PREVIEW / futures_30min / 2011-04-26

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-04-26.parquet
  size:    76 KB
  rows:    2,743

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
2011-04-26 00:00:00	ES	Futures	1320.41	1320.66	1319.66	1319.66	1608.0
2011-04-26 00:30:00	ES	Futures	1319.91	1321.15	1319.91	1321.15	1398.0
2011-04-26 01:00:00	ES	Futures	1321.15	1322.15	1321.15	1321.4	1639.0
2011-04-26 01:30:00	ES	Futures	1321.4	1321.65	1320.91	1321.15	643.0
2011-04-26 02:00:00	ES	Futures	1321.15	1322.15	1320.66	1321.9	4556.0
2011-04-26 02:30:00	ES	Futures	1321.9	1322.15	1321.4	1321.65	2613.0
2011-04-26 03:00:00	ES	Futures	1321.9	1322.89	1321.15	1322.89	9495.0
2011-04-26 03:30:00	ES	Futures	1322.64	1325.13	1322.4	1324.63	12633.0
2011-04-26 04:00:00	ES	Futures	1324.63	1326.37	1324.38	1325.38	11654.0
2011-04-26 04:30:00	ES	Futures	1325.38	1327.36	1325.38	1326.87	10213.0
2011-04-26 05:00:00	ES	Futures	1326.62	1329.1	1325.87	1328.11	16561.0
2011-04-26 05:30:00	ES	Futures	1327.86	1328.61	1327.36	1327.86	5723.0
2011-04-26 06:00:00	ES	Futures	1327.86	1328.11	1326.62	1326.62	4385.0
2011-04-26 06:30:00	ES	Futures	1326.62	1327.36	1326.62	1327.36	4438.0
2011-04-26 07:00:00	ES	Futures	1327.12	1327.36	1326.12	1326.87	6938.0
2011-04-26 07:30:00	ES	Futures	1326.62	1328.85	1326.62	1328.36	13092.0
2011-04-26 08:00:00	ES	Futures	1328.61	1328.61	1327.36	1327.86	11825.0
2011-04-26 08:30:00	ES	Futures	1327.86	1328.61	1327.36	1327.86	13788.0
2011-04-26 09:00:00	ES	Futures	1327.86	1328.85	1327.61	1327.61	22411.0
2011-04-26 09:30:00	ES	Futures	1327.61	1329.6	1326.12	1328.36	148708.0
2011-04-26 10:00:00	ES	Futures	1328.61	1331.34	1326.62	1330.35	173989.0
2011-04-26 10:30:00	ES	Futures	1330.59	1333.58	1330.1	1333.33	128086.0
2011-04-26 11:00:00	ES	Futures	1333.58	1335.07	1333.08	1334.32	90313.0
2011-04-26 11:30:00	ES	Futures	1334.57	1336.56	1334.57	1336.31	89237.0
2011-04-26 12:00:00	ES	Futures	1336.56	1337.8	1335.31	1335.56	110306.0
2011-04-26 12:30:00	ES	Futures	1335.81	1336.31	1335.07	1335.56	42444.0
2011-04-26 13:00:00	ES	Futures	1335.56	1335.81	1334.32	1334.82	38923.0
2011-04-26 13:30:00	ES	Futures	1334.57	1334.82	1333.08	1334.32	53846.0
2011-04-26 14:00:00	ES	Futures	1334.07	1335.56	1333.58	1335.56	35998.0
2011-04-26 14:30:00	ES	Futures	1335.56	1335.81	1334.82	1335.56	30127.0
2011-04-26 15:00:00	ES	Futures	1335.56	1337.05	1334.57	1334.82	54927.0
2011-04-26 15:30:00	ES	Futures	1335.07	1335.31	1334.07	1335.07	107120.0
2011-04-26 16:00:00	ES	Futures	1335.07	1335.07	1332.08	1332.33	84975.0
2011-04-26 16:30:00	ES	Futures	1332.58	1333.82	1331.84	1333.58	9637.0
2011-04-26 17:00:00	ES	Futures	1333.58	1333.82	1333.08	1333.58	2069.0
2011-04-26 18:00:00	ES	Futures	1333.33	1334.32	1333.08	1334.07	2857.0
2011-04-26 18:30:00	ES	Futures	1334.07	1334.32	1333.58	1334.07	1062.0
2011-04-26 19:00:00	ES	Futures	1334.32	1334.32	1333.82	1334.07	150.0
2011-04-26 19:30:00	ES	Futures	1334.07	1334.82	1333.82	1334.82	2187.0
2011-04-26 20:00:00	ES	Futures	1334.57	1335.31	1334.32	1334.82	3053.0
2011-04-26 20:30:00	ES	Futures	1334.82	1335.56	1334.82	1335.31	1567.0
2011-04-26 21:00:00	ES	Futures	1335.31	1336.06	1334.32	1335.31	2862.0
2011-04-26 21:30:00	ES	Futures	1335.56	1336.06	1334.07	1334.07	2843.0
2011-04-26 22:00:00	ES	Futures	1334.32	1334.82	1333.58	1333.82	2873.0
2011-04-26 22:30:00	ES	Futures	1333.82	1334.82	1333.82	1334.57	1276.0
2011-04-26 23:00:00	ES	Futures	1334.57	1334.57	1333.82	1334.07	565.0
2011-04-26 23:30:00	ES	Futures	1334.32	1334.57	1333.58	1334.07	1145.0
2011-04-26 00:00:00	NQ	Futures	2728.05	2728.34	2726.9	2727.19	137.0
2011-04-26 00:30:00	NQ	Futures	2727.19	2730.64	2727.19	2730.64	153.0
2011-04-26 01:00:00	NQ	Futures	2730.64	2732.36	2729.78	2730.07	139.0

> showing 50 of 2,743 rows — these rows as CSV

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