PREVIEW / futures_30min / 2011-04-21

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-04-21.parquet
  size:    62 KB
  rows:    2,166

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
2011-04-21 00:00:00	ES	Futures	1324.88	1325.13	1324.63	1324.88	1451.0
2011-04-21 00:30:00	ES	Futures	1324.88	1326.87	1324.63	1325.63	4768.0
2011-04-21 01:00:00	ES	Futures	1325.63	1326.87	1325.63	1326.62	2143.0
2011-04-21 01:30:00	ES	Futures	1326.62	1327.36	1326.12	1326.87	3736.0
2011-04-21 02:00:00	ES	Futures	1327.12	1327.12	1325.63	1326.37	7064.0
2011-04-21 02:30:00	ES	Futures	1326.37	1327.12	1325.87	1326.62	4163.0
2011-04-21 03:00:00	ES	Futures	1326.37	1328.11	1324.63	1327.61	23996.0
2011-04-21 03:30:00	ES	Futures	1327.61	1328.85	1327.61	1328.11	17353.0
2011-04-21 04:00:00	ES	Futures	1328.36	1328.36	1325.13	1325.63	9971.0
2011-04-21 04:30:00	ES	Futures	1325.63	1327.36	1325.63	1326.37	7836.0
2011-04-21 05:00:00	ES	Futures	1326.37	1328.11	1326.12	1327.61	6536.0
2011-04-21 05:30:00	ES	Futures	1327.86	1327.86	1326.37	1326.87	4134.0
2011-04-21 06:00:00	ES	Futures	1327.12	1329.1	1326.62	1327.36	9701.0
2011-04-21 06:30:00	ES	Futures	1327.61	1329.1	1326.62	1328.61	11662.0
2011-04-21 07:00:00	ES	Futures	1328.61	1329.35	1328.11	1328.61	11319.0
2011-04-21 07:30:00	ES	Futures	1328.61	1328.61	1327.36	1327.61	12492.0
2011-04-21 08:00:00	ES	Futures	1327.61	1327.86	1325.87	1326.87	18040.0
2011-04-21 08:30:00	ES	Futures	1326.87	1326.87	1323.89	1324.88	48052.0
2011-04-21 09:00:00	ES	Futures	1324.88	1326.37	1324.13	1324.88	27717.0
2011-04-21 09:30:00	ES	Futures	1324.88	1325.13	1322.15	1322.89	190135.0
2011-04-21 10:00:00	ES	Futures	1323.14	1323.89	1320.41	1322.64	166705.0
2011-04-21 10:30:00	ES	Futures	1322.64	1324.13	1321.15	1323.14	96282.0
2011-04-21 11:00:00	ES	Futures	1323.39	1324.13	1322.4	1324.13	58396.0
2011-04-21 11:30:00	ES	Futures	1324.13	1325.13	1323.89	1324.88	47025.0
2011-04-21 12:00:00	ES	Futures	1324.63	1325.13	1324.13	1324.63	23378.0
2011-04-21 12:30:00	ES	Futures	1324.38	1325.63	1324.13	1324.63	38876.0
2011-04-21 13:00:00	ES	Futures	1324.63	1325.13	1323.89	1324.38	21002.0
2011-04-21 13:30:00	ES	Futures	1324.38	1324.38	1323.14	1323.64	19317.0
2011-04-21 14:00:00	ES	Futures	1323.89	1324.88	1323.14	1324.38	22437.0
2011-04-21 14:30:00	ES	Futures	1324.13	1324.63	1322.89	1323.39	40138.0
2011-04-21 15:00:00	ES	Futures	1323.14	1323.89	1322.64	1323.14	52161.0
2011-04-21 15:30:00	ES	Futures	1323.14	1325.13	1322.89	1324.63	104364.0
2011-04-21 16:00:00	ES	Futures	1324.38	1324.63	1322.15	1322.4	79580.0
2011-04-21 00:00:00	NQ	Futures	2731.21	2731.5	2728.63	2730.07	170.0
2011-04-21 00:30:00	NQ	Futures	2730.35	2733.8	2729.78	2732.36	377.0
2011-04-21 01:00:00	NQ	Futures	2732.36	2736.67	2732.36	2734.66	559.0
2011-04-21 01:30:00	NQ	Futures	2734.66	2736.96	2734.09	2734.95	342.0
2011-04-21 02:00:00	NQ	Futures	2734.95	2735.24	2727.77	2731.5	2045.0
2011-04-21 02:30:00	NQ	Futures	2731.5	2732.08	2729.2	2730.93	468.0
2011-04-21 03:00:00	NQ	Futures	2730.93	2733.8	2726.33	2733.23	1363.0
2011-04-21 03:30:00	NQ	Futures	2733.23	2734.37	2732.65	2733.23	1172.0
2011-04-21 04:00:00	NQ	Futures	2733.23	2733.51	2726.33	2727.48	1244.0
2011-04-21 04:30:00	NQ	Futures	2727.19	2732.08	2727.19	2730.93	812.0
2011-04-21 05:00:00	NQ	Futures	2730.64	2734.37	2730.64	2733.23	753.0
2011-04-21 05:30:00	NQ	Futures	2732.94	2733.23	2730.07	2730.64	446.0
2011-04-21 06:00:00	NQ	Futures	2730.64	2736.39	2730.35	2733.8	1516.0
2011-04-21 06:30:00	NQ	Futures	2734.37	2738.11	2732.94	2737.54	1178.0
2011-04-21 07:00:00	NQ	Futures	2737.54	2738.4	2736.1	2737.82	901.0
2011-04-21 07:30:00	NQ	Futures	2737.54	2737.54	2734.66	2735.52	1746.0
2011-04-21 08:00:00	NQ	Futures	2735.52	2736.1	2732.94	2735.81	2922.0

> showing 50 of 2,166 rows — these rows as CSV

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