PREVIEW / futures_30min / 2011-02-22

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-02-22.parquet
  size:    78 KB
  rows:    2,749

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
2011-02-22 00:00:00	ES	Futures	1313.34	1314.83	1313.34	1314.58	2755.0
2011-02-22 00:30:00	ES	Futures	1314.33	1314.58	1312.85	1313.1	2167.0
2011-02-22 01:00:00	ES	Futures	1313.1	1313.1	1311.86	1312.6	4556.0
2011-02-22 01:30:00	ES	Futures	1312.35	1313.1	1312.11	1312.11	2707.0
2011-02-22 02:00:00	ES	Futures	1312.11	1312.35	1310.62	1310.87	14111.0
2011-02-22 02:30:00	ES	Futures	1310.87	1311.61	1310.37	1310.87	9172.0
2011-02-22 03:00:00	ES	Futures	1310.87	1311.12	1307.9	1308.64	35204.0
2011-02-22 03:30:00	ES	Futures	1308.64	1309.38	1306.66	1307.65	27042.0
2011-02-22 04:00:00	ES	Futures	1307.9	1310.37	1306.41	1309.88	22336.0
2011-02-22 04:30:00	ES	Futures	1309.88	1310.37	1308.39	1309.14	14806.0
2011-02-22 05:00:00	ES	Futures	1309.38	1309.38	1307.16	1308.89	20995.0
2011-02-22 05:30:00	ES	Futures	1308.89	1311.12	1308.64	1310.87	19325.0
2011-02-22 06:00:00	ES	Futures	1311.12	1312.11	1309.88	1310.37	17706.0
2011-02-22 06:30:00	ES	Futures	1310.37	1311.12	1309.88	1310.62	10216.0
2011-02-22 07:00:00	ES	Futures	1310.62	1312.35	1310.37	1312.35	14084.0
2011-02-22 07:30:00	ES	Futures	1312.11	1313.34	1312.11	1313.34	25352.0
2011-02-22 08:00:00	ES	Futures	1313.34	1313.84	1311.86	1313.1	31000.0
2011-02-22 08:30:00	ES	Futures	1312.85	1314.33	1312.35	1313.59	30819.0
2011-02-22 09:00:00	ES	Futures	1313.84	1314.09	1312.35	1313.1	34825.0
2011-02-22 09:30:00	ES	Futures	1312.85	1318.29	1309.63	1318.29	353363.0
2011-02-22 10:00:00	ES	Futures	1318.29	1320.77	1315.82	1316.81	270252.0
2011-02-22 10:30:00	ES	Futures	1317.05	1319.53	1316.06	1317.3	138393.0
2011-02-22 11:00:00	ES	Futures	1317.55	1317.8	1311.86	1313.59	207573.0
2011-02-22 11:30:00	ES	Futures	1313.59	1313.84	1308.89	1310.13	178642.0
2011-02-22 12:00:00	ES	Futures	1310.13	1310.62	1307.4	1308.89	124206.0
2011-02-22 12:30:00	ES	Futures	1308.89	1309.38	1302.21	1303.2	234279.0
2011-02-22 13:00:00	ES	Futures	1303.2	1304.93	1299.73	1301.47	179022.0
2011-02-22 13:30:00	ES	Futures	1301.47	1302.95	1299.24	1301.71	121080.0
2011-02-22 14:00:00	ES	Futures	1301.47	1302.7	1299.49	1302.21	96375.0
2011-02-22 14:30:00	ES	Futures	1302.46	1303.94	1300.72	1300.97	108476.0
2011-02-22 15:00:00	ES	Futures	1301.22	1302.21	1296.77	1297.76	174899.0
2011-02-22 15:30:00	ES	Futures	1297.51	1300.72	1296.77	1300.48	248036.0
2011-02-22 16:00:00	ES	Futures	1300.72	1301.96	1299.98	1300.48	154633.0
2011-02-22 16:30:00	ES	Futures	1300.48	1301.22	1299.98	1300.48	7294.0
2011-02-22 17:00:00	ES	Futures	1300.72	1300.72	1298.99	1299.24	3770.0
2011-02-22 18:00:00	ES	Futures	1298.99	1300.97	1298.74	1300.48	6354.0
2011-02-22 18:30:00	ES	Futures	1300.72	1302.21	1300.23	1301.96	4303.0
2011-02-22 19:00:00	ES	Futures	1301.96	1303.2	1301.71	1303.2	8551.0
2011-02-22 19:30:00	ES	Futures	1303.2	1303.69	1302.46	1303.45	5169.0
2011-02-22 20:00:00	ES	Futures	1303.69	1303.94	1303.45	1303.69	3773.0
2011-02-22 20:30:00	ES	Futures	1303.69	1304.44	1303.45	1303.94	4898.0
2011-02-22 21:00:00	ES	Futures	1304.19	1304.44	1303.2	1304.19	4816.0
2011-02-22 21:30:00	ES	Futures	1304.19	1305.18	1303.94	1304.44	6674.0
2011-02-22 22:00:00	ES	Futures	1304.19	1304.93	1303.94	1304.93	1543.0
2011-02-22 22:30:00	ES	Futures	1304.68	1305.43	1304.19	1305.18	3492.0
2011-02-22 23:00:00	ES	Futures	1305.43	1305.43	1304.19	1304.68	3104.0
2011-02-22 23:30:00	ES	Futures	1304.44	1304.93	1304.19	1304.68	2461.0
2011-02-22 00:00:00	NQ	Futures	2712.17	2715.04	2712.17	2714.47	187.0
2011-02-22 00:30:00	NQ	Futures	2714.47	2714.75	2711.6	2711.88	94.0
2011-02-22 01:00:00	NQ	Futures	2711.88	2711.88	2709.01	2709.3	266.0

> showing 50 of 2,749 rows — these rows as CSV

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