PREVIEW / futures_30min / 2011-03-23

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-03-23.parquet
  size:    74 KB
  rows:    2,682

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
2011-03-23 00:00:00	ES	Futures	1277.68	1278.67	1276.93	1278.42	1807.0
2011-03-23 00:30:00	ES	Futures	1278.42	1278.67	1277.43	1277.68	1464.0
2011-03-23 01:00:00	ES	Futures	1277.93	1278.42	1276.44	1277.18	2476.0
2011-03-23 01:30:00	ES	Futures	1277.18	1277.43	1274.95	1275.69	4989.0
2011-03-23 02:00:00	ES	Futures	1275.94	1276.44	1274.95	1275.69	2211.0
2011-03-23 02:30:00	ES	Futures	1275.44	1278.18	1275.44	1277.43	3045.0
2011-03-23 03:00:00	ES	Futures	1277.43	1278.67	1276.44	1277.93	7053.0
2011-03-23 03:30:00	ES	Futures	1278.18	1278.18	1275.44	1276.19	6518.0
2011-03-23 04:00:00	ES	Futures	1275.94	1279.42	1275.94	1278.92	11057.0
2011-03-23 04:30:00	ES	Futures	1278.92	1279.17	1275.94	1277.43	9146.0
2011-03-23 05:00:00	ES	Futures	1277.18	1279.91	1276.44	1279.42	7977.0
2011-03-23 05:30:00	ES	Futures	1279.42	1285.63	1279.42	1283.89	32211.0
2011-03-23 06:00:00	ES	Futures	1283.89	1285.38	1283.39	1284.14	9969.0
2011-03-23 06:30:00	ES	Futures	1284.14	1284.63	1283.14	1283.89	5220.0
2011-03-23 07:00:00	ES	Futures	1284.14	1284.39	1280.66	1281.4	14546.0
2011-03-23 07:30:00	ES	Futures	1281.4	1281.4	1277.43	1277.93	31863.0
2011-03-23 08:00:00	ES	Futures	1277.93	1279.91	1276.68	1278.92	25730.0
2011-03-23 08:30:00	ES	Futures	1278.92	1279.42	1276.44	1277.18	28919.0
2011-03-23 09:00:00	ES	Futures	1276.93	1278.92	1276.68	1276.93	27632.0
2011-03-23 09:30:00	ES	Futures	1276.93	1277.93	1273.45	1276.68	205552.0
2011-03-23 10:00:00	ES	Futures	1276.44	1276.68	1270.97	1273.95	175568.0
2011-03-23 10:30:00	ES	Futures	1273.95	1274.95	1271.22	1272.96	100676.0
2011-03-23 11:00:00	ES	Futures	1273.21	1276.44	1272.96	1275.44	128855.0
2011-03-23 11:30:00	ES	Futures	1275.44	1277.43	1275.19	1275.94	105821.0
2011-03-23 12:00:00	ES	Futures	1275.94	1280.16	1274.95	1279.42	112340.0
2011-03-23 12:30:00	ES	Futures	1279.67	1280.91	1278.92	1279.42	92406.0
2011-03-23 13:00:00	ES	Futures	1279.67	1280.66	1278.42	1279.91	63181.0
2011-03-23 13:30:00	ES	Futures	1279.91	1283.64	1279.67	1282.15	101087.0
2011-03-23 14:00:00	ES	Futures	1282.4	1282.4	1280.91	1281.9	61303.0
2011-03-23 14:30:00	ES	Futures	1282.15	1286.37	1281.4	1285.63	112036.0
2011-03-23 15:00:00	ES	Futures	1285.38	1287.86	1284.39	1287.12	144030.0
2011-03-23 15:30:00	ES	Futures	1286.87	1287.12	1284.14	1284.14	165448.0
2011-03-23 16:00:00	ES	Futures	1284.39	1285.13	1283.14	1283.89	96455.0
2011-03-23 16:30:00	ES	Futures	1283.89	1284.14	1282.9	1283.39	5562.0
2011-03-23 17:00:00	ES	Futures	1283.14	1283.39	1281.4	1281.65	7081.0
2011-03-23 18:00:00	ES	Futures	1281.4	1284.14	1281.4	1283.89	4494.0
2011-03-23 18:30:00	ES	Futures	1283.89	1284.39	1283.39	1283.89	1458.0
2011-03-23 19:00:00	ES	Futures	1283.89	1284.14	1283.39	1284.14	970.0
2011-03-23 19:30:00	ES	Futures	1284.14	1285.13	1283.89	1284.14	2582.0
2011-03-23 20:00:00	ES	Futures	1284.14	1285.13	1282.4	1284.14	3809.0
2011-03-23 20:30:00	ES	Futures	1284.14	1284.63	1282.65	1283.39	2598.0
2011-03-23 21:00:00	ES	Futures	1283.39	1284.14	1282.4	1283.14	2751.0
2011-03-23 21:30:00	ES	Futures	1283.14	1284.63	1282.65	1282.9	3064.0
2011-03-23 22:00:00	ES	Futures	1282.65	1283.39	1281.65	1282.15	2127.0
2011-03-23 22:30:00	ES	Futures	1282.15	1284.39	1281.9	1284.14	2601.0
2011-03-23 23:00:00	ES	Futures	1283.89	1284.14	1283.39	1283.64	740.0
2011-03-23 23:30:00	ES	Futures	1283.64	1284.14	1282.65	1283.39	1274.0
2011-03-23 00:00:00	NQ	Futures	2587.56	2588.71	2586.7	2588.42	97.0
2011-03-23 00:30:00	NQ	Futures	2588.42	2588.71	2587.27	2588.42	76.0
2011-03-23 01:00:00	NQ	Futures	2588.42	2588.71	2583.82	2585.26	192.0

> showing 50 of 2,682 rows — these rows as CSV

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