PREVIEW / futures_30min / 2011-02-24

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-02-24.parquet
  size:    77 KB
  rows:    2,771

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
2011-02-24 00:00:00	ES	Futures	1295.78	1296.27	1294.29	1294.54	4146.0
2011-02-24 00:30:00	ES	Futures	1294.54	1295.03	1294.04	1294.79	2324.0
2011-02-24 01:00:00	ES	Futures	1294.54	1294.79	1294.04	1294.04	1331.0
2011-02-24 01:30:00	ES	Futures	1294.29	1294.79	1292.81	1293.8	5692.0
2011-02-24 02:00:00	ES	Futures	1294.04	1294.04	1290.33	1290.83	9722.0
2011-02-24 02:30:00	ES	Futures	1290.83	1290.83	1281.18	1281.67	43388.0
2011-02-24 03:00:00	ES	Futures	1281.42	1284.15	1280.19	1283.9	51245.0
2011-02-24 03:30:00	ES	Futures	1283.9	1285.88	1283.4	1283.65	20486.0
2011-02-24 04:00:00	ES	Futures	1283.4	1284.89	1281.18	1282.17	21142.0
2011-02-24 04:30:00	ES	Futures	1282.41	1285.38	1282.41	1283.9	18986.0
2011-02-24 05:00:00	ES	Futures	1283.9	1287.12	1283.9	1287.12	22985.0
2011-02-24 05:30:00	ES	Futures	1286.87	1287.12	1284.64	1285.38	12182.0
2011-02-24 06:00:00	ES	Futures	1285.38	1286.62	1285.14	1285.38	9521.0
2011-02-24 06:30:00	ES	Futures	1285.38	1285.88	1283.4	1283.9	24081.0
2011-02-24 07:00:00	ES	Futures	1283.9	1286.13	1283.65	1285.38	15643.0
2011-02-24 07:30:00	ES	Futures	1285.38	1285.63	1283.4	1284.39	23526.0
2011-02-24 08:00:00	ES	Futures	1284.39	1287.86	1284.39	1287.36	36705.0
2011-02-24 08:30:00	ES	Futures	1287.36	1289.84	1285.14	1289.1	58612.0
2011-02-24 09:00:00	ES	Futures	1289.34	1293.8	1288.85	1291.07	124083.0
2011-02-24 09:30:00	ES	Futures	1291.07	1295.03	1289.34	1294.04	261094.0
2011-02-24 10:00:00	ES	Futures	1294.04	1296.52	1290.83	1293.8	229737.0
2011-02-24 10:30:00	ES	Futures	1293.8	1294.04	1290.08	1291.82	179443.0
2011-02-24 11:00:00	ES	Futures	1291.82	1293.55	1288.85	1292.56	168620.0
2011-02-24 11:30:00	ES	Futures	1292.81	1293.3	1286.62	1288.35	157177.0
2011-02-24 12:00:00	ES	Futures	1288.35	1289.34	1284.64	1285.63	156418.0
2011-02-24 12:30:00	ES	Futures	1285.63	1288.35	1284.15	1287.86	110289.0
2011-02-24 13:00:00	ES	Futures	1287.86	1288.85	1283.9	1284.89	99298.0
2011-02-24 13:30:00	ES	Futures	1285.14	1286.37	1279.2	1281.42	184510.0
2011-02-24 14:00:00	ES	Futures	1281.42	1289.84	1280.93	1288.35	206920.0
2011-02-24 14:30:00	ES	Futures	1288.35	1291.57	1287.12	1289.84	146586.0
2011-02-24 15:00:00	ES	Futures	1289.84	1294.29	1287.86	1293.3	151617.0
2011-02-24 15:30:00	ES	Futures	1293.55	1295.03	1290.58	1291.57	172790.0
2011-02-24 16:00:00	ES	Futures	1291.82	1292.06	1288.6	1288.85	80125.0
2011-02-24 16:30:00	ES	Futures	1289.1	1289.59	1288.11	1288.85	6447.0
2011-02-24 17:00:00	ES	Futures	1288.85	1289.84	1288.85	1289.34	3160.0
2011-02-24 18:00:00	ES	Futures	1289.84	1292.06	1289.84	1290.83	6536.0
2011-02-24 18:30:00	ES	Futures	1290.83	1293.05	1290.08	1292.81	3502.0
2011-02-24 19:00:00	ES	Futures	1292.56	1293.55	1292.06	1293.05	4382.0
2011-02-24 19:30:00	ES	Futures	1293.05	1293.3	1292.81	1292.81	1475.0
2011-02-24 20:00:00	ES	Futures	1292.81	1293.3	1292.31	1292.56	2152.0
2011-02-24 20:30:00	ES	Futures	1292.31	1293.3	1292.31	1293.3	1866.0
2011-02-24 21:00:00	ES	Futures	1293.3	1293.3	1291.32	1291.57	2154.0
2011-02-24 21:30:00	ES	Futures	1291.57	1292.56	1290.83	1291.07	5226.0
2011-02-24 22:00:00	ES	Futures	1291.07	1293.3	1291.07	1292.31	3630.0
2011-02-24 22:30:00	ES	Futures	1292.56	1293.55	1292.56	1293.55	1693.0
2011-02-24 23:00:00	ES	Futures	1293.3	1294.79	1293.3	1294.54	3299.0
2011-02-24 23:30:00	ES	Futures	1294.54	1295.03	1293.8	1294.54	1997.0
2011-02-24 00:00:00	NQ	Futures	2649.6	2651.03	2646.15	2646.73	119.0
2011-02-24 00:30:00	NQ	Futures	2646.73	2647.01	2645.58	2646.73	55.0
2011-02-24 01:00:00	NQ	Futures	2646.44	2646.73	2645.87	2646.73	36.0

> showing 50 of 2,771 rows — these rows as CSV

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