PREVIEW / futures_30min / 2011-02-14

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-02-14.parquet
  size:    69 KB
  rows:    2,600

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
2011-02-14 00:00:00	ES	Futures	1314.83	1315.82	1314.83	1315.07	2767.0
2011-02-14 00:30:00	ES	Futures	1315.07	1315.57	1314.33	1314.33	2400.0
2011-02-14 01:00:00	ES	Futures	1314.33	1315.32	1314.09	1315.32	2667.0
2011-02-14 01:30:00	ES	Futures	1315.32	1316.81	1315.32	1315.82	5678.0
2011-02-14 02:00:00	ES	Futures	1315.57	1315.82	1314.83	1315.07	3791.0
2011-02-14 02:30:00	ES	Futures	1315.07	1315.82	1314.33	1314.83	4226.0
2011-02-14 03:00:00	ES	Futures	1314.58	1315.82	1314.09	1314.33	14829.0
2011-02-14 03:30:00	ES	Futures	1314.33	1314.58	1313.1	1313.59	12766.0
2011-02-14 04:00:00	ES	Futures	1313.34	1314.09	1313.1	1313.34	9135.0
2011-02-14 04:30:00	ES	Futures	1313.34	1313.84	1312.35	1312.6	5924.0
2011-02-14 05:00:00	ES	Futures	1312.6	1313.34	1312.35	1312.85	6110.0
2011-02-14 05:30:00	ES	Futures	1313.1	1313.34	1311.86	1312.35	6578.0
2011-02-14 06:00:00	ES	Futures	1312.11	1312.6	1311.86	1312.11	4424.0
2011-02-14 06:30:00	ES	Futures	1312.11	1312.6	1311.61	1312.11	4901.0
2011-02-14 07:00:00	ES	Futures	1312.11	1313.1	1311.86	1313.1	6210.0
2011-02-14 07:30:00	ES	Futures	1313.1	1313.34	1311.86	1312.35	6134.0
2011-02-14 08:00:00	ES	Futures	1312.11	1312.6	1311.86	1312.6	6672.0
2011-02-14 08:30:00	ES	Futures	1312.35	1312.6	1311.36	1312.6	10250.0
2011-02-14 09:00:00	ES	Futures	1312.6	1313.1	1312.35	1312.35	11998.0
2011-02-14 09:30:00	ES	Futures	1312.35	1313.84	1311.61	1312.85	175326.0
2011-02-14 10:00:00	ES	Futures	1312.6	1315.07	1312.6	1314.09	106624.0
2011-02-14 10:30:00	ES	Futures	1313.84	1314.33	1310.87	1312.35	108440.0
2011-02-14 11:00:00	ES	Futures	1312.35	1314.09	1311.36	1313.34	64529.0
2011-02-14 11:30:00	ES	Futures	1313.34	1314.33	1313.1	1314.09	36439.0
2011-02-14 12:00:00	ES	Futures	1314.09	1315.82	1313.84	1314.83	54115.0
2011-02-14 12:30:00	ES	Futures	1314.83	1315.82	1314.83	1315.07	36671.0
2011-02-14 13:00:00	ES	Futures	1315.07	1315.82	1314.09	1315.07	34857.0
2011-02-14 13:30:00	ES	Futures	1315.07	1315.82	1314.58	1314.83	25721.0
2011-02-14 14:00:00	ES	Futures	1315.07	1315.32	1314.33	1315.32	36948.0
2011-02-14 14:30:00	ES	Futures	1315.07	1316.31	1314.58	1316.31	45359.0
2011-02-14 15:00:00	ES	Futures	1316.06	1316.56	1314.83	1315.07	60990.0
2011-02-14 15:30:00	ES	Futures	1315.07	1317.55	1315.07	1316.06	129612.0
2011-02-14 16:00:00	ES	Futures	1316.06	1316.56	1313.84	1314.09	93741.0
2011-02-14 16:30:00	ES	Futures	1314.33	1314.58	1312.11	1312.35	10495.0
2011-02-14 17:00:00	ES	Futures	1312.35	1312.35	1311.86	1312.11	2218.0
2011-02-14 18:00:00	ES	Futures	1312.35	1312.35	1311.36	1312.35	3673.0
2011-02-14 18:30:00	ES	Futures	1312.35	1312.6	1312.11	1312.6	518.0
2011-02-14 19:00:00	ES	Futures	1312.6	1313.1	1311.61	1313.1	3250.0
2011-02-14 19:30:00	ES	Futures	1312.85	1313.59	1312.11	1312.35	3227.0
2011-02-14 20:00:00	ES	Futures	1312.6	1312.85	1312.11	1312.85	1367.0
2011-02-14 20:30:00	ES	Futures	1312.6	1313.34	1312.6	1313.34	1889.0
2011-02-14 21:00:00	ES	Futures	1313.34	1313.84	1312.6	1313.59	2278.0
2011-02-14 21:30:00	ES	Futures	1313.59	1314.09	1313.34	1314.09	1699.0
2011-02-14 22:00:00	ES	Futures	1314.09	1314.58	1313.84	1314.58	1451.0
2011-02-14 22:30:00	ES	Futures	1314.33	1314.58	1313.1	1314.33	2633.0
2011-02-14 23:00:00	ES	Futures	1314.58	1314.83	1313.34	1313.84	2690.0
2011-02-14 23:30:00	ES	Futures	1313.84	1314.09	1312.6	1313.1	1136.0
2011-02-14 00:00:00	NQ	Futures	2731.4	2733.41	2731.4	2732.55	112.0
2011-02-14 00:30:00	NQ	Futures	2732.26	2733.12	2730.83	2730.83	91.0
2011-02-14 01:00:00	NQ	Futures	2730.54	2732.84	2730.54	2732.84	58.0

> showing 50 of 2,600 rows — these rows as CSV

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