PREVIEW / futures_30min / 2011-02-10

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-02-10.parquet
  size:    76 KB
  rows:    2,738

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
2011-02-10 00:00:00	ES	Futures	1305.67	1306.17	1303.2	1304.19	7059.0
2011-02-10 00:30:00	ES	Futures	1303.94	1305.67	1303.2	1304.68	5754.0
2011-02-10 01:00:00	ES	Futures	1304.68	1305.18	1303.45	1304.68	3532.0
2011-02-10 01:30:00	ES	Futures	1304.68	1304.68	1303.69	1303.94	1851.0
2011-02-10 02:00:00	ES	Futures	1303.94	1304.19	1302.46	1302.7	5398.0
2011-02-10 02:30:00	ES	Futures	1302.7	1302.95	1301.96	1302.46	8432.0
2011-02-10 03:00:00	ES	Futures	1302.21	1302.7	1299.73	1299.98	16920.0
2011-02-10 03:30:00	ES	Futures	1299.98	1300.48	1298.74	1299.73	16735.0
2011-02-10 04:00:00	ES	Futures	1299.73	1299.98	1298.0	1298.5	17080.0
2011-02-10 04:30:00	ES	Futures	1298.25	1298.5	1296.52	1296.77	22260.0
2011-02-10 05:00:00	ES	Futures	1297.01	1298.74	1296.52	1298.74	16358.0
2011-02-10 05:30:00	ES	Futures	1298.5	1299.73	1298.25	1299.49	8650.0
2011-02-10 06:00:00	ES	Futures	1299.24	1299.49	1297.51	1298.5	9560.0
2011-02-10 06:30:00	ES	Futures	1298.25	1298.99	1297.01	1297.51	9037.0
2011-02-10 07:00:00	ES	Futures	1297.51	1299.24	1297.51	1298.99	9299.0
2011-02-10 07:30:00	ES	Futures	1299.24	1299.49	1298.0	1298.5	11683.0
2011-02-10 08:00:00	ES	Futures	1298.5	1299.24	1297.51	1298.74	18195.0
2011-02-10 08:30:00	ES	Futures	1298.74	1300.23	1297.01	1297.76	45818.0
2011-02-10 09:00:00	ES	Futures	1297.76	1298.99	1297.01	1298.25	33742.0
2011-02-10 09:30:00	ES	Futures	1298.0	1300.72	1295.28	1297.76	240887.0
2011-02-10 10:00:00	ES	Futures	1297.51	1302.95	1295.03	1301.96	262006.0
2011-02-10 10:30:00	ES	Futures	1301.96	1303.69	1300.48	1300.72	151898.0
2011-02-10 11:00:00	ES	Futures	1300.72	1304.19	1300.48	1304.19	109250.0
2011-02-10 11:30:00	ES	Futures	1303.94	1305.67	1303.45	1304.19	95646.0
2011-02-10 12:00:00	ES	Futures	1304.19	1304.44	1302.95	1304.19	40691.0
2011-02-10 12:30:00	ES	Futures	1303.94	1305.18	1302.46	1302.7	87979.0
2011-02-10 13:00:00	ES	Futures	1302.7	1303.69	1301.71	1301.71	60688.0
2011-02-10 13:30:00	ES	Futures	1301.96	1303.2	1300.97	1302.21	79776.0
2011-02-10 14:00:00	ES	Futures	1302.46	1304.44	1301.47	1303.69	55241.0
2011-02-10 14:30:00	ES	Futures	1303.94	1304.93	1302.21	1302.21	69993.0
2011-02-10 15:00:00	ES	Futures	1302.46	1304.68	1301.71	1304.44	78423.0
2011-02-10 15:30:00	ES	Futures	1304.44	1306.91	1301.71	1305.67	320370.0
2011-02-10 16:00:00	ES	Futures	1305.92	1305.92	1304.19	1305.18	88262.0
2011-02-10 16:30:00	ES	Futures	1304.68	1304.93	1300.72	1300.97	23274.0
2011-02-10 17:00:00	ES	Futures	1301.22	1301.22	1299.98	1300.72	5492.0
2011-02-10 18:00:00	ES	Futures	1301.22	1301.71	1300.23	1300.72	5409.0
2011-02-10 18:30:00	ES	Futures	1300.72	1301.47	1300.48	1301.47	1674.0
2011-02-10 19:00:00	ES	Futures	1301.47	1302.46	1300.72	1300.72	4410.0
2011-02-10 19:30:00	ES	Futures	1300.97	1301.47	1300.72	1300.97	1124.0
2011-02-10 20:00:00	ES	Futures	1301.22	1301.22	1300.23	1300.48	1598.0
2011-02-10 20:30:00	ES	Futures	1300.48	1300.72	1298.99	1300.48	3926.0
2011-02-10 21:00:00	ES	Futures	1300.23	1300.97	1299.49	1300.72	2603.0
2011-02-10 21:30:00	ES	Futures	1300.97	1302.46	1300.72	1301.71	2820.0
2011-02-10 22:00:00	ES	Futures	1301.96	1302.21	1300.97	1301.47	1343.0
2011-02-10 22:30:00	ES	Futures	1301.71	1302.21	1300.97	1301.22	1349.0
2011-02-10 23:00:00	ES	Futures	1301.47	1301.47	1299.98	1300.23	1999.0
2011-02-10 23:30:00	ES	Futures	1300.23	1301.71	1300.23	1300.97	2222.0
2011-02-10 00:00:00	NQ	Futures	2700.98	2701.55	2697.82	2698.68	252.0
2011-02-10 00:30:00	NQ	Futures	2698.97	2700.98	2697.24	2698.68	300.0
2011-02-10 01:00:00	NQ	Futures	2698.97	2699.83	2697.53	2698.68	246.0

> showing 50 of 2,738 rows — these rows as CSV

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