PREVIEW / futures_30min / 2011-04-08

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-04-08.parquet
  size:    63 KB
  rows:    2,196

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
2011-04-08 00:00:00	ES	Futures	1322.64	1323.64	1321.9	1322.15	4560.0
2011-04-08 00:30:00	ES	Futures	1322.4	1322.4	1320.91	1321.4	2955.0
2011-04-08 01:00:00	ES	Futures	1321.4	1322.89	1320.91	1322.64	2683.0
2011-04-08 01:30:00	ES	Futures	1322.64	1323.14	1321.9	1322.64	2091.0
2011-04-08 02:00:00	ES	Futures	1322.64	1323.39	1322.4	1322.89	3079.0
2011-04-08 02:30:00	ES	Futures	1323.14	1323.89	1322.89	1322.89	4388.0
2011-04-08 03:00:00	ES	Futures	1322.89	1326.12	1322.89	1325.63	21155.0
2011-04-08 03:30:00	ES	Futures	1325.63	1325.87	1324.88	1325.13	9056.0
2011-04-08 04:00:00	ES	Futures	1325.13	1325.13	1322.89	1323.64	7659.0
2011-04-08 04:30:00	ES	Futures	1323.64	1324.63	1322.89	1324.38	5222.0
2011-04-08 05:00:00	ES	Futures	1324.38	1325.87	1324.38	1325.38	6314.0
2011-04-08 05:30:00	ES	Futures	1325.38	1325.63	1324.63	1325.13	3214.0
2011-04-08 06:00:00	ES	Futures	1325.38	1325.63	1324.63	1324.63	2918.0
2011-04-08 06:30:00	ES	Futures	1324.63	1325.87	1324.63	1325.38	4307.0
2011-04-08 07:00:00	ES	Futures	1325.63	1326.12	1325.13	1325.63	9920.0
2011-04-08 07:30:00	ES	Futures	1325.63	1327.36	1325.38	1326.62	18846.0
2011-04-08 08:00:00	ES	Futures	1326.62	1327.12	1326.12	1326.62	10352.0
2011-04-08 08:30:00	ES	Futures	1326.87	1326.87	1325.63	1325.63	12674.0
2011-04-08 09:00:00	ES	Futures	1325.87	1326.62	1325.38	1326.37	11114.0
2011-04-08 09:30:00	ES	Futures	1326.37	1327.36	1322.4	1323.89	173640.0
2011-04-08 10:00:00	ES	Futures	1323.89	1324.63	1320.16	1320.91	123743.0
2011-04-08 10:30:00	ES	Futures	1320.91	1322.64	1320.16	1320.16	102214.0
2011-04-08 11:00:00	ES	Futures	1320.16	1321.15	1318.92	1319.66	134709.0
2011-04-08 11:30:00	ES	Futures	1319.41	1322.15	1318.92	1320.91	84107.0
2011-04-08 12:00:00	ES	Futures	1321.15	1321.65	1319.91	1320.41	37912.0
2011-04-08 12:30:00	ES	Futures	1320.41	1321.4	1318.17	1319.17	63114.0
2011-04-08 13:00:00	ES	Futures	1319.17	1319.91	1318.67	1319.66	36000.0
2011-04-08 13:30:00	ES	Futures	1319.41	1319.91	1318.17	1319.17	56539.0
2011-04-08 14:00:00	ES	Futures	1319.41	1319.66	1316.68	1317.43	91975.0
2011-04-08 14:30:00	ES	Futures	1317.43	1317.68	1310.47	1310.97	261344.0
2011-04-08 15:00:00	ES	Futures	1311.22	1313.7	1310.47	1313.2	175712.0
2011-04-08 15:30:00	ES	Futures	1312.96	1316.93	1312.71	1315.44	219538.0
2011-04-08 16:00:00	ES	Futures	1315.69	1316.18	1314.45	1315.94	120738.0
2011-04-08 00:00:00	NQ	Futures	2682.08	2682.37	2680.36	2680.93	264.0
2011-04-08 00:30:00	NQ	Futures	2680.65	2681.22	2674.61	2676.34	348.0
2011-04-08 01:00:00	NQ	Futures	2676.62	2680.36	2676.05	2680.36	116.0
2011-04-08 01:30:00	NQ	Futures	2679.79	2680.36	2677.77	2678.64	196.0
2011-04-08 02:00:00	NQ	Futures	2678.92	2680.07	2678.64	2679.79	460.0
2011-04-08 02:30:00	NQ	Futures	2680.07	2681.8	2678.64	2679.21	249.0
2011-04-08 03:00:00	NQ	Futures	2678.92	2685.53	2678.92	2684.67	947.0
2011-04-08 03:30:00	NQ	Futures	2684.96	2687.83	2684.09	2685.82	1360.0
2011-04-08 04:00:00	NQ	Futures	2685.53	2685.53	2680.36	2681.51	516.0
2011-04-08 04:30:00	NQ	Futures	2681.8	2683.81	2680.36	2683.52	270.0
2011-04-08 05:00:00	NQ	Futures	2683.81	2686.97	2683.81	2685.24	303.0
2011-04-08 05:30:00	NQ	Futures	2685.24	2685.53	2683.23	2684.09	375.0
2011-04-08 06:00:00	NQ	Futures	2684.67	2684.96	2682.66	2683.23	380.0
2011-04-08 06:30:00	NQ	Futures	2683.23	2684.96	2682.37	2684.67	404.0
2011-04-08 07:00:00	NQ	Futures	2684.38	2685.53	2682.95	2684.67	1864.0
2011-04-08 07:30:00	NQ	Futures	2684.96	2687.83	2683.52	2687.54	747.0
2011-04-08 08:00:00	NQ	Futures	2687.26	2688.12	2685.53	2687.26	1689.0

> showing 50 of 2,196 rows — these rows as CSV

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