PREVIEW / futures_30min / 2011-04-15

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-04-15.parquet
  size:    63 KB
  rows:    2,194

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
2011-04-15 00:00:00	ES	Futures	1300.53	1301.53	1300.53	1301.28	920.0
2011-04-15 00:30:00	ES	Futures	1301.28	1301.53	1300.53	1301.03	1024.0
2011-04-15 01:00:00	ES	Futures	1300.78	1301.03	1299.79	1299.79	1663.0
2011-04-15 01:30:00	ES	Futures	1300.04	1301.03	1299.79	1300.53	2688.0
2011-04-15 02:00:00	ES	Futures	1300.53	1301.03	1300.04	1300.53	2478.0
2011-04-15 02:30:00	ES	Futures	1300.78	1301.78	1300.29	1301.53	3250.0
2011-04-15 03:00:00	ES	Futures	1301.53	1302.02	1299.54	1299.79	12977.0
2011-04-15 03:30:00	ES	Futures	1299.79	1300.53	1297.8	1298.05	10009.0
2011-04-15 04:00:00	ES	Futures	1297.8	1299.79	1297.8	1299.04	8307.0
2011-04-15 04:30:00	ES	Futures	1298.79	1299.79	1298.55	1299.04	4292.0
2011-04-15 05:00:00	ES	Futures	1299.04	1299.54	1297.55	1298.05	5562.0
2011-04-15 05:30:00	ES	Futures	1298.3	1300.53	1298.05	1299.79	6979.0
2011-04-15 06:00:00	ES	Futures	1299.79	1300.78	1299.54	1300.29	3995.0
2011-04-15 06:30:00	ES	Futures	1300.04	1301.03	1299.29	1300.53	7668.0
2011-04-15 07:00:00	ES	Futures	1300.29	1301.03	1298.79	1300.29	21055.0
2011-04-15 07:30:00	ES	Futures	1300.29	1300.29	1299.04	1299.54	11943.0
2011-04-15 08:00:00	ES	Futures	1299.54	1299.54	1297.8	1298.3	20328.0
2011-04-15 08:30:00	ES	Futures	1298.3	1302.52	1298.05	1301.53	63744.0
2011-04-15 09:00:00	ES	Futures	1301.78	1306.0	1301.28	1305.5	88197.0
2011-04-15 09:30:00	ES	Futures	1305.25	1305.75	1301.28	1305.01	215846.0
2011-04-15 10:00:00	ES	Futures	1305.01	1308.24	1304.01	1305.01	173217.0
2011-04-15 10:30:00	ES	Futures	1305.25	1306.5	1302.27	1305.5	142628.0
2011-04-15 11:00:00	ES	Futures	1305.75	1307.24	1303.76	1307.24	83758.0
2011-04-15 11:30:00	ES	Futures	1307.24	1307.99	1306.74	1306.99	59907.0
2011-04-15 12:00:00	ES	Futures	1307.24	1310.47	1306.99	1309.23	92432.0
2011-04-15 12:30:00	ES	Futures	1309.48	1310.72	1308.73	1310.72	51813.0
2011-04-15 13:00:00	ES	Futures	1310.47	1310.97	1308.48	1308.73	38690.0
2011-04-15 13:30:00	ES	Futures	1308.73	1309.48	1308.24	1308.48	26218.0
2011-04-15 14:00:00	ES	Futures	1308.48	1309.73	1308.24	1309.23	32615.0
2011-04-15 14:30:00	ES	Futures	1309.48	1309.97	1308.73	1309.23	24489.0
2011-04-15 15:00:00	ES	Futures	1309.23	1309.73	1306.0	1307.49	87087.0
2011-04-15 15:30:00	ES	Futures	1307.49	1308.24	1306.0	1307.99	163434.0
2011-04-15 16:00:00	ES	Futures	1307.99	1310.72	1307.74	1310.72	119231.0
2011-04-15 00:00:00	NQ	Futures	2641.0	2641.28	2640.71	2641.0	156.0
2011-04-15 00:30:00	NQ	Futures	2641.28	2641.57	2640.71	2641.0	48.0
2011-04-15 01:00:00	NQ	Futures	2641.0	2641.0	2638.99	2639.85	287.0
2011-04-15 01:30:00	NQ	Futures	2639.85	2641.0	2639.85	2640.42	121.0
2011-04-15 02:00:00	NQ	Futures	2640.71	2641.57	2639.85	2640.42	256.0
2011-04-15 02:30:00	NQ	Futures	2640.42	2643.01	2640.42	2643.01	331.0
2011-04-15 03:00:00	NQ	Futures	2643.01	2644.45	2639.56	2639.56	969.0
2011-04-15 03:30:00	NQ	Futures	2639.56	2641.57	2637.55	2637.84	769.0
2011-04-15 04:00:00	NQ	Futures	2637.84	2640.71	2637.55	2638.7	386.0
2011-04-15 04:30:00	NQ	Futures	2638.7	2640.71	2638.41	2638.99	405.0
2011-04-15 05:00:00	NQ	Futures	2639.56	2640.14	2637.26	2638.12	305.0
2011-04-15 05:30:00	NQ	Futures	2638.41	2642.43	2637.55	2641.28	540.0
2011-04-15 06:00:00	NQ	Futures	2641.28	2642.43	2640.42	2641.57	202.0
2011-04-15 06:30:00	NQ	Futures	2641.28	2643.3	2641.0	2642.43	673.0
2011-04-15 07:00:00	NQ	Futures	2642.43	2644.16	2641.0	2641.86	926.0
2011-04-15 07:30:00	NQ	Futures	2641.86	2642.43	2639.56	2640.71	533.0
2011-04-15 08:00:00	NQ	Futures	2640.71	2641.0	2636.4	2637.26	2110.0

> showing 50 of 2,194 rows — these rows as CSV

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