PREVIEW / futures_30min / 2011-03-30

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-03-30.parquet
  size:    73 KB
  rows:    2,697

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
2011-03-30 00:00:00	ES	Futures	1310.97	1311.46	1310.47	1310.97	1614.0
2011-03-30 00:30:00	ES	Futures	1310.97	1314.2	1310.97	1312.71	14128.0
2011-03-30 01:00:00	ES	Futures	1312.96	1313.2	1311.71	1312.96	2396.0
2011-03-30 01:30:00	ES	Futures	1312.71	1313.95	1312.71	1312.96	3162.0
2011-03-30 02:00:00	ES	Futures	1312.96	1313.7	1312.46	1312.96	4614.0
2011-03-30 02:30:00	ES	Futures	1312.96	1313.7	1312.71	1312.71	4132.0
2011-03-30 03:00:00	ES	Futures	1312.96	1313.2	1311.96	1312.71	13058.0
2011-03-30 03:30:00	ES	Futures	1312.46	1314.45	1312.46	1313.2	14320.0
2011-03-30 04:00:00	ES	Futures	1313.2	1314.2	1311.96	1312.46	11624.0
2011-03-30 04:30:00	ES	Futures	1312.46	1313.2	1310.97	1312.96	8752.0
2011-03-30 05:00:00	ES	Futures	1313.2	1314.2	1312.71	1313.2	10331.0
2011-03-30 05:30:00	ES	Futures	1312.96	1313.45	1312.46	1312.96	5027.0
2011-03-30 06:00:00	ES	Futures	1312.96	1313.7	1312.71	1313.2	4013.0
2011-03-30 06:30:00	ES	Futures	1313.2	1316.18	1312.96	1314.45	19487.0
2011-03-30 07:00:00	ES	Futures	1314.45	1316.18	1314.2	1315.44	20713.0
2011-03-30 07:30:00	ES	Futures	1315.44	1315.94	1314.69	1315.19	11555.0
2011-03-30 08:00:00	ES	Futures	1314.94	1315.94	1313.7	1313.95	20882.0
2011-03-30 08:30:00	ES	Futures	1313.95	1315.19	1313.7	1313.95	16925.0
2011-03-30 09:00:00	ES	Futures	1313.95	1314.69	1312.21	1312.96	25037.0
2011-03-30 09:30:00	ES	Futures	1312.96	1315.19	1312.21	1314.45	153412.0
2011-03-30 10:00:00	ES	Futures	1314.69	1315.19	1311.22	1311.46	100576.0
2011-03-30 10:30:00	ES	Futures	1311.46	1314.94	1311.22	1314.94	119928.0
2011-03-30 11:00:00	ES	Futures	1314.94	1315.19	1313.2	1314.2	96809.0
2011-03-30 11:30:00	ES	Futures	1314.2	1315.69	1313.95	1314.69	63662.0
2011-03-30 12:00:00	ES	Futures	1314.69	1318.17	1314.69	1317.43	125755.0
2011-03-30 12:30:00	ES	Futures	1317.18	1318.17	1316.68	1317.43	45223.0
2011-03-30 13:00:00	ES	Futures	1317.43	1319.41	1317.43	1318.17	55259.0
2011-03-30 13:30:00	ES	Futures	1318.17	1318.42	1316.68	1317.43	34190.0
2011-03-30 14:00:00	ES	Futures	1317.18	1318.17	1317.18	1318.17	28999.0
2011-03-30 14:30:00	ES	Futures	1317.92	1318.67	1316.68	1317.18	30150.0
2011-03-30 15:00:00	ES	Futures	1316.93	1317.92	1316.43	1316.68	50756.0
2011-03-30 15:30:00	ES	Futures	1316.43	1317.92	1314.69	1315.19	149182.0
2011-03-30 16:00:00	ES	Futures	1315.19	1316.43	1314.94	1315.44	78099.0
2011-03-30 16:30:00	ES	Futures	1316.18	1316.43	1315.44	1315.69	4440.0
2011-03-30 17:00:00	ES	Futures	1315.69	1315.94	1315.44	1315.69	511.0
2011-03-30 18:00:00	ES	Futures	1315.69	1316.18	1314.94	1315.19	2689.0
2011-03-30 18:30:00	ES	Futures	1315.44	1315.69	1314.69	1314.94	1262.0
2011-03-30 19:00:00	ES	Futures	1314.94	1315.19	1314.45	1314.69	2217.0
2011-03-30 19:30:00	ES	Futures	1314.69	1315.94	1314.69	1314.94	1717.0
2011-03-30 20:00:00	ES	Futures	1314.94	1315.94	1314.45	1315.44	2488.0
2011-03-30 20:30:00	ES	Futures	1315.44	1316.18	1314.94	1315.94	1703.0
2011-03-30 21:00:00	ES	Futures	1315.69	1315.94	1314.94	1315.44	2501.0
2011-03-30 21:30:00	ES	Futures	1315.44	1315.44	1314.2	1314.69	3726.0
2011-03-30 22:00:00	ES	Futures	1314.69	1315.19	1314.45	1314.69	1326.0
2011-03-30 22:30:00	ES	Futures	1314.45	1315.19	1313.7	1313.95	4896.0
2011-03-30 23:00:00	ES	Futures	1313.95	1314.2	1313.7	1314.2	1426.0
2011-03-30 23:30:00	ES	Futures	1314.2	1314.2	1313.45	1313.7	1953.0
2011-03-30 00:00:00	NQ	Futures	2676.34	2676.91	2675.48	2676.62	136.0
2011-03-30 00:30:00	NQ	Futures	2676.05	2682.37	2676.05	2680.07	739.0
2011-03-30 01:00:00	NQ	Futures	2680.36	2680.65	2677.77	2680.07	236.0

> showing 50 of 2,697 rows — these rows as CSV

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