PREVIEW / futures_30min / 2011-03-02

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-03-02.parquet
  size:    74 KB
  rows:    2,700

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
2011-03-02 00:00:00	ES	Futures	1283.9	1284.89	1283.65	1284.15	2519.0
2011-03-02 00:30:00	ES	Futures	1284.39	1285.38	1283.65	1284.64	2477.0
2011-03-02 01:00:00	ES	Futures	1284.89	1284.89	1283.65	1284.15	2184.0
2011-03-02 01:30:00	ES	Futures	1284.15	1286.13	1283.9	1286.13	2476.0
2011-03-02 02:00:00	ES	Futures	1286.13	1288.35	1286.13	1287.12	10603.0
2011-03-02 02:30:00	ES	Futures	1286.87	1289.1	1286.87	1288.35	8331.0
2011-03-02 03:00:00	ES	Futures	1288.35	1289.34	1286.87	1287.12	25306.0
2011-03-02 03:30:00	ES	Futures	1287.12	1288.35	1284.15	1287.61	24407.0
2011-03-02 04:00:00	ES	Futures	1287.61	1288.35	1285.14	1286.62	15915.0
2011-03-02 04:30:00	ES	Futures	1286.62	1287.36	1285.38	1287.12	9904.0
2011-03-02 05:00:00	ES	Futures	1287.36	1290.33	1286.87	1289.84	16998.0
2011-03-02 05:30:00	ES	Futures	1289.84	1290.58	1287.86	1288.6	13400.0
2011-03-02 06:00:00	ES	Futures	1288.35	1289.59	1287.61	1289.59	11615.0
2011-03-02 06:30:00	ES	Futures	1289.59	1291.57	1289.34	1290.83	19147.0
2011-03-02 07:00:00	ES	Futures	1290.58	1292.31	1289.84	1291.32	20328.0
2011-03-02 07:30:00	ES	Futures	1291.07	1292.31	1289.1	1290.33	18549.0
2011-03-02 08:00:00	ES	Futures	1290.33	1290.83	1284.15	1285.38	67883.0
2011-03-02 08:30:00	ES	Futures	1285.63	1288.11	1284.64	1287.12	44661.0
2011-03-02 09:00:00	ES	Futures	1287.36	1290.58	1287.12	1289.34	40521.0
2011-03-02 09:30:00	ES	Futures	1289.59	1294.54	1289.34	1294.04	304120.0
2011-03-02 10:00:00	ES	Futures	1294.04	1296.27	1292.81	1294.04	225826.0
2011-03-02 10:30:00	ES	Futures	1294.04	1299.24	1293.3	1297.76	223240.0
2011-03-02 11:00:00	ES	Futures	1298.0	1300.23	1294.79	1295.03	212398.0
2011-03-02 11:30:00	ES	Futures	1295.03	1296.02	1289.1	1289.1	259026.0
2011-03-02 12:00:00	ES	Futures	1289.34	1293.3	1288.11	1292.81	164151.0
2011-03-02 12:30:00	ES	Futures	1292.81	1296.27	1292.56	1294.79	84625.0
2011-03-02 13:00:00	ES	Futures	1294.79	1296.52	1293.05	1294.29	87556.0
2011-03-02 13:30:00	ES	Futures	1294.29	1295.03	1291.07	1292.31	85693.0
2011-03-02 14:00:00	ES	Futures	1292.56	1296.02	1290.58	1293.55	125717.0
2011-03-02 14:30:00	ES	Futures	1293.55	1298.25	1293.05	1296.52	120070.0
2011-03-02 15:00:00	ES	Futures	1296.77	1298.74	1295.53	1295.53	84444.0
2011-03-02 15:30:00	ES	Futures	1295.78	1295.78	1292.56	1294.29	153924.0
2011-03-02 16:00:00	ES	Futures	1294.04	1294.29	1291.57	1292.56	86857.0
2011-03-02 16:30:00	ES	Futures	1292.81	1293.3	1292.31	1292.31	5815.0
2011-03-02 17:00:00	ES	Futures	1292.31	1292.56	1291.57	1291.82	1501.0
2011-03-02 18:00:00	ES	Futures	1292.06	1293.05	1291.57	1292.81	2422.0
2011-03-02 18:30:00	ES	Futures	1292.81	1293.3	1292.06	1292.56	1676.0
2011-03-02 19:00:00	ES	Futures	1292.56	1294.54	1292.31	1294.54	3985.0
2011-03-02 19:30:00	ES	Futures	1294.54	1294.54	1293.3	1294.04	1717.0
2011-03-02 20:00:00	ES	Futures	1294.04	1295.03	1293.55	1294.79	3029.0
2011-03-02 20:30:00	ES	Futures	1294.79	1296.02	1294.54	1295.28	3039.0
2011-03-02 21:00:00	ES	Futures	1295.53	1295.53	1294.79	1295.03	1088.0
2011-03-02 21:30:00	ES	Futures	1295.28	1295.53	1294.79	1295.03	1125.0
2011-03-02 22:00:00	ES	Futures	1295.28	1295.78	1294.79	1295.78	1807.0
2011-03-02 22:30:00	ES	Futures	1295.53	1296.77	1295.53	1296.52	2472.0
2011-03-02 23:00:00	ES	Futures	1296.52	1297.26	1296.27	1297.01	2227.0
2011-03-02 23:30:00	ES	Futures	1297.01	1297.26	1296.52	1297.01	3028.0
2011-03-02 00:00:00	NQ	Futures	2645.58	2648.45	2645.29	2647.3	210.0
2011-03-02 00:30:00	NQ	Futures	2647.59	2649.31	2646.15	2648.45	67.0
2011-03-02 01:00:00	NQ	Futures	2647.87	2648.16	2645.58	2645.87	350.0

> showing 50 of 2,700 rows — these rows as CSV

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