PREVIEW / futures_30min / 2011-05-16

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-05-16.parquet
  size:    74 KB
  rows:    2,637

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
2011-05-16 00:00:00	ES	Futures	1319.66	1320.66	1319.41	1320.16	1014.0
2011-05-16 00:30:00	ES	Futures	1320.41	1320.66	1319.41	1320.41	1171.0
2011-05-16 01:00:00	ES	Futures	1320.16	1321.15	1319.66	1320.66	1973.0
2011-05-16 01:30:00	ES	Futures	1320.91	1321.4	1319.41	1319.66	2213.0
2011-05-16 02:00:00	ES	Futures	1319.66	1321.4	1319.41	1320.66	5616.0
2011-05-16 02:30:00	ES	Futures	1320.66	1321.9	1320.41	1321.65	5143.0
2011-05-16 03:00:00	ES	Futures	1321.65	1322.4	1320.41	1322.15	21925.0
2011-05-16 03:30:00	ES	Futures	1322.4	1324.63	1321.9	1324.13	17824.0
2011-05-16 04:00:00	ES	Futures	1324.13	1324.38	1321.4	1321.65	11774.0
2011-05-16 04:30:00	ES	Futures	1321.65	1323.14	1320.16	1321.15	8419.0
2011-05-16 05:00:00	ES	Futures	1321.4	1321.65	1319.17	1320.91	12061.0
2011-05-16 05:30:00	ES	Futures	1320.91	1321.15	1318.67	1319.17	8148.0
2011-05-16 06:00:00	ES	Futures	1319.41	1320.16	1317.92	1319.91	9305.0
2011-05-16 06:30:00	ES	Futures	1319.66	1320.41	1318.92	1319.91	8843.0
2011-05-16 07:00:00	ES	Futures	1319.91	1320.91	1319.17	1320.66	5880.0
2011-05-16 07:30:00	ES	Futures	1320.91	1321.9	1320.16	1321.65	9131.0
2011-05-16 08:00:00	ES	Futures	1321.9	1323.64	1321.15	1321.4	21065.0
2011-05-16 08:30:00	ES	Futures	1321.4	1322.15	1320.66	1321.4	21685.0
2011-05-16 09:00:00	ES	Futures	1321.4	1324.13	1321.15	1322.64	39311.0
2011-05-16 09:30:00	ES	Futures	1322.64	1325.38	1319.66	1323.64	234301.0
2011-05-16 10:00:00	ES	Futures	1323.89	1328.85	1323.64	1327.61	187001.0
2011-05-16 10:30:00	ES	Futures	1327.36	1331.34	1326.87	1331.09	136957.0
2011-05-16 11:00:00	ES	Futures	1331.09	1332.83	1329.85	1330.59	120023.0
2011-05-16 11:30:00	ES	Futures	1330.59	1331.09	1327.61	1328.36	111368.0
2011-05-16 12:00:00	ES	Futures	1328.36	1328.85	1325.87	1326.62	100628.0
2011-05-16 12:30:00	ES	Futures	1326.62	1328.85	1323.14	1323.39	131273.0
2011-05-16 13:00:00	ES	Futures	1323.14	1323.89	1321.15	1323.14	96702.0
2011-05-16 13:30:00	ES	Futures	1323.14	1326.12	1323.14	1324.63	62081.0
2011-05-16 14:00:00	ES	Futures	1324.88	1326.87	1322.15	1322.15	73782.0
2011-05-16 14:30:00	ES	Futures	1322.4	1323.64	1320.41	1321.9	112021.0
2011-05-16 15:00:00	ES	Futures	1322.15	1324.88	1320.41	1320.66	111998.0
2011-05-16 15:30:00	ES	Futures	1320.66	1321.65	1316.43	1318.92	311682.0
2011-05-16 16:00:00	ES	Futures	1318.92	1319.17	1316.93	1316.93	110174.0
2011-05-16 16:30:00	ES	Futures	1316.93	1317.43	1312.21	1314.2	24269.0
2011-05-16 17:00:00	ES	Futures	1314.2	1314.69	1312.96	1313.2	6605.0
2011-05-16 18:00:00	ES	Futures	1315.44	1315.44	1313.7	1314.69	4065.0
2011-05-16 18:30:00	ES	Futures	1314.69	1314.94	1313.7	1314.2	1116.0
2011-05-16 19:00:00	ES	Futures	1313.95	1314.69	1313.45	1313.7	1499.0
2011-05-16 19:30:00	ES	Futures	1313.7	1313.95	1313.45	1313.7	2394.0
2011-05-16 20:00:00	ES	Futures	1313.95	1315.69	1313.7	1314.94	5017.0
2011-05-16 20:30:00	ES	Futures	1314.94	1315.69	1314.94	1315.69	1921.0
2011-05-16 21:00:00	ES	Futures	1315.69	1315.69	1314.69	1314.94	1961.0
2011-05-16 21:30:00	ES	Futures	1314.69	1315.19	1313.7	1313.95	3192.0
2011-05-16 22:00:00	ES	Futures	1313.95	1315.19	1313.7	1314.69	1696.0
2011-05-16 22:30:00	ES	Futures	1314.69	1315.44	1313.95	1315.44	2083.0
2011-05-16 23:00:00	ES	Futures	1315.19	1316.18	1315.19	1315.94	2774.0
2011-05-16 23:30:00	ES	Futures	1316.18	1316.43	1315.94	1316.18	3747.0
2011-05-16 00:00:00	NQ	Futures	2715.41	2716.56	2714.84	2716.27	86.0
2011-05-16 00:30:00	NQ	Futures	2715.7	2716.85	2715.12	2715.99	132.0
2011-05-16 01:00:00	NQ	Futures	2715.99	2717.14	2714.55	2716.85	108.0

> showing 50 of 2,637 rows — these rows as CSV

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