PREVIEW / futures_30min / 2011-04-19

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-04-19.parquet
  size:    77 KB
  rows:    2,756

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
2011-04-19 00:00:00	ES	Futures	1287.86	1288.11	1286.87	1287.62	1010.0
2011-04-19 00:30:00	ES	Futures	1287.37	1288.86	1286.87	1288.61	2048.0
2011-04-19 01:00:00	ES	Futures	1288.61	1290.1	1288.36	1289.85	3338.0
2011-04-19 01:30:00	ES	Futures	1289.85	1290.6	1289.11	1289.6	3339.0
2011-04-19 02:00:00	ES	Futures	1289.35	1290.6	1289.35	1290.35	5648.0
2011-04-19 02:30:00	ES	Futures	1290.35	1291.34	1290.35	1290.6	5568.0
2011-04-19 03:00:00	ES	Futures	1290.6	1292.34	1290.1	1291.84	17578.0
2011-04-19 03:30:00	ES	Futures	1291.84	1292.09	1289.6	1291.09	14836.0
2011-04-19 04:00:00	ES	Futures	1290.85	1291.09	1289.35	1289.85	7403.0
2011-04-19 04:30:00	ES	Futures	1289.85	1291.09	1289.85	1290.6	5165.0
2011-04-19 05:00:00	ES	Futures	1290.6	1292.09	1290.35	1292.09	6796.0
2011-04-19 05:30:00	ES	Futures	1292.09	1293.33	1291.59	1293.33	10345.0
2011-04-19 06:00:00	ES	Futures	1293.33	1293.33	1291.34	1292.09	6541.0
2011-04-19 06:30:00	ES	Futures	1292.09	1292.58	1291.09	1292.34	6614.0
2011-04-19 07:00:00	ES	Futures	1292.34	1294.32	1292.34	1293.58	13757.0
2011-04-19 07:30:00	ES	Futures	1293.58	1295.32	1293.58	1294.57	21363.0
2011-04-19 08:00:00	ES	Futures	1294.57	1295.81	1293.58	1295.07	27512.0
2011-04-19 08:30:00	ES	Futures	1295.07	1296.56	1294.57	1294.82	31649.0
2011-04-19 09:00:00	ES	Futures	1294.82	1295.57	1294.07	1295.07	16101.0
2011-04-19 09:30:00	ES	Futures	1295.07	1298.05	1293.33	1295.32	204494.0
2011-04-19 10:00:00	ES	Futures	1295.32	1297.55	1293.33	1296.56	103727.0
2011-04-19 10:30:00	ES	Futures	1296.81	1296.81	1293.58	1293.83	95636.0
2011-04-19 11:00:00	ES	Futures	1293.83	1294.32	1291.59	1292.09	139413.0
2011-04-19 11:30:00	ES	Futures	1292.34	1294.07	1291.84	1293.83	70035.0
2011-04-19 12:00:00	ES	Futures	1293.83	1295.07	1293.08	1294.32	47649.0
2011-04-19 12:30:00	ES	Futures	1294.07	1295.32	1293.83	1294.57	54287.0
2011-04-19 13:00:00	ES	Futures	1294.82	1297.3	1294.57	1296.81	84885.0
2011-04-19 13:30:00	ES	Futures	1296.56	1299.54	1296.31	1298.55	101057.0
2011-04-19 14:00:00	ES	Futures	1298.3	1299.54	1297.8	1298.3	48128.0
2011-04-19 14:30:00	ES	Futures	1298.05	1299.54	1297.55	1298.3	37818.0
2011-04-19 15:00:00	ES	Futures	1298.05	1300.29	1298.05	1298.79	63106.0
2011-04-19 15:30:00	ES	Futures	1298.55	1300.78	1298.3	1300.04	133533.0
2011-04-19 16:00:00	ES	Futures	1299.79	1301.28	1298.79	1300.29	84662.0
2011-04-19 16:30:00	ES	Futures	1300.53	1304.26	1300.29	1302.77	22596.0
2011-04-19 17:00:00	ES	Futures	1302.52	1305.75	1302.02	1305.25	10827.0
2011-04-19 18:00:00	ES	Futures	1305.25	1305.25	1304.26	1304.26	2197.0
2011-04-19 18:30:00	ES	Futures	1304.51	1305.01	1304.01	1304.01	730.0
2011-04-19 19:00:00	ES	Futures	1304.01	1305.01	1303.76	1305.01	1614.0
2011-04-19 19:30:00	ES	Futures	1305.01	1305.5	1304.51	1305.01	2146.0
2011-04-19 20:00:00	ES	Futures	1305.01	1305.01	1303.27	1304.26	4561.0
2011-04-19 20:30:00	ES	Futures	1304.26	1304.76	1304.01	1304.51	3000.0
2011-04-19 21:00:00	ES	Futures	1304.26	1306.0	1304.26	1306.0	3700.0
2011-04-19 21:30:00	ES	Futures	1306.0	1306.74	1305.75	1306.0	3592.0
2011-04-19 22:00:00	ES	Futures	1305.75	1306.5	1305.5	1306.0	2490.0
2011-04-19 22:30:00	ES	Futures	1305.75	1307.74	1305.5	1307.24	4110.0
2011-04-19 23:00:00	ES	Futures	1307.24	1307.99	1307.24	1307.74	2706.0
2011-04-19 23:30:00	ES	Futures	1307.49	1307.99	1307.24	1307.74	1353.0
2011-04-19 00:00:00	NQ	Futures	2620.89	2620.89	2619.16	2620.02	42.0
2011-04-19 00:30:00	NQ	Futures	2620.6	2622.61	2619.74	2622.61	98.0
2011-04-19 01:00:00	NQ	Futures	2622.61	2624.62	2622.61	2624.33	419.0

> showing 50 of 2,756 rows — these rows as CSV

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