PREVIEW / futures_30min / 2011-03-09

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-03-09.parquet
  size:    74 KB
  rows:    2,652

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
2011-03-09 00:00:00	ES	Futures	1304.19	1306.66	1303.94	1305.92	2862.0
2011-03-09 00:30:00	ES	Futures	1305.92	1306.41	1304.93	1304.93	1957.0
2011-03-09 01:00:00	ES	Futures	1305.18	1306.41	1304.93	1306.41	984.0
2011-03-09 01:30:00	ES	Futures	1306.41	1306.41	1305.18	1305.18	1826.0
2011-03-09 02:00:00	ES	Futures	1305.18	1307.16	1304.93	1306.91	2092.0
2011-03-09 02:30:00	ES	Futures	1306.91	1307.4	1306.17	1306.91	6185.0
2011-03-09 03:00:00	ES	Futures	1307.16	1307.16	1303.94	1304.68	12189.0
2011-03-09 03:30:00	ES	Futures	1304.68	1305.67	1303.69	1304.19	11565.0
2011-03-09 04:00:00	ES	Futures	1304.44	1308.15	1303.94	1307.4	11487.0
2011-03-09 04:30:00	ES	Futures	1307.65	1308.89	1306.91	1307.65	12601.0
2011-03-09 05:00:00	ES	Futures	1307.65	1308.64	1306.41	1307.4	6334.0
2011-03-09 05:30:00	ES	Futures	1307.4	1308.64	1307.4	1308.15	8059.0
2011-03-09 06:00:00	ES	Futures	1308.39	1310.13	1308.15	1309.63	7805.0
2011-03-09 06:30:00	ES	Futures	1309.88	1311.36	1309.14	1309.38	15180.0
2011-03-09 07:00:00	ES	Futures	1309.38	1310.62	1307.4	1307.9	20574.0
2011-03-09 07:30:00	ES	Futures	1308.15	1309.88	1306.66	1309.38	27148.0
2011-03-09 08:00:00	ES	Futures	1309.14	1309.63	1307.16	1307.65	22337.0
2011-03-09 08:30:00	ES	Futures	1307.4	1307.9	1305.18	1305.43	37613.0
2011-03-09 09:00:00	ES	Futures	1305.43	1306.17	1303.94	1305.18	35679.0
2011-03-09 09:30:00	ES	Futures	1304.93	1306.17	1299.49	1302.21	262941.0
2011-03-09 10:00:00	ES	Futures	1302.46	1308.15	1299.73	1307.4	179913.0
2011-03-09 10:30:00	ES	Futures	1307.4	1308.64	1298.99	1299.98	225261.0
2011-03-09 11:00:00	ES	Futures	1299.73	1303.45	1298.0	1301.96	150265.0
2011-03-09 11:30:00	ES	Futures	1302.21	1307.16	1299.73	1306.17	129530.0
2011-03-09 12:00:00	ES	Futures	1306.41	1309.88	1305.18	1305.67	139817.0
2011-03-09 12:30:00	ES	Futures	1305.92	1308.89	1304.68	1306.17	83529.0
2011-03-09 13:00:00	ES	Futures	1306.17	1307.9	1304.44	1307.16	63058.0
2011-03-09 13:30:00	ES	Futures	1307.16	1307.16	1303.69	1304.93	61080.0
2011-03-09 14:00:00	ES	Futures	1305.18	1307.9	1304.68	1305.18	69221.0
2011-03-09 14:30:00	ES	Futures	1305.43	1306.91	1302.95	1305.92	66949.0
2011-03-09 15:00:00	ES	Futures	1305.92	1307.9	1305.43	1306.17	54365.0
2011-03-09 15:30:00	ES	Futures	1306.41	1306.91	1304.19	1305.67	113125.0
2011-03-09 16:00:00	ES	Futures	1305.92	1306.17	1301.47	1301.47	96614.0
2011-03-09 16:30:00	ES	Futures	1302.21	1302.95	1301.47	1302.21	5057.0
2011-03-09 17:00:00	ES	Futures	1302.21	1302.7	1301.71	1302.21	1321.0
2011-03-09 18:00:00	ES	Futures	1301.96	1303.69	1301.71	1302.95	3898.0
2011-03-09 18:30:00	ES	Futures	1303.2	1303.2	1301.22	1301.47	2584.0
2011-03-09 19:00:00	ES	Futures	1301.47	1302.46	1300.72	1301.96	3591.0
2011-03-09 19:30:00	ES	Futures	1301.71	1302.46	1300.97	1301.71	2117.0
2011-03-09 20:00:00	ES	Futures	1301.71	1302.21	1298.5	1298.74	6680.0
2011-03-09 20:30:00	ES	Futures	1298.5	1298.99	1297.51	1298.25	6493.0
2011-03-09 21:00:00	ES	Futures	1298.5	1298.99	1297.26	1298.25	5365.0
2011-03-09 21:30:00	ES	Futures	1298.25	1298.25	1296.52	1297.26	4763.0
2011-03-09 22:00:00	ES	Futures	1297.26	1297.26	1296.02	1296.52	4281.0
2011-03-09 22:30:00	ES	Futures	1296.52	1296.52	1293.3	1293.8	9527.0
2011-03-09 23:00:00	ES	Futures	1293.8	1295.28	1293.3	1294.29	4261.0
2011-03-09 23:30:00	ES	Futures	1294.29	1295.03	1293.8	1294.54	4229.0
2011-03-09 00:00:00	NQ	Futures	2672.85	2676.29	2672.56	2674.57	293.0
2011-03-09 00:30:00	NQ	Futures	2674.57	2675.72	2672.85	2672.85	137.0
2011-03-09 01:00:00	NQ	Futures	2672.85	2676.86	2672.85	2676.86	129.0

> showing 50 of 2,652 rows — these rows as CSV

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