PREVIEW / futures_30min / 2011-03-21

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-03-21.parquet
  size:    73 KB
  rows:    2,654

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
2011-03-21 00:00:00	ES	Futures	1274.2	1274.2	1272.71	1273.7	1227.0
2011-03-21 00:30:00	ES	Futures	1273.7	1274.7	1273.45	1274.2	764.0
2011-03-21 01:00:00	ES	Futures	1273.95	1275.44	1273.7	1274.95	1511.0
2011-03-21 01:30:00	ES	Futures	1275.19	1278.42	1274.95	1277.18	5488.0
2011-03-21 02:00:00	ES	Futures	1277.43	1277.68	1275.94	1276.68	3273.0
2011-03-21 02:30:00	ES	Futures	1276.44	1276.68	1274.7	1276.19	2883.0
2011-03-21 03:00:00	ES	Futures	1276.19	1278.67	1275.94	1278.67	12102.0
2011-03-21 03:30:00	ES	Futures	1278.67	1280.66	1276.93	1280.16	15002.0
2011-03-21 04:00:00	ES	Futures	1280.41	1281.4	1277.93	1280.91	24631.0
2011-03-21 04:30:00	ES	Futures	1280.91	1283.14	1280.16	1281.65	25858.0
2011-03-21 05:00:00	ES	Futures	1281.65	1281.9	1279.91	1281.16	10913.0
2011-03-21 05:30:00	ES	Futures	1280.91	1281.9	1280.41	1281.4	9945.0
2011-03-21 06:00:00	ES	Futures	1281.4	1282.15	1279.42	1281.4	10399.0
2011-03-21 06:30:00	ES	Futures	1281.4	1282.4	1280.91	1281.65	6603.0
2011-03-21 07:00:00	ES	Futures	1281.9	1282.15	1279.42	1280.91	13739.0
2011-03-21 07:30:00	ES	Futures	1280.91	1282.4	1280.66	1281.4	19124.0
2011-03-21 08:00:00	ES	Futures	1281.4	1282.9	1280.66	1282.15	33093.0
2011-03-21 08:30:00	ES	Futures	1281.9	1282.65	1280.41	1281.16	18681.0
2011-03-21 09:00:00	ES	Futures	1281.16	1281.9	1280.16	1281.4	22164.0
2011-03-21 09:30:00	ES	Futures	1281.4	1286.62	1279.67	1285.38	244267.0
2011-03-21 10:00:00	ES	Futures	1285.38	1288.11	1284.14	1287.12	146108.0
2011-03-21 10:30:00	ES	Futures	1287.12	1287.37	1284.39	1285.63	94048.0
2011-03-21 11:00:00	ES	Futures	1285.63	1287.86	1285.13	1286.12	68072.0
2011-03-21 11:30:00	ES	Futures	1286.12	1286.62	1284.63	1285.38	55019.0
2011-03-21 12:00:00	ES	Futures	1285.38	1287.12	1285.13	1287.12	55984.0
2011-03-21 12:30:00	ES	Futures	1287.12	1287.37	1284.88	1285.63	53100.0
2011-03-21 13:00:00	ES	Futures	1285.38	1285.63	1283.39	1284.39	45176.0
2011-03-21 13:30:00	ES	Futures	1284.14	1286.12	1283.14	1285.88	41199.0
2011-03-21 14:00:00	ES	Futures	1286.12	1286.37	1284.88	1285.88	35901.0
2011-03-21 14:30:00	ES	Futures	1285.63	1287.12	1284.14	1284.63	37565.0
2011-03-21 15:00:00	ES	Futures	1284.63	1285.63	1282.15	1283.14	82914.0
2011-03-21 15:30:00	ES	Futures	1282.9	1285.88	1282.9	1284.88	131065.0
2011-03-21 16:00:00	ES	Futures	1284.88	1286.62	1284.14	1284.88	100492.0
2011-03-21 16:30:00	ES	Futures	1284.39	1285.13	1283.64	1284.39	8554.0
2011-03-21 17:00:00	ES	Futures	1284.39	1284.63	1283.64	1284.63	1710.0
2011-03-21 18:00:00	ES	Futures	1284.39	1285.88	1284.14	1285.38	3512.0
2011-03-21 18:30:00	ES	Futures	1285.38	1285.63	1284.63	1285.63	1266.0
2011-03-21 19:00:00	ES	Futures	1285.38	1285.88	1285.13	1285.38	772.0
2011-03-21 19:30:00	ES	Futures	1285.63	1285.88	1284.14	1284.63	1074.0
2011-03-21 20:00:00	ES	Futures	1284.63	1284.63	1282.9	1283.14	3808.0
2011-03-21 20:30:00	ES	Futures	1283.14	1283.64	1282.65	1282.9	2354.0
2011-03-21 21:00:00	ES	Futures	1283.14	1283.14	1281.4	1282.15	4236.0
2011-03-21 21:30:00	ES	Futures	1282.4	1283.39	1281.9	1282.15	2035.0
2011-03-21 22:00:00	ES	Futures	1282.15	1283.14	1281.9	1283.14	1260.0
2011-03-21 22:30:00	ES	Futures	1282.9	1283.39	1281.9	1283.39	1597.0
2011-03-21 23:00:00	ES	Futures	1283.39	1283.64	1282.4	1283.14	701.0
2011-03-21 23:30:00	ES	Futures	1282.9	1283.39	1281.16	1281.4	2547.0
2011-03-21 00:00:00	NQ	Futures	2566.3	2566.3	2564.0	2565.15	198.0
2011-03-21 00:30:00	NQ	Futures	2565.72	2567.16	2565.15	2566.87	91.0
2011-03-21 01:00:00	NQ	Futures	2566.58	2568.88	2566.3	2568.31	92.0

> showing 50 of 2,654 rows — these rows as CSV

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