PREVIEW / futures_30min / 2011-03-08

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-03-08.parquet
  size:    74 KB
  rows:    2,693

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
2011-03-08 00:00:00	ES	Futures	1300.72	1300.72	1299.73	1299.98	1478.0
2011-03-08 00:30:00	ES	Futures	1300.23	1300.48	1299.49	1299.73	1495.0
2011-03-08 01:00:00	ES	Futures	1299.98	1301.47	1299.49	1300.97	4407.0
2011-03-08 01:30:00	ES	Futures	1301.22	1303.94	1300.97	1302.95	9471.0
2011-03-08 02:00:00	ES	Futures	1302.95	1304.44	1302.7	1304.19	8560.0
2011-03-08 02:30:00	ES	Futures	1304.19	1304.44	1302.21	1303.69	7211.0
2011-03-08 03:00:00	ES	Futures	1303.69	1304.93	1300.97	1301.71	16449.0
2011-03-08 03:30:00	ES	Futures	1301.96	1303.94	1299.49	1303.2	16595.0
2011-03-08 04:00:00	ES	Futures	1303.2	1304.93	1302.46	1302.46	11891.0
2011-03-08 04:30:00	ES	Futures	1302.7	1303.2	1300.72	1301.47	8859.0
2011-03-08 05:00:00	ES	Futures	1301.47	1301.96	1299.98	1300.72	10618.0
2011-03-08 05:30:00	ES	Futures	1300.48	1301.47	1298.5	1300.97	12595.0
2011-03-08 06:00:00	ES	Futures	1301.22	1302.21	1300.72	1301.47	5845.0
2011-03-08 06:30:00	ES	Futures	1301.47	1301.96	1299.24	1300.23	8424.0
2011-03-08 07:00:00	ES	Futures	1300.23	1300.48	1298.0	1299.24	18421.0
2011-03-08 07:30:00	ES	Futures	1299.24	1300.23	1296.27	1297.76	28439.0
2011-03-08 08:00:00	ES	Futures	1297.76	1298.5	1294.54	1295.03	47109.0
2011-03-08 08:30:00	ES	Futures	1295.28	1298.99	1294.79	1296.52	40950.0
2011-03-08 09:00:00	ES	Futures	1296.52	1298.99	1296.27	1298.25	28539.0
2011-03-08 09:30:00	ES	Futures	1298.25	1299.49	1292.56	1297.76	286784.0
2011-03-08 10:00:00	ES	Futures	1298.0	1305.43	1297.76	1304.19	293346.0
2011-03-08 10:30:00	ES	Futures	1304.19	1305.43	1301.47	1304.19	164214.0
2011-03-08 11:00:00	ES	Futures	1304.44	1307.9	1302.46	1307.65	179024.0
2011-03-08 11:30:00	ES	Futures	1307.65	1311.36	1307.4	1311.12	147452.0
2011-03-08 12:00:00	ES	Futures	1311.36	1312.11	1309.38	1310.13	97279.0
2011-03-08 12:30:00	ES	Futures	1309.88	1310.62	1308.15	1308.89	59378.0
2011-03-08 13:00:00	ES	Futures	1308.89	1309.63	1308.39	1309.38	38846.0
2011-03-08 13:30:00	ES	Futures	1309.38	1310.37	1308.89	1309.63	35411.0
2011-03-08 14:00:00	ES	Futures	1309.63	1309.88	1305.92	1307.65	90676.0
2011-03-08 14:30:00	ES	Futures	1307.65	1310.37	1305.67	1309.88	77079.0
2011-03-08 15:00:00	ES	Futures	1309.63	1311.12	1307.9	1309.88	67886.0
2011-03-08 15:30:00	ES	Futures	1309.63	1310.87	1307.4	1307.9	128651.0
2011-03-08 16:00:00	ES	Futures	1307.9	1308.39	1305.18	1306.66	105722.0
2011-03-08 16:30:00	ES	Futures	1306.17	1307.4	1306.17	1306.66	4146.0
2011-03-08 17:00:00	ES	Futures	1306.66	1307.16	1306.17	1306.41	2963.0
2011-03-08 18:00:00	ES	Futures	1306.66	1307.4	1305.67	1306.91	3875.0
2011-03-08 18:30:00	ES	Futures	1306.91	1307.9	1306.17	1307.65	1658.0
2011-03-08 19:00:00	ES	Futures	1307.4	1307.65	1306.17	1306.17	2298.0
2011-03-08 19:30:00	ES	Futures	1306.17	1307.16	1305.92	1306.41	3219.0
2011-03-08 20:00:00	ES	Futures	1306.17	1306.91	1305.43	1306.41	3835.0
2011-03-08 20:30:00	ES	Futures	1306.41	1307.9	1306.41	1307.4	2483.0
2011-03-08 21:00:00	ES	Futures	1307.65	1307.65	1306.41	1306.91	1187.0
2011-03-08 21:30:00	ES	Futures	1306.91	1306.91	1306.17	1306.41	1248.0
2011-03-08 22:00:00	ES	Futures	1306.66	1306.66	1305.43	1305.92	1825.0
2011-03-08 22:30:00	ES	Futures	1305.92	1306.17	1305.43	1305.67	1315.0
2011-03-08 23:00:00	ES	Futures	1305.92	1305.92	1303.94	1303.94	4330.0
2011-03-08 23:30:00	ES	Futures	1304.19	1304.68	1303.69	1303.94	2354.0
2011-03-08 00:00:00	NQ	Futures	2678.3	2678.3	2675.72	2676.58	389.0
2011-03-08 00:30:00	NQ	Futures	2676.29	2676.58	2674.57	2675.43	341.0
2011-03-08 01:00:00	NQ	Futures	2675.72	2678.59	2674.28	2677.73	452.0

> showing 50 of 2,693 rows — these rows as CSV

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