PREVIEW / futures_30min / 2011-03-10

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-03-10.parquet
  size:    75 KB
  rows:    2,633

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
2011-03-10 00:00:00	ES	Futures	1294.79	1295.28	1292.81	1293.55	3611.0
2011-03-10 00:30:00	ES	Futures	1293.55	1296.02	1293.55	1295.28	5781.0
2011-03-10 01:00:00	ES	Futures	1295.28	1296.02	1295.03	1295.03	2791.0
2011-03-10 01:30:00	ES	Futures	1295.03	1296.02	1294.79	1295.78	2921.0
2011-03-10 02:00:00	ES	Futures	1295.78	1296.02	1292.81	1294.54	12228.0
2011-03-10 02:30:00	ES	Futures	1294.79	1294.79	1292.31	1292.31	12142.0
2011-03-10 03:00:00	ES	Futures	1292.31	1294.04	1290.33	1291.07	28440.0
2011-03-10 03:30:00	ES	Futures	1290.83	1294.29	1290.83	1293.8	14580.0
2011-03-10 04:00:00	ES	Futures	1293.8	1294.54	1292.56	1294.29	8988.0
2011-03-10 04:30:00	ES	Futures	1294.29	1296.52	1294.29	1295.53	14301.0
2011-03-10 05:00:00	ES	Futures	1295.28	1295.53	1294.54	1294.54	9250.0
2011-03-10 05:30:00	ES	Futures	1294.54	1295.03	1293.3	1294.79	8685.0
2011-03-10 06:00:00	ES	Futures	1295.03	1295.53	1294.29	1294.54	6404.0
2011-03-10 06:30:00	ES	Futures	1294.54	1296.02	1293.55	1295.53	10372.0
2011-03-10 07:00:00	ES	Futures	1295.53	1296.52	1294.79	1295.53	12905.0
2011-03-10 07:30:00	ES	Futures	1295.78	1298.5	1294.54	1296.27	47891.0
2011-03-10 08:00:00	ES	Futures	1296.52	1299.49	1296.02	1297.01	33079.0
2011-03-10 08:30:00	ES	Futures	1296.77	1296.77	1293.05	1293.3	54956.0
2011-03-10 09:00:00	ES	Futures	1293.3	1294.29	1291.82	1292.06	47520.0
2011-03-10 09:30:00	ES	Futures	1292.06	1292.31	1283.16	1285.88	323431.0
2011-03-10 10:00:00	ES	Futures	1285.88	1286.62	1280.93	1283.9	191442.0
2011-03-10 10:30:00	ES	Futures	1283.9	1287.61	1281.67	1286.62	148196.0
2011-03-10 11:00:00	ES	Futures	1286.62	1288.11	1284.89	1287.12	78328.0
2011-03-10 11:30:00	ES	Futures	1286.87	1290.58	1286.13	1290.08	91736.0
2011-03-10 12:00:00	ES	Futures	1289.84	1290.58	1285.63	1286.87	80665.0
2011-03-10 12:30:00	ES	Futures	1286.87	1290.33	1285.63	1290.33	62750.0
2011-03-10 13:00:00	ES	Futures	1290.08	1291.57	1285.63	1285.88	87377.0
2011-03-10 13:30:00	ES	Futures	1285.88	1286.37	1279.94	1283.4	181822.0
2011-03-10 14:00:00	ES	Futures	1283.65	1286.37	1283.16	1283.9	62073.0
2011-03-10 14:30:00	ES	Futures	1283.9	1288.35	1283.9	1285.88	48609.0
2011-03-10 15:00:00	ES	Futures	1285.88	1286.62	1280.68	1281.67	64615.0
2011-03-10 15:30:00	ES	Futures	1281.67	1285.88	1280.19	1281.42	123964.0
2011-03-10 16:00:00	ES	Futures	1281.42	1281.92	1279.45	1280.93	66090.0
2011-03-10 16:30:00	ES	Futures	1280.44	1281.18	1278.95	1280.68	6373.0
2011-03-10 17:00:00	ES	Futures	1280.93	1282.66	1279.45	1279.94	6016.0
2011-03-10 18:00:00	ES	Futures	1281.42	1282.41	1280.19	1282.17	3918.0
2011-03-10 18:30:00	ES	Futures	1282.17	1284.64	1281.67	1283.9	3366.0
2011-03-10 19:00:00	ES	Futures	1284.15	1285.14	1283.4	1284.89	2120.0
2011-03-10 19:30:00	ES	Futures	1284.89	1285.14	1283.16	1284.64	1684.0
2011-03-10 20:00:00	ES	Futures	1284.39	1285.14	1283.4	1283.9	2559.0
2011-03-10 20:30:00	ES	Futures	1284.15	1284.89	1282.66	1284.39	2173.0
2011-03-10 21:00:00	ES	Futures	1284.39	1284.64	1283.16	1283.16	2477.0
2011-03-10 21:30:00	ES	Futures	1283.4	1284.15	1282.66	1282.91	796.0
2011-03-10 22:00:00	ES	Futures	1283.16	1283.65	1282.17	1283.65	1273.0
2011-03-10 22:30:00	ES	Futures	1283.65	1284.89	1283.4	1284.89	1109.0
2011-03-10 23:00:00	ES	Futures	1284.89	1285.14	1284.39	1284.89	1265.0
2011-03-10 23:30:00	ES	Futures	1284.89	1285.63	1284.15	1284.39	1392.0
2011-03-10 00:00:00	NQ	Futures	2638.98	2639.26	2635.24	2636.11	120.0
2011-03-10 00:30:00	NQ	Futures	2636.11	2640.41	2636.11	2640.41	135.0
2011-03-10 01:00:00	NQ	Futures	2640.12	2641.27	2639.55	2639.55	99.0

> showing 50 of 2,633 rows — these rows as CSV

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