PREVIEW / futures_30min / 2011-03-22

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-03-22.parquet
  size:    73 KB
  rows:    2,693

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
2011-03-22 00:00:00	ES	Futures	1281.4	1283.14	1280.91	1282.9	2291.0
2011-03-22 00:30:00	ES	Futures	1282.9	1282.9	1280.91	1282.15	2412.0
2011-03-22 01:00:00	ES	Futures	1282.15	1282.4	1280.91	1282.15	1936.0
2011-03-22 01:30:00	ES	Futures	1282.4	1284.14	1281.4	1283.89	3062.0
2011-03-22 02:00:00	ES	Futures	1283.64	1284.14	1282.4	1283.14	1613.0
2011-03-22 02:30:00	ES	Futures	1283.14	1285.13	1283.14	1284.88	2663.0
2011-03-22 03:00:00	ES	Futures	1284.88	1286.62	1284.14	1286.12	4669.0
2011-03-22 03:30:00	ES	Futures	1286.12	1286.62	1283.64	1283.89	6717.0
2011-03-22 04:00:00	ES	Futures	1283.89	1287.12	1283.64	1285.88	18251.0
2011-03-22 04:30:00	ES	Futures	1285.88	1288.36	1285.88	1287.37	13549.0
2011-03-22 05:00:00	ES	Futures	1287.12	1287.86	1286.12	1286.87	7534.0
2011-03-22 05:30:00	ES	Futures	1286.62	1287.37	1285.63	1285.88	6278.0
2011-03-22 06:00:00	ES	Futures	1285.63	1286.12	1284.63	1285.13	5802.0
2011-03-22 06:30:00	ES	Futures	1285.13	1286.12	1283.14	1283.39	11542.0
2011-03-22 07:00:00	ES	Futures	1283.39	1285.88	1283.14	1284.88	8691.0
2011-03-22 07:30:00	ES	Futures	1284.88	1286.12	1283.64	1285.13	12857.0
2011-03-22 08:00:00	ES	Futures	1285.38	1286.12	1283.64	1285.13	13328.0
2011-03-22 08:30:00	ES	Futures	1285.13	1286.12	1283.89	1284.63	16358.0
2011-03-22 09:00:00	ES	Futures	1284.63	1285.88	1284.39	1284.88	19623.0
2011-03-22 09:30:00	ES	Futures	1284.88	1286.62	1282.4	1282.4	183476.0
2011-03-22 10:00:00	ES	Futures	1282.4	1286.12	1281.9	1285.88	110826.0
2011-03-22 10:30:00	ES	Futures	1285.63	1285.88	1280.41	1280.66	118137.0
2011-03-22 11:00:00	ES	Futures	1280.66	1282.65	1280.16	1282.4	105722.0
2011-03-22 11:30:00	ES	Futures	1282.65	1284.39	1281.16	1283.64	87363.0
2011-03-22 12:00:00	ES	Futures	1283.64	1284.88	1282.4	1283.39	73685.0
2011-03-22 12:30:00	ES	Futures	1283.64	1283.64	1281.65	1282.65	48690.0
2011-03-22 13:00:00	ES	Futures	1282.9	1282.9	1280.66	1280.91	47613.0
2011-03-22 13:30:00	ES	Futures	1281.16	1283.64	1280.41	1282.65	49152.0
2011-03-22 14:00:00	ES	Futures	1282.9	1283.39	1279.42	1279.91	90068.0
2011-03-22 14:30:00	ES	Futures	1280.16	1282.4	1279.91	1281.4	63910.0
2011-03-22 15:00:00	ES	Futures	1281.65	1282.4	1280.41	1281.9	49073.0
2011-03-22 15:30:00	ES	Futures	1281.9	1282.65	1280.16	1280.91	141374.0
2011-03-22 16:00:00	ES	Futures	1280.66	1281.9	1279.67	1279.91	78072.0
2011-03-22 16:30:00	ES	Futures	1279.67	1280.66	1279.42	1280.41	4642.0
2011-03-22 17:00:00	ES	Futures	1280.41	1281.16	1280.16	1281.16	1322.0
2011-03-22 18:00:00	ES	Futures	1280.91	1281.16	1280.41	1280.66	1883.0
2011-03-22 18:30:00	ES	Futures	1280.66	1280.91	1279.67	1280.66	1440.0
2011-03-22 19:00:00	ES	Futures	1280.41	1281.4	1280.16	1280.66	1456.0
2011-03-22 19:30:00	ES	Futures	1280.91	1281.4	1279.17	1279.42	1905.0
2011-03-22 20:00:00	ES	Futures	1279.42	1279.91	1276.44	1276.93	7929.0
2011-03-22 20:30:00	ES	Futures	1276.93	1277.18	1275.19	1276.93	6141.0
2011-03-22 21:00:00	ES	Futures	1276.68	1277.43	1276.19	1276.44	2016.0
2011-03-22 21:30:00	ES	Futures	1276.68	1277.43	1276.19	1276.93	1689.0
2011-03-22 22:00:00	ES	Futures	1276.68	1277.18	1275.44	1275.69	3339.0
2011-03-22 22:30:00	ES	Futures	1275.69	1275.94	1275.19	1275.69	1702.0
2011-03-22 23:00:00	ES	Futures	1275.94	1276.68	1275.69	1276.68	1297.0
2011-03-22 23:30:00	ES	Futures	1276.44	1277.93	1276.19	1277.68	2392.0
2011-03-22 00:00:00	NQ	Futures	2586.41	2589.86	2586.41	2588.42	142.0
2011-03-22 00:30:00	NQ	Futures	2588.99	2589.28	2584.97	2587.56	209.0
2011-03-22 01:00:00	NQ	Futures	2587.84	2587.84	2585.55	2587.56	157.0

> showing 50 of 2,693 rows — these rows as CSV

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