PREVIEW / futures_30min / 2011-05-17

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-05-17.parquet
  size:    76 KB
  rows:    2,701

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
2011-05-17 00:00:00	ES	Futures	1316.18	1316.68	1316.18	1316.68	1222.0
2011-05-17 00:30:00	ES	Futures	1316.68	1317.43	1316.43	1317.18	4058.0
2011-05-17 01:00:00	ES	Futures	1317.18	1317.43	1316.68	1317.18	2240.0
2011-05-17 01:30:00	ES	Futures	1317.18	1318.92	1316.93	1318.17	5988.0
2011-05-17 02:00:00	ES	Futures	1318.17	1319.66	1317.68	1319.41	6696.0
2011-05-17 02:30:00	ES	Futures	1319.17	1319.66	1318.67	1319.17	3388.0
2011-05-17 03:00:00	ES	Futures	1319.41	1320.41	1317.18	1319.66	20631.0
2011-05-17 03:30:00	ES	Futures	1319.66	1320.66	1318.67	1319.91	14006.0
2011-05-17 04:00:00	ES	Futures	1320.16	1320.16	1318.67	1319.91	8214.0
2011-05-17 04:30:00	ES	Futures	1319.91	1322.4	1319.17	1320.66	14099.0
2011-05-17 05:00:00	ES	Futures	1320.91	1323.64	1319.66	1322.89	17565.0
2011-05-17 05:30:00	ES	Futures	1323.14	1323.39	1320.41	1320.41	13319.0
2011-05-17 06:00:00	ES	Futures	1320.16	1323.14	1320.16	1321.65	12342.0
2011-05-17 06:30:00	ES	Futures	1321.65	1323.14	1321.4	1321.65	8513.0
2011-05-17 07:00:00	ES	Futures	1321.4	1321.65	1319.66	1320.41	13265.0
2011-05-17 07:30:00	ES	Futures	1320.41	1320.66	1318.17	1318.67	28430.0
2011-05-17 08:00:00	ES	Futures	1318.67	1319.41	1317.18	1318.92	16621.0
2011-05-17 08:30:00	ES	Futures	1318.67	1318.92	1312.96	1314.2	63197.0
2011-05-17 09:00:00	ES	Futures	1314.2	1315.69	1311.22	1313.7	65315.0
2011-05-17 09:30:00	ES	Futures	1313.7	1317.92	1311.71	1316.93	238021.0
2011-05-17 10:00:00	ES	Futures	1317.18	1320.41	1313.2	1319.91	206231.0
2011-05-17 10:30:00	ES	Futures	1319.91	1320.16	1314.2	1314.94	138725.0
2011-05-17 11:00:00	ES	Futures	1314.69	1314.94	1309.97	1311.71	272291.0
2011-05-17 11:30:00	ES	Futures	1311.71	1312.46	1307.74	1311.46	185042.0
2011-05-17 12:00:00	ES	Futures	1311.46	1314.2	1310.72	1312.96	97188.0
2011-05-17 12:30:00	ES	Futures	1312.96	1315.44	1310.22	1311.71	104849.0
2011-05-17 13:00:00	ES	Futures	1311.71	1315.19	1310.97	1314.69	66484.0
2011-05-17 13:30:00	ES	Futures	1314.69	1316.43	1313.7	1314.94	76213.0
2011-05-17 14:00:00	ES	Futures	1315.19	1317.68	1312.71	1313.7	93763.0
2011-05-17 14:30:00	ES	Futures	1313.95	1319.17	1312.46	1318.67	88348.0
2011-05-17 15:00:00	ES	Futures	1318.92	1319.17	1315.44	1315.94	107700.0
2011-05-17 15:30:00	ES	Futures	1315.94	1318.92	1315.69	1318.67	153986.0
2011-05-17 16:00:00	ES	Futures	1318.67	1318.67	1316.43	1316.93	77814.0
2011-05-17 16:30:00	ES	Futures	1317.92	1318.67	1317.68	1318.42	7438.0
2011-05-17 17:00:00	ES	Futures	1318.42	1319.17	1318.17	1318.42	3401.0
2011-05-17 18:00:00	ES	Futures	1318.67	1319.41	1318.42	1318.42	1707.0
2011-05-17 18:30:00	ES	Futures	1318.67	1319.41	1318.42	1319.17	973.0
2011-05-17 19:00:00	ES	Futures	1319.17	1319.66	1318.42	1318.92	2129.0
2011-05-17 19:30:00	ES	Futures	1318.67	1319.66	1318.42	1319.17	1640.0
2011-05-17 20:00:00	ES	Futures	1318.92	1319.91	1318.42	1319.91	4437.0
2011-05-17 20:30:00	ES	Futures	1319.66	1322.4	1319.41	1320.91	7606.0
2011-05-17 21:00:00	ES	Futures	1320.91	1323.14	1320.16	1322.64	6119.0
2011-05-17 21:30:00	ES	Futures	1322.4	1323.14	1321.65	1322.64	3696.0
2011-05-17 22:00:00	ES	Futures	1322.4	1323.39	1322.15	1322.15	4059.0
2011-05-17 22:30:00	ES	Futures	1322.15	1323.39	1321.9	1322.4	4207.0
2011-05-17 23:00:00	ES	Futures	1322.64	1322.89	1322.4	1322.89	721.0
2011-05-17 23:30:00	ES	Futures	1322.89	1323.14	1322.64	1322.89	1620.0
2011-05-17 00:00:00	NQ	Futures	2681.22	2682.08	2681.22	2682.08	46.0
2011-05-17 00:30:00	NQ	Futures	2682.08	2683.23	2681.8	2682.95	193.0
2011-05-17 01:00:00	NQ	Futures	2682.66	2684.38	2682.66	2682.95	243.0

> showing 50 of 2,701 rows — these rows as CSV

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