PREVIEW / futures_30min / 2011-05-11

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-05-11.parquet
  size:    80 KB
  rows:    2,761

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
2011-05-11 00:00:00	ES	Futures	1346.49	1346.99	1346.0	1346.0	1209.0
2011-05-11 00:30:00	ES	Futures	1346.0	1346.49	1345.75	1345.75	1652.0
2011-05-11 01:00:00	ES	Futures	1345.75	1346.49	1345.5	1345.75	1627.0
2011-05-11 01:30:00	ES	Futures	1345.75	1346.49	1345.5	1346.25	2605.0
2011-05-11 02:00:00	ES	Futures	1346.25	1346.99	1345.75	1346.49	3424.0
2011-05-11 02:30:00	ES	Futures	1346.74	1346.99	1346.25	1346.49	2085.0
2011-05-11 03:00:00	ES	Futures	1346.49	1346.49	1344.26	1344.75	13333.0
2011-05-11 03:30:00	ES	Futures	1344.75	1346.49	1344.26	1346.49	8476.0
2011-05-11 04:00:00	ES	Futures	1346.25	1347.24	1345.5	1346.0	8946.0
2011-05-11 04:30:00	ES	Futures	1346.0	1347.24	1345.75	1346.25	4688.0
2011-05-11 05:00:00	ES	Futures	1346.25	1349.72	1346.0	1348.98	16568.0
2011-05-11 05:30:00	ES	Futures	1348.73	1349.72	1348.48	1348.73	5340.0
2011-05-11 06:00:00	ES	Futures	1348.73	1349.47	1348.23	1348.48	5862.0
2011-05-11 06:30:00	ES	Futures	1348.73	1348.73	1346.99	1347.49	8286.0
2011-05-11 07:00:00	ES	Futures	1347.49	1348.23	1346.49	1347.98	8453.0
2011-05-11 07:30:00	ES	Futures	1348.23	1348.73	1345.25	1345.5	18895.0
2011-05-11 08:00:00	ES	Futures	1345.5	1346.25	1343.51	1344.51	26147.0
2011-05-11 08:30:00	ES	Futures	1344.51	1345.5	1343.76	1345.0	17572.0
2011-05-11 09:00:00	ES	Futures	1345.0	1346.0	1342.77	1343.51	33501.0
2011-05-11 09:30:00	ES	Futures	1343.26	1343.76	1339.79	1341.03	185216.0
2011-05-11 10:00:00	ES	Futures	1340.78	1341.28	1338.54	1340.28	135989.0
2011-05-11 10:30:00	ES	Futures	1340.28	1340.53	1337.3	1339.54	147643.0
2011-05-11 11:00:00	ES	Futures	1339.29	1340.78	1338.79	1339.54	75161.0
2011-05-11 11:30:00	ES	Futures	1339.79	1340.53	1335.07	1336.06	109161.0
2011-05-11 12:00:00	ES	Futures	1336.06	1336.31	1326.37	1329.1	302244.0
2011-05-11 12:30:00	ES	Futures	1329.35	1331.59	1327.61	1330.59	131933.0
2011-05-11 13:00:00	ES	Futures	1330.59	1331.34	1328.36	1328.36	119862.0
2011-05-11 13:30:00	ES	Futures	1328.61	1329.6	1324.63	1328.11	163251.0
2011-05-11 14:00:00	ES	Futures	1328.11	1328.85	1325.13	1326.62	87362.0
2011-05-11 14:30:00	ES	Futures	1326.62	1329.85	1326.37	1328.11	81124.0
2011-05-11 15:00:00	ES	Futures	1328.11	1331.34	1327.36	1329.85	89529.0
2011-05-11 15:30:00	ES	Futures	1330.1	1332.33	1326.87	1331.09	249577.0
2011-05-11 16:00:00	ES	Futures	1331.09	1331.59	1329.35	1330.35	93730.0
2011-05-11 16:30:00	ES	Futures	1330.84	1331.09	1327.12	1327.36	10329.0
2011-05-11 17:00:00	ES	Futures	1327.12	1327.86	1326.37	1326.87	4633.0
2011-05-11 18:00:00	ES	Futures	1327.36	1327.61	1326.37	1327.12	3769.0
2011-05-11 18:30:00	ES	Futures	1327.12	1328.61	1326.87	1328.36	1095.0
2011-05-11 19:00:00	ES	Futures	1328.36	1328.36	1327.36	1327.61	1157.0
2011-05-11 19:30:00	ES	Futures	1327.61	1328.61	1327.36	1327.61	2266.0
2011-05-11 20:00:00	ES	Futures	1327.61	1330.1	1327.12	1329.85	4240.0
2011-05-11 20:30:00	ES	Futures	1329.85	1330.35	1329.1	1330.35	4335.0
2011-05-11 21:00:00	ES	Futures	1330.35	1331.09	1329.85	1329.85	3692.0
2011-05-11 21:30:00	ES	Futures	1329.85	1329.85	1327.12	1327.61	6184.0
2011-05-11 22:00:00	ES	Futures	1327.61	1329.35	1327.12	1329.1	2422.0
2011-05-11 22:30:00	ES	Futures	1329.1	1330.35	1328.85	1329.6	2127.0
2011-05-11 23:00:00	ES	Futures	1329.6	1330.59	1329.35	1330.35	1282.0
2011-05-11 23:30:00	ES	Futures	1330.35	1330.84	1329.85	1330.1	1735.0
2011-05-11 00:00:00	NQ	Futures	2773.16	2773.74	2770.86	2770.86	152.0
2011-05-11 00:30:00	NQ	Futures	2770.58	2772.3	2770.0	2770.58	211.0
2011-05-11 01:00:00	NQ	Futures	2770.86	2772.3	2770.86	2771.15	154.0

> showing 50 of 2,761 rows — these rows as CSV

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