PREVIEW / futures_30min / 2011-04-04

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-04-04.parquet
  size:    71 KB
  rows:    2,675

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
2011-04-04 00:00:00	ES	Futures	1318.17	1318.42	1316.68	1317.43	2401.0
2011-04-04 00:30:00	ES	Futures	1317.43	1317.43	1316.18	1316.43	2879.0
2011-04-04 01:00:00	ES	Futures	1316.43	1318.17	1316.18	1317.18	2167.0
2011-04-04 01:30:00	ES	Futures	1317.18	1318.92	1316.68	1318.67	3481.0
2011-04-04 02:00:00	ES	Futures	1318.67	1319.41	1317.92	1319.41	3581.0
2011-04-04 02:30:00	ES	Futures	1319.41	1319.91	1317.92	1318.92	4857.0
2011-04-04 03:00:00	ES	Futures	1318.92	1320.91	1318.17	1320.66	16632.0
2011-04-04 03:30:00	ES	Futures	1320.66	1321.9	1320.16	1321.4	12355.0
2011-04-04 04:00:00	ES	Futures	1321.15	1322.15	1320.91	1321.15	7705.0
2011-04-04 04:30:00	ES	Futures	1321.15	1322.4	1320.16	1320.91	6275.0
2011-04-04 05:00:00	ES	Futures	1321.15	1321.4	1320.16	1320.41	4871.0
2011-04-04 05:30:00	ES	Futures	1320.16	1321.4	1320.16	1321.15	3016.0
2011-04-04 06:00:00	ES	Futures	1320.91	1322.15	1320.91	1321.65	4306.0
2011-04-04 06:30:00	ES	Futures	1321.65	1322.64	1321.65	1321.9	6278.0
2011-04-04 07:00:00	ES	Futures	1322.15	1323.14	1321.4	1321.4	8770.0
2011-04-04 07:30:00	ES	Futures	1321.4	1322.15	1321.4	1321.9	8037.0
2011-04-04 08:00:00	ES	Futures	1321.9	1322.89	1321.65	1322.89	11477.0
2011-04-04 08:30:00	ES	Futures	1322.89	1323.14	1321.9	1321.9	9682.0
2011-04-04 09:00:00	ES	Futures	1322.15	1322.64	1321.4	1321.9	19583.0
2011-04-04 09:30:00	ES	Futures	1321.9	1324.38	1319.91	1321.15	151883.0
2011-04-04 10:00:00	ES	Futures	1320.91	1322.15	1319.17	1320.16	94311.0
2011-04-04 10:30:00	ES	Futures	1320.41	1322.15	1319.41	1319.66	102475.0
2011-04-04 11:00:00	ES	Futures	1319.91	1321.15	1318.67	1320.91	93608.0
2011-04-04 11:30:00	ES	Futures	1320.91	1321.4	1320.16	1320.66	46890.0
2011-04-04 12:00:00	ES	Futures	1320.91	1321.4	1320.41	1320.41	32149.0
2011-04-04 12:30:00	ES	Futures	1320.66	1320.91	1318.67	1319.41	62103.0
2011-04-04 13:00:00	ES	Futures	1319.66	1320.41	1319.41	1319.91	19800.0
2011-04-04 13:30:00	ES	Futures	1319.91	1320.16	1316.43	1317.43	111586.0
2011-04-04 14:00:00	ES	Futures	1317.43	1318.92	1316.43	1317.92	65567.0
2011-04-04 14:30:00	ES	Futures	1318.17	1319.17	1317.92	1318.17	31533.0
2011-04-04 15:00:00	ES	Futures	1318.42	1320.16	1316.93	1319.66	78337.0
2011-04-04 15:30:00	ES	Futures	1319.66	1320.16	1318.17	1320.16	129840.0
2011-04-04 16:00:00	ES	Futures	1320.16	1321.9	1319.66	1320.91	84541.0
2011-04-04 16:30:00	ES	Futures	1321.4	1322.15	1321.15	1321.65	5126.0
2011-04-04 17:00:00	ES	Futures	1321.65	1322.15	1321.15	1321.9	2602.0
2011-04-04 18:00:00	ES	Futures	1321.65	1321.9	1321.15	1321.4	1344.0
2011-04-04 18:30:00	ES	Futures	1321.4	1321.65	1321.15	1321.65	802.0
2011-04-04 19:00:00	ES	Futures	1321.65	1322.64	1321.4	1322.4	2608.0
2011-04-04 19:30:00	ES	Futures	1322.4	1322.64	1320.91	1321.15	3233.0
2011-04-04 20:00:00	ES	Futures	1320.91	1321.4	1319.91	1320.91	6464.0
2011-04-04 20:30:00	ES	Futures	1320.66	1320.91	1319.66	1320.16	2440.0
2011-04-04 21:00:00	ES	Futures	1319.91	1320.66	1319.17	1319.17	3116.0
2011-04-04 21:30:00	ES	Futures	1319.41	1319.66	1318.67	1318.92	4076.0
2011-04-04 22:00:00	ES	Futures	1318.92	1319.66	1318.67	1319.17	1114.0
2011-04-04 22:30:00	ES	Futures	1319.41	1319.41	1318.42	1318.92	2166.0
2011-04-04 23:00:00	ES	Futures	1318.67	1319.66	1318.42	1319.66	853.0
2011-04-04 23:30:00	ES	Futures	1319.66	1319.66	1318.42	1318.42	1542.0
2011-04-04 00:00:00	NQ	Futures	2688.98	2689.55	2686.39	2687.83	203.0
2011-04-04 00:30:00	NQ	Futures	2687.26	2687.83	2684.96	2685.82	122.0
2011-04-04 01:00:00	NQ	Futures	2685.82	2689.27	2685.53	2687.26	100.0

> showing 50 of 2,675 rows — these rows as CSV

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