PREVIEW / futures_30min / 2011-05-20

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-05-20.parquet
  size:    64 KB
  rows:    2,129

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
2011-05-20 00:00:00	ES	Futures	1333.33	1333.58	1333.08	1333.08	535.0
2011-05-20 00:30:00	ES	Futures	1332.83	1333.58	1332.58	1333.08	1090.0
2011-05-20 01:00:00	ES	Futures	1333.08	1333.08	1332.58	1332.83	2291.0
2011-05-20 01:30:00	ES	Futures	1332.83	1333.33	1332.83	1332.83	1503.0
2011-05-20 02:00:00	ES	Futures	1332.83	1333.08	1332.58	1332.83	2540.0
2011-05-20 02:30:00	ES	Futures	1333.08	1333.08	1332.58	1332.58	1720.0
2011-05-20 03:00:00	ES	Futures	1332.58	1333.82	1331.84	1333.82	13038.0
2011-05-20 03:30:00	ES	Futures	1334.07	1334.57	1332.83	1333.82	9064.0
2011-05-20 04:00:00	ES	Futures	1334.07	1334.82	1333.33	1334.07	8577.0
2011-05-20 04:30:00	ES	Futures	1334.07	1335.56	1334.07	1334.57	7572.0
2011-05-20 05:00:00	ES	Futures	1334.57	1335.56	1333.82	1334.07	7998.0
2011-05-20 05:30:00	ES	Futures	1333.82	1333.82	1332.83	1333.33	7641.0
2011-05-20 06:00:00	ES	Futures	1333.08	1333.33	1331.59	1331.84	29117.0
2011-05-20 06:30:00	ES	Futures	1331.84	1332.58	1328.85	1329.6	24421.0
2011-05-20 07:00:00	ES	Futures	1329.6	1329.85	1328.11	1328.36	20043.0
2011-05-20 07:30:00	ES	Futures	1328.61	1330.1	1328.11	1329.6	18342.0
2011-05-20 08:00:00	ES	Futures	1329.6	1330.1	1328.85	1329.85	15267.0
2011-05-20 08:30:00	ES	Futures	1329.6	1331.34	1329.1	1330.84	25162.0
2011-05-20 09:00:00	ES	Futures	1331.09	1331.84	1329.6	1330.1	32873.0
2011-05-20 09:30:00	ES	Futures	1330.1	1331.09	1324.63	1325.63	255669.0
2011-05-20 10:00:00	ES	Futures	1325.38	1325.87	1322.15	1325.13	241029.0
2011-05-20 10:30:00	ES	Futures	1325.13	1325.13	1320.16	1321.9	210645.0
2011-05-20 11:00:00	ES	Futures	1321.9	1325.13	1321.15	1324.38	139464.0
2011-05-20 11:30:00	ES	Futures	1324.13	1326.87	1323.64	1323.89	125971.0
2011-05-20 12:00:00	ES	Futures	1323.89	1329.35	1323.14	1329.1	146559.0
2011-05-20 12:30:00	ES	Futures	1329.35	1330.84	1327.86	1327.86	145335.0
2011-05-20 13:00:00	ES	Futures	1328.11	1330.59	1327.86	1329.1	65295.0
2011-05-20 13:30:00	ES	Futures	1329.1	1331.84	1328.61	1329.6	91808.0
2011-05-20 14:00:00	ES	Futures	1329.6	1330.59	1327.61	1328.61	63872.0
2011-05-20 14:30:00	ES	Futures	1328.61	1329.85	1326.37	1326.62	59637.0
2011-05-20 15:00:00	ES	Futures	1326.62	1326.87	1325.13	1326.12	88974.0
2011-05-20 15:30:00	ES	Futures	1326.12	1327.61	1321.65	1322.89	227264.0
2011-05-20 16:00:00	ES	Futures	1322.64	1323.14	1318.67	1320.16	134433.0
2011-05-20 00:00:00	NQ	Futures	2721.73	2721.73	2720.87	2721.16	19.0
2011-05-20 00:30:00	NQ	Futures	2720.87	2721.16	2720.58	2720.58	27.0
2011-05-20 01:00:00	NQ	Futures	2721.16	2721.45	2720.58	2720.87	46.0
2011-05-20 01:30:00	NQ	Futures	2720.87	2721.16	2719.72	2719.72	114.0
2011-05-20 02:00:00	NQ	Futures	2720.3	2720.87	2719.72	2720.87	86.0
2011-05-20 02:30:00	NQ	Futures	2721.16	2721.16	2719.72	2719.72	91.0
2011-05-20 03:00:00	NQ	Futures	2719.72	2722.31	2718.57	2722.31	646.0
2011-05-20 03:30:00	NQ	Futures	2722.59	2723.46	2719.72	2723.17	562.0
2011-05-20 04:00:00	NQ	Futures	2722.88	2725.18	2721.73	2723.74	702.0
2011-05-20 04:30:00	NQ	Futures	2723.46	2726.9	2723.17	2724.89	537.0
2011-05-20 05:00:00	NQ	Futures	2724.89	2726.62	2722.02	2723.17	468.0
2011-05-20 05:30:00	NQ	Futures	2722.88	2723.17	2721.45	2721.73	427.0
2011-05-20 06:00:00	NQ	Futures	2721.73	2722.31	2719.72	2721.16	1151.0
2011-05-20 06:30:00	NQ	Futures	2721.16	2722.31	2713.98	2715.7	1560.0
2011-05-20 07:00:00	NQ	Futures	2715.99	2715.99	2711.68	2712.54	2576.0
2011-05-20 07:30:00	NQ	Futures	2712.25	2716.27	2711.68	2715.7	1148.0
2011-05-20 08:00:00	NQ	Futures	2715.41	2717.14	2714.55	2715.7	1605.0

> showing 50 of 2,129 rows — these rows as CSV

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