PREVIEW / futures_30min / 2011-03-17

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-03-17.parquet
  size:    85 KB
  rows:    2,825

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
2011-03-17 00:00:00	ES	Futures	1251.1	1251.59	1249.36	1251.1	3965.0
2011-03-17 00:30:00	ES	Futures	1251.34	1252.34	1250.85	1251.59	4956.0
2011-03-17 01:00:00	ES	Futures	1251.59	1255.07	1250.6	1254.57	7332.0
2011-03-17 01:30:00	ES	Futures	1254.57	1254.82	1252.34	1253.83	5409.0
2011-03-17 02:00:00	ES	Futures	1253.83	1254.57	1252.59	1252.84	4893.0
2011-03-17 02:30:00	ES	Futures	1252.84	1253.33	1250.6	1252.09	6893.0
2011-03-17 03:00:00	ES	Futures	1252.09	1257.56	1252.09	1255.32	28016.0
2011-03-17 03:30:00	ES	Futures	1255.07	1257.56	1254.08	1257.06	16707.0
2011-03-17 04:00:00	ES	Futures	1257.06	1258.05	1254.33	1257.56	28551.0
2011-03-17 04:30:00	ES	Futures	1257.56	1260.29	1257.31	1259.29	29425.0
2011-03-17 05:00:00	ES	Futures	1259.29	1262.03	1257.06	1257.8	28279.0
2011-03-17 05:30:00	ES	Futures	1257.56	1259.05	1256.56	1257.31	20767.0
2011-03-17 06:00:00	ES	Futures	1257.31	1258.05	1254.08	1257.31	21239.0
2011-03-17 06:30:00	ES	Futures	1257.31	1257.56	1249.85	1255.32	38810.0
2011-03-17 07:00:00	ES	Futures	1255.32	1255.82	1252.59	1254.33	21041.0
2011-03-17 07:30:00	ES	Futures	1254.33	1258.8	1253.58	1257.56	45678.0
2011-03-17 08:00:00	ES	Futures	1257.56	1265.01	1255.82	1262.52	70256.0
2011-03-17 08:30:00	ES	Futures	1262.77	1265.51	1259.79	1263.52	80043.0
2011-03-17 09:00:00	ES	Futures	1263.52	1265.51	1261.53	1262.28	72123.0
2011-03-17 09:30:00	ES	Futures	1262.52	1263.52	1257.31	1258.3	274981.0
2011-03-17 10:00:00	ES	Futures	1258.3	1266.5	1257.56	1265.26	236230.0
2011-03-17 10:30:00	ES	Futures	1265.51	1266.25	1262.52	1263.77	156092.0
2011-03-17 11:00:00	ES	Futures	1263.77	1266.25	1260.04	1260.78	148223.0
2011-03-17 11:30:00	ES	Futures	1260.78	1263.27	1259.05	1259.54	116114.0
2011-03-17 12:00:00	ES	Futures	1259.54	1263.02	1259.05	1262.52	108966.0
2011-03-17 12:30:00	ES	Futures	1262.52	1264.26	1260.78	1261.28	66714.0
2011-03-17 13:00:00	ES	Futures	1261.28	1264.01	1256.56	1257.31	102192.0
2011-03-17 13:30:00	ES	Futures	1257.31	1259.29	1253.58	1255.82	155419.0
2011-03-17 14:00:00	ES	Futures	1255.82	1257.56	1253.83	1256.31	98179.0
2011-03-17 14:30:00	ES	Futures	1256.31	1261.03	1256.06	1259.79	79729.0
2011-03-17 15:00:00	ES	Futures	1259.54	1261.78	1257.56	1258.3	94969.0
2011-03-17 15:30:00	ES	Futures	1258.05	1264.51	1257.56	1260.54	213340.0
2011-03-17 16:00:00	ES	Futures	1260.29	1262.28	1259.29	1260.54	109860.0
2011-03-17 16:30:00	ES	Futures	1260.54	1260.54	1258.3	1259.79	7157.0
2011-03-17 17:00:00	ES	Futures	1259.79	1261.03	1259.54	1260.78	3362.0
2011-03-17 18:00:00	ES	Futures	1261.03	1262.52	1259.79	1261.78	5765.0
2011-03-17 18:30:00	ES	Futures	1261.78	1262.52	1255.57	1256.56	10735.0
2011-03-17 19:00:00	ES	Futures	1256.56	1257.56	1253.58	1254.82	9056.0
2011-03-17 19:30:00	ES	Futures	1254.82	1259.54	1253.83	1259.29	8487.0
2011-03-17 20:00:00	ES	Futures	1259.05	1270.47	1258.8	1268.49	28112.0
2011-03-17 20:30:00	ES	Futures	1268.49	1268.73	1266.5	1267.0	7980.0
2011-03-17 21:00:00	ES	Futures	1267.24	1270.72	1266.5	1269.98	9178.0
2011-03-17 21:30:00	ES	Futures	1269.73	1269.98	1268.24	1268.49	8284.0
2011-03-17 22:00:00	ES	Futures	1268.73	1270.97	1268.24	1270.23	6042.0
2011-03-17 22:30:00	ES	Futures	1270.23	1271.47	1269.98	1269.98	4257.0
2011-03-17 23:00:00	ES	Futures	1270.23	1271.47	1269.98	1271.22	1999.0
2011-03-17 23:30:00	ES	Futures	1271.22	1272.71	1270.23	1272.21	6393.0
2011-03-17 00:00:00	NQ	Futures	2543.89	2544.75	2541.87	2544.75	249.0
2011-03-17 00:30:00	NQ	Futures	2544.75	2550.21	2544.46	2548.19	752.0
2011-03-17 01:00:00	NQ	Futures	2548.48	2553.94	2547.05	2553.37	614.0

> showing 50 of 2,825 rows — these rows as CSV

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