PREVIEW / futures_30min / 2011-02-28

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-02-28.parquet
  size:    72 KB
  rows:    2,656

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
2011-02-28 00:00:00	ES	Futures	1302.7	1303.45	1302.46	1303.2	3303.0
2011-02-28 00:30:00	ES	Futures	1302.95	1303.94	1302.7	1303.94	2620.0
2011-02-28 01:00:00	ES	Futures	1303.94	1304.19	1303.45	1303.94	2169.0
2011-02-28 01:30:00	ES	Futures	1303.94	1304.68	1303.69	1304.68	4320.0
2011-02-28 02:00:00	ES	Futures	1304.44	1305.43	1304.44	1304.44	5741.0
2011-02-28 02:30:00	ES	Futures	1304.44	1304.93	1302.7	1302.95	7365.0
2011-02-28 03:00:00	ES	Futures	1302.95	1303.45	1300.72	1301.22	16719.0
2011-02-28 03:30:00	ES	Futures	1301.22	1302.46	1300.48	1302.21	14174.0
2011-02-28 04:00:00	ES	Futures	1302.46	1304.44	1301.96	1303.94	11127.0
2011-02-28 04:30:00	ES	Futures	1303.94	1303.94	1300.97	1301.47	6125.0
2011-02-28 05:00:00	ES	Futures	1301.47	1304.19	1300.97	1303.69	12108.0
2011-02-28 05:30:00	ES	Futures	1303.69	1303.69	1301.96	1301.96	7971.0
2011-02-28 06:00:00	ES	Futures	1302.21	1304.19	1301.71	1304.19	8588.0
2011-02-28 06:30:00	ES	Futures	1303.94	1305.18	1303.94	1304.93	14014.0
2011-02-28 07:00:00	ES	Futures	1304.93	1307.9	1304.44	1307.9	25339.0
2011-02-28 07:30:00	ES	Futures	1307.65	1312.11	1307.65	1310.87	56270.0
2011-02-28 08:00:00	ES	Futures	1310.87	1312.6	1310.37	1311.86	37510.0
2011-02-28 08:30:00	ES	Futures	1311.86	1312.11	1310.13	1310.87	35676.0
2011-02-28 09:00:00	ES	Futures	1311.12	1311.36	1309.63	1310.13	26905.0
2011-02-28 09:30:00	ES	Futures	1310.13	1314.09	1309.14	1312.35	186533.0
2011-02-28 10:00:00	ES	Futures	1312.11	1315.32	1311.61	1313.84	165276.0
2011-02-28 10:30:00	ES	Futures	1313.84	1314.83	1312.35	1313.84	92354.0
2011-02-28 11:00:00	ES	Futures	1314.09	1314.33	1311.12	1311.12	93604.0
2011-02-28 11:30:00	ES	Futures	1311.12	1311.86	1310.13	1311.12	92189.0
2011-02-28 12:00:00	ES	Futures	1310.87	1311.61	1310.13	1311.61	59200.0
2011-02-28 12:30:00	ES	Futures	1311.36	1312.35	1308.15	1308.89	72575.0
2011-02-28 13:00:00	ES	Futures	1308.64	1308.89	1305.92	1306.91	92852.0
2011-02-28 13:30:00	ES	Futures	1306.66	1308.64	1306.41	1306.41	68770.0
2011-02-28 14:00:00	ES	Futures	1306.41	1309.38	1305.67	1309.38	72741.0
2011-02-28 14:30:00	ES	Futures	1309.38	1310.62	1308.64	1310.62	49840.0
2011-02-28 15:00:00	ES	Futures	1310.62	1311.12	1308.64	1310.87	72775.0
2011-02-28 15:30:00	ES	Futures	1311.12	1313.84	1310.37	1313.59	264239.0
2011-02-28 16:00:00	ES	Futures	1313.34	1315.32	1312.6	1312.85	185628.0
2011-02-28 16:30:00	ES	Futures	1312.85	1313.84	1312.35	1312.85	7622.0
2011-02-28 17:00:00	ES	Futures	1312.85	1313.1	1312.6	1312.6	1601.0
2011-02-28 17:30:00	ES	Futures	1312.6	1312.6	1312.6	1312.6	2.0
2011-02-28 18:00:00	ES	Futures	1312.85	1314.33	1312.6	1314.33	2770.0
2011-02-28 18:30:00	ES	Futures	1314.09	1314.58	1313.84	1314.33	1574.0
2011-02-28 19:00:00	ES	Futures	1314.58	1315.07	1314.33	1314.83	6568.0
2011-02-28 19:30:00	ES	Futures	1314.58	1316.06	1314.58	1315.32	6832.0
2011-02-28 20:00:00	ES	Futures	1315.57	1315.82	1315.07	1315.32	2311.0
2011-02-28 20:30:00	ES	Futures	1315.32	1315.57	1314.09	1314.09	3100.0
2011-02-28 21:00:00	ES	Futures	1314.33	1315.32	1314.09	1315.07	1259.0
2011-02-28 21:30:00	ES	Futures	1314.83	1315.32	1314.33	1314.83	892.0
2011-02-28 22:00:00	ES	Futures	1314.83	1315.57	1314.33	1315.32	1200.0
2011-02-28 22:30:00	ES	Futures	1315.32	1315.82	1314.83	1315.07	1414.0
2011-02-28 23:00:00	ES	Futures	1315.07	1315.57	1314.83	1315.32	1273.0
2011-02-28 23:30:00	ES	Futures	1315.32	1315.32	1314.58	1314.83	849.0
2011-02-28 00:00:00	NQ	Futures	2687.77	2688.35	2687.48	2687.48	170.0
2011-02-28 00:30:00	NQ	Futures	2687.77	2688.92	2686.62	2688.92	284.0

> showing 50 of 2,656 rows — these rows as CSV

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