PREVIEW / futures_30min / 2011-04-13

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-04-13.parquet
  size:    76 KB
  rows:    2,776

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
2011-04-13 00:00:00	ES	Futures	1303.76	1304.51	1303.52	1304.01	1837.0
2011-04-13 00:30:00	ES	Futures	1304.01	1305.01	1304.01	1304.76	2487.0
2011-04-13 01:00:00	ES	Futures	1305.01	1305.25	1304.01	1305.25	2737.0
2011-04-13 01:30:00	ES	Futures	1305.25	1305.5	1304.76	1305.01	4676.0
2011-04-13 02:00:00	ES	Futures	1305.25	1305.75	1304.26	1304.26	5255.0
2011-04-13 02:30:00	ES	Futures	1304.26	1304.76	1304.01	1304.51	1826.0
2011-04-13 03:00:00	ES	Futures	1304.76	1305.75	1304.51	1305.01	11126.0
2011-04-13 03:30:00	ES	Futures	1305.25	1305.5	1303.52	1304.26	9017.0
2011-04-13 04:00:00	ES	Futures	1304.51	1305.5	1303.76	1305.01	8267.0
2011-04-13 04:30:00	ES	Futures	1305.01	1306.5	1304.76	1305.25	9854.0
2011-04-13 05:00:00	ES	Futures	1305.25	1306.0	1304.76	1305.5	4416.0
2011-04-13 05:30:00	ES	Futures	1305.5	1307.49	1305.25	1307.49	7785.0
2011-04-13 06:00:00	ES	Futures	1307.24	1308.24	1306.74	1306.99	12841.0
2011-04-13 06:30:00	ES	Futures	1306.74	1308.24	1306.74	1308.24	8298.0
2011-04-13 07:00:00	ES	Futures	1308.24	1309.97	1306.25	1309.48	23923.0
2011-04-13 07:30:00	ES	Futures	1309.73	1310.22	1308.24	1308.98	20484.0
2011-04-13 08:00:00	ES	Futures	1308.98	1309.23	1307.99	1308.24	17444.0
2011-04-13 08:30:00	ES	Futures	1308.24	1310.47	1307.99	1309.48	32012.0
2011-04-13 09:00:00	ES	Futures	1309.23	1309.23	1307.74	1307.99	35676.0
2011-04-13 09:30:00	ES	Futures	1308.24	1309.23	1304.76	1305.01	198163.0
2011-04-13 10:00:00	ES	Futures	1305.01	1305.75	1302.52	1305.25	171445.0
2011-04-13 10:30:00	ES	Futures	1305.5	1307.99	1304.01	1306.99	137182.0
2011-04-13 11:00:00	ES	Futures	1306.99	1307.24	1303.02	1303.52	113820.0
2011-04-13 11:30:00	ES	Futures	1303.27	1304.26	1299.79	1300.04	125923.0
2011-04-13 12:00:00	ES	Futures	1300.04	1302.27	1299.54	1300.78	99250.0
2011-04-13 12:30:00	ES	Futures	1300.78	1300.78	1296.81	1299.04	121509.0
2011-04-13 13:00:00	ES	Futures	1299.04	1301.28	1298.79	1300.53	63712.0
2011-04-13 13:30:00	ES	Futures	1300.29	1300.53	1297.8	1298.79	47689.0
2011-04-13 14:00:00	ES	Futures	1298.79	1302.52	1297.8	1301.53	89492.0
2011-04-13 14:30:00	ES	Futures	1301.78	1304.01	1300.53	1303.02	91274.0
2011-04-13 15:00:00	ES	Futures	1303.27	1305.5	1303.02	1303.76	154592.0
2011-04-13 15:30:00	ES	Futures	1304.01	1304.51	1301.78	1301.78	133149.0
2011-04-13 16:00:00	ES	Futures	1301.78	1302.27	1300.29	1300.78	82763.0
2011-04-13 16:30:00	ES	Futures	1301.03	1301.53	1300.04	1300.29	4731.0
2011-04-13 17:00:00	ES	Futures	1300.29	1300.78	1299.54	1300.04	3948.0
2011-04-13 18:00:00	ES	Futures	1299.79	1300.53	1299.54	1300.29	1737.0
2011-04-13 18:30:00	ES	Futures	1300.04	1300.29	1297.8	1298.3	4815.0
2011-04-13 19:00:00	ES	Futures	1298.3	1298.55	1297.55	1297.55	2879.0
2011-04-13 19:30:00	ES	Futures	1297.8	1299.54	1297.55	1299.29	3238.0
2011-04-13 20:00:00	ES	Futures	1299.04	1300.78	1298.79	1300.53	5275.0
2011-04-13 20:30:00	ES	Futures	1300.29	1300.53	1299.04	1299.79	4149.0
2011-04-13 21:00:00	ES	Futures	1299.79	1300.53	1297.8	1298.79	5272.0
2011-04-13 21:30:00	ES	Futures	1298.79	1300.04	1297.3	1298.3	5616.0
2011-04-13 22:00:00	ES	Futures	1298.55	1299.54	1298.3	1299.29	1430.0
2011-04-13 22:30:00	ES	Futures	1299.04	1300.29	1298.79	1299.79	2576.0
2011-04-13 23:00:00	ES	Futures	1300.04	1300.53	1299.04	1300.04	1696.0
2011-04-13 23:30:00	ES	Futures	1300.29	1301.28	1300.04	1300.78	1995.0
2011-04-13 00:00:00	NQ	Futures	2642.72	2645.59	2642.72	2645.31	294.0
2011-04-13 00:30:00	NQ	Futures	2644.73	2646.17	2644.45	2645.59	157.0
2011-04-13 01:00:00	NQ	Futures	2645.02	2646.46	2643.87	2646.17	110.0

> showing 50 of 2,776 rows — these rows as CSV

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