PREVIEW / futures_30min / 2011-05-18

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-05-18.parquet
  size:    75 KB
  rows:    2,700

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
2011-05-18 00:00:00	ES	Futures	1322.89	1323.14	1322.4	1322.64	618.0
2011-05-18 00:30:00	ES	Futures	1322.64	1323.14	1322.4	1322.64	869.0
2011-05-18 01:00:00	ES	Futures	1322.64	1323.39	1322.64	1323.39	2256.0
2011-05-18 01:30:00	ES	Futures	1323.14	1323.64	1323.14	1323.39	3020.0
2011-05-18 02:00:00	ES	Futures	1323.14	1323.39	1322.4	1322.89	3635.0
2011-05-18 02:30:00	ES	Futures	1322.64	1322.89	1321.65	1322.15	4859.0
2011-05-18 03:00:00	ES	Futures	1322.15	1323.39	1321.9	1322.89	17196.0
2011-05-18 03:30:00	ES	Futures	1323.14	1323.39	1320.91	1321.65	12185.0
2011-05-18 04:00:00	ES	Futures	1321.4	1322.89	1320.66	1321.4	8341.0
2011-05-18 04:30:00	ES	Futures	1321.4	1323.14	1321.15	1321.9	7938.0
2011-05-18 05:00:00	ES	Futures	1321.9	1322.4	1319.66	1320.66	8749.0
2011-05-18 05:30:00	ES	Futures	1320.66	1321.4	1319.66	1320.16	8581.0
2011-05-18 06:00:00	ES	Futures	1320.16	1322.4	1319.91	1321.4	7327.0
2011-05-18 06:30:00	ES	Futures	1321.4	1322.15	1319.91	1320.41	15628.0
2011-05-18 07:00:00	ES	Futures	1320.41	1320.91	1319.66	1320.16	10440.0
2011-05-18 07:30:00	ES	Futures	1320.16	1320.41	1317.68	1319.17	15579.0
2011-05-18 08:00:00	ES	Futures	1318.92	1319.17	1316.43	1317.43	25778.0
2011-05-18 08:30:00	ES	Futures	1317.43	1319.41	1316.68	1319.17	20966.0
2011-05-18 09:00:00	ES	Futures	1319.17	1320.16	1318.17	1319.17	22267.0
2011-05-18 09:30:00	ES	Futures	1319.17	1321.65	1316.18	1319.41	188370.0
2011-05-18 10:00:00	ES	Futures	1319.17	1322.4	1318.92	1321.65	106169.0
2011-05-18 10:30:00	ES	Futures	1321.9	1325.63	1321.65	1324.38	135115.0
2011-05-18 11:00:00	ES	Futures	1324.38	1325.87	1323.14	1324.13	91786.0
2011-05-18 11:30:00	ES	Futures	1323.89	1325.13	1323.64	1324.63	56207.0
2011-05-18 12:00:00	ES	Futures	1324.63	1325.63	1323.39	1325.38	59664.0
2011-05-18 12:30:00	ES	Futures	1325.38	1326.37	1325.13	1325.63	42745.0
2011-05-18 13:00:00	ES	Futures	1325.38	1328.61	1325.38	1327.12	83341.0
2011-05-18 13:30:00	ES	Futures	1327.12	1330.59	1326.87	1329.85	66651.0
2011-05-18 14:00:00	ES	Futures	1329.85	1331.84	1326.87	1327.86	136312.0
2011-05-18 14:30:00	ES	Futures	1327.86	1329.35	1326.37	1327.12	73870.0
2011-05-18 15:00:00	ES	Futures	1326.87	1330.84	1326.62	1330.35	68560.0
2011-05-18 15:30:00	ES	Futures	1330.35	1331.84	1329.35	1330.35	145622.0
2011-05-18 16:00:00	ES	Futures	1330.59	1332.08	1329.85	1330.1	106909.0
2011-05-18 16:30:00	ES	Futures	1329.85	1331.09	1329.6	1331.09	4414.0
2011-05-18 17:00:00	ES	Futures	1331.09	1331.84	1330.84	1331.59	2565.0
2011-05-18 18:00:00	ES	Futures	1331.34	1331.84	1331.09	1331.59	1050.0
2011-05-18 18:30:00	ES	Futures	1331.59	1332.08	1330.84	1331.09	1484.0
2011-05-18 19:00:00	ES	Futures	1330.84	1332.08	1330.84	1331.84	1358.0
2011-05-18 19:30:00	ES	Futures	1331.59	1331.84	1330.59	1331.09	1599.0
2011-05-18 20:00:00	ES	Futures	1331.09	1331.34	1330.35	1330.59	3474.0
2011-05-18 20:30:00	ES	Futures	1330.59	1330.84	1329.85	1330.1	5808.0
2011-05-18 21:00:00	ES	Futures	1330.35	1330.35	1329.6	1330.35	3818.0
2011-05-18 21:30:00	ES	Futures	1330.35	1330.35	1329.35	1329.6	3474.0
2011-05-18 22:00:00	ES	Futures	1329.85	1331.09	1329.35	1330.84	1949.0
2011-05-18 22:30:00	ES	Futures	1331.09	1332.08	1330.59	1331.34	5207.0
2011-05-18 23:00:00	ES	Futures	1331.34	1331.59	1330.84	1331.09	2684.0
2011-05-18 23:30:00	ES	Futures	1331.09	1331.34	1329.85	1330.35	2266.0
2011-05-18 00:00:00	NQ	Futures	2698.75	2698.75	2698.17	2698.46	100.0
2011-05-18 00:30:00	NQ	Futures	2698.75	2698.75	2697.89	2698.17	115.0
2011-05-18 01:00:00	NQ	Futures	2698.17	2699.04	2698.17	2699.04	147.0

> showing 50 of 2,700 rows — these rows as CSV

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