PREVIEW / futures_30min / 2011-04-12

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-04-12.parquet
  size:    78 KB
  rows:    2,753

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
2011-04-12 00:00:00	ES	Futures	1304.76	1305.01	1304.01	1304.26	2244.0
2011-04-12 00:30:00	ES	Futures	1304.26	1305.25	1303.52	1304.26	3466.0
2011-04-12 01:00:00	ES	Futures	1304.26	1304.76	1303.27	1303.76	2843.0
2011-04-12 01:30:00	ES	Futures	1304.01	1305.75	1302.77	1305.01	6410.0
2011-04-12 02:00:00	ES	Futures	1305.01	1305.25	1304.01	1304.76	6149.0
2011-04-12 02:30:00	ES	Futures	1305.01	1305.75	1304.26	1304.76	7252.0
2011-04-12 03:00:00	ES	Futures	1305.01	1306.25	1303.76	1306.0	18285.0
2011-04-12 03:30:00	ES	Futures	1306.0	1306.5	1305.5	1305.75	16230.0
2011-04-12 04:00:00	ES	Futures	1306.0	1306.25	1304.26	1304.51	12503.0
2011-04-12 04:30:00	ES	Futures	1304.51	1304.51	1303.27	1303.76	14825.0
2011-04-12 05:00:00	ES	Futures	1303.52	1305.01	1303.27	1304.76	11703.0
2011-04-12 05:30:00	ES	Futures	1304.76	1305.75	1304.51	1305.25	6377.0
2011-04-12 06:00:00	ES	Futures	1305.25	1305.75	1304.76	1305.01	4356.0
2011-04-12 06:30:00	ES	Futures	1305.01	1305.25	1304.01	1304.51	8226.0
2011-04-12 07:00:00	ES	Futures	1304.51	1304.76	1303.76	1304.01	13192.0
2011-04-12 07:30:00	ES	Futures	1304.01	1304.76	1303.52	1304.51	14693.0
2011-04-12 08:00:00	ES	Futures	1304.26	1305.75	1304.26	1305.25	15000.0
2011-04-12 08:30:00	ES	Futures	1305.25	1305.75	1302.02	1304.76	43407.0
2011-04-12 09:00:00	ES	Futures	1304.51	1305.01	1303.76	1304.51	17386.0
2011-04-12 09:30:00	ES	Futures	1304.76	1307.24	1301.53	1303.02	266661.0
2011-04-12 10:00:00	ES	Futures	1302.77	1303.76	1299.54	1302.52	226670.0
2011-04-12 10:30:00	ES	Futures	1302.27	1302.77	1297.06	1297.3	228918.0
2011-04-12 11:00:00	ES	Futures	1297.55	1299.29	1297.06	1299.04	146421.0
2011-04-12 11:30:00	ES	Futures	1299.29	1301.03	1298.55	1299.79	101905.0
2011-04-12 12:00:00	ES	Futures	1299.54	1300.53	1299.04	1299.79	53573.0
2011-04-12 12:30:00	ES	Futures	1299.79	1301.78	1298.3	1300.78	58803.0
2011-04-12 13:00:00	ES	Futures	1300.53	1301.53	1299.29	1301.28	42041.0
2011-04-12 13:30:00	ES	Futures	1301.28	1304.01	1299.79	1302.52	90855.0
2011-04-12 14:00:00	ES	Futures	1302.52	1306.0	1302.52	1305.25	104436.0
2011-04-12 14:30:00	ES	Futures	1305.01	1305.5	1302.02	1302.77	90770.0
2011-04-12 15:00:00	ES	Futures	1302.77	1303.52	1299.54	1300.29	99011.0
2011-04-12 15:30:00	ES	Futures	1300.04	1303.02	1299.04	1302.02	169487.0
2011-04-12 16:00:00	ES	Futures	1302.02	1302.27	1299.29	1299.79	91593.0
2011-04-12 16:30:00	ES	Futures	1300.04	1300.78	1299.29	1300.78	4760.0
2011-04-12 17:00:00	ES	Futures	1300.78	1301.53	1300.53	1301.53	1344.0
2011-04-12 18:00:00	ES	Futures	1301.03	1301.78	1301.03	1301.28	1354.0
2011-04-12 18:30:00	ES	Futures	1301.28	1301.28	1300.04	1300.04	1150.0
2011-04-12 19:00:00	ES	Futures	1300.29	1301.03	1300.04	1300.53	1000.0
2011-04-12 19:30:00	ES	Futures	1300.53	1303.76	1300.53	1303.52	5983.0
2011-04-12 20:00:00	ES	Futures	1303.52	1304.76	1303.02	1303.76	7243.0
2011-04-12 20:30:00	ES	Futures	1303.52	1304.76	1303.27	1303.52	5636.0
2011-04-12 21:00:00	ES	Futures	1303.52	1304.01	1303.02	1303.52	2464.0
2011-04-12 21:30:00	ES	Futures	1303.52	1303.76	1302.52	1303.02	2555.0
2011-04-12 22:00:00	ES	Futures	1302.77	1303.02	1302.02	1302.27	3689.0
2011-04-12 22:30:00	ES	Futures	1302.27	1303.76	1302.02	1302.52	1832.0
2011-04-12 23:00:00	ES	Futures	1302.27	1302.77	1301.78	1302.02	1441.0
2011-04-12 23:30:00	ES	Futures	1302.27	1304.26	1302.02	1303.76	3268.0
2011-04-12 00:00:00	NQ	Futures	2641.57	2642.43	2640.42	2641.28	346.0
2011-04-12 00:30:00	NQ	Futures	2641.57	2643.87	2640.14	2641.86	380.0
2011-04-12 01:00:00	NQ	Futures	2642.15	2643.01	2638.7	2639.56	513.0

> showing 50 of 2,753 rows — these rows as CSV

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