PREVIEW / futures_30min / 2011-04-20

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-04-20.parquet
  size:    76 KB
  rows:    2,757

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
2011-04-20 00:00:00	ES	Futures	1307.49	1307.99	1307.49	1307.74	1435.0
2011-04-20 00:30:00	ES	Futures	1307.74	1307.99	1307.24	1307.49	1677.0
2011-04-20 01:00:00	ES	Futures	1307.74	1308.24	1307.24	1307.49	2373.0
2011-04-20 01:30:00	ES	Futures	1307.74	1308.24	1306.99	1307.99	1527.0
2011-04-20 02:00:00	ES	Futures	1307.99	1308.73	1306.99	1307.74	9845.0
2011-04-20 02:30:00	ES	Futures	1307.74	1308.48	1307.24	1307.74	4990.0
2011-04-20 03:00:00	ES	Futures	1307.74	1309.73	1307.74	1309.73	21191.0
2011-04-20 03:30:00	ES	Futures	1309.48	1309.97	1308.98	1309.23	15110.0
2011-04-20 04:00:00	ES	Futures	1309.23	1309.97	1308.98	1309.48	8798.0
2011-04-20 04:30:00	ES	Futures	1309.48	1312.71	1309.23	1311.96	27500.0
2011-04-20 05:00:00	ES	Futures	1312.21	1315.44	1311.71	1314.94	28154.0
2011-04-20 05:30:00	ES	Futures	1315.19	1316.68	1314.94	1315.19	22573.0
2011-04-20 06:00:00	ES	Futures	1315.44	1316.68	1314.45	1315.94	14995.0
2011-04-20 06:30:00	ES	Futures	1315.94	1320.16	1315.94	1317.18	37327.0
2011-04-20 07:00:00	ES	Futures	1317.43	1320.41	1316.93	1318.17	30346.0
2011-04-20 07:30:00	ES	Futures	1318.17	1318.67	1317.18	1317.68	21169.0
2011-04-20 08:00:00	ES	Futures	1317.68	1318.92	1317.43	1318.67	20331.0
2011-04-20 08:30:00	ES	Futures	1318.67	1318.92	1317.43	1317.43	15776.0
2011-04-20 09:00:00	ES	Futures	1317.68	1317.92	1315.69	1315.94	33512.0
2011-04-20 09:30:00	ES	Futures	1315.94	1317.92	1314.94	1316.43	234572.0
2011-04-20 10:00:00	ES	Futures	1316.43	1321.15	1315.94	1319.17	177067.0
2011-04-20 10:30:00	ES	Futures	1319.17	1319.91	1318.42	1319.41	82703.0
2011-04-20 11:00:00	ES	Futures	1319.66	1319.66	1317.18	1318.67	115554.0
2011-04-20 11:30:00	ES	Futures	1318.67	1320.41	1317.92	1319.66	91679.0
2011-04-20 12:00:00	ES	Futures	1319.41	1319.91	1317.43	1317.68	87871.0
2011-04-20 12:30:00	ES	Futures	1317.43	1318.67	1316.43	1316.68	102455.0
2011-04-20 13:00:00	ES	Futures	1316.68	1317.43	1315.44	1317.18	89950.0
2011-04-20 13:30:00	ES	Futures	1316.93	1318.17	1315.69	1317.43	44884.0
2011-04-20 14:00:00	ES	Futures	1317.18	1317.43	1315.94	1316.43	40406.0
2011-04-20 14:30:00	ES	Futures	1316.43	1318.17	1316.43	1317.43	44540.0
2011-04-20 15:00:00	ES	Futures	1317.43	1318.67	1315.94	1318.67	76755.0
2011-04-20 15:30:00	ES	Futures	1318.67	1319.41	1317.43	1318.67	167356.0
2011-04-20 16:00:00	ES	Futures	1318.42	1322.15	1318.42	1320.16	129958.0
2011-04-20 16:30:00	ES	Futures	1320.16	1325.38	1319.66	1324.88	31972.0
2011-04-20 17:00:00	ES	Futures	1324.88	1326.37	1324.63	1325.87	7330.0
2011-04-20 18:00:00	ES	Futures	1325.38	1327.12	1325.13	1326.12	7266.0
2011-04-20 18:30:00	ES	Futures	1326.12	1327.12	1325.63	1326.12	2086.0
2011-04-20 19:00:00	ES	Futures	1326.12	1326.87	1325.87	1326.12	1926.0
2011-04-20 19:30:00	ES	Futures	1326.37	1326.62	1325.13	1326.12	2052.0
2011-04-20 20:00:00	ES	Futures	1325.87	1326.62	1325.38	1325.87	3103.0
2011-04-20 20:30:00	ES	Futures	1326.12	1326.37	1325.13	1325.13	3907.0
2011-04-20 21:00:00	ES	Futures	1325.38	1325.38	1323.89	1324.38	6174.0
2011-04-20 21:30:00	ES	Futures	1324.38	1325.13	1323.89	1324.13	3166.0
2011-04-20 22:00:00	ES	Futures	1324.13	1325.87	1324.13	1325.13	2480.0
2011-04-20 22:30:00	ES	Futures	1324.88	1325.63	1324.88	1325.38	1412.0
2011-04-20 23:00:00	ES	Futures	1325.38	1326.12	1324.88	1325.38	1651.0
2011-04-20 23:30:00	ES	Futures	1325.63	1325.63	1324.38	1325.13	1817.0
2011-04-20 00:00:00	NQ	Futures	2674.61	2675.48	2674.33	2674.9	135.0
2011-04-20 00:30:00	NQ	Futures	2674.9	2675.19	2674.04	2674.04	98.0
2011-04-20 01:00:00	NQ	Futures	2674.33	2675.48	2674.04	2674.33	89.0

> showing 50 of 2,757 rows — these rows as CSV

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