PREVIEW / futures_30min / 2011-05-02

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-05-02.parquet
  size:    72 KB
  rows:    2,572

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
2011-05-02 00:00:00	ES	Futures	1362.64	1362.89	1360.65	1360.9	3600.0
2011-05-02 00:30:00	ES	Futures	1360.9	1362.39	1360.65	1362.14	4290.0
2011-05-02 01:00:00	ES	Futures	1361.9	1362.39	1361.15	1361.4	1263.0
2011-05-02 01:30:00	ES	Futures	1361.4	1362.39	1360.41	1362.14	3700.0
2011-05-02 02:00:00	ES	Futures	1361.9	1362.14	1360.41	1360.65	8082.0
2011-05-02 02:30:00	ES	Futures	1360.65	1362.14	1360.65	1360.9	3795.0
2011-05-02 03:00:00	ES	Futures	1360.65	1360.9	1359.66	1359.91	5567.0
2011-05-02 03:30:00	ES	Futures	1359.91	1360.65	1359.91	1360.16	5936.0
2011-05-02 04:00:00	ES	Futures	1359.91	1360.41	1358.92	1360.16	8886.0
2011-05-02 04:30:00	ES	Futures	1360.16	1360.9	1359.66	1359.66	4336.0
2011-05-02 05:00:00	ES	Futures	1359.91	1360.16	1358.92	1360.16	4785.0
2011-05-02 05:30:00	ES	Futures	1360.16	1360.41	1358.92	1359.41	3355.0
2011-05-02 06:00:00	ES	Futures	1359.41	1359.41	1358.92	1358.92	2757.0
2011-05-02 06:30:00	ES	Futures	1358.92	1359.16	1357.18	1357.92	8084.0
2011-05-02 07:00:00	ES	Futures	1357.67	1358.17	1357.42	1358.17	4193.0
2011-05-02 07:30:00	ES	Futures	1358.17	1358.42	1357.42	1358.42	4952.0
2011-05-02 08:00:00	ES	Futures	1358.42	1358.67	1356.93	1357.67	12518.0
2011-05-02 08:30:00	ES	Futures	1357.67	1358.67	1357.67	1358.42	7567.0
2011-05-02 09:00:00	ES	Futures	1358.42	1358.67	1356.93	1357.42	16440.0
2011-05-02 09:30:00	ES	Futures	1357.18	1357.67	1353.2	1355.44	178631.0
2011-05-02 10:00:00	ES	Futures	1355.19	1357.92	1354.44	1357.67	121027.0
2011-05-02 10:30:00	ES	Futures	1357.67	1358.67	1356.68	1357.18	76924.0
2011-05-02 11:00:00	ES	Futures	1356.93	1357.92	1354.44	1354.44	96592.0
2011-05-02 11:30:00	ES	Futures	1354.69	1354.94	1352.46	1353.2	131702.0
2011-05-02 12:00:00	ES	Futures	1353.2	1353.95	1349.23	1349.72	160201.0
2011-05-02 12:30:00	ES	Futures	1349.47	1350.97	1348.23	1349.97	125728.0
2011-05-02 13:00:00	ES	Futures	1350.22	1352.7	1349.72	1352.46	58999.0
2011-05-02 13:30:00	ES	Futures	1352.46	1352.7	1351.21	1351.46	39968.0
2011-05-02 14:00:00	ES	Futures	1351.46	1353.45	1350.97	1351.21	57779.0
2011-05-02 14:30:00	ES	Futures	1351.21	1351.96	1348.98	1349.23	66334.0
2011-05-02 15:00:00	ES	Futures	1349.23	1350.97	1348.23	1348.73	66458.0
2011-05-02 15:30:00	ES	Futures	1348.48	1349.47	1346.25	1348.98	214413.0
2011-05-02 16:00:00	ES	Futures	1349.23	1349.72	1348.73	1349.23	80562.0
2011-05-02 16:30:00	ES	Futures	1349.23	1349.97	1348.73	1348.73	4979.0
2011-05-02 17:00:00	ES	Futures	1348.98	1348.98	1348.23	1348.23	1325.0
2011-05-02 18:00:00	ES	Futures	1348.48	1348.73	1347.98	1348.23	1185.0
2011-05-02 18:30:00	ES	Futures	1348.23	1348.73	1347.98	1348.23	1139.0
2011-05-02 19:00:00	ES	Futures	1348.23	1348.98	1347.98	1348.48	1513.0
2011-05-02 19:30:00	ES	Futures	1348.48	1348.73	1347.98	1348.23	1620.0
2011-05-02 20:00:00	ES	Futures	1347.98	1348.73	1346.74	1346.99	7347.0
2011-05-02 20:30:00	ES	Futures	1346.99	1347.24	1345.75	1346.49	8431.0
2011-05-02 21:00:00	ES	Futures	1346.25	1346.99	1345.0	1345.25	8579.0
2011-05-02 21:30:00	ES	Futures	1345.25	1346.49	1345.0	1346.25	5977.0
2011-05-02 22:00:00	ES	Futures	1346.25	1346.25	1345.0	1345.5	5148.0
2011-05-02 22:30:00	ES	Futures	1345.5	1346.0	1345.25	1345.5	3485.0
2011-05-02 23:00:00	ES	Futures	1345.75	1345.75	1345.0	1345.25	1487.0
2011-05-02 23:30:00	ES	Futures	1345.25	1345.5	1344.75	1345.25	2036.0
2011-05-02 00:00:00	NQ	Futures	2786.09	2786.67	2781.21	2781.21	273.0
2011-05-02 00:30:00	NQ	Futures	2781.21	2784.37	2780.92	2782.64	311.0
2011-05-02 01:00:00	NQ	Futures	2782.07	2782.93	2781.21	2781.78	91.0

> showing 50 of 2,572 rows — these rows as CSV

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