PREVIEW / futures_30min / 2011-02-18

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-02-18.parquet
  size:    62 KB
  rows:    2,130

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
2011-02-18 00:00:00	ES	Futures	1324.97	1325.47	1324.97	1325.22	1039.0
2011-02-18 00:30:00	ES	Futures	1325.22	1325.22	1324.48	1324.48	947.0
2011-02-18 01:00:00	ES	Futures	1324.48	1324.97	1324.23	1324.72	1070.0
2011-02-18 01:30:00	ES	Futures	1324.72	1324.97	1323.73	1324.23	2886.0
2011-02-18 02:00:00	ES	Futures	1324.48	1324.48	1323.49	1323.73	4805.0
2011-02-18 02:30:00	ES	Futures	1323.73	1325.47	1323.49	1325.47	3648.0
2011-02-18 03:00:00	ES	Futures	1325.22	1325.47	1324.23	1324.48	7442.0
2011-02-18 03:30:00	ES	Futures	1324.48	1324.48	1323.73	1323.73	8973.0
2011-02-18 04:00:00	ES	Futures	1323.98	1324.23	1323.24	1323.49	3816.0
2011-02-18 04:30:00	ES	Futures	1323.49	1323.98	1322.25	1322.75	8272.0
2011-02-18 05:00:00	ES	Futures	1322.75	1322.75	1321.51	1321.51	12406.0
2011-02-18 05:30:00	ES	Futures	1321.51	1322.75	1321.26	1322.25	8224.0
2011-02-18 06:00:00	ES	Futures	1322.25	1322.75	1322.0	1322.0	2414.0
2011-02-18 06:30:00	ES	Futures	1322.25	1322.99	1322.0	1322.99	3892.0
2011-02-18 07:00:00	ES	Futures	1322.75	1323.98	1322.5	1323.73	8676.0
2011-02-18 07:30:00	ES	Futures	1323.98	1324.23	1323.49	1323.98	7819.0
2011-02-18 08:00:00	ES	Futures	1323.98	1324.48	1323.49	1323.98	8917.0
2011-02-18 08:30:00	ES	Futures	1323.98	1324.97	1323.49	1324.72	15655.0
2011-02-18 09:00:00	ES	Futures	1324.72	1325.96	1324.72	1325.71	36558.0
2011-02-18 09:30:00	ES	Futures	1325.71	1325.96	1323.24	1324.97	190465.0
2011-02-18 10:00:00	ES	Futures	1324.97	1325.96	1323.98	1325.22	117921.0
2011-02-18 10:30:00	ES	Futures	1325.47	1326.46	1324.97	1324.97	84441.0
2011-02-18 11:00:00	ES	Futures	1324.97	1327.69	1324.72	1326.95	118273.0
2011-02-18 11:30:00	ES	Futures	1327.2	1328.44	1326.95	1327.69	85691.0
2011-02-18 12:00:00	ES	Futures	1327.69	1328.93	1327.2	1328.44	69583.0
2011-02-18 12:30:00	ES	Futures	1328.19	1328.68	1327.2	1328.19	43843.0
2011-02-18 13:00:00	ES	Futures	1327.94	1328.19	1326.46	1326.7	64053.0
2011-02-18 13:30:00	ES	Futures	1326.7	1326.95	1324.23	1326.46	110582.0
2011-02-18 14:00:00	ES	Futures	1326.21	1326.46	1322.75	1323.24	77489.0
2011-02-18 14:30:00	ES	Futures	1323.49	1325.96	1322.5	1325.47	65725.0
2011-02-18 15:00:00	ES	Futures	1325.47	1325.96	1324.23	1324.48	52543.0
2011-02-18 15:30:00	ES	Futures	1324.48	1327.69	1323.49	1327.69	149702.0
2011-02-18 16:00:00	ES	Futures	1327.45	1329.18	1326.7	1329.18	109375.0
2011-02-18 00:00:00	NQ	Futures	2750.34	2750.63	2750.06	2750.06	123.0
2011-02-18 00:30:00	NQ	Futures	2750.06	2750.34	2748.91	2749.2	97.0
2011-02-18 01:00:00	NQ	Futures	2749.2	2750.34	2749.2	2749.77	82.0
2011-02-18 01:30:00	NQ	Futures	2749.48	2750.92	2748.05	2748.62	334.0
2011-02-18 02:00:00	NQ	Futures	2748.91	2749.77	2748.34	2748.34	287.0
2011-02-18 02:30:00	NQ	Futures	2748.62	2752.35	2748.62	2751.78	447.0
2011-02-18 03:00:00	NQ	Futures	2752.07	2752.35	2749.48	2750.34	567.0
2011-02-18 03:30:00	NQ	Futures	2750.06	2750.63	2748.91	2750.06	557.0
2011-02-18 04:00:00	NQ	Futures	2749.77	2751.49	2749.77	2750.06	433.0
2011-02-18 04:30:00	NQ	Futures	2750.34	2751.49	2748.05	2749.2	751.0
2011-02-18 05:00:00	NQ	Futures	2748.91	2748.91	2746.04	2746.33	620.0
2011-02-18 05:30:00	NQ	Futures	2746.61	2746.61	2744.03	2744.89	1600.0
2011-02-18 06:00:00	NQ	Futures	2744.89	2745.75	2744.03	2744.32	895.0
2011-02-18 06:30:00	NQ	Futures	2744.32	2745.75	2743.74	2745.47	384.0
2011-02-18 07:00:00	NQ	Futures	2745.18	2748.91	2745.18	2748.91	788.0
2011-02-18 07:30:00	NQ	Futures	2748.91	2749.48	2748.62	2749.2	561.0
2011-02-18 08:00:00	NQ	Futures	2748.91	2750.63	2748.34	2749.77	1176.0

> showing 50 of 2,130 rows — these rows as CSV

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