PREVIEW / futures_30min / 2011-05-03

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-05-03.parquet
  size:    77 KB
  rows:    2,777

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
2011-05-03 00:00:00	ES	Futures	1345.5	1345.5	1344.75	1345.0	708.0
2011-05-03 00:30:00	ES	Futures	1344.75	1346.25	1344.51	1345.75	3319.0
2011-05-03 01:00:00	ES	Futures	1346.0	1346.99	1346.0	1346.74	1693.0
2011-05-03 01:30:00	ES	Futures	1346.49	1346.74	1345.25	1346.49	2705.0
2011-05-03 02:00:00	ES	Futures	1346.74	1347.24	1346.25	1346.74	3573.0
2011-05-03 02:30:00	ES	Futures	1346.49	1348.48	1346.25	1347.98	4839.0
2011-05-03 03:00:00	ES	Futures	1347.98	1348.73	1346.49	1346.49	10552.0
2011-05-03 03:30:00	ES	Futures	1346.49	1346.49	1344.26	1345.75	12354.0
2011-05-03 04:00:00	ES	Futures	1345.75	1347.74	1345.25	1346.49	14735.0
2011-05-03 04:30:00	ES	Futures	1346.49	1346.74	1345.0	1345.75	7684.0
2011-05-03 05:00:00	ES	Futures	1345.75	1346.49	1344.51	1344.75	7651.0
2011-05-03 05:30:00	ES	Futures	1344.51	1345.25	1343.02	1343.76	11346.0
2011-05-03 06:00:00	ES	Futures	1344.01	1344.01	1343.02	1343.26	7566.0
2011-05-03 06:30:00	ES	Futures	1343.26	1343.26	1341.77	1342.02	17769.0
2011-05-03 07:00:00	ES	Futures	1341.77	1344.01	1341.52	1343.26	15064.0
2011-05-03 07:30:00	ES	Futures	1343.26	1343.51	1342.27	1342.27	9038.0
2011-05-03 08:00:00	ES	Futures	1342.52	1344.75	1342.27	1344.26	12182.0
2011-05-03 08:30:00	ES	Futures	1344.26	1345.75	1344.01	1345.25	17488.0
2011-05-03 09:00:00	ES	Futures	1345.5	1346.49	1344.75	1346.49	29400.0
2011-05-03 09:30:00	ES	Futures	1346.25	1348.48	1343.51	1347.49	195408.0
2011-05-03 10:00:00	ES	Futures	1347.49	1348.73	1345.5	1346.25	139663.0
2011-05-03 10:30:00	ES	Futures	1346.49	1346.99	1342.77	1344.01	137670.0
2011-05-03 11:00:00	ES	Futures	1343.76	1347.24	1343.51	1346.25	79072.0
2011-05-03 11:30:00	ES	Futures	1346.49	1348.48	1346.0	1347.24	53102.0
2011-05-03 12:00:00	ES	Futures	1347.49	1348.23	1346.25	1346.49	48874.0
2011-05-03 12:30:00	ES	Futures	1346.49	1346.74	1344.01	1344.01	50780.0
2011-05-03 13:00:00	ES	Futures	1344.26	1345.0	1342.27	1342.52	67736.0
2011-05-03 13:30:00	ES	Futures	1342.52	1343.51	1340.03	1341.77	95345.0
2011-05-03 14:00:00	ES	Futures	1341.52	1341.77	1338.3	1340.78	95930.0
2011-05-03 14:30:00	ES	Futures	1340.78	1341.28	1337.3	1338.3	88963.0
2011-05-03 15:00:00	ES	Futures	1338.3	1342.77	1338.3	1342.02	92665.0
2011-05-03 15:30:00	ES	Futures	1342.27	1345.0	1341.28	1344.26	204668.0
2011-05-03 16:00:00	ES	Futures	1344.26	1344.51	1343.26	1343.51	78707.0
2011-05-03 16:30:00	ES	Futures	1343.26	1343.26	1341.77	1342.02	6775.0
2011-05-03 17:00:00	ES	Futures	1342.27	1342.52	1341.28	1341.52	2627.0
2011-05-03 18:00:00	ES	Futures	1341.77	1342.27	1340.28	1341.03	3214.0
2011-05-03 18:30:00	ES	Futures	1340.78	1341.28	1340.53	1340.78	1048.0
2011-05-03 19:00:00	ES	Futures	1340.78	1341.03	1340.03	1340.28	879.0
2011-05-03 19:30:00	ES	Futures	1340.28	1343.51	1340.28	1343.02	3570.0
2011-05-03 20:00:00	ES	Futures	1343.26	1344.26	1343.02	1343.76	3920.0
2011-05-03 20:30:00	ES	Futures	1343.76	1343.76	1342.77	1342.77	1874.0
2011-05-03 21:00:00	ES	Futures	1342.77	1343.51	1338.79	1339.54	5532.0
2011-05-03 21:30:00	ES	Futures	1339.54	1341.03	1338.05	1338.54	3751.0
2011-05-03 22:00:00	ES	Futures	1338.54	1340.28	1338.05	1340.28	3132.0
2011-05-03 22:30:00	ES	Futures	1340.28	1340.28	1338.3	1338.54	2706.0
2011-05-03 23:00:00	ES	Futures	1338.54	1339.29	1338.05	1339.04	2038.0
2011-05-03 23:30:00	ES	Futures	1339.04	1339.79	1338.54	1338.79	1796.0
2011-05-03 00:00:00	NQ	Futures	2753.05	2753.05	2751.61	2751.9	29.0
2011-05-03 00:30:00	NQ	Futures	2751.9	2755.35	2751.61	2754.77	256.0
2011-05-03 01:00:00	NQ	Futures	2754.77	2756.79	2754.77	2756.5	201.0

> showing 50 of 2,777 rows — these rows as CSV

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