PREVIEW / futures_30min / 2011-04-11

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-04-11.parquet
  size:    75 KB
  rows:    2,701

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
2011-04-11 00:00:00	ES	Futures	1317.18	1319.66	1316.68	1318.42	2753.0
2011-04-11 00:30:00	ES	Futures	1318.42	1318.92	1317.92	1318.67	1525.0
2011-04-11 01:00:00	ES	Futures	1318.92	1319.17	1318.42	1318.92	2086.0
2011-04-11 01:30:00	ES	Futures	1319.17	1319.17	1317.43	1317.43	3236.0
2011-04-11 02:00:00	ES	Futures	1317.68	1318.67	1316.93	1318.67	4436.0
2011-04-11 02:30:00	ES	Futures	1318.67	1319.66	1318.17	1319.17	3508.0
2011-04-11 03:00:00	ES	Futures	1319.17	1319.66	1318.92	1318.92	7072.0
2011-04-11 03:30:00	ES	Futures	1318.92	1318.92	1317.18	1318.42	8776.0
2011-04-11 04:00:00	ES	Futures	1318.67	1318.67	1315.94	1316.68	17214.0
2011-04-11 04:30:00	ES	Futures	1316.68	1317.68	1315.69	1316.68	11268.0
2011-04-11 05:00:00	ES	Futures	1316.68	1317.43	1315.94	1317.18	4763.0
2011-04-11 05:30:00	ES	Futures	1316.93	1317.43	1316.43	1316.93	3144.0
2011-04-11 06:00:00	ES	Futures	1317.18	1317.18	1316.18	1317.18	2764.0
2011-04-11 06:30:00	ES	Futures	1316.93	1320.16	1316.93	1319.41	11939.0
2011-04-11 07:00:00	ES	Futures	1319.41	1319.66	1318.17	1318.67	4913.0
2011-04-11 07:30:00	ES	Futures	1318.42	1318.92	1317.43	1317.43	10163.0
2011-04-11 08:00:00	ES	Futures	1317.68	1317.92	1315.44	1317.18	21661.0
2011-04-11 08:30:00	ES	Futures	1317.43	1318.42	1316.93	1318.17	14216.0
2011-04-11 09:00:00	ES	Futures	1317.92	1318.17	1316.93	1317.18	16156.0
2011-04-11 09:30:00	ES	Futures	1317.43	1321.9	1317.18	1319.66	191451.0
2011-04-11 10:00:00	ES	Futures	1319.66	1320.91	1316.68	1317.43	125856.0
2011-04-11 10:30:00	ES	Futures	1317.43	1320.16	1316.18	1319.41	89361.0
2011-04-11 11:00:00	ES	Futures	1319.41	1320.41	1318.17	1318.67	77491.0
2011-04-11 11:30:00	ES	Futures	1318.92	1319.41	1316.93	1317.18	62606.0
2011-04-11 12:00:00	ES	Futures	1316.93	1317.68	1315.44	1316.93	69289.0
2011-04-11 12:30:00	ES	Futures	1317.18	1317.18	1312.71	1312.71	82017.0
2011-04-11 13:00:00	ES	Futures	1312.96	1314.45	1312.21	1313.95	68404.0
2011-04-11 13:30:00	ES	Futures	1313.95	1314.45	1311.96	1314.45	63790.0
2011-04-11 14:00:00	ES	Futures	1314.2	1315.69	1313.95	1314.69	63404.0
2011-04-11 14:30:00	ES	Futures	1314.69	1315.19	1310.97	1311.46	100985.0
2011-04-11 15:00:00	ES	Futures	1311.46	1311.71	1308.73	1309.48	143301.0
2011-04-11 15:30:00	ES	Futures	1309.48	1312.46	1309.23	1311.71	120896.0
2011-04-11 16:00:00	ES	Futures	1311.71	1312.21	1310.72	1311.71	67513.0
2011-04-11 16:30:00	ES	Futures	1311.96	1312.21	1309.48	1310.22	8029.0
2011-04-11 17:00:00	ES	Futures	1310.47	1310.47	1308.98	1309.23	3276.0
2011-04-11 18:00:00	ES	Futures	1308.73	1310.22	1308.73	1310.22	2711.0
2011-04-11 18:30:00	ES	Futures	1309.97	1310.22	1308.24	1308.73	2606.0
2011-04-11 19:00:00	ES	Futures	1308.98	1308.98	1308.48	1308.73	1821.0
2011-04-11 19:30:00	ES	Futures	1308.73	1309.23	1307.99	1308.73	3122.0
2011-04-11 20:00:00	ES	Futures	1308.98	1309.23	1307.24	1307.24	7038.0
2011-04-11 20:30:00	ES	Futures	1307.49	1308.24	1306.25	1306.74	8518.0
2011-04-11 21:00:00	ES	Futures	1306.99	1307.49	1305.5	1306.74	7604.0
2011-04-11 21:30:00	ES	Futures	1306.99	1307.74	1306.25	1306.99	3959.0
2011-04-11 22:00:00	ES	Futures	1306.99	1306.99	1303.52	1303.76	9601.0
2011-04-11 22:30:00	ES	Futures	1303.76	1304.76	1303.27	1304.26	6171.0
2011-04-11 23:00:00	ES	Futures	1304.26	1304.26	1302.02	1303.02	9322.0
2011-04-11 23:30:00	ES	Futures	1303.27	1305.01	1301.78	1304.76	8365.0
2011-04-11 00:00:00	NQ	Futures	2671.74	2677.77	2670.88	2675.19	134.0
2011-04-11 00:30:00	NQ	Futures	2675.19	2676.05	2673.46	2675.48	98.0
2011-04-11 01:00:00	NQ	Futures	2675.19	2675.48	2674.9	2675.48	58.0

> showing 50 of 2,701 rows — these rows as CSV

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