.16	1285.14	36003.0
2011-02-03 09:30:00	ES	Futures	1285.14	1287.86	1283.9	1286.37	181894.0
2011-02-03 10:00:00	ES	Futures	1286.37	1287.86	1278.21	1281.67	304866.0
2011-02-03 10:30:00	ES	Futures	1281.42	1283.65	1280.19	1282.91	141572.0
2011-02-03 11:00:00	ES	Futures	1283.16	1283.65	1280.44	1283.16	116218.0
2011-02-03 11:30:00	ES	Futures	1282.91	1286.87	1282.66	1286.13	127584.0
2011-02-03 12:00:00	ES	Futures	1286.13	1287.36	1285.14	1286.37	75803.0
2011-02-03 12:30:00	ES	Futures	1286.13	1286.87	1284.64	1286.62	64334.0
2011-02-03 13:00:00	ES	Futures	1286.37	1286.87	1285.38	1286.62	47371.0
2011-02-03 13:30:00	ES	Futures	1286.37	1286.62	1284.64	1285.88	63014.0
2011-02-03 14:00:00	ES	Futures	1285.88	1287.61	1285.14	1286.62	62033.0
2011-02-03 14:30:00	ES	Futures	1286.87	1289.84	1286.37	1288.85	84900.0
2011-02-03 15:00:00	ES	Futures	1289.1	1291.32	1288.85	1290.58	126123.0
2011-02-03 15:30:00	ES	Futures	1290.83	1292.31	1290.08	1290.33	163338.0
2011-02-03 16:00:00	ES	Futures	1290.33	1290.83	1289.59	1289.84	74034.0
2011-02-03 16:30:00	ES	Futures	1289.84	1290.58	1289.84	1290.08	4025.0
2011-02-03 17:00:00	ES	Futures	1290.33	1290.33	1289.59	1290.08	1424.0
2011-02-03 18:00:00	ES	Futures	1290.08	1290.33	1289.1	1289.84	2971.0
2011-02-03 18:30:00	ES	Futures	1289.84	1290.33	1289.59	1290.08	1390.0
2011-02-03 19:00:00	ES	Futures	1290.33	1290.58	1288.6	1289.1	2704.0
2011-02-03 19:30:00	ES	Futures	1289.1	1290.58	1288.85	1290.08	2132.0
2011-02-03 20:00:00	ES	Futures	1290.08	1290.08	1289.1	1289.1	1467.0
2011-02-03 20:30:00	ES	Futures	1289.1	1289.34	1288.35	1289.34	2208.0
2011-02-03 21:00:00	ES	Futures	1289.1	1289.59	1288.6	1288.85	1315.0
2011-02-03 21:30:00	ES	Futures	1289.1	1289.59	1288.6	1288.6	938.0
2011-02-03 22:00:00	ES	Futures	1288.6	1289.1	1288.6	1288.85	398.0
2011-02-03 22:30:00	ES	Futures	1289.1	1289.84	1288.6	1289.59	1022.0
2011-02-03 23:00:00	ES	Futures	1289.59	1290.33	1289.34	1290.33	870.0
2011-02-03 23:30:00	ES	Futures	1290.33	1291.07	1290.08	1290.58	1194.0
2011-02-03 00:00:00	NQ	Futures	2657.35	2658.21	2656.49	2658.21	173.0
2011-02-03 00:30:00	NQ	Futures	2658.21	2658.78	2657.63	2658.49	69.0
2011-02-03 01:00:00	NQ	Futures	2658.78	2658.78	2657.06	2657.92	66.0

> showing 50 of 2,755 rows — these rows as CSV

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