PREVIEW / futures_30min / 2011-03-25

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-03-25.parquet
  size:    63 KB
  rows:    2,143

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
2011-03-25 00:00:00	ES	Futures	1301.28	1301.53	1300.29	1300.78	1832.0
2011-03-25 00:30:00	ES	Futures	1300.78	1301.78	1300.53	1301.53	2150.0
2011-03-25 01:00:00	ES	Futures	1301.53	1301.78	1300.78	1301.28	948.0
2011-03-25 01:30:00	ES	Futures	1301.53	1302.27	1300.53	1302.02	2803.0
2011-03-25 02:00:00	ES	Futures	1301.78	1302.02	1301.53	1301.78	994.0
2011-03-25 02:30:00	ES	Futures	1301.53	1302.77	1301.28	1302.27	2773.0
2011-03-25 03:00:00	ES	Futures	1302.27	1302.52	1300.78	1302.27	4012.0
2011-03-25 03:30:00	ES	Futures	1302.02	1303.52	1302.02	1302.77	10770.0
2011-03-25 04:00:00	ES	Futures	1302.77	1302.77	1301.03	1301.53	14112.0
2011-03-25 04:30:00	ES	Futures	1301.53	1301.53	1299.79	1300.78	13854.0
2011-03-25 05:00:00	ES	Futures	1300.78	1302.27	1300.29	1301.78	9017.0
2011-03-25 05:30:00	ES	Futures	1301.78	1302.77	1301.03	1302.52	6093.0
2011-03-25 06:00:00	ES	Futures	1302.77	1303.52	1302.52	1302.77	8740.0
2011-03-25 06:30:00	ES	Futures	1303.02	1303.02	1301.53	1302.52	9389.0
2011-03-25 07:00:00	ES	Futures	1302.52	1302.77	1301.28	1302.27	6171.0
2011-03-25 07:30:00	ES	Futures	1302.52	1302.52	1300.29	1300.53	10859.0
2011-03-25 08:00:00	ES	Futures	1300.78	1301.28	1299.54	1300.04	25919.0
2011-03-25 08:30:00	ES	Futures	1300.04	1300.78	1298.79	1299.54	29024.0
2011-03-25 09:00:00	ES	Futures	1299.54	1300.29	1298.55	1300.04	18505.0
2011-03-25 09:30:00	ES	Futures	1299.79	1300.53	1297.06	1299.04	158900.0
2011-03-25 10:00:00	ES	Futures	1299.04	1301.03	1297.8	1300.29	100625.0
2011-03-25 10:30:00	ES	Futures	1300.53	1305.01	1300.29	1304.26	153603.0
2011-03-25 11:00:00	ES	Futures	1304.51	1305.5	1303.76	1304.51	107209.0
2011-03-25 11:30:00	ES	Futures	1304.26	1306.0	1304.01	1305.25	111125.0
2011-03-25 12:00:00	ES	Futures	1305.25	1306.25	1304.51	1305.25	106755.0
2011-03-25 12:30:00	ES	Futures	1305.25	1305.75	1303.76	1303.76	96516.0
2011-03-25 13:00:00	ES	Futures	1303.76	1304.26	1302.52	1304.01	70507.0
2011-03-25 13:30:00	ES	Futures	1304.01	1304.76	1302.27	1302.77	58527.0
2011-03-25 14:00:00	ES	Futures	1303.02	1304.26	1301.53	1302.02	62087.0
2011-03-25 14:30:00	ES	Futures	1301.78	1303.76	1300.78	1303.27	48157.0
2011-03-25 15:00:00	ES	Futures	1303.27	1304.01	1301.53	1302.02	58830.0
2011-03-25 15:30:00	ES	Futures	1302.02	1303.27	1300.04	1300.04	195218.0
2011-03-25 16:00:00	ES	Futures	1300.29	1302.77	1300.04	1302.52	87626.0
2011-03-25 00:00:00	NQ	Futures	2664.84	2664.84	2661.11	2662.83	155.0
2011-03-25 00:30:00	NQ	Futures	2662.26	2664.56	2661.68	2663.12	181.0
2011-03-25 01:00:00	NQ	Futures	2662.83	2663.7	2661.97	2661.97	138.0
2011-03-25 01:30:00	NQ	Futures	2662.26	2665.13	2661.68	2664.84	190.0
2011-03-25 02:00:00	NQ	Futures	2664.56	2664.84	2662.83	2663.12	180.0
2011-03-25 02:30:00	NQ	Futures	2662.83	2666.28	2662.83	2665.99	440.0
2011-03-25 03:00:00	NQ	Futures	2665.71	2666.86	2663.12	2665.71	517.0
2011-03-25 03:30:00	NQ	Futures	2665.71	2668.01	2665.71	2667.43	1070.0
2011-03-25 04:00:00	NQ	Futures	2667.72	2667.72	2661.97	2663.98	2883.0
2011-03-25 04:30:00	NQ	Futures	2663.7	2663.7	2658.52	2660.53	2004.0
2011-03-25 05:00:00	NQ	Futures	2660.53	2663.41	2658.52	2663.41	1326.0
2011-03-25 05:30:00	NQ	Futures	2663.41	2665.42	2661.11	2664.56	563.0
2011-03-25 06:00:00	NQ	Futures	2664.56	2666.57	2664.56	2665.13	417.0
2011-03-25 06:30:00	NQ	Futures	2664.56	2666.28	2663.41	2665.99	814.0
2011-03-25 07:00:00	NQ	Futures	2665.71	2665.99	2662.83	2664.56	886.0
2011-03-25 07:30:00	NQ	Futures	2664.56	2665.13	2661.97	2661.97	924.0
2011-03-25 08:00:00	NQ	Futures	2662.26	2663.7	2659.39	2660.82	2581.0

> showing 50 of 2,143 rows — these rows as CSV

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