PREVIEW / futures_30min / 2011-04-25

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-04-25.parquet
  size:    60 KB
  rows:    2,145

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
2011-04-25 00:00:00	ES	Futures	1324.38	1324.63	1323.64	1323.89	658.0
2011-04-25 00:30:00	ES	Futures	1323.89	1324.63	1323.64	1324.38	747.0
2011-04-25 01:00:00	ES	Futures	1324.38	1325.13	1324.13	1324.63	1310.0
2011-04-25 01:30:00	ES	Futures	1324.63	1324.88	1324.13	1324.63	1073.0
2011-04-25 02:00:00	ES	Futures	1324.38	1325.38	1324.13	1325.38	989.0
2011-04-25 02:30:00	ES	Futures	1324.88	1325.63	1324.88	1325.63	298.0
2011-04-25 03:00:00	ES	Futures	1325.38	1325.38	1324.88	1325.13	440.0
2011-04-25 03:30:00	ES	Futures	1325.13	1325.87	1324.88	1325.87	1120.0
2011-04-25 04:00:00	ES	Futures	1325.87	1326.87	1325.87	1326.37	2515.0
2011-04-25 04:30:00	ES	Futures	1326.37	1326.87	1326.12	1326.87	742.0
2011-04-25 05:00:00	ES	Futures	1326.62	1326.87	1326.37	1326.37	589.0
2011-04-25 05:30:00	ES	Futures	1326.62	1326.62	1326.12	1326.62	234.0
2011-04-25 06:00:00	ES	Futures	1326.62	1326.62	1325.87	1325.87	493.0
2011-04-25 06:30:00	ES	Futures	1326.12	1326.62	1326.12	1326.37	504.0
2011-04-25 07:00:00	ES	Futures	1326.62	1326.62	1326.12	1326.37	1079.0
2011-04-25 07:30:00	ES	Futures	1326.37	1326.62	1325.87	1325.87	1901.0
2011-04-25 08:00:00	ES	Futures	1326.37	1326.37	1325.13	1325.13	5166.0
2011-04-25 08:30:00	ES	Futures	1325.13	1325.13	1323.14	1323.89	10507.0
2011-04-25 09:00:00	ES	Futures	1323.89	1324.63	1323.14	1323.89	13290.0
2011-04-25 09:30:00	ES	Futures	1323.64	1325.63	1321.9	1324.63	107301.0
2011-04-25 10:00:00	ES	Futures	1324.63	1325.38	1319.91	1320.91	97673.0
2011-04-25 10:30:00	ES	Futures	1321.15	1321.65	1319.41	1320.41	52491.0
2011-04-25 11:00:00	ES	Futures	1320.41	1320.91	1318.92	1320.66	38285.0
2011-04-25 11:30:00	ES	Futures	1320.41	1322.4	1320.41	1321.9	28594.0
2011-04-25 12:00:00	ES	Futures	1322.15	1322.89	1321.9	1322.64	22298.0
2011-04-25 12:30:00	ES	Futures	1322.64	1323.14	1321.9	1322.4	14415.0
2011-04-25 13:00:00	ES	Futures	1322.4	1322.64	1322.15	1322.4	4860.0
2011-04-25 13:30:00	ES	Futures	1322.4	1323.39	1322.4	1323.39	9678.0
2011-04-25 14:00:00	ES	Futures	1323.14	1324.38	1323.14	1323.64	20866.0
2011-04-25 14:30:00	ES	Futures	1323.39	1323.64	1322.89	1323.39	9597.0
2011-04-25 15:00:00	ES	Futures	1323.39	1323.64	1321.9	1322.89	20196.0
2011-04-25 15:30:00	ES	Futures	1323.14	1323.89	1322.15	1323.14	52972.0
2011-04-25 16:00:00	ES	Futures	1323.14	1323.89	1322.15	1322.64	46598.0
2011-04-25 16:30:00	ES	Futures	1322.4	1323.89	1322.15	1323.64	4586.0
2011-04-25 17:00:00	ES	Futures	1323.89	1324.63	1323.39	1324.38	1630.0
2011-04-25 17:30:00	ES	Futures	1324.38	1324.38	1324.38	1324.38	2.0
2011-04-25 18:00:00	ES	Futures	1324.63	1325.13	1324.38	1324.88	2025.0
2011-04-25 18:30:00	ES	Futures	1324.88	1324.88	1324.38	1324.63	619.0
2011-04-25 19:00:00	ES	Futures	1324.63	1324.88	1324.38	1324.88	1566.0
2011-04-25 19:30:00	ES	Futures	1324.63	1324.88	1324.38	1324.38	1161.0
2011-04-25 20:00:00	ES	Futures	1324.63	1325.13	1324.38	1325.13	3473.0
2011-04-25 20:30:00	ES	Futures	1325.13	1325.38	1323.64	1323.89	4504.0
2011-04-25 21:00:00	ES	Futures	1323.89	1324.38	1322.64	1323.14	8050.0
2011-04-25 21:30:00	ES	Futures	1322.89	1323.64	1322.64	1323.39	2482.0
2011-04-25 22:00:00	ES	Futures	1323.39	1323.89	1321.9	1321.9	2650.0
2011-04-25 22:30:00	ES	Futures	1321.9	1322.15	1321.4	1321.9	1766.0
2011-04-25 23:00:00	ES	Futures	1321.9	1321.9	1321.15	1321.4	1658.0
2011-04-25 23:30:00	ES	Futures	1321.15	1321.4	1320.16	1320.41	2579.0
2011-04-25 00:00:00	NQ	Futures	2731.79	2732.08	2730.93	2731.5	38.0
2011-04-25 00:30:00	NQ	Futures	2731.5	2732.65	2731.5	2732.36	27.0

> showing 50 of 2,145 rows — these rows as CSV

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