PREVIEW / futures_30min / 2011-03-15

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-03-15.parquet
  size:    87 KB
  rows:    2,857

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
2011-03-15 00:00:00	ES	Futures	1253.08	1253.58	1244.39	1253.08	48097.0
2011-03-15 00:30:00	ES	Futures	1253.08	1253.08	1248.61	1252.09	13754.0
2011-03-15 01:00:00	ES	Futures	1251.84	1257.31	1250.85	1256.31	17359.0
2011-03-15 01:30:00	ES	Futures	1256.06	1258.05	1253.58	1255.57	12921.0
2011-03-15 02:00:00	ES	Futures	1255.57	1257.56	1253.08	1254.57	11692.0
2011-03-15 02:30:00	ES	Futures	1254.57	1258.3	1253.83	1256.56	8628.0
2011-03-15 03:00:00	ES	Futures	1256.31	1258.55	1255.57	1258.3	22115.0
2011-03-15 03:30:00	ES	Futures	1258.55	1260.78	1258.05	1258.05	20823.0
2011-03-15 04:00:00	ES	Futures	1258.05	1263.27	1257.06	1262.52	41446.0
2011-03-15 04:30:00	ES	Futures	1262.28	1262.77	1257.31	1258.3	34287.0
2011-03-15 05:00:00	ES	Futures	1258.3	1258.55	1243.15	1248.12	76589.0
2011-03-15 05:30:00	ES	Futures	1248.12	1249.85	1244.64	1248.36	54117.0
2011-03-15 06:00:00	ES	Futures	1248.36	1250.1	1245.63	1247.62	30801.0
2011-03-15 06:30:00	ES	Futures	1247.62	1250.85	1245.88	1250.35	28975.0
2011-03-15 07:00:00	ES	Futures	1250.35	1255.07	1250.35	1252.84	38348.0
2011-03-15 07:30:00	ES	Futures	1252.84	1253.83	1248.61	1251.1	49645.0
2011-03-15 08:00:00	ES	Futures	1250.85	1253.08	1249.36	1250.6	46590.0
2011-03-15 08:30:00	ES	Futures	1250.6	1250.85	1246.38	1249.11	73055.0
2011-03-15 09:00:00	ES	Futures	1249.11	1253.33	1247.37	1248.12	88029.0
2011-03-15 09:30:00	ES	Futures	1248.36	1257.31	1247.37	1250.85	453453.0
2011-03-15 10:00:00	ES	Futures	1250.85	1260.29	1250.85	1260.29	267165.0
2011-03-15 10:30:00	ES	Futures	1260.29	1261.53	1257.31	1260.29	207433.0
2011-03-15 11:00:00	ES	Futures	1260.54	1261.53	1257.06	1261.03	151222.0
2011-03-15 11:30:00	ES	Futures	1260.78	1262.28	1259.29	1261.78	116713.0
2011-03-15 12:00:00	ES	Futures	1261.78	1267.74	1261.03	1267.24	177906.0
2011-03-15 12:30:00	ES	Futures	1267.0	1267.24	1260.29	1263.02	150068.0
2011-03-15 13:00:00	ES	Futures	1263.27	1264.01	1260.29	1261.53	89282.0
2011-03-15 13:30:00	ES	Futures	1261.28	1265.01	1261.28	1264.76	72651.0
2011-03-15 14:00:00	ES	Futures	1264.76	1269.48	1261.28	1268.73	153727.0
2011-03-15 14:30:00	ES	Futures	1268.73	1271.22	1266.75	1267.99	154485.0
2011-03-15 15:00:00	ES	Futures	1268.24	1274.2	1267.74	1273.21	161642.0
2011-03-15 15:30:00	ES	Futures	1273.21	1275.69	1268.49	1268.73	283469.0
2011-03-15 16:00:00	ES	Futures	1268.73	1268.98	1265.01	1267.49	144287.0
2011-03-15 16:30:00	ES	Futures	1266.75	1268.73	1265.75	1266.5	9914.0
2011-03-15 17:00:00	ES	Futures	1266.75	1267.24	1266.0	1266.75	2141.0
2011-03-15 18:00:00	ES	Futures	1266.5	1266.75	1261.28	1262.52	13111.0
2011-03-15 18:30:00	ES	Futures	1262.77	1262.77	1257.8	1261.28	13582.0
2011-03-15 19:00:00	ES	Futures	1261.53	1265.75	1261.03	1265.01	7141.0
2011-03-15 19:30:00	ES	Futures	1265.01	1268.73	1263.27	1267.74	6688.0
2011-03-15 20:00:00	ES	Futures	1267.49	1271.96	1263.52	1271.22	18096.0
2011-03-15 20:30:00	ES	Futures	1271.22	1275.44	1270.23	1275.19	13345.0
2011-03-15 21:00:00	ES	Futures	1275.19	1275.19	1270.72	1271.72	13432.0
2011-03-15 21:30:00	ES	Futures	1271.96	1272.96	1270.72	1270.97	4807.0
2011-03-15 22:00:00	ES	Futures	1270.97	1271.22	1268.24	1268.98	6564.0
2011-03-15 22:30:00	ES	Futures	1269.23	1269.73	1263.77	1263.77	11974.0
2011-03-15 23:00:00	ES	Futures	1264.01	1265.26	1261.78	1262.03	11456.0
2011-03-15 23:30:00	ES	Futures	1262.03	1267.99	1262.03	1265.26	8445.0
2011-03-15 00:00:00	NQ	Futures	2575.78	2576.64	2557.39	2572.9	3445.0
2011-03-15 00:30:00	NQ	Futures	2572.9	2574.05	2566.01	2572.33	304.0
2011-03-15 01:00:00	NQ	Futures	2572.33	2583.25	2571.18	2581.52	906.0

> showing 50 of 2,857 rows — these rows as CSV

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