PREVIEW / futures_30min / 2011-04-29

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-04-29.parquet
  size:    60 KB
  rows:    2,031

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
2011-04-29 00:00:00	ES	Futures	1346.49	1346.99	1346.0	1346.0	793.0
2011-04-29 00:30:00	ES	Futures	1346.0	1346.99	1345.0	1345.0	2335.0
2011-04-29 01:00:00	ES	Futures	1345.25	1347.24	1345.0	1345.75	2466.0
2011-04-29 01:30:00	ES	Futures	1346.0	1346.49	1345.25	1345.75	1978.0
2011-04-29 02:00:00	ES	Futures	1346.0	1346.25	1345.0	1345.0	2601.0
2011-04-29 02:30:00	ES	Futures	1344.75	1345.5	1344.51	1345.0	2761.0
2011-04-29 03:00:00	ES	Futures	1345.0	1345.25	1344.51	1344.75	3208.0
2011-04-29 03:30:00	ES	Futures	1344.75	1345.5	1344.51	1345.5	2879.0
2011-04-29 04:00:00	ES	Futures	1345.5	1345.75	1344.26	1344.26	6614.0
2011-04-29 04:30:00	ES	Futures	1344.51	1345.25	1344.26	1345.25	2240.0
2011-04-29 05:00:00	ES	Futures	1345.25	1347.49	1345.25	1346.25	5309.0
2011-04-29 05:30:00	ES	Futures	1346.25	1346.99	1345.5	1345.75	4995.0
2011-04-29 06:00:00	ES	Futures	1346.0	1347.49	1345.75	1347.24	2783.0
2011-04-29 06:30:00	ES	Futures	1347.24	1347.74	1346.99	1347.49	2021.0
2011-04-29 07:00:00	ES	Futures	1347.49	1348.23	1346.74	1346.99	4858.0
2011-04-29 07:30:00	ES	Futures	1346.99	1349.97	1346.99	1348.98	17325.0
2011-04-29 08:00:00	ES	Futures	1349.23	1349.47	1348.48	1349.23	11648.0
2011-04-29 08:30:00	ES	Futures	1348.98	1349.23	1347.74	1347.74	9773.0
2011-04-29 09:00:00	ES	Futures	1347.74	1348.98	1347.74	1348.48	13173.0
2011-04-29 09:30:00	ES	Futures	1348.48	1350.22	1346.99	1346.99	150175.0
2011-04-29 10:00:00	ES	Futures	1346.99	1348.98	1346.74	1348.98	79973.0
2011-04-29 10:30:00	ES	Futures	1348.98	1349.72	1347.98	1349.47	77902.0
2011-04-29 11:00:00	ES	Futures	1349.47	1349.97	1348.48	1349.23	77639.0
2011-04-29 11:30:00	ES	Futures	1348.98	1351.21	1348.73	1350.22	100005.0
2011-04-29 12:00:00	ES	Futures	1350.22	1351.71	1349.97	1351.21	69810.0
2011-04-29 12:30:00	ES	Futures	1351.46	1351.96	1350.97	1351.21	27764.0
2011-04-29 13:00:00	ES	Futures	1351.21	1351.71	1350.97	1351.21	28855.0
2011-04-29 13:30:00	ES	Futures	1351.21	1352.21	1350.47	1350.72	46168.0
2011-04-29 14:00:00	ES	Futures	1350.72	1351.21	1350.22	1350.97	24857.0
2011-04-29 14:30:00	ES	Futures	1350.97	1352.46	1350.47	1350.97	50116.0
2011-04-29 15:00:00	ES	Futures	1350.72	1351.21	1348.98	1349.72	62944.0
2011-04-29 15:30:00	ES	Futures	1349.72	1351.71	1349.47	1351.46	181421.0
2011-04-29 16:00:00	ES	Futures	1351.46	1355.19	1350.97	1354.94	162152.0
2011-04-29 00:00:00	NQ	Futures	2758.22	2758.8	2756.79	2756.79	28.0
2011-04-29 00:30:00	NQ	Futures	2757.07	2758.51	2755.64	2755.64	147.0
2011-04-29 01:00:00	NQ	Futures	2755.92	2760.23	2755.92	2758.22	210.0
2011-04-29 01:30:00	NQ	Futures	2757.93	2759.37	2757.36	2758.22	142.0
2011-04-29 02:00:00	NQ	Futures	2758.51	2759.95	2757.65	2757.93	235.0
2011-04-29 02:30:00	NQ	Futures	2757.65	2759.66	2757.07	2759.08	322.0
2011-04-29 03:00:00	NQ	Futures	2759.08	2759.66	2757.93	2758.22	421.0
2011-04-29 03:30:00	NQ	Futures	2758.51	2761.1	2758.22	2761.1	338.0
2011-04-29 04:00:00	NQ	Futures	2761.1	2761.1	2758.51	2758.8	513.0
2011-04-29 04:30:00	NQ	Futures	2758.8	2760.23	2758.51	2760.23	105.0
2011-04-29 05:00:00	NQ	Futures	2760.23	2763.97	2760.23	2761.96	573.0
2011-04-29 05:30:00	NQ	Futures	2761.67	2763.39	2760.23	2761.1	285.0
2011-04-29 06:00:00	NQ	Futures	2760.81	2763.39	2760.52	2763.39	417.0
2011-04-29 06:30:00	NQ	Futures	2763.39	2763.97	2762.53	2763.68	320.0
2011-04-29 07:00:00	NQ	Futures	2763.39	2763.97	2760.23	2760.52	1242.0
2011-04-29 07:30:00	NQ	Futures	2760.52	2763.97	2760.52	2763.11	1248.0
2011-04-29 08:00:00	NQ	Futures	2762.82	2763.68	2761.67	2763.11	1159.0

> showing 50 of 2,031 rows — these rows as CSV

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