PREVIEW / futures_30min / 2011-03-14

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-03-14.parquet
  size:    79 KB
  rows:    2,715

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
2011-03-14 00:00:00	ES	Futures	1286.37	1287.86	1285.13	1287.62	2313.0
2011-03-14 00:30:00	ES	Futures	1287.62	1288.61	1287.12	1288.11	1472.0
2011-03-14 01:00:00	ES	Futures	1288.11	1289.11	1285.13	1287.37	3747.0
2011-03-14 01:30:00	ES	Futures	1287.37	1289.85	1287.37	1288.11	1821.0
2011-03-14 02:00:00	ES	Futures	1288.11	1289.6	1286.87	1287.86	3702.0
2011-03-14 02:30:00	ES	Futures	1288.11	1289.6	1287.37	1287.86	3973.0
2011-03-14 03:00:00	ES	Futures	1287.86	1289.11	1284.88	1284.88	15892.0
2011-03-14 03:30:00	ES	Futures	1284.88	1288.61	1283.14	1286.12	12740.0
2011-03-14 04:00:00	ES	Futures	1286.37	1287.62	1281.65	1282.9	20090.0
2011-03-14 04:30:00	ES	Futures	1282.9	1285.88	1280.91	1285.63	13800.0
2011-03-14 05:00:00	ES	Futures	1285.63	1289.11	1283.89	1287.86	14226.0
2011-03-14 05:30:00	ES	Futures	1288.11	1289.85	1287.37	1287.86	9648.0
2011-03-14 06:00:00	ES	Futures	1288.11	1290.6	1287.86	1288.36	12839.0
2011-03-14 06:30:00	ES	Futures	1288.36	1289.35	1286.62	1288.11	10146.0
2011-03-14 07:00:00	ES	Futures	1287.86	1288.61	1283.64	1285.38	16966.0
2011-03-14 07:30:00	ES	Futures	1285.38	1287.62	1282.65	1283.64	17932.0
2011-03-14 08:00:00	ES	Futures	1283.89	1285.13	1282.15	1283.64	25226.0
2011-03-14 08:30:00	ES	Futures	1283.64	1285.63	1282.65	1284.39	18464.0
2011-03-14 09:00:00	ES	Futures	1284.63	1284.63	1281.4	1282.4	26595.0
2011-03-14 09:30:00	ES	Futures	1282.4	1286.87	1281.65	1285.38	241461.0
2011-03-14 10:00:00	ES	Futures	1285.13	1287.12	1281.9	1283.39	138597.0
2011-03-14 10:30:00	ES	Futures	1283.39	1283.39	1278.18	1278.67	235305.0
2011-03-14 11:00:00	ES	Futures	1278.67	1280.66	1274.45	1274.95	215446.0
2011-03-14 11:30:00	ES	Futures	1275.19	1276.93	1273.45	1275.44	128018.0
2011-03-14 12:00:00	ES	Futures	1275.44	1276.68	1273.95	1274.95	78433.0
2011-03-14 12:30:00	ES	Futures	1274.95	1276.19	1272.96	1276.19	101865.0
2011-03-14 13:00:00	ES	Futures	1275.94	1277.93	1275.69	1276.68	77891.0
2011-03-14 13:30:00	ES	Futures	1276.68	1278.67	1274.95	1277.18	67650.0
2011-03-14 14:00:00	ES	Futures	1276.93	1281.65	1276.93	1281.16	116935.0
2011-03-14 14:30:00	ES	Futures	1281.16	1281.16	1276.93	1277.68	87000.0
2011-03-14 15:00:00	ES	Futures	1277.68	1282.15	1277.18	1280.16	142397.0
2011-03-14 15:30:00	ES	Futures	1280.41	1285.38	1279.91	1283.39	283194.0
2011-03-14 16:00:00	ES	Futures	1283.14	1283.39	1281.4	1282.4	90562.0
2011-03-14 16:30:00	ES	Futures	1282.4	1283.64	1282.15	1283.14	6841.0
2011-03-14 17:00:00	ES	Futures	1283.14	1283.39	1282.9	1282.9	1669.0
2011-03-14 18:00:00	ES	Futures	1283.14	1285.13	1282.9	1284.14	3024.0
2011-03-14 18:30:00	ES	Futures	1284.14	1284.39	1282.9	1283.39	1631.0
2011-03-14 19:00:00	ES	Futures	1283.14	1284.39	1280.16	1280.41	6140.0
2011-03-14 19:30:00	ES	Futures	1280.41	1280.41	1275.44	1277.68	15573.0
2011-03-14 20:00:00	ES	Futures	1277.93	1280.91	1277.68	1278.67	10464.0
2011-03-14 20:30:00	ES	Futures	1278.67	1279.42	1272.96	1275.69	12866.0
2011-03-14 21:00:00	ES	Futures	1275.69	1277.68	1271.96	1273.95	14081.0
2011-03-14 21:30:00	ES	Futures	1273.7	1275.19	1272.46	1274.45	6157.0
2011-03-14 22:00:00	ES	Futures	1274.45	1274.45	1264.01	1265.01	42442.0
2011-03-14 22:30:00	ES	Futures	1264.76	1265.75	1259.05	1261.28	32044.0
2011-03-14 23:00:00	ES	Futures	1261.28	1265.51	1260.78	1262.03	21207.0
2011-03-14 23:30:00	ES	Futures	1262.03	1262.03	1252.34	1253.08	52294.0
2011-03-14 00:00:00	NQ	Futures	2628.64	2631.8	2626.34	2630.94	219.0
2011-03-14 00:30:00	NQ	Futures	2630.94	2634.1	2630.65	2633.81	127.0
2011-03-14 01:00:00	NQ	Futures	2633.81	2635.25	2626.06	2630.08	458.0

> showing 50 of 2,715 rows — these rows as CSV

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