PREVIEW / futures_30min / 2011-03-29

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-03-29.parquet
  size:    75 KB
  rows:    2,746

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
2011-03-29 00:00:00	ES	Futures	1295.57	1296.31	1295.57	1295.57	3593.0
2011-03-29 00:30:00	ES	Futures	1295.57	1297.3	1295.32	1297.06	6374.0
2011-03-29 01:00:00	ES	Futures	1297.06	1298.05	1296.81	1297.55	4597.0
2011-03-29 01:30:00	ES	Futures	1297.8	1298.3	1296.81	1298.3	4801.0
2011-03-29 02:00:00	ES	Futures	1298.55	1299.79	1298.3	1299.54	8094.0
2011-03-29 02:30:00	ES	Futures	1299.29	1299.79	1299.04	1299.29	4744.0
2011-03-29 03:00:00	ES	Futures	1299.29	1300.04	1299.04	1299.29	15232.0
2011-03-29 03:30:00	ES	Futures	1299.29	1299.29	1295.81	1296.81	18679.0
2011-03-29 04:00:00	ES	Futures	1296.81	1297.8	1296.31	1296.81	8511.0
2011-03-29 04:30:00	ES	Futures	1296.81	1299.29	1296.56	1298.55	6763.0
2011-03-29 05:00:00	ES	Futures	1298.79	1299.04	1295.07	1296.56	11146.0
2011-03-29 05:30:00	ES	Futures	1296.56	1296.81	1294.82	1296.06	8430.0
2011-03-29 06:00:00	ES	Futures	1296.31	1297.3	1295.32	1296.06	7082.0
2011-03-29 06:30:00	ES	Futures	1296.06	1297.3	1294.82	1294.82	7038.0
2011-03-29 07:00:00	ES	Futures	1294.82	1296.81	1294.82	1295.07	10721.0
2011-03-29 07:30:00	ES	Futures	1295.32	1297.8	1295.07	1297.55	21793.0
2011-03-29 08:00:00	ES	Futures	1297.3	1298.05	1296.31	1297.06	14244.0
2011-03-29 08:30:00	ES	Futures	1296.81	1297.55	1295.81	1296.31	15311.0
2011-03-29 09:00:00	ES	Futures	1296.56	1297.55	1295.57	1296.31	20316.0
2011-03-29 09:30:00	ES	Futures	1296.31	1297.06	1292.09	1293.83	203860.0
2011-03-29 10:00:00	ES	Futures	1293.58	1300.04	1292.83	1298.05	194387.0
2011-03-29 10:30:00	ES	Futures	1298.05	1300.29	1297.3	1299.54	95226.0
2011-03-29 11:00:00	ES	Futures	1299.54	1302.77	1299.04	1302.52	149069.0
2011-03-29 11:30:00	ES	Futures	1302.27	1303.27	1301.78	1302.52	79201.0
2011-03-29 12:00:00	ES	Futures	1302.27	1303.27	1301.53	1301.53	61366.0
2011-03-29 12:30:00	ES	Futures	1301.53	1303.02	1301.28	1302.52	58258.0
2011-03-29 13:00:00	ES	Futures	1302.52	1303.52	1301.78	1302.27	31357.0
2011-03-29 13:30:00	ES	Futures	1302.02	1303.02	1301.78	1302.77	23038.0
2011-03-29 14:00:00	ES	Futures	1302.77	1305.25	1302.52	1304.01	69818.0
2011-03-29 14:30:00	ES	Futures	1304.01	1306.0	1303.76	1305.5	37976.0
2011-03-29 15:00:00	ES	Futures	1305.5	1306.25	1304.01	1305.5	67244.0
2011-03-29 15:30:00	ES	Futures	1305.75	1306.74	1304.76	1306.0	117773.0
2011-03-29 16:00:00	ES	Futures	1306.25	1309.48	1306.0	1307.99	118057.0
2011-03-29 16:30:00	ES	Futures	1307.99	1310.22	1307.99	1308.98	16828.0
2011-03-29 17:00:00	ES	Futures	1308.73	1309.48	1308.48	1308.98	2651.0
2011-03-29 18:00:00	ES	Futures	1308.73	1308.98	1307.49	1307.49	7772.0
2011-03-29 18:30:00	ES	Futures	1307.74	1307.74	1306.5	1306.99	5604.0
2011-03-29 19:00:00	ES	Futures	1307.24	1307.49	1306.5	1306.74	3537.0
2011-03-29 19:30:00	ES	Futures	1306.99	1307.49	1306.5	1307.24	1488.0
2011-03-29 20:00:00	ES	Futures	1307.49	1308.98	1306.74	1308.24	3810.0
2011-03-29 20:30:00	ES	Futures	1308.24	1308.98	1307.99	1308.48	1460.0
2011-03-29 21:00:00	ES	Futures	1308.48	1308.73	1307.99	1308.48	1681.0
2011-03-29 21:30:00	ES	Futures	1308.48	1310.22	1308.24	1309.97	3324.0
2011-03-29 22:00:00	ES	Futures	1309.73	1309.97	1307.99	1308.48	3104.0
2011-03-29 22:30:00	ES	Futures	1308.24	1309.48	1308.24	1309.23	1395.0
2011-03-29 23:00:00	ES	Futures	1309.23	1309.97	1308.98	1309.73	1098.0
2011-03-29 23:30:00	ES	Futures	1309.48	1311.22	1309.48	1310.97	3931.0
2011-03-29 00:00:00	NQ	Futures	2638.99	2641.0	2638.99	2639.85	201.0
2011-03-29 00:30:00	NQ	Futures	2639.85	2642.43	2639.85	2642.43	234.0
2011-03-29 01:00:00	NQ	Futures	2642.43	2645.88	2642.43	2645.59	254.0

> showing 50 of 2,746 rows — these rows as CSV

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