PREVIEW / futures_30min / 2011-03-11

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-03-11.parquet
  size:    68 KB
  rows:    2,201

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
2011-03-11 00:00:00	ES	Futures	1284.39	1284.89	1283.4	1283.65	1398.0
2011-03-11 00:30:00	ES	Futures	1283.65	1284.89	1280.19	1280.93	4289.0
2011-03-11 01:00:00	ES	Futures	1280.93	1282.41	1269.8	1275.24	20902.0
2011-03-11 01:30:00	ES	Futures	1275.24	1278.95	1273.75	1276.72	11299.0
2011-03-11 02:00:00	ES	Futures	1276.72	1278.46	1273.75	1274.25	16646.0
2011-03-11 02:30:00	ES	Futures	1274.25	1276.97	1272.27	1274.25	17323.0
2011-03-11 03:00:00	ES	Futures	1274.5	1277.71	1273.51	1276.72	15249.0
2011-03-11 03:30:00	ES	Futures	1276.72	1279.94	1276.48	1279.45	15167.0
2011-03-11 04:00:00	ES	Futures	1279.45	1279.45	1275.49	1275.73	10990.0
2011-03-11 04:30:00	ES	Futures	1275.73	1276.23	1274.25	1274.25	6661.0
2011-03-11 05:00:00	ES	Futures	1274.25	1274.74	1271.28	1273.26	12560.0
2011-03-11 05:30:00	ES	Futures	1273.26	1275.98	1272.76	1275.73	7292.0
2011-03-11 06:00:00	ES	Futures	1275.73	1276.23	1271.78	1275.49	14052.0
2011-03-11 06:30:00	ES	Futures	1275.24	1278.21	1274.25	1277.22	14084.0
2011-03-11 07:00:00	ES	Futures	1276.97	1279.69	1274.99	1278.7	12655.0
2011-03-11 07:30:00	ES	Futures	1278.7	1279.94	1277.47	1279.2	10407.0
2011-03-11 08:00:00	ES	Futures	1279.2	1280.68	1277.96	1279.69	18785.0
2011-03-11 08:30:00	ES	Futures	1279.94	1281.67	1276.72	1277.96	30970.0
2011-03-11 09:00:00	ES	Futures	1277.96	1278.21	1275.73	1277.22	15942.0
2011-03-11 09:30:00	ES	Futures	1277.22	1284.64	1276.97	1282.17	115683.0
2011-03-11 10:00:00	ES	Futures	1282.17	1283.9	1278.46	1280.93	50388.0
2011-03-11 10:30:00	ES	Futures	1281.18	1282.91	1279.69	1282.91	30910.0
2011-03-11 11:00:00	ES	Futures	1282.91	1284.15	1280.68	1282.66	22137.0
2011-03-11 11:30:00	ES	Futures	1282.91	1288.35	1282.66	1287.12	42270.0
2011-03-11 12:00:00	ES	Futures	1287.36	1289.84	1286.62	1288.6	22091.0
2011-03-11 12:30:00	ES	Futures	1288.85	1289.1	1287.12	1288.6	11952.0
2011-03-11 13:00:00	ES	Futures	1288.35	1288.6	1285.14	1286.37	15013.0
2011-03-11 13:30:00	ES	Futures	1286.62	1288.35	1286.13	1286.87	8092.0
2011-03-11 14:00:00	ES	Futures	1287.12	1290.83	1286.62	1290.08	15137.0
2011-03-11 14:30:00	ES	Futures	1290.08	1291.57	1289.84	1291.07	17766.0
2011-03-11 15:00:00	ES	Futures	1290.83	1295.03	1290.83	1294.79	28598.0
2011-03-11 15:30:00	ES	Futures	1294.79	1295.28	1290.33	1290.33	48436.0
2011-03-11 16:00:00	ES	Futures	1290.58	1293.3	1290.08	1293.05	26533.0
2011-03-11 00:00:00	NQ	Futures	2626.92	2627.5	2625.77	2626.06	54.0
2011-03-11 00:30:00	NQ	Futures	2626.06	2628.07	2621.47	2623.19	341.0
2011-03-11 01:00:00	NQ	Futures	2622.33	2623.48	2600.51	2611.42	1063.0
2011-03-11 01:30:00	NQ	Futures	2612.86	2619.17	2608.55	2615.44	848.0
2011-03-11 02:00:00	NQ	Futures	2614.58	2618.6	2608.55	2608.55	935.0
2011-03-11 02:30:00	NQ	Futures	2608.26	2614.29	2605.39	2608.26	533.0
2011-03-11 03:00:00	NQ	Futures	2608.26	2614.29	2607.4	2612.0	642.0
2011-03-11 03:30:00	NQ	Futures	2612.57	2617.45	2611.42	2616.59	808.0
2011-03-11 04:00:00	NQ	Futures	2616.01	2616.3	2607.12	2607.4	829.0
2011-03-11 04:30:00	NQ	Futures	2607.69	2609.12	2604.82	2605.39	312.0
2011-03-11 05:00:00	NQ	Futures	2605.11	2606.83	2600.51	2605.68	855.0
2011-03-11 05:30:00	NQ	Futures	2605.39	2610.85	2603.96	2609.99	623.0
2011-03-11 06:00:00	NQ	Futures	2610.56	2610.85	2602.24	2608.55	999.0
2011-03-11 06:30:00	NQ	Futures	2608.55	2612.86	2605.11	2610.56	1741.0
2011-03-11 07:00:00	NQ	Futures	2610.27	2615.73	2604.82	2613.43	1327.0
2011-03-11 07:30:00	NQ	Futures	2613.72	2616.87	2611.13	2615.44	1008.0
2011-03-11 08:00:00	NQ	Futures	2616.01	2618.02	2612.28	2616.3	1257.0

> showing 50 of 2,201 rows — these rows as CSV

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