PREVIEW / futures_30min / 2011-03-01

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-03-01.parquet
  size:    76 KB
  rows:    2,718

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
2011-03-01 00:00:00	ES	Futures	1314.83	1315.07	1314.58	1315.07	1802.0
2011-03-01 00:30:00	ES	Futures	1315.07	1315.32	1314.58	1315.32	554.0
2011-03-01 01:00:00	ES	Futures	1315.32	1317.05	1315.32	1316.81	5209.0
2011-03-01 01:30:00	ES	Futures	1316.81	1317.8	1316.56	1317.55	3959.0
2011-03-01 02:00:00	ES	Futures	1317.3	1317.8	1316.56	1317.8	5980.0
2011-03-01 02:30:00	ES	Futures	1317.55	1318.79	1317.05	1318.54	9920.0
2011-03-01 03:00:00	ES	Futures	1318.54	1319.78	1318.04	1319.53	17652.0
2011-03-01 03:30:00	ES	Futures	1319.78	1322.5	1319.53	1322.0	25039.0
2011-03-01 04:00:00	ES	Futures	1322.0	1322.75	1319.78	1320.27	17504.0
2011-03-01 04:30:00	ES	Futures	1320.02	1320.52	1319.03	1319.78	6882.0
2011-03-01 05:00:00	ES	Futures	1320.02	1320.52	1319.03	1319.53	6654.0
2011-03-01 05:30:00	ES	Futures	1319.53	1320.52	1318.79	1319.78	5252.0
2011-03-01 06:00:00	ES	Futures	1319.78	1320.02	1317.8	1318.04	8318.0
2011-03-01 06:30:00	ES	Futures	1318.04	1318.54	1317.55	1318.29	10113.0
2011-03-01 07:00:00	ES	Futures	1318.29	1318.29	1314.33	1314.58	39970.0
2011-03-01 07:30:00	ES	Futures	1314.83	1316.81	1313.84	1316.56	24957.0
2011-03-01 08:00:00	ES	Futures	1316.81	1317.55	1315.07	1317.3	28211.0
2011-03-01 08:30:00	ES	Futures	1317.3	1317.3	1315.57	1317.05	23125.0
2011-03-01 09:00:00	ES	Futures	1317.05	1317.8	1316.56	1317.55	25810.0
2011-03-01 09:30:00	ES	Futures	1317.8	1318.79	1311.61	1312.6	280492.0
2011-03-01 10:00:00	ES	Futures	1312.85	1314.58	1305.43	1305.43	329853.0
2011-03-01 10:30:00	ES	Futures	1305.67	1310.37	1303.94	1309.88	249298.0
2011-03-01 11:00:00	ES	Futures	1309.88	1311.36	1306.17	1306.41	173429.0
2011-03-01 11:30:00	ES	Futures	1306.41	1306.91	1301.47	1301.96	211168.0
2011-03-01 12:00:00	ES	Futures	1301.96	1302.7	1298.99	1299.98	206906.0
2011-03-01 12:30:00	ES	Futures	1299.98	1303.2	1299.49	1301.47	92768.0
2011-03-01 13:00:00	ES	Futures	1301.22	1301.96	1297.01	1298.0	151896.0
2011-03-01 13:30:00	ES	Futures	1298.25	1299.73	1296.27	1298.5	119893.0
2011-03-01 14:00:00	ES	Futures	1298.25	1298.5	1293.05	1293.3	221342.0
2011-03-01 14:30:00	ES	Futures	1293.55	1296.02	1292.06	1293.55	150175.0
2011-03-01 15:00:00	ES	Futures	1293.8	1295.78	1291.57	1293.8	156152.0
2011-03-01 15:30:00	ES	Futures	1293.8	1295.53	1291.07	1291.32	234524.0
2011-03-01 16:00:00	ES	Futures	1291.07	1291.57	1287.36	1287.61	158746.0
2011-03-01 16:30:00	ES	Futures	1287.86	1288.35	1284.64	1284.89	20172.0
2011-03-01 17:00:00	ES	Futures	1284.89	1285.14	1283.4	1284.15	7767.0
2011-03-01 18:00:00	ES	Futures	1284.39	1288.35	1284.39	1287.61	13426.0
2011-03-01 18:30:00	ES	Futures	1287.61	1288.35	1285.14	1287.36	8798.0
2011-03-01 19:00:00	ES	Futures	1287.61	1289.1	1287.36	1288.11	6668.0
2011-03-01 19:30:00	ES	Futures	1288.11	1288.35	1285.88	1286.87	5887.0
2011-03-01 20:00:00	ES	Futures	1286.87	1287.61	1286.37	1286.62	5494.0
2011-03-01 20:30:00	ES	Futures	1286.62	1288.11	1285.38	1285.38	6036.0
2011-03-01 21:00:00	ES	Futures	1285.63	1286.13	1282.91	1284.15	6696.0
2011-03-01 21:30:00	ES	Futures	1283.9	1284.89	1282.91	1284.39	3308.0
2011-03-01 22:00:00	ES	Futures	1284.15	1286.13	1283.9	1285.63	2844.0
2011-03-01 22:30:00	ES	Futures	1285.38	1285.88	1284.64	1285.38	1612.0
2011-03-01 23:00:00	ES	Futures	1285.38	1286.37	1284.64	1284.64	1982.0
2011-03-01 23:30:00	ES	Futures	1284.89	1285.38	1283.65	1284.15	2054.0
2011-03-01 00:00:00	NQ	Futures	2702.98	2702.98	2701.26	2702.7	111.0
2011-03-01 00:30:00	NQ	Futures	2702.41	2703.85	2702.41	2703.27	74.0
2011-03-01 01:00:00	NQ	Futures	2703.56	2707.58	2703.56	2707.58	276.0

> showing 50 of 2,718 rows — these rows as CSV

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