PREVIEW / futures_30min / 2011-04-05

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-04-05.parquet
  size:    75 KB
  rows:    2,730

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
2011-04-05 00:00:00	ES	Futures	1318.42	1319.17	1318.17	1318.42	1776.0
2011-04-05 00:30:00	ES	Futures	1318.42	1318.67	1318.17	1318.17	2052.0
2011-04-05 01:00:00	ES	Futures	1318.17	1318.92	1317.68	1318.42	3114.0
2011-04-05 01:30:00	ES	Futures	1318.42	1319.66	1318.17	1319.66	1277.0
2011-04-05 02:00:00	ES	Futures	1319.41	1319.66	1318.17	1318.42	3568.0
2011-04-05 02:30:00	ES	Futures	1318.42	1318.92	1317.43	1318.17	4240.0
2011-04-05 03:00:00	ES	Futures	1318.17	1319.17	1317.43	1317.92	10221.0
2011-04-05 03:30:00	ES	Futures	1317.92	1318.92	1316.93	1317.18	10375.0
2011-04-05 04:00:00	ES	Futures	1317.18	1317.68	1314.69	1316.43	21520.0
2011-04-05 04:30:00	ES	Futures	1316.43	1316.93	1314.94	1316.68	9160.0
2011-04-05 05:00:00	ES	Futures	1316.43	1317.43	1315.69	1316.18	6673.0
2011-04-05 05:30:00	ES	Futures	1316.18	1317.43	1315.94	1315.94	4964.0
2011-04-05 06:00:00	ES	Futures	1315.69	1316.43	1314.69	1315.44	13782.0
2011-04-05 06:30:00	ES	Futures	1315.44	1316.43	1314.94	1315.94	5365.0
2011-04-05 07:00:00	ES	Futures	1316.18	1317.18	1315.94	1316.68	5664.0
2011-04-05 07:30:00	ES	Futures	1316.68	1318.17	1315.69	1317.43	20312.0
2011-04-05 08:00:00	ES	Futures	1317.43	1317.92	1316.68	1317.43	13602.0
2011-04-05 08:30:00	ES	Futures	1317.43	1317.43	1314.94	1316.18	25166.0
2011-04-05 09:00:00	ES	Futures	1316.43	1317.92	1316.18	1317.43	18591.0
2011-04-05 09:30:00	ES	Futures	1317.43	1320.16	1316.93	1319.17	180750.0
2011-04-05 10:00:00	ES	Futures	1319.41	1322.15	1317.18	1321.4	166321.0
2011-04-05 10:30:00	ES	Futures	1321.65	1323.64	1320.91	1321.65	132056.0
2011-04-05 11:00:00	ES	Futures	1321.4	1322.89	1320.91	1322.4	87284.0
2011-04-05 11:30:00	ES	Futures	1322.64	1325.13	1321.4	1324.63	100004.0
2011-04-05 12:00:00	ES	Futures	1324.38	1325.13	1323.14	1323.89	63111.0
2011-04-05 12:30:00	ES	Futures	1323.89	1324.88	1323.14	1324.38	54103.0
2011-04-05 13:00:00	ES	Futures	1324.38	1325.87	1323.89	1324.38	57832.0
2011-04-05 13:30:00	ES	Futures	1324.63	1324.88	1323.89	1324.13	33032.0
2011-04-05 14:00:00	ES	Futures	1324.13	1324.63	1322.15	1323.64	73266.0
2011-04-05 14:30:00	ES	Futures	1323.64	1323.89	1320.91	1322.4	86080.0
2011-04-05 15:00:00	ES	Futures	1322.15	1322.64	1319.66	1320.41	76581.0
2011-04-05 15:30:00	ES	Futures	1320.66	1320.66	1318.42	1319.41	135563.0
2011-04-05 16:00:00	ES	Futures	1319.41	1319.91	1318.17	1318.67	90908.0
2011-04-05 16:30:00	ES	Futures	1318.67	1318.67	1317.68	1318.17	4469.0
2011-04-05 17:00:00	ES	Futures	1318.17	1318.42	1317.92	1318.42	617.0
2011-04-05 18:00:00	ES	Futures	1318.67	1319.41	1318.42	1318.92	2975.0
2011-04-05 18:30:00	ES	Futures	1319.17	1319.66	1318.92	1319.41	1705.0
2011-04-05 19:00:00	ES	Futures	1319.41	1319.66	1318.92	1319.41	1438.0
2011-04-05 19:30:00	ES	Futures	1319.41	1319.66	1318.92	1319.17	1258.0
2011-04-05 20:00:00	ES	Futures	1319.17	1320.16	1318.42	1319.66	4599.0
2011-04-05 20:30:00	ES	Futures	1319.66	1320.41	1319.41	1320.16	3152.0
2011-04-05 21:00:00	ES	Futures	1320.41	1320.41	1318.92	1318.92	2963.0
2011-04-05 21:30:00	ES	Futures	1318.92	1320.66	1318.67	1320.16	3196.0
2011-04-05 22:00:00	ES	Futures	1320.16	1320.66	1319.66	1320.41	1125.0
2011-04-05 22:30:00	ES	Futures	1320.16	1320.16	1319.66	1320.16	1032.0
2011-04-05 23:00:00	ES	Futures	1320.16	1320.41	1319.91	1320.41	490.0
2011-04-05 23:30:00	ES	Futures	1320.16	1320.91	1320.16	1320.91	5504.0
2011-04-05 00:00:00	NQ	Futures	2684.67	2685.53	2682.95	2683.23	319.0
2011-04-05 00:30:00	NQ	Futures	2683.23	2683.23	2680.65	2680.93	871.0
2011-04-05 01:00:00	NQ	Futures	2680.93	2682.95	2679.79	2682.08	351.0

> showing 50 of 2,730 rows — these rows as CSV

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