PREVIEW / futures_30min / 2011-03-04

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-03-04.parquet
  size:    63 KB
  rows:    2,161

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
2011-03-04 00:00:00	ES	Futures	1317.05	1317.3	1316.56	1317.05	1168.0
2011-03-04 00:30:00	ES	Futures	1316.81	1318.79	1316.81	1318.04	2096.0
2011-03-04 01:00:00	ES	Futures	1318.04	1318.29	1316.31	1316.81	1686.0
2011-03-04 01:30:00	ES	Futures	1317.05	1318.29	1316.56	1317.05	1565.0
2011-03-04 02:00:00	ES	Futures	1317.05	1317.05	1315.57	1316.56	6730.0
2011-03-04 02:30:00	ES	Futures	1316.31	1316.81	1316.06	1316.06	3837.0
2011-03-04 03:00:00	ES	Futures	1316.31	1316.81	1314.83	1315.32	14502.0
2011-03-04 03:30:00	ES	Futures	1315.07	1316.56	1314.58	1315.82	8519.0
2011-03-04 04:00:00	ES	Futures	1315.82	1318.79	1315.82	1318.04	14250.0
2011-03-04 04:30:00	ES	Futures	1318.29	1318.54	1317.05	1317.8	4920.0
2011-03-04 05:00:00	ES	Futures	1317.8	1319.53	1317.3	1318.29	9839.0
2011-03-04 05:30:00	ES	Futures	1318.54	1319.03	1318.04	1318.54	7993.0
2011-03-04 06:00:00	ES	Futures	1318.29	1319.03	1317.55	1317.55	9693.0
2011-03-04 06:30:00	ES	Futures	1317.55	1318.04	1315.57	1316.31	15213.0
2011-03-04 07:00:00	ES	Futures	1316.06	1318.04	1316.06	1318.04	8611.0
2011-03-04 07:30:00	ES	Futures	1317.8	1319.03	1316.81	1317.55	12517.0
2011-03-04 08:00:00	ES	Futures	1317.55	1318.79	1316.56	1318.29	23346.0
2011-03-04 08:30:00	ES	Futures	1318.29	1320.77	1313.1	1314.58	152178.0
2011-03-04 09:00:00	ES	Futures	1314.58	1317.55	1314.09	1315.82	56853.0
2011-03-04 09:30:00	ES	Futures	1315.57	1316.81	1312.6	1314.33	265252.0
2011-03-04 10:00:00	ES	Futures	1314.58	1315.32	1305.67	1307.65	353781.0
2011-03-04 10:30:00	ES	Futures	1307.9	1310.62	1306.91	1309.88	185863.0
2011-03-04 11:00:00	ES	Futures	1309.88	1310.62	1306.91	1307.4	146108.0
2011-03-04 11:30:00	ES	Futures	1307.16	1310.37	1304.68	1305.18	203988.0
2011-03-04 12:00:00	ES	Futures	1305.43	1305.67	1298.5	1299.73	281365.0
2011-03-04 12:30:00	ES	Futures	1299.98	1301.47	1298.0	1300.23	150554.0
2011-03-04 13:00:00	ES	Futures	1300.23	1301.47	1298.5	1300.23	79420.0
2011-03-04 13:30:00	ES	Futures	1299.98	1302.7	1298.0	1299.73	105287.0
2011-03-04 14:00:00	ES	Futures	1299.98	1300.72	1297.76	1300.23	87730.0
2011-03-04 14:30:00	ES	Futures	1300.23	1302.46	1299.49	1302.46	59925.0
2011-03-04 15:00:00	ES	Futures	1302.46	1304.19	1298.5	1299.24	160505.0
2011-03-04 15:30:00	ES	Futures	1299.24	1307.65	1298.0	1306.66	317588.0
2011-03-04 16:00:00	ES	Futures	1306.41	1308.39	1306.17	1306.41	135574.0
2011-03-04 00:00:00	NQ	Futures	2725.09	2725.66	2721.93	2724.8	328.0
2011-03-04 00:30:00	NQ	Futures	2724.8	2725.95	2723.36	2725.09	162.0
2011-03-04 01:00:00	NQ	Futures	2725.37	2725.95	2723.36	2724.22	172.0
2011-03-04 01:30:00	NQ	Futures	2724.51	2726.52	2723.65	2724.22	185.0
2011-03-04 02:00:00	NQ	Futures	2724.51	2725.66	2723.08	2724.8	372.0
2011-03-04 02:30:00	NQ	Futures	2724.51	2725.09	2723.65	2723.65	138.0
2011-03-04 03:00:00	NQ	Futures	2723.65	2724.51	2720.49	2721.93	1236.0
2011-03-04 03:30:00	NQ	Futures	2721.64	2725.09	2720.49	2723.36	840.0
2011-03-04 04:00:00	NQ	Futures	2723.08	2729.1	2723.08	2727.96	920.0
2011-03-04 04:30:00	NQ	Futures	2727.67	2727.96	2725.37	2726.52	585.0
2011-03-04 05:00:00	NQ	Futures	2726.81	2730.83	2726.52	2728.53	601.0
2011-03-04 05:30:00	NQ	Futures	2728.24	2729.68	2727.1	2727.38	475.0
2011-03-04 06:00:00	NQ	Futures	2728.53	2728.53	2723.94	2724.22	781.0
2011-03-04 06:30:00	NQ	Futures	2723.94	2724.51	2721.07	2722.5	805.0
2011-03-04 07:00:00	NQ	Futures	2722.5	2725.66	2721.07	2725.09	764.0
2011-03-04 07:30:00	NQ	Futures	2725.09	2727.38	2724.22	2725.66	544.0
2011-03-04 08:00:00	NQ	Futures	2725.95	2728.53	2725.09	2727.38	1836.0

> showing 50 of 2,161 rows — these rows as CSV

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