PREVIEW / futures_30min / 2011-03-28

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-03-28.parquet
  size:    71 KB
  rows:    2,644

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
2011-03-28 00:00:00	ES	Futures	1300.53	1301.53	1299.54	1300.53	3557.0
2011-03-28 00:30:00	ES	Futures	1300.53	1300.53	1299.29	1300.29	2274.0
2011-03-28 01:00:00	ES	Futures	1300.29	1301.03	1300.04	1300.53	971.0
2011-03-28 01:30:00	ES	Futures	1300.53	1301.28	1299.79	1300.78	1231.0
2011-03-28 02:00:00	ES	Futures	1300.53	1302.27	1300.29	1302.27	2536.0
2011-03-28 02:30:00	ES	Futures	1302.02	1302.77	1300.53	1302.02	3187.0
2011-03-28 03:00:00	ES	Futures	1302.02	1302.77	1300.29	1300.29	12129.0
2011-03-28 03:30:00	ES	Futures	1300.53	1305.5	1299.29	1304.76	20421.0
2011-03-28 04:00:00	ES	Futures	1304.76	1305.75	1303.76	1305.01	8821.0
2011-03-28 04:30:00	ES	Futures	1305.25	1305.25	1303.52	1303.76	8279.0
2011-03-28 05:00:00	ES	Futures	1303.76	1305.25	1303.52	1304.26	7152.0
2011-03-28 05:30:00	ES	Futures	1304.01	1304.26	1301.53	1302.02	7570.0
2011-03-28 06:00:00	ES	Futures	1302.02	1303.27	1301.53	1303.02	4900.0
2011-03-28 06:30:00	ES	Futures	1302.77	1303.76	1302.02	1303.76	5209.0
2011-03-28 07:00:00	ES	Futures	1303.52	1304.51	1303.02	1303.52	6935.0
2011-03-28 07:30:00	ES	Futures	1303.27	1304.76	1303.27	1303.76	10160.0
2011-03-28 08:00:00	ES	Futures	1304.01	1304.01	1302.02	1303.02	22454.0
2011-03-28 08:30:00	ES	Futures	1303.27	1304.01	1302.02	1303.76	11255.0
2011-03-28 09:00:00	ES	Futures	1303.76	1304.51	1302.77	1303.27	13247.0
2011-03-28 09:30:00	ES	Futures	1303.27	1306.25	1302.27	1305.01	139117.0
2011-03-28 10:00:00	ES	Futures	1305.01	1306.74	1304.01	1305.5	99131.0
2011-03-28 10:30:00	ES	Futures	1305.5	1306.99	1303.52	1303.76	115489.0
2011-03-28 11:00:00	ES	Futures	1303.76	1304.26	1302.27	1303.76	73131.0
2011-03-28 11:30:00	ES	Futures	1304.01	1304.26	1301.03	1302.52	91606.0
2011-03-28 12:00:00	ES	Futures	1302.52	1303.27	1301.78	1302.27	50076.0
2011-03-28 12:30:00	ES	Futures	1302.02	1303.27	1302.02	1302.77	23559.0
2011-03-28 13:00:00	ES	Futures	1303.02	1304.26	1302.77	1303.52	24063.0
2011-03-28 13:30:00	ES	Futures	1303.27	1304.01	1302.52	1302.52	13826.0
2011-03-28 14:00:00	ES	Futures	1302.77	1302.77	1301.53	1302.27	30776.0
2011-03-28 14:30:00	ES	Futures	1302.27	1303.76	1301.53	1301.78	46138.0
2011-03-28 15:00:00	ES	Futures	1301.78	1303.27	1301.28	1301.78	66560.0
2011-03-28 15:30:00	ES	Futures	1301.78	1302.52	1297.06	1297.3	204378.0
2011-03-28 16:00:00	ES	Futures	1297.55	1297.8	1293.83	1294.07	108927.0
2011-03-28 16:30:00	ES	Futures	1294.57	1295.57	1294.32	1294.32	7056.0
2011-03-28 17:00:00	ES	Futures	1294.57	1294.82	1293.83	1294.32	3573.0
2011-03-28 18:00:00	ES	Futures	1294.07	1295.07	1293.58	1294.32	3125.0
2011-03-28 18:30:00	ES	Futures	1294.57	1295.32	1293.83	1294.57	1477.0
2011-03-28 19:00:00	ES	Futures	1294.57	1294.82	1293.58	1294.07	2105.0
2011-03-28 19:30:00	ES	Futures	1294.07	1294.32	1293.58	1293.83	2069.0
2011-03-28 20:00:00	ES	Futures	1293.83	1295.32	1293.58	1294.57	4510.0
2011-03-28 20:30:00	ES	Futures	1294.32	1294.57	1294.07	1294.32	1989.0
2011-03-28 21:00:00	ES	Futures	1294.57	1295.81	1294.32	1295.57	3413.0
2011-03-28 21:30:00	ES	Futures	1295.57	1296.31	1295.32	1295.57	3529.0
2011-03-28 22:00:00	ES	Futures	1295.81	1295.81	1294.32	1294.57	1373.0
2011-03-28 22:30:00	ES	Futures	1294.57	1295.07	1293.83	1294.32	3117.0
2011-03-28 23:00:00	ES	Futures	1294.32	1295.57	1294.07	1294.82	2006.0
2011-03-28 23:30:00	ES	Futures	1294.57	1295.81	1294.07	1295.57	2910.0
2011-03-28 00:00:00	NQ	Futures	2663.41	2664.84	2661.68	2663.41	328.0
2011-03-28 00:30:00	NQ	Futures	2663.12	2663.98	2661.68	2663.12	473.0
2011-03-28 01:00:00	NQ	Futures	2663.41	2665.13	2663.12	2663.41	64.0

> showing 50 of 2,644 rows — these rows as CSV

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