PREVIEW / futures_30min / 2011-02-16

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-02-16.parquet
  size:    73 KB
  rows:    2,701

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
2011-02-16 00:00:00	ES	Futures	1317.55	1317.8	1316.56	1317.05	3115.0
2011-02-16 00:30:00	ES	Futures	1317.05	1317.3	1316.31	1316.31	1506.0
2011-02-16 01:00:00	ES	Futures	1316.56	1316.56	1315.82	1316.31	1184.0
2011-02-16 01:30:00	ES	Futures	1316.06	1318.04	1315.82	1317.3	2988.0
2011-02-16 02:00:00	ES	Futures	1317.3	1317.3	1316.06	1316.06	3409.0
2011-02-16 02:30:00	ES	Futures	1316.31	1316.81	1316.06	1316.56	2139.0
2011-02-16 03:00:00	ES	Futures	1316.56	1318.29	1316.06	1318.29	10417.0
2011-02-16 03:30:00	ES	Futures	1318.04	1319.03	1317.8	1318.54	13277.0
2011-02-16 04:00:00	ES	Futures	1318.54	1319.03	1318.29	1318.54	5218.0
2011-02-16 04:30:00	ES	Futures	1318.54	1318.54	1317.3	1317.8	5220.0
2011-02-16 05:00:00	ES	Futures	1317.8	1318.04	1316.81	1317.8	6311.0
2011-02-16 05:30:00	ES	Futures	1317.8	1318.29	1317.05	1317.05	6229.0
2011-02-16 06:00:00	ES	Futures	1317.05	1317.3	1316.56	1316.81	4609.0
2011-02-16 06:30:00	ES	Futures	1316.81	1317.55	1316.81	1317.05	4005.0
2011-02-16 07:00:00	ES	Futures	1317.05	1317.3	1316.56	1317.05	6140.0
2011-02-16 07:30:00	ES	Futures	1316.81	1317.3	1316.56	1317.05	5495.0
2011-02-16 08:00:00	ES	Futures	1317.3	1318.54	1316.81	1317.8	16564.0
2011-02-16 08:30:00	ES	Futures	1317.8	1318.29	1316.56	1316.81	31047.0
2011-02-16 09:00:00	ES	Futures	1316.81	1317.05	1315.82	1316.56	27794.0
2011-02-16 09:30:00	ES	Futures	1316.56	1318.54	1316.06	1318.54	166748.0
2011-02-16 10:00:00	ES	Futures	1318.54	1320.27	1316.31	1319.28	164422.0
2011-02-16 10:30:00	ES	Futures	1319.53	1322.25	1319.28	1321.76	198141.0
2011-02-16 11:00:00	ES	Futures	1322.0	1322.25	1319.28	1319.53	138814.0
2011-02-16 11:30:00	ES	Futures	1319.53	1320.27	1317.8	1319.28	144632.0
2011-02-16 12:00:00	ES	Futures	1319.53	1319.78	1313.84	1316.81	202633.0
2011-02-16 12:30:00	ES	Futures	1316.56	1318.04	1316.31	1318.04	50384.0
2011-02-16 13:00:00	ES	Futures	1317.8	1318.54	1316.81	1317.3	52914.0
2011-02-16 13:30:00	ES	Futures	1317.55	1320.02	1317.3	1319.78	45841.0
2011-02-16 14:00:00	ES	Futures	1320.02	1320.02	1316.81	1317.3	78057.0
2011-02-16 14:30:00	ES	Futures	1317.55	1321.01	1317.3	1319.53	69682.0
2011-02-16 15:00:00	ES	Futures	1319.53	1321.26	1319.53	1319.78	58431.0
2011-02-16 15:30:00	ES	Futures	1320.02	1321.51	1319.53	1320.02	134710.0
2011-02-16 16:00:00	ES	Futures	1320.27	1321.01	1318.79	1319.28	86995.0
2011-02-16 16:30:00	ES	Futures	1319.28	1319.78	1318.79	1319.28	5426.0
2011-02-16 17:00:00	ES	Futures	1319.53	1319.78	1318.54	1318.54	3112.0
2011-02-16 18:00:00	ES	Futures	1318.79	1319.28	1318.29	1318.79	2630.0
2011-02-16 18:30:00	ES	Futures	1318.79	1319.03	1318.54	1318.79	741.0
2011-02-16 19:00:00	ES	Futures	1318.79	1319.28	1318.29	1318.79	3306.0
2011-02-16 19:30:00	ES	Futures	1318.79	1318.79	1318.29	1318.54	993.0
2011-02-16 20:00:00	ES	Futures	1318.54	1318.79	1317.8	1318.29	2271.0
2011-02-16 20:30:00	ES	Futures	1318.04	1318.79	1317.8	1318.29	3088.0
2011-02-16 21:00:00	ES	Futures	1318.04	1318.54	1318.04	1318.29	527.0
2011-02-16 21:30:00	ES	Futures	1318.29	1318.54	1318.04	1318.54	522.0
2011-02-16 22:00:00	ES	Futures	1318.29	1318.79	1317.55	1318.79	2457.0
2011-02-16 22:30:00	ES	Futures	1318.54	1319.03	1318.29	1318.54	2775.0
2011-02-16 23:00:00	ES	Futures	1318.79	1318.79	1318.29	1318.54	943.0
2011-02-16 23:30:00	ES	Futures	1318.79	1318.79	1318.29	1318.54	478.0
2011-02-16 00:00:00	NQ	Futures	2742.6	2742.6	2740.3	2741.45	135.0
2011-02-16 00:30:00	NQ	Futures	2741.16	2741.16	2740.01	2740.01	68.0
2011-02-16 01:00:00	NQ	Futures	2740.01	2740.01	2739.15	2739.15	112.0

> showing 50 of 2,701 rows — these rows as CSV

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