PREVIEW / futures_30min / 2011-04-27

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-04-27.parquet
  size:    79 KB
  rows:    2,765

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
2011-04-27 00:00:00	ES	Futures	1334.32	1334.57	1333.58	1333.82	779.0
2011-04-27 00:30:00	ES	Futures	1333.82	1335.31	1333.58	1335.31	1532.0
2011-04-27 01:00:00	ES	Futures	1335.31	1335.31	1333.82	1333.82	1346.0
2011-04-27 01:30:00	ES	Futures	1333.82	1334.07	1333.33	1333.33	1818.0
2011-04-27 02:00:00	ES	Futures	1333.33	1334.32	1333.33	1334.07	3875.0
2011-04-27 02:30:00	ES	Futures	1334.07	1334.82	1333.58	1334.57	4793.0
2011-04-27 03:00:00	ES	Futures	1334.57	1334.82	1332.33	1332.83	12747.0
2011-04-27 03:30:00	ES	Futures	1333.08	1333.58	1332.58	1333.08	8101.0
2011-04-27 04:00:00	ES	Futures	1332.83	1333.58	1332.58	1333.08	4396.0
2011-04-27 04:30:00	ES	Futures	1333.33	1335.07	1333.08	1335.07	8789.0
2011-04-27 05:00:00	ES	Futures	1335.07	1336.31	1334.82	1335.31	8971.0
2011-04-27 05:30:00	ES	Futures	1335.31	1337.55	1335.31	1337.05	10185.0
2011-04-27 06:00:00	ES	Futures	1337.05	1337.3	1336.06	1336.31	4855.0
2011-04-27 06:30:00	ES	Futures	1336.31	1337.55	1336.06	1337.3	4635.0
2011-04-27 07:00:00	ES	Futures	1337.3	1337.8	1336.56	1337.3	7730.0
2011-04-27 07:30:00	ES	Futures	1337.3	1337.55	1336.06	1336.31	7507.0
2011-04-27 08:00:00	ES	Futures	1336.56	1336.8	1335.81	1336.56	9399.0
2011-04-27 08:30:00	ES	Futures	1336.31	1337.55	1336.31	1337.55	13689.0
2011-04-27 09:00:00	ES	Futures	1337.55	1338.3	1337.05	1337.8	22755.0
2011-04-27 09:30:00	ES	Futures	1337.8	1338.05	1335.07	1336.31	136404.0
2011-04-27 10:00:00	ES	Futures	1336.06	1336.31	1333.33	1334.57	113187.0
2011-04-27 10:30:00	ES	Futures	1334.57	1334.57	1331.84	1332.33	99028.0
2011-04-27 11:00:00	ES	Futures	1332.58	1334.07	1332.33	1334.07	47891.0
2011-04-27 11:30:00	ES	Futures	1334.07	1335.07	1332.83	1334.32	58706.0
2011-04-27 12:00:00	ES	Futures	1334.32	1334.57	1333.33	1333.58	26969.0
2011-04-27 12:30:00	ES	Futures	1333.82	1337.55	1333.08	1336.8	116566.0
2011-04-27 13:00:00	ES	Futures	1336.8	1338.05	1335.81	1336.56	52793.0
2011-04-27 13:30:00	ES	Futures	1336.8	1338.79	1336.06	1338.3	49606.0
2011-04-27 14:00:00	ES	Futures	1338.05	1339.04	1335.81	1335.81	78816.0
2011-04-27 14:30:00	ES	Futures	1336.06	1340.03	1335.81	1339.79	88969.0
2011-04-27 15:00:00	ES	Futures	1339.79	1341.52	1339.54	1341.28	77012.0
2011-04-27 15:30:00	ES	Futures	1341.28	1345.75	1341.03	1343.26	197960.0
2011-04-27 16:00:00	ES	Futures	1343.02	1343.76	1342.02	1343.51	68305.0
2011-04-27 16:30:00	ES	Futures	1343.02	1343.51	1342.27	1343.26	4492.0
2011-04-27 17:00:00	ES	Futures	1343.51	1343.51	1342.77	1343.02	3198.0
2011-04-27 18:00:00	ES	Futures	1343.02	1343.51	1342.77	1343.51	1286.0
2011-04-27 18:30:00	ES	Futures	1343.26	1343.51	1343.02	1343.26	305.0
2011-04-27 19:00:00	ES	Futures	1343.02	1343.26	1343.02	1343.02	394.0
2011-04-27 19:30:00	ES	Futures	1343.02	1343.26	1342.52	1342.77	1328.0
2011-04-27 20:00:00	ES	Futures	1342.52	1344.51	1342.27	1344.51	5472.0
2011-04-27 20:30:00	ES	Futures	1344.26	1347.24	1344.01	1345.5	9501.0
2011-04-27 21:00:00	ES	Futures	1345.5	1346.0	1344.75	1345.5	3058.0
2011-04-27 21:30:00	ES	Futures	1345.75	1346.49	1345.5	1346.25	2183.0
2011-04-27 22:00:00	ES	Futures	1346.0	1347.74	1346.0	1347.24	4067.0
2011-04-27 22:30:00	ES	Futures	1347.24	1347.74	1346.74	1347.24	2680.0
2011-04-27 23:00:00	ES	Futures	1347.24	1347.49	1346.49	1346.74	1145.0
2011-04-27 23:30:00	ES	Futures	1346.74	1346.99	1346.25	1346.74	1411.0
2011-04-27 00:00:00	NQ	Futures	2749.03	2749.6	2747.59	2748.17	59.0
2011-04-27 00:30:00	NQ	Futures	2747.88	2751.33	2747.59	2751.33	72.0
2011-04-27 01:00:00	NQ	Futures	2750.75	2750.75	2748.17	2748.17	142.0

> showing 50 of 2,765 rows — these rows as CSV

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