PREVIEW / futures_30min / 2011-05-13

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-05-13.parquet
  size:    66 KB
  rows:    2,166

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
2011-05-13 00:00:00	ES	Futures	1336.31	1336.8	1335.07	1336.56	1500.0
2011-05-13 00:30:00	ES	Futures	1336.8	1337.55	1336.31	1337.3	1994.0
2011-05-13 01:00:00	ES	Futures	1337.3	1338.79	1337.3	1338.54	3477.0
2011-05-13 01:30:00	ES	Futures	1338.54	1339.79	1337.8	1339.29	4150.0
2011-05-13 02:00:00	ES	Futures	1339.54	1340.28	1339.29	1340.03	5579.0
2011-05-13 02:30:00	ES	Futures	1339.79	1340.28	1338.79	1339.29	4440.0
2011-05-13 03:00:00	ES	Futures	1339.04	1342.27	1338.54	1341.77	18403.0
2011-05-13 03:30:00	ES	Futures	1341.77	1342.27	1340.53	1342.27	9549.0
2011-05-13 04:00:00	ES	Futures	1342.27	1344.01	1341.77	1342.27	13363.0
2011-05-13 04:30:00	ES	Futures	1342.52	1343.26	1341.77	1342.77	5264.0
2011-05-13 05:00:00	ES	Futures	1342.77	1343.26	1340.03	1340.03	10920.0
2011-05-13 05:30:00	ES	Futures	1340.03	1342.02	1339.29	1341.28	10678.0
2011-05-13 06:00:00	ES	Futures	1341.52	1342.02	1340.78	1341.52	8563.0
2011-05-13 06:30:00	ES	Futures	1341.52	1341.77	1340.53	1341.52	4989.0
2011-05-13 07:00:00	ES	Futures	1341.77	1341.77	1340.28	1340.53	5619.0
2011-05-13 07:30:00	ES	Futures	1340.53	1341.52	1340.28	1341.28	6369.0
2011-05-13 08:00:00	ES	Futures	1341.28	1342.52	1340.53	1342.02	14374.0
2011-05-13 08:30:00	ES	Futures	1342.02	1344.01	1339.29	1340.53	55081.0
2011-05-13 09:00:00	ES	Futures	1340.78	1340.78	1337.3	1338.3	63992.0
2011-05-13 09:30:00	ES	Futures	1338.3	1340.03	1334.82	1335.81	233469.0
2011-05-13 10:00:00	ES	Futures	1335.81	1337.3	1332.33	1335.81	205451.0
2011-05-13 10:30:00	ES	Futures	1336.06	1338.54	1334.57	1335.07	103453.0
2011-05-13 11:00:00	ES	Futures	1335.07	1335.07	1329.1	1330.59	268911.0
2011-05-13 11:30:00	ES	Futures	1330.35	1331.84	1327.36	1328.11	119661.0
2011-05-13 12:00:00	ES	Futures	1328.11	1329.1	1322.15	1325.63	278348.0
2011-05-13 12:30:00	ES	Futures	1325.87	1327.12	1324.88	1325.63	108461.0
2011-05-13 13:00:00	ES	Futures	1325.63	1327.86	1324.63	1326.12	63558.0
2011-05-13 13:30:00	ES	Futures	1326.12	1326.87	1324.13	1325.38	49875.0
2011-05-13 14:00:00	ES	Futures	1325.63	1330.1	1324.88	1329.1	74570.0
2011-05-13 14:30:00	ES	Futures	1329.1	1330.1	1327.12	1327.36	56150.0
2011-05-13 15:00:00	ES	Futures	1327.61	1329.35	1325.38	1326.12	79520.0
2011-05-13 15:30:00	ES	Futures	1326.12	1328.36	1325.63	1326.87	173292.0
2011-05-13 16:00:00	ES	Futures	1326.87	1327.12	1324.63	1325.63	125530.0
2011-05-13 00:00:00	NQ	Futures	2760.23	2760.23	2757.36	2759.37	287.0
2011-05-13 00:30:00	NQ	Futures	2759.95	2761.67	2759.37	2760.52	95.0
2011-05-13 01:00:00	NQ	Futures	2761.1	2763.97	2761.1	2763.68	182.0
2011-05-13 01:30:00	NQ	Futures	2763.39	2766.27	2761.96	2765.69	261.0
2011-05-13 02:00:00	NQ	Futures	2765.69	2767.13	2765.4	2766.27	263.0
2011-05-13 02:30:00	NQ	Futures	2766.27	2766.84	2764.26	2765.69	245.0
2011-05-13 03:00:00	NQ	Futures	2765.12	2772.01	2763.97	2771.15	1193.0
2011-05-13 03:30:00	NQ	Futures	2770.86	2771.73	2768.57	2771.73	842.0
2011-05-13 04:00:00	NQ	Futures	2771.73	2774.6	2770.58	2771.44	1339.0
2011-05-13 04:30:00	NQ	Futures	2771.15	2773.74	2770.58	2772.88	680.0
2011-05-13 05:00:00	NQ	Futures	2772.88	2773.16	2766.84	2766.84	1067.0
2011-05-13 05:30:00	NQ	Futures	2767.13	2769.71	2764.54	2768.28	1040.0
2011-05-13 06:00:00	NQ	Futures	2768.85	2769.71	2767.42	2768.85	725.0
2011-05-13 06:30:00	NQ	Futures	2768.85	2770.58	2767.42	2770.29	392.0
2011-05-13 07:00:00	NQ	Futures	2770.29	2770.29	2766.84	2767.7	464.0
2011-05-13 07:30:00	NQ	Futures	2767.42	2769.43	2767.13	2768.85	378.0
2011-05-13 08:00:00	NQ	Futures	2768.57	2771.15	2767.13	2769.14	1401.0

> showing 50 of 2,166 rows — these rows as CSV

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