PREVIEW / futures_30min / 2011-02-11

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-02-11.parquet
  size:    63 KB
  rows:    2,143

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
2011-02-11 00:00:00	ES	Futures	1300.97	1300.97	1299.24	1300.23	3144.0
2011-02-11 00:30:00	ES	Futures	1300.23	1300.97	1298.74	1298.99	3217.0
2011-02-11 01:00:00	ES	Futures	1298.99	1298.99	1297.76	1298.25	4731.0
2011-02-11 01:30:00	ES	Futures	1298.25	1299.73	1298.0	1299.24	2730.0
2011-02-11 02:00:00	ES	Futures	1299.24	1299.98	1298.25	1299.49	7241.0
2011-02-11 02:30:00	ES	Futures	1299.24	1300.72	1299.24	1299.98	4194.0
2011-02-11 03:00:00	ES	Futures	1299.73	1300.48	1298.25	1299.98	10860.0
2011-02-11 03:30:00	ES	Futures	1299.73	1301.47	1299.49	1300.48	6877.0
2011-02-11 04:00:00	ES	Futures	1300.23	1300.97	1299.98	1300.23	4971.0
2011-02-11 04:30:00	ES	Futures	1300.23	1300.23	1298.0	1298.0	8944.0
2011-02-11 05:00:00	ES	Futures	1298.0	1298.5	1296.52	1297.51	17186.0
2011-02-11 05:30:00	ES	Futures	1297.51	1298.5	1297.51	1297.51	5684.0
2011-02-11 06:00:00	ES	Futures	1297.76	1299.73	1297.26	1299.49	5780.0
2011-02-11 06:30:00	ES	Futures	1299.73	1299.98	1298.5	1298.74	5641.0
2011-02-11 07:00:00	ES	Futures	1298.74	1300.23	1298.74	1299.73	12608.0
2011-02-11 07:30:00	ES	Futures	1299.49	1301.96	1299.49	1301.22	15998.0
2011-02-11 08:00:00	ES	Futures	1301.22	1301.96	1300.72	1301.22	16134.0
2011-02-11 08:30:00	ES	Futures	1301.22	1302.21	1300.72	1301.47	19073.0
2011-02-11 09:00:00	ES	Futures	1301.71	1301.71	1299.98	1300.23	23815.0
2011-02-11 09:30:00	ES	Futures	1300.23	1303.69	1299.73	1303.2	167005.0
2011-02-11 10:00:00	ES	Futures	1303.45	1305.43	1302.7	1305.18	140472.0
2011-02-11 10:30:00	ES	Futures	1305.18	1310.13	1304.93	1309.63	225958.0
2011-02-11 11:00:00	ES	Futures	1309.88	1313.34	1308.89	1311.12	305374.0
2011-02-11 11:30:00	ES	Futures	1310.87	1311.36	1309.14	1310.13	98893.0
2011-02-11 12:00:00	ES	Futures	1310.13	1310.62	1306.91	1308.15	101414.0
2011-02-11 12:30:00	ES	Futures	1307.9	1310.62	1307.9	1310.37	50656.0
2011-02-11 13:00:00	ES	Futures	1310.37	1311.61	1309.63	1310.62	61790.0
2011-02-11 13:30:00	ES	Futures	1310.62	1311.36	1310.13	1311.36	46976.0
2011-02-11 14:00:00	ES	Futures	1311.36	1312.85	1311.12	1312.6	56590.0
2011-02-11 14:30:00	ES	Futures	1312.85	1315.07	1312.6	1313.59	99614.0
2011-02-11 15:00:00	ES	Futures	1313.59	1315.07	1313.34	1314.09	44575.0
2011-02-11 15:30:00	ES	Futures	1314.33	1314.58	1312.11	1313.34	146728.0
2011-02-11 16:00:00	ES	Futures	1313.34	1314.09	1312.85	1313.84	95100.0
2011-02-11 00:00:00	NQ	Futures	2704.42	2704.99	2701.84	2703.56	229.0
2011-02-11 00:30:00	NQ	Futures	2703.56	2704.13	2700.98	2701.26	193.0
2011-02-11 01:00:00	NQ	Futures	2700.98	2700.98	2698.68	2698.97	328.0
2011-02-11 01:30:00	NQ	Futures	2699.25	2703.27	2699.25	2702.7	307.0
2011-02-11 02:00:00	NQ	Futures	2702.41	2703.85	2700.4	2702.98	426.0
2011-02-11 02:30:00	NQ	Futures	2702.98	2704.99	2702.98	2703.56	152.0
2011-02-11 03:00:00	NQ	Futures	2703.56	2704.99	2700.11	2703.56	554.0
2011-02-11 03:30:00	NQ	Futures	2703.27	2707.0	2702.98	2704.99	395.0
2011-02-11 04:00:00	NQ	Futures	2704.71	2705.85	2703.85	2704.13	439.0
2011-02-11 04:30:00	NQ	Futures	2704.13	2704.13	2699.25	2699.25	398.0
2011-02-11 05:00:00	NQ	Futures	2699.54	2699.83	2695.52	2698.39	1390.0
2011-02-11 05:30:00	NQ	Futures	2698.39	2700.4	2698.1	2698.68	207.0
2011-02-11 06:00:00	NQ	Futures	2698.68	2702.98	2698.39	2702.7	605.0
2011-02-11 06:30:00	NQ	Futures	2702.98	2702.98	2700.98	2700.98	450.0
2011-02-11 07:00:00	NQ	Futures	2700.98	2704.13	2700.4	2702.41	2661.0
2011-02-11 07:30:00	NQ	Futures	2702.41	2707.0	2702.41	2705.57	3335.0
2011-02-11 08:00:00	NQ	Futures	2705.85	2708.44	2704.99	2707.29	2988.0

> showing 50 of 2,143 rows — these rows as CSV

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