PREVIEW / futures_30min / 2011-05-19

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-05-19.parquet
  size:    74 KB
  rows:    2,689

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
2011-05-19 00:00:00	ES	Futures	1330.59	1331.09	1330.35	1330.84	981.0
2011-05-19 00:30:00	ES	Futures	1330.59	1330.84	1329.85	1330.35	2446.0
2011-05-19 01:00:00	ES	Futures	1330.35	1330.35	1329.1	1329.35	2583.0
2011-05-19 01:30:00	ES	Futures	1329.35	1329.85	1328.11	1329.35	5833.0
2011-05-19 02:00:00	ES	Futures	1329.35	1330.35	1328.36	1329.85	6110.0
2011-05-19 02:30:00	ES	Futures	1329.85	1331.09	1329.85	1331.09	3423.0
2011-05-19 03:00:00	ES	Futures	1331.09	1331.84	1329.85	1330.1	11527.0
2011-05-19 03:30:00	ES	Futures	1330.1	1330.1	1326.37	1329.1	21959.0
2011-05-19 04:00:00	ES	Futures	1329.1	1330.35	1328.36	1330.1	9561.0
2011-05-19 04:30:00	ES	Futures	1329.85	1330.35	1328.11	1329.35	8726.0
2011-05-19 05:00:00	ES	Futures	1329.35	1332.33	1328.61	1332.08	10903.0
2011-05-19 05:30:00	ES	Futures	1331.84	1335.56	1330.84	1334.82	24087.0
2011-05-19 06:00:00	ES	Futures	1335.07	1335.56	1333.58	1334.32	12715.0
2011-05-19 06:30:00	ES	Futures	1334.57	1335.56	1334.07	1334.82	13647.0
2011-05-19 07:00:00	ES	Futures	1335.07	1335.07	1334.07	1334.57	5278.0
2011-05-19 07:30:00	ES	Futures	1334.32	1334.57	1333.08	1333.58	11372.0
2011-05-19 08:00:00	ES	Futures	1333.33	1334.57	1333.33	1334.07	14056.0
2011-05-19 08:30:00	ES	Futures	1334.32	1336.31	1334.32	1335.81	45692.0
2011-05-19 09:00:00	ES	Futures	1336.06	1336.06	1334.07	1334.82	26691.0
2011-05-19 09:30:00	ES	Futures	1334.57	1337.05	1333.33	1336.06	156721.0
2011-05-19 10:00:00	ES	Futures	1335.81	1336.06	1329.35	1331.84	240178.0
2011-05-19 10:30:00	ES	Futures	1332.08	1332.33	1326.87	1327.61	186059.0
2011-05-19 11:00:00	ES	Futures	1327.36	1328.61	1326.12	1328.11	155238.0
2011-05-19 11:30:00	ES	Futures	1328.11	1329.1	1327.61	1328.36	79673.0
2011-05-19 12:00:00	ES	Futures	1328.36	1333.33	1327.86	1332.83	97685.0
2011-05-19 12:30:00	ES	Futures	1333.08	1333.82	1331.34	1332.08	77067.0
2011-05-19 13:00:00	ES	Futures	1331.84	1334.82	1331.59	1333.33	59655.0
2011-05-19 13:30:00	ES	Futures	1333.33	1334.32	1331.59	1333.58	59250.0
2011-05-19 14:00:00	ES	Futures	1333.58	1335.07	1329.85	1330.59	87991.0
2011-05-19 14:30:00	ES	Futures	1330.59	1331.34	1327.86	1330.84	99125.0
2011-05-19 15:00:00	ES	Futures	1330.84	1333.08	1330.35	1332.33	59310.0
2011-05-19 15:30:00	ES	Futures	1332.58	1333.82	1331.84	1333.33	122037.0
2011-05-19 16:00:00	ES	Futures	1333.08	1333.58	1332.33	1333.33	66099.0
2011-05-19 16:30:00	ES	Futures	1333.08	1333.58	1332.83	1333.33	5153.0
2011-05-19 17:00:00	ES	Futures	1333.33	1333.58	1333.08	1333.33	1217.0
2011-05-19 18:00:00	ES	Futures	1333.33	1333.58	1332.83	1333.08	1002.0
2011-05-19 18:30:00	ES	Futures	1333.08	1333.33	1332.33	1332.58	1096.0
2011-05-19 19:00:00	ES	Futures	1332.58	1333.08	1332.08	1333.08	1077.0
2011-05-19 19:30:00	ES	Futures	1333.08	1333.33	1332.58	1333.33	576.0
2011-05-19 20:00:00	ES	Futures	1333.33	1334.07	1332.83	1334.07	3418.0
2011-05-19 20:30:00	ES	Futures	1333.82	1334.32	1333.58	1333.82	1774.0
2011-05-19 21:00:00	ES	Futures	1333.82	1334.07	1333.58	1333.58	1177.0
2011-05-19 21:30:00	ES	Futures	1333.58	1333.82	1332.58	1332.83	1536.0
2011-05-19 22:00:00	ES	Futures	1332.83	1334.07	1332.58	1333.33	1528.0
2011-05-19 22:30:00	ES	Futures	1333.58	1333.58	1332.83	1333.08	938.0
2011-05-19 23:00:00	ES	Futures	1333.08	1333.33	1332.83	1333.33	391.0
2011-05-19 23:30:00	ES	Futures	1333.33	1333.33	1332.58	1333.08	804.0
2011-05-19 00:00:00	NQ	Futures	2715.99	2717.14	2715.7	2716.85	52.0
2011-05-19 00:30:00	NQ	Futures	2716.27	2716.56	2715.12	2715.12	68.0
2011-05-19 01:00:00	NQ	Futures	2715.41	2715.7	2712.83	2713.69	244.0

> showing 50 of 2,689 rows — these rows as CSV

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