PREVIEW / futures_30min / 2011-02-15

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-02-15.parquet
  size:    74 KB
  rows:    2,696

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
2011-02-15 00:00:00	ES	Futures	1312.85	1313.59	1312.85	1313.34	1168.0
2011-02-15 00:30:00	ES	Futures	1313.59	1313.84	1313.1	1313.1	912.0
2011-02-15 01:00:00	ES	Futures	1313.1	1313.34	1312.35	1312.35	1467.0
2011-02-15 01:30:00	ES	Futures	1312.6	1313.34	1312.35	1313.34	1700.0
2011-02-15 02:00:00	ES	Futures	1313.34	1314.33	1312.35	1312.35	5105.0
2011-02-15 02:30:00	ES	Futures	1312.35	1312.6	1311.36	1311.61	5007.0
2011-02-15 03:00:00	ES	Futures	1311.61	1314.58	1311.61	1314.58	12609.0
2011-02-15 03:30:00	ES	Futures	1314.58	1315.57	1314.09	1314.33	10670.0
2011-02-15 04:00:00	ES	Futures	1314.33	1315.07	1313.59	1314.33	7602.0
2011-02-15 04:30:00	ES	Futures	1314.33	1314.58	1313.1	1313.34	6385.0
2011-02-15 05:00:00	ES	Futures	1313.1	1315.32	1312.6	1315.07	7766.0
2011-02-15 05:30:00	ES	Futures	1315.07	1315.57	1314.33	1314.83	6469.0
2011-02-15 06:00:00	ES	Futures	1314.83	1315.32	1314.09	1314.33	3090.0
2011-02-15 06:30:00	ES	Futures	1314.33	1314.58	1313.84	1314.33	2982.0
2011-02-15 07:00:00	ES	Futures	1314.33	1314.58	1313.59	1313.84	4974.0
2011-02-15 07:30:00	ES	Futures	1314.09	1314.09	1312.35	1312.6	9610.0
2011-02-15 08:00:00	ES	Futures	1312.6	1313.84	1312.35	1313.34	13959.0
2011-02-15 08:30:00	ES	Futures	1313.34	1313.34	1310.62	1311.61	51300.0
2011-02-15 09:00:00	ES	Futures	1311.61	1312.35	1310.62	1312.35	30044.0
2011-02-15 09:30:00	ES	Futures	1312.11	1314.09	1310.62	1313.59	193573.0
2011-02-15 10:00:00	ES	Futures	1313.59	1314.33	1308.64	1308.89	200158.0
2011-02-15 10:30:00	ES	Futures	1308.89	1312.11	1308.64	1311.12	106738.0
2011-02-15 11:00:00	ES	Futures	1311.12	1313.34	1311.12	1312.85	94190.0
2011-02-15 11:30:00	ES	Futures	1312.85	1313.34	1310.87	1311.36	76888.0
2011-02-15 12:00:00	ES	Futures	1311.36	1313.34	1310.37	1313.34	61411.0
2011-02-15 12:30:00	ES	Futures	1313.34	1314.09	1312.85	1312.85	42374.0
2011-02-15 13:00:00	ES	Futures	1312.85	1313.59	1312.11	1312.6	31315.0
2011-02-15 13:30:00	ES	Futures	1312.35	1313.84	1311.86	1312.35	27153.0
2011-02-15 14:00:00	ES	Futures	1312.35	1312.35	1308.89	1309.14	75289.0
2011-02-15 14:30:00	ES	Futures	1309.14	1311.86	1308.64	1311.12	46841.0
2011-02-15 15:00:00	ES	Futures	1311.36	1312.35	1310.62	1310.87	47988.0
2011-02-15 15:30:00	ES	Futures	1311.12	1312.6	1309.88	1312.35	135427.0
2011-02-15 16:00:00	ES	Futures	1312.35	1313.34	1311.86	1312.6	85668.0
2011-02-15 16:30:00	ES	Futures	1312.6	1312.85	1312.11	1312.6	6394.0
2011-02-15 17:00:00	ES	Futures	1312.6	1313.34	1312.35	1312.85	2208.0
2011-02-15 18:00:00	ES	Futures	1312.6	1313.1	1312.35	1312.85	2171.0
2011-02-15 18:30:00	ES	Futures	1312.85	1313.59	1312.85	1313.34	1129.0
2011-02-15 19:00:00	ES	Futures	1313.59	1314.09	1313.1	1313.59	1845.0
2011-02-15 19:30:00	ES	Futures	1313.59	1314.09	1313.59	1313.84	725.0
2011-02-15 20:00:00	ES	Futures	1313.84	1313.84	1312.85	1313.84	1527.0
2011-02-15 20:30:00	ES	Futures	1313.59	1315.32	1313.59	1315.07	4671.0
2011-02-15 21:00:00	ES	Futures	1314.83	1315.57	1314.58	1315.07	4662.0
2011-02-15 21:30:00	ES	Futures	1314.83	1317.3	1314.83	1316.81	8831.0
2011-02-15 22:00:00	ES	Futures	1316.81	1318.04	1316.56	1318.04	6574.0
2011-02-15 22:30:00	ES	Futures	1317.8	1319.03	1317.8	1318.29	6830.0
2011-02-15 23:00:00	ES	Futures	1318.29	1318.54	1317.55	1317.55	1137.0
2011-02-15 23:30:00	ES	Futures	1317.55	1318.29	1317.55	1317.8	1140.0
2011-02-15 00:00:00	NQ	Futures	2733.12	2733.98	2732.55	2733.7	57.0
2011-02-15 00:30:00	NQ	Futures	2733.7	2734.27	2733.12	2733.41	32.0
2011-02-15 01:00:00	NQ	Futures	2733.12	2733.41	2731.97	2731.97	62.0

> showing 50 of 2,696 rows — these rows as CSV

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