PREVIEW / futures_30min / 2011-04-06

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-04-06.parquet
  size:    74 KB
  rows:    2,713

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
2011-04-06 00:00:00	ES	Futures	1320.66	1322.15	1320.66	1322.15	4792.0
2011-04-06 00:30:00	ES	Futures	1322.15	1322.15	1321.15	1321.15	1624.0
2011-04-06 01:00:00	ES	Futures	1321.4	1321.65	1318.92	1319.91	5536.0
2011-04-06 01:30:00	ES	Futures	1320.16	1320.41	1319.41	1320.41	4541.0
2011-04-06 02:00:00	ES	Futures	1320.41	1321.15	1319.91	1321.15	3535.0
2011-04-06 02:30:00	ES	Futures	1320.91	1322.64	1320.91	1322.64	5760.0
2011-04-06 03:00:00	ES	Futures	1322.64	1323.64	1321.9	1322.64	11455.0
2011-04-06 03:30:00	ES	Futures	1322.64	1323.39	1319.91	1321.15	16156.0
2011-04-06 04:00:00	ES	Futures	1321.15	1322.15	1320.41	1321.9	7372.0
2011-04-06 04:30:00	ES	Futures	1321.65	1321.9	1320.91	1321.4	5910.0
2011-04-06 05:00:00	ES	Futures	1321.4	1323.14	1321.15	1322.4	6747.0
2011-04-06 05:30:00	ES	Futures	1322.4	1324.13	1322.4	1323.89	6916.0
2011-04-06 06:00:00	ES	Futures	1324.13	1325.63	1324.13	1324.88	13959.0
2011-04-06 06:30:00	ES	Futures	1324.88	1327.61	1324.63	1327.12	26678.0
2011-04-06 07:00:00	ES	Futures	1327.36	1327.86	1326.12	1326.62	12261.0
2011-04-06 07:30:00	ES	Futures	1326.37	1326.87	1325.87	1326.87	10468.0
2011-04-06 08:00:00	ES	Futures	1326.87	1328.11	1326.37	1326.62	22959.0
2011-04-06 08:30:00	ES	Futures	1326.62	1326.87	1325.38	1325.63	16776.0
2011-04-06 09:00:00	ES	Futures	1325.87	1326.37	1325.13	1326.12	22645.0
2011-04-06 09:30:00	ES	Futures	1326.12	1327.36	1324.38	1325.13	169998.0
2011-04-06 10:00:00	ES	Futures	1325.13	1326.12	1322.4	1324.38	132776.0
2011-04-06 10:30:00	ES	Futures	1324.38	1326.12	1323.39	1325.13	123469.0
2011-04-06 11:00:00	ES	Futures	1324.88	1325.13	1320.66	1321.9	197628.0
2011-04-06 11:30:00	ES	Futures	1322.15	1322.64	1319.17	1319.41	136691.0
2011-04-06 12:00:00	ES	Futures	1319.17	1321.15	1318.42	1320.41	113495.0
2011-04-06 12:30:00	ES	Futures	1320.41	1321.15	1319.41	1320.41	59452.0
2011-04-06 13:00:00	ES	Futures	1320.16	1321.9	1319.91	1321.65	41124.0
2011-04-06 13:30:00	ES	Futures	1321.4	1322.15	1320.66	1322.15	32995.0
2011-04-06 14:00:00	ES	Futures	1322.15	1323.14	1321.15	1321.4	46160.0
2011-04-06 14:30:00	ES	Futures	1321.4	1324.13	1321.4	1323.39	65367.0
2011-04-06 15:00:00	ES	Futures	1323.14	1324.63	1322.64	1322.89	85766.0
2011-04-06 15:30:00	ES	Futures	1322.89	1324.63	1322.89	1323.64	109267.0
2011-04-06 16:00:00	ES	Futures	1323.64	1323.89	1320.41	1320.66	101328.0
2011-04-06 16:30:00	ES	Futures	1320.66	1321.4	1319.41	1319.91	11657.0
2011-04-06 17:00:00	ES	Futures	1319.91	1321.15	1319.91	1320.91	2900.0
2011-04-06 18:00:00	ES	Futures	1321.15	1321.4	1320.91	1321.15	2030.0
2011-04-06 18:30:00	ES	Futures	1321.4	1321.4	1320.91	1320.91	1480.0
2011-04-06 19:00:00	ES	Futures	1320.91	1321.15	1320.41	1321.15	931.0
2011-04-06 19:30:00	ES	Futures	1321.15	1321.15	1320.66	1320.66	408.0
2011-04-06 20:00:00	ES	Futures	1320.66	1320.91	1318.92	1319.66	4057.0
2011-04-06 20:30:00	ES	Futures	1319.66	1320.41	1319.17	1319.91	1352.0
2011-04-06 21:00:00	ES	Futures	1319.66	1320.16	1319.41	1319.41	778.0
2011-04-06 21:30:00	ES	Futures	1319.66	1320.66	1319.41	1319.91	1806.0
2011-04-06 22:00:00	ES	Futures	1320.16	1320.16	1319.41	1319.66	678.0
2011-04-06 22:30:00	ES	Futures	1319.66	1320.41	1318.92	1320.41	1840.0
2011-04-06 23:00:00	ES	Futures	1320.41	1320.91	1319.91	1320.41	1347.0
2011-04-06 23:30:00	ES	Futures	1320.41	1320.66	1319.66	1320.16	723.0
2011-04-06 00:00:00	NQ	Futures	2676.91	2682.95	2676.62	2679.79	510.0
2011-04-06 00:30:00	NQ	Futures	2679.79	2679.79	2677.2	2677.77	216.0
2011-04-06 01:00:00	NQ	Futures	2677.77	2677.77	2673.18	2674.61	237.0

> showing 50 of 2,713 rows — these rows as CSV

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