PREVIEW / futures_30min / 2011-02-04

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-02-04.parquet
  size:    63 KB
  rows:    2,182

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
2011-02-04 00:00:00	ES	Futures	1290.83	1291.57	1290.58	1291.32	1492.0
2011-02-04 00:30:00	ES	Futures	1291.32	1291.32	1290.58	1290.83	1007.0
2011-02-04 01:00:00	ES	Futures	1291.07	1291.07	1289.59	1289.59	2149.0
2011-02-04 01:30:00	ES	Futures	1289.59	1290.58	1289.59	1290.08	1452.0
2011-02-04 02:00:00	ES	Futures	1290.33	1290.58	1289.84	1290.08	1333.0
2011-02-04 02:30:00	ES	Futures	1289.84	1290.33	1289.34	1289.34	2562.0
2011-02-04 03:00:00	ES	Futures	1289.1	1289.84	1288.35	1288.6	6579.0
2011-02-04 03:30:00	ES	Futures	1288.85	1289.59	1288.6	1289.1	3290.0
2011-02-04 04:00:00	ES	Futures	1289.34	1290.08	1288.85	1289.84	3370.0
2011-02-04 04:30:00	ES	Futures	1289.59	1290.83	1289.59	1290.33	4080.0
2011-02-04 05:00:00	ES	Futures	1290.58	1291.07	1290.08	1291.07	2933.0
2011-02-04 05:30:00	ES	Futures	1291.07	1291.07	1289.84	1289.84	4009.0
2011-02-04 06:00:00	ES	Futures	1290.08	1290.33	1289.84	1290.08	1729.0
2011-02-04 06:30:00	ES	Futures	1290.08	1290.83	1289.59	1290.08	3169.0
2011-02-04 07:00:00	ES	Futures	1290.08	1291.07	1289.84	1291.07	10237.0
2011-02-04 07:30:00	ES	Futures	1291.07	1291.57	1290.83	1291.32	5401.0
2011-02-04 08:00:00	ES	Futures	1291.07	1295.03	1290.83	1293.8	34923.0
2011-02-04 08:30:00	ES	Futures	1293.8	1294.54	1287.36	1291.32	133453.0
2011-02-04 09:00:00	ES	Futures	1291.32	1292.81	1290.58	1290.83	31252.0
2011-02-04 09:30:00	ES	Futures	1290.83	1292.81	1286.62	1290.33	244889.0
2011-02-04 10:00:00	ES	Futures	1290.08	1292.56	1288.85	1291.57	143932.0
2011-02-04 10:30:00	ES	Futures	1291.82	1292.31	1285.14	1286.87	169679.0
2011-02-04 11:00:00	ES	Futures	1286.62	1289.34	1284.64	1288.6	130872.0
2011-02-04 11:30:00	ES	Futures	1288.6	1290.08	1288.11	1288.35	69822.0
2011-02-04 12:00:00	ES	Futures	1288.35	1289.59	1287.36	1288.85	37692.0
2011-02-04 12:30:00	ES	Futures	1289.1	1290.58	1288.85	1290.33	32670.0
2011-02-04 13:00:00	ES	Futures	1290.08	1292.31	1289.59	1291.57	63176.0
2011-02-04 13:30:00	ES	Futures	1291.57	1292.56	1290.83	1292.06	36850.0
2011-02-04 14:00:00	ES	Futures	1292.06	1292.31	1290.83	1291.57	45070.0
2011-02-04 14:30:00	ES	Futures	1291.82	1292.31	1290.33	1292.31	40897.0
2011-02-04 15:00:00	ES	Futures	1292.06	1293.55	1291.07	1292.56	64265.0
2011-02-04 15:30:00	ES	Futures	1292.56	1294.54	1292.31	1293.8	127972.0
2011-02-04 16:00:00	ES	Futures	1294.04	1294.79	1293.55	1294.04	96127.0
2011-02-04 00:00:00	NQ	Futures	2667.97	2669.98	2667.97	2669.4	92.0
2011-02-04 00:30:00	NQ	Futures	2669.4	2669.69	2668.25	2668.25	41.0
2011-02-04 01:00:00	NQ	Futures	2668.25	2668.54	2665.96	2665.96	86.0
2011-02-04 01:30:00	NQ	Futures	2665.96	2668.54	2665.96	2666.82	150.0
2011-02-04 02:00:00	NQ	Futures	2666.53	2667.68	2666.24	2666.24	92.0
2011-02-04 02:30:00	NQ	Futures	2666.53	2667.11	2665.67	2665.67	63.0
2011-02-04 03:00:00	NQ	Futures	2665.67	2666.53	2663.95	2664.52	317.0
2011-02-04 03:30:00	NQ	Futures	2664.24	2665.38	2664.24	2665.38	91.0
2011-02-04 04:00:00	NQ	Futures	2665.67	2666.53	2664.81	2665.96	221.0
2011-02-04 04:30:00	NQ	Futures	2665.96	2667.39	2665.38	2667.11	274.0
2011-02-04 05:00:00	NQ	Futures	2667.11	2668.25	2666.82	2667.97	134.0
2011-02-04 05:30:00	NQ	Futures	2667.97	2668.25	2665.96	2666.24	433.0
2011-02-04 06:00:00	NQ	Futures	2666.24	2667.11	2665.96	2666.82	160.0
2011-02-04 06:30:00	NQ	Futures	2666.82	2667.11	2665.38	2665.96	124.0
2011-02-04 07:00:00	NQ	Futures	2666.24	2668.54	2665.96	2668.25	227.0
2011-02-04 07:30:00	NQ	Futures	2668.25	2669.98	2667.68	2668.83	635.0
2011-02-04 08:00:00	NQ	Futures	2668.54	2686.05	2667.68	2676.58	4792.0

> showing 50 of 2,182 rows — these rows as CSV

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