PREVIEW / futures_30min / 2011-05-04

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-05-04.parquet
  size:    77 KB
  rows:    2,763

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
2011-05-04 00:00:00	ES	Futures	1338.79	1339.79	1338.54	1339.79	2889.0
2011-05-04 00:30:00	ES	Futures	1339.54	1340.03	1339.54	1340.03	717.0
2011-05-04 01:00:00	ES	Futures	1340.03	1341.77	1339.79	1340.03	2969.0
2011-05-04 01:30:00	ES	Futures	1340.03	1340.53	1339.04	1339.04	3626.0
2011-05-04 02:00:00	ES	Futures	1339.29	1340.78	1339.04	1339.79	4391.0
2011-05-04 02:30:00	ES	Futures	1340.03	1342.02	1339.79	1341.03	6388.0
2011-05-04 03:00:00	ES	Futures	1341.03	1342.02	1339.04	1339.79	14423.0
2011-05-04 03:30:00	ES	Futures	1339.79	1342.52	1339.54	1342.02	8741.0
2011-05-04 04:00:00	ES	Futures	1342.27	1343.51	1340.53	1343.26	10831.0
2011-05-04 04:30:00	ES	Futures	1343.26	1346.25	1343.26	1346.25	18824.0
2011-05-04 05:00:00	ES	Futures	1346.25	1346.49	1344.51	1345.0	8023.0
2011-05-04 05:30:00	ES	Futures	1344.75	1345.75	1344.51	1345.5	5329.0
2011-05-04 06:00:00	ES	Futures	1345.5	1345.75	1343.26	1343.51	10399.0
2011-05-04 06:30:00	ES	Futures	1343.51	1343.76	1340.53	1341.28	20924.0
2011-05-04 07:00:00	ES	Futures	1341.28	1342.27	1340.78	1341.03	11167.0
2011-05-04 07:30:00	ES	Futures	1341.03	1342.02	1340.78	1341.28	13361.0
2011-05-04 08:00:00	ES	Futures	1341.28	1344.51	1340.28	1344.01	29419.0
2011-05-04 08:30:00	ES	Futures	1344.01	1344.75	1342.77	1343.76	18098.0
2011-05-04 09:00:00	ES	Futures	1344.01	1345.5	1343.26	1343.51	21918.0
2011-05-04 09:30:00	ES	Futures	1343.76	1344.26	1337.3	1338.54	219663.0
2011-05-04 10:00:00	ES	Futures	1338.54	1338.54	1332.33	1334.82	289023.0
2011-05-04 10:30:00	ES	Futures	1334.82	1336.31	1331.84	1335.07	276357.0
2011-05-04 11:00:00	ES	Futures	1335.31	1335.81	1329.85	1332.33	226595.0
2011-05-04 11:30:00	ES	Futures	1332.33	1333.08	1331.09	1333.08	78250.0
2011-05-04 12:00:00	ES	Futures	1333.08	1334.07	1329.35	1330.35	89205.0
2011-05-04 12:30:00	ES	Futures	1330.59	1331.59	1329.1	1331.34	116711.0
2011-05-04 13:00:00	ES	Futures	1331.09	1334.57	1330.59	1333.82	135395.0
2011-05-04 13:30:00	ES	Futures	1333.58	1335.81	1333.58	1335.31	109170.0
2011-05-04 14:00:00	ES	Futures	1335.07	1338.3	1333.08	1337.55	116009.0
2011-05-04 14:30:00	ES	Futures	1337.55	1339.04	1336.06	1336.31	91699.0
2011-05-04 15:00:00	ES	Futures	1336.31	1337.3	1333.82	1337.05	97318.0
2011-05-04 15:30:00	ES	Futures	1337.05	1337.55	1334.07	1335.31	176479.0
2011-05-04 16:00:00	ES	Futures	1335.31	1335.56	1333.82	1334.57	99381.0
2011-05-04 16:30:00	ES	Futures	1334.82	1336.06	1334.57	1335.56	5363.0
2011-05-04 17:00:00	ES	Futures	1335.31	1335.81	1334.82	1334.82	1840.0
2011-05-04 18:00:00	ES	Futures	1335.07	1336.56	1334.82	1335.81	2007.0
2011-05-04 18:30:00	ES	Futures	1336.06	1336.56	1335.81	1336.06	712.0
2011-05-04 19:00:00	ES	Futures	1336.31	1336.56	1335.56	1336.06	493.0
2011-05-04 19:30:00	ES	Futures	1336.06	1337.3	1335.81	1336.56	2871.0
2011-05-04 20:00:00	ES	Futures	1336.8	1337.55	1336.31	1337.3	2327.0
2011-05-04 20:30:00	ES	Futures	1337.3	1337.55	1336.8	1337.3	1772.0
2011-05-04 21:00:00	ES	Futures	1337.55	1337.8	1336.8	1337.3	1498.0
2011-05-04 21:30:00	ES	Futures	1337.3	1338.05	1336.31	1337.8	2498.0
2011-05-04 22:00:00	ES	Futures	1337.55	1338.3	1337.55	1337.8	2110.0
2011-05-04 22:30:00	ES	Futures	1338.05	1338.3	1337.3	1338.05	3791.0
2011-05-04 23:00:00	ES	Futures	1338.05	1338.3	1337.55	1337.8	1626.0
2011-05-04 23:30:00	ES	Futures	1338.05	1339.04	1337.8	1338.79	2276.0
2011-05-04 00:00:00	NQ	Futures	2736.39	2739.26	2735.52	2738.97	244.0
2011-05-04 00:30:00	NQ	Futures	2738.97	2740.12	2738.97	2740.12	227.0
2011-05-04 01:00:00	NQ	Futures	2740.41	2745.29	2738.4	2738.97	1777.0

> showing 50 of 2,763 rows — these rows as CSV

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