PREVIEW / futures_30min / 2011-03-31

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-03-31.parquet
  size:    76 KB
  rows:    2,747

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
2011-03-31 00:00:00	ES	Futures	1313.7	1314.94	1313.45	1314.45	1476.0
2011-03-31 00:30:00	ES	Futures	1314.45	1315.94	1314.45	1315.69	1693.0
2011-03-31 01:00:00	ES	Futures	1315.69	1315.94	1314.94	1315.94	1435.0
2011-03-31 01:30:00	ES	Futures	1315.69	1316.18	1315.44	1316.18	788.0
2011-03-31 02:00:00	ES	Futures	1316.18	1316.43	1315.19	1316.18	3409.0
2011-03-31 02:30:00	ES	Futures	1316.43	1316.43	1315.69	1316.43	2554.0
2011-03-31 03:00:00	ES	Futures	1316.43	1317.43	1315.69	1315.69	13463.0
2011-03-31 03:30:00	ES	Futures	1315.94	1317.18	1315.44	1316.93	9460.0
2011-03-31 04:00:00	ES	Futures	1316.68	1317.18	1316.18	1316.43	7190.0
2011-03-31 04:30:00	ES	Futures	1316.68	1317.18	1315.94	1317.18	3857.0
2011-03-31 05:00:00	ES	Futures	1316.93	1317.43	1316.68	1316.93	5052.0
2011-03-31 05:30:00	ES	Futures	1316.93	1317.18	1315.94	1316.43	5061.0
2011-03-31 06:00:00	ES	Futures	1316.43	1316.43	1314.45	1315.19	12459.0
2011-03-31 06:30:00	ES	Futures	1314.94	1315.69	1314.45	1315.44	5564.0
2011-03-31 07:00:00	ES	Futures	1315.19	1316.68	1314.94	1315.69	12824.0
2011-03-31 07:30:00	ES	Futures	1315.94	1316.18	1313.7	1314.94	15488.0
2011-03-31 08:00:00	ES	Futures	1314.94	1315.69	1314.2	1314.94	12645.0
2011-03-31 08:30:00	ES	Futures	1314.69	1314.94	1312.71	1314.2	31539.0
2011-03-31 09:00:00	ES	Futures	1313.95	1314.2	1312.46	1313.7	31871.0
2011-03-31 09:30:00	ES	Futures	1313.45	1316.93	1313.45	1314.45	170577.0
2011-03-31 10:00:00	ES	Futures	1314.69	1316.68	1312.46	1315.69	120016.0
2011-03-31 10:30:00	ES	Futures	1315.44	1317.43	1315.19	1316.68	103410.0
2011-03-31 11:00:00	ES	Futures	1316.43	1316.93	1313.7	1313.95	101239.0
2011-03-31 11:30:00	ES	Futures	1314.2	1314.69	1312.21	1313.95	104714.0
2011-03-31 12:00:00	ES	Futures	1313.7	1316.18	1313.7	1315.94	53398.0
2011-03-31 12:30:00	ES	Futures	1315.94	1316.93	1315.19	1316.68	52134.0
2011-03-31 13:00:00	ES	Futures	1316.43	1316.93	1315.94	1316.18	22517.0
2011-03-31 13:30:00	ES	Futures	1316.43	1317.43	1315.94	1315.94	28388.0
2011-03-31 14:00:00	ES	Futures	1315.94	1317.43	1315.19	1315.44	46443.0
2011-03-31 14:30:00	ES	Futures	1315.44	1316.68	1314.94	1316.43	24277.0
2011-03-31 15:00:00	ES	Futures	1316.43	1316.43	1315.19	1315.69	42969.0
2011-03-31 15:30:00	ES	Futures	1315.69	1316.43	1312.96	1313.45	289913.0
2011-03-31 16:00:00	ES	Futures	1313.2	1315.19	1312.71	1313.45	149295.0
2011-03-31 16:30:00	ES	Futures	1312.96	1313.95	1312.21	1313.45	11778.0
2011-03-31 17:00:00	ES	Futures	1313.45	1313.7	1312.46	1312.96	2667.0
2011-03-31 18:00:00	ES	Futures	1313.2	1314.2	1312.71	1314.2	4048.0
2011-03-31 18:30:00	ES	Futures	1313.95	1314.2	1313.45	1313.7	1756.0
2011-03-31 19:00:00	ES	Futures	1313.95	1315.44	1313.7	1314.94	2996.0
2011-03-31 19:30:00	ES	Futures	1315.19	1315.94	1314.45	1314.94	2686.0
2011-03-31 20:00:00	ES	Futures	1314.69	1316.18	1314.69	1314.94	3741.0
2011-03-31 20:30:00	ES	Futures	1314.94	1315.69	1314.69	1314.94	1505.0
2011-03-31 21:00:00	ES	Futures	1314.94	1316.18	1314.94	1315.19	2635.0
2011-03-31 21:30:00	ES	Futures	1315.19	1315.44	1314.2	1314.45	3096.0
2011-03-31 22:00:00	ES	Futures	1314.2	1314.69	1313.7	1314.2	1581.0
2011-03-31 22:30:00	ES	Futures	1314.2	1314.69	1313.7	1313.95	1114.0
2011-03-31 23:00:00	ES	Futures	1313.95	1314.2	1313.2	1313.95	1542.0
2011-03-31 23:30:00	ES	Futures	1313.95	1315.69	1313.7	1313.95	3044.0
2011-03-31 00:00:00	NQ	Futures	2677.2	2679.79	2676.62	2679.21	45.0
2011-03-31 00:30:00	NQ	Futures	2679.21	2681.51	2679.21	2680.65	118.0
2011-03-31 01:00:00	NQ	Futures	2680.36	2682.95	2680.36	2681.51	218.0

> showing 50 of 2,747 rows — these rows as CSV

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