PREVIEW / futures_30min / 2011-05-06

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-05-06.parquet
  size:    69 KB
  rows:    2,225

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
2011-05-06 00:00:00	ES	Futures	1327.12	1327.36	1326.12	1326.87	906.0
2011-05-06 00:30:00	ES	Futures	1326.62	1326.87	1325.63	1325.63	1350.0
2011-05-06 01:00:00	ES	Futures	1325.63	1328.85	1325.38	1328.61	4036.0
2011-05-06 01:30:00	ES	Futures	1328.61	1329.6	1327.12	1327.12	4454.0
2011-05-06 02:00:00	ES	Futures	1327.36	1329.1	1326.37	1328.36	7279.0
2011-05-06 02:30:00	ES	Futures	1328.36	1329.1	1327.36	1328.85	3739.0
2011-05-06 03:00:00	ES	Futures	1328.85	1329.6	1327.12	1328.85	17559.0
2011-05-06 03:30:00	ES	Futures	1328.61	1329.1	1325.87	1326.37	12264.0
2011-05-06 04:00:00	ES	Futures	1326.37	1328.11	1325.38	1327.86	11172.0
2011-05-06 04:30:00	ES	Futures	1327.61	1329.85	1327.61	1329.1	10217.0
2011-05-06 05:00:00	ES	Futures	1328.85	1332.58	1328.85	1332.33	17472.0
2011-05-06 05:30:00	ES	Futures	1332.58	1332.58	1330.35	1330.84	8104.0
2011-05-06 06:00:00	ES	Futures	1330.84	1332.33	1330.59	1331.09	6911.0
2011-05-06 06:30:00	ES	Futures	1331.09	1331.84	1329.85	1330.59	10635.0
2011-05-06 07:00:00	ES	Futures	1330.59	1330.84	1329.1	1329.35	9833.0
2011-05-06 07:30:00	ES	Futures	1329.35	1329.6	1327.36	1328.85	15644.0
2011-05-06 08:00:00	ES	Futures	1328.85	1330.59	1328.11	1330.1	21653.0
2011-05-06 08:30:00	ES	Futures	1330.1	1339.54	1330.1	1338.05	144706.0
2011-05-06 09:00:00	ES	Futures	1338.3	1341.03	1336.06	1336.06	86049.0
2011-05-06 09:30:00	ES	Futures	1336.06	1341.28	1335.07	1336.8	292714.0
2011-05-06 10:00:00	ES	Futures	1336.8	1339.54	1334.57	1338.3	158315.0
2011-05-06 10:30:00	ES	Futures	1338.3	1339.79	1337.55	1338.05	112078.0
2011-05-06 11:00:00	ES	Futures	1337.8	1343.26	1337.8	1341.77	164769.0
2011-05-06 11:30:00	ES	Futures	1341.77	1342.27	1338.3	1339.79	136106.0
2011-05-06 12:00:00	ES	Futures	1339.79	1341.03	1333.82	1334.82	247306.0
2011-05-06 12:30:00	ES	Futures	1334.82	1337.05	1330.35	1333.82	180060.0
2011-05-06 13:00:00	ES	Futures	1334.07	1335.56	1327.12	1329.85	194511.0
2011-05-06 13:30:00	ES	Futures	1330.1	1332.08	1328.36	1329.6	83169.0
2011-05-06 14:00:00	ES	Futures	1329.6	1332.83	1327.12	1328.36	96598.0
2011-05-06 14:30:00	ES	Futures	1328.11	1328.11	1323.39	1326.37	162803.0
2011-05-06 15:00:00	ES	Futures	1326.62	1329.85	1326.12	1327.12	89487.0
2011-05-06 15:30:00	ES	Futures	1326.87	1331.34	1326.87	1328.61	212624.0
2011-05-06 16:00:00	ES	Futures	1328.61	1328.85	1325.63	1326.62	95522.0
2011-05-06 00:00:00	NQ	Futures	2730.64	2731.79	2729.49	2730.35	121.0
2011-05-06 00:30:00	NQ	Futures	2730.64	2731.21	2728.34	2728.92	126.0
2011-05-06 01:00:00	NQ	Futures	2729.2	2735.52	2728.34	2735.24	363.0
2011-05-06 01:30:00	NQ	Futures	2735.24	2736.96	2732.65	2732.65	155.0
2011-05-06 02:00:00	NQ	Futures	2732.65	2736.1	2731.5	2735.24	181.0
2011-05-06 02:30:00	NQ	Futures	2735.24	2737.25	2733.23	2737.25	242.0
2011-05-06 03:00:00	NQ	Futures	2737.54	2738.4	2733.23	2736.39	1091.0
2011-05-06 03:30:00	NQ	Futures	2736.67	2737.25	2731.21	2732.08	1093.0
2011-05-06 04:00:00	NQ	Futures	2732.08	2735.24	2730.07	2734.37	912.0
2011-05-06 04:30:00	NQ	Futures	2734.66	2738.11	2733.8	2737.25	636.0
2011-05-06 05:00:00	NQ	Futures	2737.25	2745.01	2737.25	2744.72	1393.0
2011-05-06 05:30:00	NQ	Futures	2744.72	2745.58	2741.85	2742.99	951.0
2011-05-06 06:00:00	NQ	Futures	2742.71	2746.44	2742.42	2744.72	590.0
2011-05-06 06:30:00	NQ	Futures	2744.43	2745.58	2742.13	2742.42	773.0
2011-05-06 07:00:00	NQ	Futures	2742.42	2742.71	2738.97	2739.83	674.0
2011-05-06 07:30:00	NQ	Futures	2739.83	2739.83	2735.52	2737.82	736.0
2011-05-06 08:00:00	NQ	Futures	2737.54	2740.7	2736.39	2738.97	1349.0

> showing 50 of 2,225 rows — these rows as CSV

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