PREVIEW / futures_30min / 2011-02-21

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-02-21.parquet
  size:    55 KB
  rows:    1,855

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
2011-02-21 00:00:00	ES	Futures	1326.46	1326.7	1325.71	1325.96	1418.0
2011-02-21 00:30:00	ES	Futures	1325.96	1326.95	1325.96	1326.95	1603.0
2011-02-21 01:00:00	ES	Futures	1326.95	1327.94	1326.7	1327.45	1387.0
2011-02-21 01:30:00	ES	Futures	1327.45	1327.45	1326.7	1326.95	888.0
2011-02-21 02:00:00	ES	Futures	1326.95	1328.19	1326.7	1328.19	2744.0
2011-02-21 02:30:00	ES	Futures	1328.19	1328.19	1326.95	1327.2	4455.0
2011-02-21 03:00:00	ES	Futures	1327.2	1327.45	1325.96	1326.95	6923.0
2011-02-21 03:30:00	ES	Futures	1327.2	1328.44	1327.2	1328.19	4754.0
2011-02-21 04:00:00	ES	Futures	1328.19	1328.68	1326.46	1326.7	7686.0
2011-02-21 04:30:00	ES	Futures	1326.7	1327.2	1324.23	1324.48	16921.0
2011-02-21 05:00:00	ES	Futures	1324.23	1325.22	1323.73	1324.23	11293.0
2011-02-21 05:30:00	ES	Futures	1324.23	1324.97	1323.73	1323.98	6911.0
2011-02-21 06:00:00	ES	Futures	1324.23	1324.97	1323.73	1324.48	4265.0
2011-02-21 06:30:00	ES	Futures	1324.72	1325.47	1324.48	1325.22	2838.0
2011-02-21 07:00:00	ES	Futures	1325.22	1325.71	1324.72	1324.97	3836.0
2011-02-21 07:30:00	ES	Futures	1325.22	1325.96	1324.72	1325.71	2980.0
2011-02-21 08:00:00	ES	Futures	1325.71	1325.71	1324.23	1325.47	5732.0
2011-02-21 08:30:00	ES	Futures	1325.47	1325.71	1324.97	1324.97	2265.0
2011-02-21 09:00:00	ES	Futures	1324.97	1324.97	1323.98	1324.72	5254.0
2011-02-21 09:30:00	ES	Futures	1324.72	1325.22	1322.75	1323.24	12733.0
2011-02-21 10:00:00	ES	Futures	1322.99	1323.24	1318.79	1319.78	36838.0
2011-02-21 10:30:00	ES	Futures	1319.78	1319.78	1317.05	1318.04	30799.0
2011-02-21 11:00:00	ES	Futures	1318.04	1318.04	1315.32	1316.31	34928.0
2011-02-21 18:00:00	ES	Futures	1314.83	1316.56	1313.59	1314.09	20977.0
2011-02-21 18:30:00	ES	Futures	1314.09	1314.33	1313.1	1313.1	9440.0
2011-02-21 19:00:00	ES	Futures	1313.1	1314.33	1312.85	1313.59	11951.0
2011-02-21 19:30:00	ES	Futures	1313.59	1313.59	1312.35	1313.59	9157.0
2011-02-21 20:00:00	ES	Futures	1313.84	1314.83	1313.34	1313.59	6361.0
2011-02-21 20:30:00	ES	Futures	1313.59	1314.09	1313.59	1313.59	2287.0
2011-02-21 21:00:00	ES	Futures	1313.84	1314.33	1313.59	1313.84	2418.0
2011-02-21 21:30:00	ES	Futures	1313.84	1314.33	1313.59	1314.09	3772.0
2011-02-21 22:00:00	ES	Futures	1314.09	1314.83	1313.1	1314.09	3758.0
2011-02-21 22:30:00	ES	Futures	1313.84	1314.09	1313.1	1313.34	1824.0
2011-02-21 23:00:00	ES	Futures	1313.34	1313.84	1312.6	1312.6	2498.0
2011-02-21 23:30:00	ES	Futures	1312.6	1313.59	1312.35	1313.34	1577.0
2011-02-21 00:00:00	NQ	Futures	2741.45	2741.45	2740.01	2740.59	98.0
2011-02-21 00:30:00	NQ	Futures	2740.59	2742.31	2740.3	2742.31	155.0
2011-02-21 01:00:00	NQ	Futures	2742.31	2744.89	2741.45	2744.6	71.0
2011-02-21 01:30:00	NQ	Futures	2743.46	2744.03	2742.88	2743.46	71.0
2011-02-21 02:00:00	NQ	Futures	2743.17	2746.33	2743.17	2746.33	366.0
2011-02-21 02:30:00	NQ	Futures	2746.33	2746.33	2743.74	2744.89	322.0
2011-02-21 03:00:00	NQ	Futures	2744.6	2744.89	2741.45	2743.17	446.0
2011-02-21 03:30:00	NQ	Futures	2743.17	2746.04	2742.88	2745.75	422.0
2011-02-21 04:00:00	NQ	Futures	2746.04	2747.47	2742.02	2742.02	516.0
2011-02-21 04:30:00	NQ	Futures	2742.02	2743.74	2737.14	2737.43	895.0
2011-02-21 05:00:00	NQ	Futures	2737.43	2740.3	2736.57	2738.29	537.0
2011-02-21 05:30:00	NQ	Futures	2738.29	2739.44	2736.85	2737.14	402.0
2011-02-21 06:00:00	NQ	Futures	2737.14	2738.86	2736.85	2738.29	395.0
2011-02-21 06:30:00	NQ	Futures	2738.0	2740.01	2738.0	2739.72	181.0
2011-02-21 07:00:00	NQ	Futures	2739.72	2740.87	2738.29	2738.58	151.0

> showing 50 of 1,855 rows — these rows as CSV

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