PREVIEW / futures_30min / 2011-05-12

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-05-12.parquet
  size:    79 KB
  rows:    2,765

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
2011-05-12 00:00:00	ES	Futures	1330.35	1330.59	1329.85	1329.85	776.0
2011-05-12 00:30:00	ES	Futures	1329.85	1330.84	1329.6	1330.59	1291.0
2011-05-12 01:00:00	ES	Futures	1330.35	1330.59	1328.61	1328.61	1778.0
2011-05-12 01:30:00	ES	Futures	1328.85	1329.6	1326.62	1326.62	5486.0
2011-05-12 02:00:00	ES	Futures	1326.87	1327.36	1325.38	1326.12	7912.0
2011-05-12 02:30:00	ES	Futures	1326.37	1327.12	1324.88	1325.13	5195.0
2011-05-12 03:00:00	ES	Futures	1325.13	1327.36	1323.89	1326.87	24411.0
2011-05-12 03:30:00	ES	Futures	1326.62	1327.12	1325.13	1326.12	7932.0
2011-05-12 04:00:00	ES	Futures	1326.12	1326.37	1322.4	1323.64	16051.0
2011-05-12 04:30:00	ES	Futures	1323.39	1324.13	1321.9	1323.64	12916.0
2011-05-12 05:00:00	ES	Futures	1323.64	1324.13	1322.4	1322.89	9567.0
2011-05-12 05:30:00	ES	Futures	1322.89	1323.64	1321.65	1322.4	18306.0
2011-05-12 06:00:00	ES	Futures	1322.4	1324.13	1321.15	1322.4	12763.0
2011-05-12 06:30:00	ES	Futures	1322.64	1323.39	1320.66	1323.39	24168.0
2011-05-12 07:00:00	ES	Futures	1323.39	1324.88	1322.15	1322.64	13453.0
2011-05-12 07:30:00	ES	Futures	1322.64	1325.38	1322.64	1324.88	19287.0
2011-05-12 08:00:00	ES	Futures	1324.63	1324.88	1323.14	1323.89	15739.0
2011-05-12 08:30:00	ES	Futures	1323.89	1326.37	1321.9	1324.38	70222.0
2011-05-12 09:00:00	ES	Futures	1324.63	1328.36	1324.13	1327.61	55950.0
2011-05-12 09:30:00	ES	Futures	1327.36	1328.36	1320.41	1323.64	299771.0
2011-05-12 10:00:00	ES	Futures	1323.64	1327.61	1320.91	1326.37	198423.0
2011-05-12 10:30:00	ES	Futures	1326.37	1328.11	1322.89	1324.63	159764.0
2011-05-12 11:00:00	ES	Futures	1324.63	1329.85	1323.14	1329.35	177855.0
2011-05-12 11:30:00	ES	Futures	1329.1	1332.33	1329.1	1329.1	161221.0
2011-05-12 12:00:00	ES	Futures	1329.1	1330.84	1328.11	1330.59	82950.0
2011-05-12 12:30:00	ES	Futures	1330.84	1333.33	1329.6	1332.83	84254.0
2011-05-12 13:00:00	ES	Futures	1332.58	1338.79	1332.58	1337.05	197325.0
2011-05-12 13:30:00	ES	Futures	1337.05	1339.04	1336.31	1337.8	85484.0
2011-05-12 14:00:00	ES	Futures	1338.05	1340.28	1336.06	1337.05	98211.0
2011-05-12 14:30:00	ES	Futures	1336.8	1338.05	1335.31	1335.56	64779.0
2011-05-12 15:00:00	ES	Futures	1335.31	1338.05	1334.57	1337.05	71169.0
2011-05-12 15:30:00	ES	Futures	1337.05	1339.04	1335.81	1337.55	125737.0
2011-05-12 16:00:00	ES	Futures	1337.55	1339.54	1337.3	1339.29	73941.0
2011-05-12 16:30:00	ES	Futures	1338.79	1339.04	1337.55	1338.3	6592.0
2011-05-12 17:00:00	ES	Futures	1338.3	1339.54	1338.05	1339.04	1926.0
2011-05-12 18:00:00	ES	Futures	1339.29	1339.29	1338.05	1339.04	1290.0
2011-05-12 18:30:00	ES	Futures	1339.04	1339.29	1338.3	1338.3	1539.0
2011-05-12 19:00:00	ES	Futures	1338.3	1339.04	1338.3	1338.54	641.0
2011-05-12 19:30:00	ES	Futures	1338.79	1339.54	1338.54	1338.79	1000.0
2011-05-12 20:00:00	ES	Futures	1338.79	1339.04	1337.3	1338.54	3917.0
2011-05-12 20:30:00	ES	Futures	1338.79	1339.04	1337.55	1337.8	4697.0
2011-05-12 21:00:00	ES	Futures	1337.8	1338.54	1337.3	1337.55	4185.0
2011-05-12 21:30:00	ES	Futures	1337.8	1338.05	1336.8	1338.05	3755.0
2011-05-12 22:00:00	ES	Futures	1338.05	1338.05	1337.3	1337.3	1599.0
2011-05-12 22:30:00	ES	Futures	1337.3	1337.55	1336.8	1337.3	1733.0
2011-05-12 23:00:00	ES	Futures	1337.3	1337.3	1336.06	1336.06	3000.0
2011-05-12 23:30:00	ES	Futures	1336.31	1336.31	1335.07	1336.31	9407.0
2011-05-12 00:00:00	NQ	Futures	2744.14	2744.72	2743.28	2743.86	39.0
2011-05-12 00:30:00	NQ	Futures	2743.86	2746.44	2743.86	2746.15	231.0
2011-05-12 01:00:00	NQ	Futures	2745.87	2746.44	2742.42	2742.42	337.0

> showing 50 of 2,765 rows — these rows as CSV

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