PREVIEW / futures_30min / 2011-05-09

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-05-09.parquet
  size:    75 KB
  rows:    2,697

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
2011-05-09 00:00:00	ES	Futures	1333.08	1333.82	1332.83	1332.83	2139.0
2011-05-09 00:30:00	ES	Futures	1332.83	1333.58	1332.83	1333.08	1791.0
2011-05-09 01:00:00	ES	Futures	1332.83	1333.33	1332.08	1332.58	3258.0
2011-05-09 01:30:00	ES	Futures	1332.58	1332.58	1331.34	1332.08	2239.0
2011-05-09 02:00:00	ES	Futures	1332.08	1333.82	1332.08	1333.33	5003.0
2011-05-09 02:30:00	ES	Futures	1333.33	1333.58	1331.09	1332.08	5058.0
2011-05-09 03:00:00	ES	Futures	1332.08	1333.58	1330.84	1332.83	15958.0
2011-05-09 03:30:00	ES	Futures	1332.83	1336.06	1332.58	1336.06	15352.0
2011-05-09 04:00:00	ES	Futures	1336.06	1336.56	1334.07	1334.07	12223.0
2011-05-09 04:30:00	ES	Futures	1334.32	1335.07	1330.84	1332.08	13687.0
2011-05-09 05:00:00	ES	Futures	1332.33	1333.08	1330.35	1332.58	6847.0
2011-05-09 05:30:00	ES	Futures	1332.83	1332.83	1329.6	1331.34	11277.0
2011-05-09 06:00:00	ES	Futures	1331.34	1333.08	1330.59	1331.84	5530.0
2011-05-09 06:30:00	ES	Futures	1331.59	1332.33	1330.1	1331.84	7146.0
2011-05-09 07:00:00	ES	Futures	1331.84	1333.33	1331.34	1332.08	10614.0
2011-05-09 07:30:00	ES	Futures	1331.84	1332.08	1330.1	1330.59	16662.0
2011-05-09 08:00:00	ES	Futures	1330.35	1331.34	1327.36	1328.61	35094.0
2011-05-09 08:30:00	ES	Futures	1328.61	1329.85	1326.12	1327.36	41883.0
2011-05-09 09:00:00	ES	Futures	1327.36	1328.85	1326.87	1328.85	26223.0
2011-05-09 09:30:00	ES	Futures	1328.61	1331.34	1327.61	1328.11	230644.0
2011-05-09 10:00:00	ES	Futures	1328.11	1331.59	1326.87	1328.36	180575.0
2011-05-09 10:30:00	ES	Futures	1328.36	1330.35	1326.37	1329.35	142449.0
2011-05-09 11:00:00	ES	Futures	1329.6	1330.59	1328.61	1329.6	96797.0
2011-05-09 11:30:00	ES	Futures	1329.6	1332.83	1328.36	1332.08	94937.0
2011-05-09 12:00:00	ES	Futures	1332.33	1337.8	1331.84	1335.31	194845.0
2011-05-09 12:30:00	ES	Futures	1335.31	1336.31	1334.32	1334.57	55920.0
2011-05-09 13:00:00	ES	Futures	1334.57	1335.81	1334.07	1334.32	48820.0
2011-05-09 13:30:00	ES	Futures	1334.57	1336.56	1334.32	1336.06	25775.0
2011-05-09 14:00:00	ES	Futures	1336.06	1336.56	1334.57	1335.07	29454.0
2011-05-09 14:30:00	ES	Futures	1335.07	1337.8	1334.57	1335.07	53811.0
2011-05-09 15:00:00	ES	Futures	1334.82	1336.56	1334.82	1335.31	33218.0
2011-05-09 15:30:00	ES	Futures	1335.07	1336.31	1333.82	1333.82	117812.0
2011-05-09 16:00:00	ES	Futures	1334.07	1335.07	1333.82	1334.07	78615.0
2011-05-09 16:30:00	ES	Futures	1334.07	1335.81	1333.82	1335.31	6545.0
2011-05-09 17:00:00	ES	Futures	1335.31	1335.56	1334.57	1334.57	1042.0
2011-05-09 18:00:00	ES	Futures	1334.32	1335.07	1334.07	1334.07	2687.0
2011-05-09 18:30:00	ES	Futures	1334.07	1335.31	1334.07	1334.57	1450.0
2011-05-09 19:00:00	ES	Futures	1334.32	1334.82	1334.32	1334.57	316.0
2011-05-09 19:30:00	ES	Futures	1334.57	1335.56	1334.32	1335.07	707.0
2011-05-09 20:00:00	ES	Futures	1335.07	1336.31	1334.07	1334.57	2946.0
2011-05-09 20:30:00	ES	Futures	1334.57	1335.07	1334.07	1334.07	1144.0
2011-05-09 21:00:00	ES	Futures	1334.32	1334.32	1331.34	1332.33	9264.0
2011-05-09 21:30:00	ES	Futures	1332.08	1332.83	1330.84	1331.59	3713.0
2011-05-09 22:00:00	ES	Futures	1331.59	1333.08	1331.34	1332.33	1685.0
2011-05-09 22:30:00	ES	Futures	1332.08	1333.33	1331.84	1332.08	1643.0
2011-05-09 23:00:00	ES	Futures	1332.08	1333.08	1331.84	1332.33	705.0
2011-05-09 23:30:00	ES	Futures	1332.33	1332.33	1331.34	1332.08	1017.0
2011-05-09 00:00:00	NQ	Futures	2741.27	2742.42	2740.98	2741.56	188.0
2011-05-09 00:30:00	NQ	Futures	2741.56	2742.42	2741.27	2741.85	46.0
2011-05-09 01:00:00	NQ	Futures	2741.27	2741.85	2740.7	2740.98	148.0

> showing 50 of 2,697 rows — these rows as CSV

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