PREVIEW / futures_30min / 2011-05-10

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-05-10.parquet
  size:    76 KB
  rows:    2,737

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
2011-05-10 00:00:00	ES	Futures	1332.08	1332.58	1331.59	1331.59	476.0
2011-05-10 00:30:00	ES	Futures	1331.59	1331.84	1330.59	1331.59	1651.0
2011-05-10 01:00:00	ES	Futures	1331.34	1332.08	1330.84	1331.09	2163.0
2011-05-10 01:30:00	ES	Futures	1331.34	1331.59	1330.59	1331.34	3949.0
2011-05-10 02:00:00	ES	Futures	1331.34	1332.33	1331.09	1331.84	5771.0
2011-05-10 02:30:00	ES	Futures	1331.59	1333.58	1331.59	1332.83	3121.0
2011-05-10 03:00:00	ES	Futures	1332.83	1334.07	1331.84	1333.58	12141.0
2011-05-10 03:30:00	ES	Futures	1333.58	1337.8	1333.58	1336.8	22668.0
2011-05-10 04:00:00	ES	Futures	1336.8	1337.3	1334.82	1336.56	11342.0
2011-05-10 04:30:00	ES	Futures	1336.8	1338.3	1335.81	1338.05	7691.0
2011-05-10 05:00:00	ES	Futures	1338.05	1340.03	1338.05	1339.04	15894.0
2011-05-10 05:30:00	ES	Futures	1339.04	1339.79	1338.05	1338.79	9179.0
2011-05-10 06:00:00	ES	Futures	1338.54	1340.53	1338.54	1340.53	8418.0
2011-05-10 06:30:00	ES	Futures	1340.53	1341.28	1339.79	1340.28	12818.0
2011-05-10 07:00:00	ES	Futures	1340.03	1340.53	1339.29	1339.79	6326.0
2011-05-10 07:30:00	ES	Futures	1339.79	1341.28	1339.29	1340.78	13631.0
2011-05-10 08:00:00	ES	Futures	1340.78	1342.02	1339.29	1341.03	21047.0
2011-05-10 08:30:00	ES	Futures	1341.28	1341.77	1339.29	1339.79	20496.0
2011-05-10 09:00:00	ES	Futures	1340.03	1340.03	1337.8	1338.54	37361.0
2011-05-10 09:30:00	ES	Futures	1338.3	1341.03	1336.8	1340.78	183443.0
2011-05-10 10:00:00	ES	Futures	1340.78	1343.26	1339.79	1342.27	130098.0
2011-05-10 10:30:00	ES	Futures	1342.02	1343.26	1341.03	1342.27	78558.0
2011-05-10 11:00:00	ES	Futures	1342.27	1343.02	1339.54	1340.28	109006.0
2011-05-10 11:30:00	ES	Futures	1340.03	1342.27	1339.54	1341.03	62006.0
2011-05-10 12:00:00	ES	Futures	1341.03	1341.77	1340.28	1341.03	63481.0
2011-05-10 12:30:00	ES	Futures	1340.78	1342.52	1340.78	1341.03	97925.0
2011-05-10 13:00:00	ES	Futures	1341.03	1341.28	1339.54	1341.03	51310.0
2011-05-10 13:30:00	ES	Futures	1341.03	1342.52	1340.28	1342.27	29723.0
2011-05-10 14:00:00	ES	Futures	1342.27	1343.02	1340.78	1342.02	35056.0
2011-05-10 14:30:00	ES	Futures	1342.02	1346.0	1341.52	1346.0	116971.0
2011-05-10 15:00:00	ES	Futures	1345.75	1347.98	1345.25	1346.99	106825.0
2011-05-10 15:30:00	ES	Futures	1346.99	1347.24	1344.51	1345.5	156467.0
2011-05-10 16:00:00	ES	Futures	1345.75	1346.99	1345.25	1345.25	99251.0
2011-05-10 16:30:00	ES	Futures	1345.25	1346.25	1344.51	1346.0	4260.0
2011-05-10 17:00:00	ES	Futures	1346.0	1346.25	1345.5	1346.25	901.0
2011-05-10 18:00:00	ES	Futures	1346.25	1346.74	1346.0	1346.25	2040.0
2011-05-10 18:30:00	ES	Futures	1346.25	1347.24	1346.25	1346.74	1280.0
2011-05-10 19:00:00	ES	Futures	1346.49	1347.24	1346.49	1346.74	1096.0
2011-05-10 19:30:00	ES	Futures	1346.99	1347.24	1346.49	1346.74	1114.0
2011-05-10 20:00:00	ES	Futures	1346.74	1347.24	1346.49	1346.99	3022.0
2011-05-10 20:30:00	ES	Futures	1347.24	1347.74	1346.74	1347.49	2382.0
2011-05-10 21:00:00	ES	Futures	1347.49	1347.98	1346.99	1346.99	1944.0
2011-05-10 21:30:00	ES	Futures	1346.99	1347.49	1346.49	1346.99	1656.0
2011-05-10 22:00:00	ES	Futures	1346.99	1347.24	1345.25	1345.75	6113.0
2011-05-10 22:30:00	ES	Futures	1345.75	1346.0	1345.25	1346.0	1648.0
2011-05-10 23:00:00	ES	Futures	1345.75	1346.99	1345.5	1346.99	1538.0
2011-05-10 23:30:00	ES	Futures	1346.74	1346.99	1346.0	1346.49	1434.0
2011-05-10 00:00:00	NQ	Futures	2740.98	2741.85	2740.12	2740.7	33.0
2011-05-10 00:30:00	NQ	Futures	2740.41	2740.7	2738.4	2739.83	70.0
2011-05-10 01:00:00	NQ	Futures	2739.83	2741.85	2738.97	2739.83	143.0

> showing 50 of 2,737 rows — these rows as CSV

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