PREVIEW / futures_30min / 2011-04-28

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-04-28.parquet
  size:    75 KB
  rows:    2,707

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
2011-04-28 00:00:00	ES	Futures	1346.49	1346.99	1346.0	1346.25	1342.0
2011-04-28 00:30:00	ES	Futures	1346.25	1346.49	1346.0	1346.49	463.0
2011-04-28 01:00:00	ES	Futures	1346.25	1346.49	1345.25	1345.25	2422.0
2011-04-28 01:30:00	ES	Futures	1345.25	1346.0	1345.0	1345.5	4350.0
2011-04-28 02:00:00	ES	Futures	1345.5	1346.49	1345.25	1345.5	5685.0
2011-04-28 02:30:00	ES	Futures	1345.5	1345.5	1344.75	1344.75	2842.0
2011-04-28 03:00:00	ES	Futures	1344.75	1345.75	1343.76	1345.25	11421.0
2011-04-28 03:30:00	ES	Futures	1345.25	1345.75	1342.77	1343.02	11737.0
2011-04-28 04:00:00	ES	Futures	1342.77	1344.01	1342.77	1343.51	7184.0
2011-04-28 04:30:00	ES	Futures	1343.51	1343.76	1342.02	1343.51	9201.0
2011-04-28 05:00:00	ES	Futures	1343.51	1344.51	1342.77	1343.76	6574.0
2011-04-28 05:30:00	ES	Futures	1343.76	1344.01	1342.27	1342.77	5245.0
2011-04-28 06:00:00	ES	Futures	1342.77	1342.77	1342.02	1342.52	4087.0
2011-04-28 06:30:00	ES	Futures	1342.52	1342.77	1341.52	1342.52	7643.0
2011-04-28 07:00:00	ES	Futures	1342.27	1342.52	1341.03	1341.52	10017.0
2011-04-28 07:30:00	ES	Futures	1341.52	1342.27	1340.78	1341.03	13785.0
2011-04-28 08:00:00	ES	Futures	1341.28	1341.77	1340.28	1341.03	14965.0
2011-04-28 08:30:00	ES	Futures	1340.78	1341.03	1338.3	1340.53	54125.0
2011-04-28 09:00:00	ES	Futures	1340.28	1341.52	1339.54	1341.52	23771.0
2011-04-28 09:30:00	ES	Futures	1341.52	1344.75	1341.03	1344.75	160439.0
2011-04-28 10:00:00	ES	Futures	1344.75	1345.5	1343.02	1344.01	108828.0
2011-04-28 10:30:00	ES	Futures	1343.76	1345.25	1343.02	1344.75	89900.0
2011-04-28 11:00:00	ES	Futures	1344.75	1346.74	1344.75	1345.75	106408.0
2011-04-28 11:30:00	ES	Futures	1345.5	1346.25	1342.52	1343.76	126508.0
2011-04-28 12:00:00	ES	Futures	1343.51	1345.75	1342.77	1345.25	112087.0
2011-04-28 12:30:00	ES	Futures	1345.5	1346.25	1344.51	1345.0	74759.0
2011-04-28 13:00:00	ES	Futures	1344.75	1345.75	1342.52	1344.01	125129.0
2011-04-28 13:30:00	ES	Futures	1344.01	1345.25	1343.02	1344.75	56003.0
2011-04-28 14:00:00	ES	Futures	1345.0	1345.75	1344.26	1345.0	42660.0
2011-04-28 14:30:00	ES	Futures	1344.75	1346.74	1344.75	1346.25	54867.0
2011-04-28 15:00:00	ES	Futures	1346.0	1347.24	1345.25	1346.99	62211.0
2011-04-28 15:30:00	ES	Futures	1346.99	1349.97	1346.74	1347.98	255721.0
2011-04-28 16:00:00	ES	Futures	1348.23	1348.48	1345.75	1346.74	91957.0
2011-04-28 16:30:00	ES	Futures	1346.49	1346.99	1345.5	1346.74	7465.0
2011-04-28 17:00:00	ES	Futures	1346.74	1346.99	1345.75	1346.0	1588.0
2011-04-28 18:00:00	ES	Futures	1346.0	1346.74	1346.0	1346.49	926.0
2011-04-28 18:30:00	ES	Futures	1346.74	1347.49	1346.74	1347.49	978.0
2011-04-28 19:00:00	ES	Futures	1347.24	1347.74	1346.99	1347.49	1020.0
2011-04-28 19:30:00	ES	Futures	1347.49	1347.49	1346.99	1347.24	416.0
2011-04-28 20:00:00	ES	Futures	1346.99	1348.23	1346.99	1347.74	2438.0
2011-04-28 20:30:00	ES	Futures	1347.74	1348.48	1345.75	1346.0	5733.0
2011-04-28 21:00:00	ES	Futures	1346.0	1346.49	1345.5	1346.0	3228.0
2011-04-28 21:30:00	ES	Futures	1346.0	1346.0	1345.25	1346.0	2074.0
2011-04-28 22:00:00	ES	Futures	1346.0	1346.74	1345.75	1346.74	1296.0
2011-04-28 22:30:00	ES	Futures	1346.74	1346.74	1346.0	1346.49	1280.0
2011-04-28 23:00:00	ES	Futures	1346.25	1346.99	1346.0	1346.49	1041.0
2011-04-28 23:30:00	ES	Futures	1346.49	1346.99	1346.0	1346.49	1213.0
2011-04-28 00:00:00	NQ	Futures	2772.88	2773.45	2771.73	2772.3	173.0
2011-04-28 00:30:00	NQ	Futures	2772.3	2772.59	2771.73	2772.3	91.0
2011-04-28 01:00:00	NQ	Futures	2772.3	2772.3	2770.0	2770.58	152.0

> showing 50 of 2,707 rows — these rows as CSV

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