PREVIEW / futures_30min / 2011-03-03

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-03-03.parquet
  size:    77 KB
  rows:    2,697

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
2011-03-03 00:00:00	ES	Futures	1297.01	1298.5	1296.77	1298.0	7408.0
2011-03-03 00:30:00	ES	Futures	1298.0	1300.72	1298.0	1299.98	11393.0
2011-03-03 01:00:00	ES	Futures	1300.23	1302.7	1299.49	1301.22	16531.0
2011-03-03 01:30:00	ES	Futures	1301.22	1301.71	1298.99	1299.24	7842.0
2011-03-03 02:00:00	ES	Futures	1299.49	1300.72	1298.74	1299.24	7546.0
2011-03-03 02:30:00	ES	Futures	1299.24	1300.48	1298.74	1299.73	3524.0
2011-03-03 03:00:00	ES	Futures	1299.98	1300.23	1296.77	1297.01	13355.0
2011-03-03 03:30:00	ES	Futures	1297.26	1297.76	1296.52	1297.01	11536.0
2011-03-03 04:00:00	ES	Futures	1297.01	1298.99	1296.77	1298.0	11007.0
2011-03-03 04:30:00	ES	Futures	1297.76	1299.49	1297.01	1298.5	9231.0
2011-03-03 05:00:00	ES	Futures	1298.5	1302.21	1298.5	1300.97	11424.0
2011-03-03 05:30:00	ES	Futures	1301.22	1302.21	1300.23	1301.47	8785.0
2011-03-03 06:00:00	ES	Futures	1301.47	1302.21	1300.97	1302.21	5341.0
2011-03-03 06:30:00	ES	Futures	1301.96	1305.43	1301.96	1304.93	38208.0
2011-03-03 07:00:00	ES	Futures	1305.18	1305.43	1303.45	1303.94	11284.0
2011-03-03 07:30:00	ES	Futures	1303.69	1304.68	1303.2	1304.19	17859.0
2011-03-03 08:00:00	ES	Futures	1304.19	1305.18	1303.2	1304.44	18026.0
2011-03-03 08:30:00	ES	Futures	1304.44	1307.4	1302.46	1304.44	100554.0
2011-03-03 09:00:00	ES	Futures	1304.19	1306.17	1303.45	1305.92	49083.0
2011-03-03 09:30:00	ES	Futures	1305.92	1311.86	1305.67	1310.37	353159.0
2011-03-03 10:00:00	ES	Futures	1310.13	1311.12	1307.65	1308.15	217628.0
2011-03-03 10:30:00	ES	Futures	1308.39	1312.85	1307.16	1310.87	248427.0
2011-03-03 11:00:00	ES	Futures	1311.12	1312.85	1310.62	1311.61	152445.0
2011-03-03 11:30:00	ES	Futures	1311.61	1314.33	1310.62	1313.84	146852.0
2011-03-03 12:00:00	ES	Futures	1313.84	1314.33	1312.35	1313.34	63459.0
2011-03-03 12:30:00	ES	Futures	1313.34	1315.32	1312.85	1314.33	70805.0
2011-03-03 13:00:00	ES	Futures	1314.58	1315.32	1313.59	1313.59	46925.0
2011-03-03 13:30:00	ES	Futures	1313.59	1314.58	1313.34	1314.09	46113.0
2011-03-03 14:00:00	ES	Futures	1314.09	1317.05	1313.84	1315.32	112520.0
2011-03-03 14:30:00	ES	Futures	1315.57	1318.04	1315.07	1317.8	115893.0
2011-03-03 15:00:00	ES	Futures	1317.55	1318.29	1316.31	1316.56	80944.0
2011-03-03 15:30:00	ES	Futures	1316.81	1318.04	1315.32	1316.56	167574.0
2011-03-03 16:00:00	ES	Futures	1316.31	1316.81	1315.82	1316.06	121355.0
2011-03-03 16:30:00	ES	Futures	1316.06	1316.31	1315.57	1315.82	5604.0
2011-03-03 17:00:00	ES	Futures	1315.82	1316.56	1315.57	1316.06	3059.0
2011-03-03 18:00:00	ES	Futures	1316.06	1317.55	1316.06	1317.3	4908.0
2011-03-03 18:30:00	ES	Futures	1317.3	1319.28	1317.3	1318.04	6344.0
2011-03-03 19:00:00	ES	Futures	1318.04	1318.29	1316.56	1316.56	3521.0
2011-03-03 19:30:00	ES	Futures	1316.81	1317.3	1316.31	1316.81	1968.0
2011-03-03 20:00:00	ES	Futures	1316.81	1317.3	1316.06	1316.56	1432.0
2011-03-03 20:30:00	ES	Futures	1316.81	1317.55	1315.82	1317.3	3333.0
2011-03-03 21:00:00	ES	Futures	1317.3	1318.04	1317.05	1317.3	1325.0
2011-03-03 21:30:00	ES	Futures	1317.3	1317.55	1316.81	1317.3	1143.0
2011-03-03 22:00:00	ES	Futures	1317.05	1317.8	1316.56	1317.3	1072.0
2011-03-03 22:30:00	ES	Futures	1317.3	1317.55	1316.56	1316.56	1607.0
2011-03-03 23:00:00	ES	Futures	1316.81	1317.3	1315.82	1316.31	2126.0
2011-03-03 23:30:00	ES	Futures	1316.31	1317.05	1316.06	1316.81	1106.0
2011-03-03 00:00:00	NQ	Futures	2674.86	2678.01	2674.57	2676.86	331.0
2011-03-03 00:30:00	NQ	Futures	2676.86	2680.6	2676.29	2680.02	823.0
2011-03-03 01:00:00	NQ	Futures	2680.02	2686.34	2679.16	2680.88	1358.0

> showing 50 of 2,697 rows — these rows as CSV

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