PREVIEW / futures_30min / 2011-03-18

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-03-18.parquet
  size:    67 KB
  rows:    2,239

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
2011-03-18 00:00:00	ES	Futures	1272.46	1274.45	1272.21	1273.21	5801.0
2011-03-18 00:30:00	ES	Futures	1273.21	1274.2	1271.72	1271.72	2135.0
2011-03-18 01:00:00	ES	Futures	1271.96	1272.96	1271.47	1271.72	2492.0
2011-03-18 01:30:00	ES	Futures	1271.72	1271.96	1270.23	1270.23	1832.0
2011-03-18 02:00:00	ES	Futures	1270.47	1270.97	1269.48	1270.23	2231.0
2011-03-18 02:30:00	ES	Futures	1270.23	1270.23	1269.48	1269.73	1765.0
2011-03-18 03:00:00	ES	Futures	1269.48	1272.21	1269.23	1270.97	9390.0
2011-03-18 03:30:00	ES	Futures	1270.72	1271.22	1268.49	1268.73	8733.0
2011-03-18 04:00:00	ES	Futures	1268.98	1270.97	1268.49	1269.48	18871.0
2011-03-18 04:30:00	ES	Futures	1269.73	1271.22	1267.0	1267.24	19318.0
2011-03-18 05:00:00	ES	Futures	1267.49	1268.98	1267.0	1268.24	15685.0
2011-03-18 05:30:00	ES	Futures	1268.24	1269.48	1267.0	1269.48	9201.0
2011-03-18 06:00:00	ES	Futures	1269.23	1269.98	1265.51	1267.74	19389.0
2011-03-18 06:30:00	ES	Futures	1267.74	1269.98	1267.0	1269.23	11463.0
2011-03-18 07:00:00	ES	Futures	1269.23	1270.97	1268.49	1270.47	23955.0
2011-03-18 07:30:00	ES	Futures	1270.47	1272.46	1269.98	1270.23	24327.0
2011-03-18 08:00:00	ES	Futures	1270.47	1271.22	1269.48	1270.47	31137.0
2011-03-18 08:30:00	ES	Futures	1270.23	1279.42	1270.23	1276.19	134525.0
2011-03-18 09:00:00	ES	Futures	1276.19	1279.17	1274.95	1276.19	83334.0
2011-03-18 09:30:00	ES	Futures	1276.44	1276.93	1272.71	1274.45	275309.0
2011-03-18 10:00:00	ES	Futures	1274.2	1274.95	1269.48	1269.98	186949.0
2011-03-18 10:30:00	ES	Futures	1269.98	1273.45	1268.73	1272.71	137208.0
2011-03-18 11:00:00	ES	Futures	1272.71	1275.44	1268.24	1268.49	145905.0
2011-03-18 11:30:00	ES	Futures	1268.49	1272.71	1267.0	1269.73	177152.0
2011-03-18 12:00:00	ES	Futures	1269.73	1272.21	1268.73	1271.47	91118.0
2011-03-18 12:30:00	ES	Futures	1271.47	1271.72	1268.73	1268.98	56859.0
2011-03-18 13:00:00	ES	Futures	1268.73	1271.72	1268.73	1270.72	36175.0
2011-03-18 13:30:00	ES	Futures	1270.72	1271.47	1269.23	1269.48	35894.0
2011-03-18 14:00:00	ES	Futures	1269.48	1269.98	1264.76	1267.0	102092.0
2011-03-18 14:30:00	ES	Futures	1267.0	1268.73	1263.27	1264.51	85089.0
2011-03-18 15:00:00	ES	Futures	1264.26	1265.26	1262.77	1264.01	83564.0
2011-03-18 15:30:00	ES	Futures	1264.01	1266.5	1263.77	1265.75	193620.0
2011-03-18 16:00:00	ES	Futures	1265.75	1267.49	1265.26	1266.5	133317.0
2011-03-18 00:00:00	NQ	Futures	2579.8	2584.68	2579.8	2582.96	509.0
2011-03-18 00:30:00	NQ	Futures	2582.67	2584.4	2578.65	2578.94	407.0
2011-03-18 01:00:00	NQ	Futures	2578.65	2581.24	2577.5	2579.22	155.0
2011-03-18 01:30:00	NQ	Futures	2578.65	2578.94	2575.2	2575.49	177.0
2011-03-18 02:00:00	NQ	Futures	2575.78	2576.93	2573.77	2574.92	259.0
2011-03-18 02:30:00	NQ	Futures	2574.63	2575.2	2573.77	2574.34	71.0
2011-03-18 03:00:00	NQ	Futures	2574.34	2580.95	2573.77	2578.36	1360.0
2011-03-18 03:30:00	NQ	Futures	2578.08	2580.37	2573.77	2574.34	851.0
2011-03-18 04:00:00	NQ	Futures	2574.34	2576.06	2570.32	2573.19	2253.0
2011-03-18 04:30:00	NQ	Futures	2573.77	2579.51	2571.75	2572.62	1636.0
2011-03-18 05:00:00	NQ	Futures	2572.62	2576.64	2572.04	2575.49	837.0
2011-03-18 05:30:00	NQ	Futures	2575.49	2576.06	2570.89	2574.05	1032.0
2011-03-18 06:00:00	NQ	Futures	2574.05	2575.49	2568.31	2572.9	1389.0
2011-03-18 06:30:00	NQ	Futures	2572.9	2575.2	2571.18	2574.05	856.0
2011-03-18 07:00:00	NQ	Futures	2574.05	2578.08	2572.9	2575.78	3548.0
2011-03-18 07:30:00	NQ	Futures	2575.78	2578.94	2575.49	2575.78	949.0
2011-03-18 08:00:00	NQ	Futures	2575.49	2578.65	2573.19	2574.34	3130.0

> showing 50 of 2,239 rows — these rows as CSV

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