PREVIEW / futures_30min / 2011-05-23

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-05-23.parquet
  size:    71 KB
  rows:    2,621

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
2011-05-23 00:00:00	ES	Futures	1312.71	1313.7	1312.46	1312.71	2518.0
2011-05-23 00:30:00	ES	Futures	1312.71	1312.96	1311.96	1312.21	2067.0
2011-05-23 01:00:00	ES	Futures	1312.21	1313.45	1311.96	1312.71	3619.0
2011-05-23 01:30:00	ES	Futures	1312.71	1313.2	1312.21	1312.96	3099.0
2011-05-23 02:00:00	ES	Futures	1313.2	1313.2	1311.71	1312.71	12720.0
2011-05-23 02:30:00	ES	Futures	1312.46	1312.71	1311.46	1311.46	9311.0
2011-05-23 03:00:00	ES	Futures	1311.71	1313.45	1309.23	1309.73	30688.0
2011-05-23 03:30:00	ES	Futures	1309.73	1310.97	1308.73	1310.47	28966.0
2011-05-23 04:00:00	ES	Futures	1310.47	1310.72	1306.99	1308.48	23510.0
2011-05-23 04:30:00	ES	Futures	1308.73	1310.47	1308.24	1309.48	14161.0
2011-05-23 05:00:00	ES	Futures	1309.48	1309.48	1304.01	1305.25	33203.0
2011-05-23 05:30:00	ES	Futures	1305.25	1307.49	1305.01	1306.74	11504.0
2011-05-23 06:00:00	ES	Futures	1306.74	1308.48	1306.5	1307.99	10519.0
2011-05-23 06:30:00	ES	Futures	1307.99	1308.24	1306.5	1306.74	16366.0
2011-05-23 07:00:00	ES	Futures	1306.74	1308.24	1306.25	1307.74	18818.0
2011-05-23 07:30:00	ES	Futures	1307.74	1310.22	1307.49	1308.48	23187.0
2011-05-23 08:00:00	ES	Futures	1308.24	1308.48	1306.25	1307.74	24241.0
2011-05-23 08:30:00	ES	Futures	1307.49	1309.23	1306.74	1308.48	24993.0
2011-05-23 09:00:00	ES	Futures	1308.73	1308.73	1306.25	1306.74	30757.0
2011-05-23 09:30:00	ES	Futures	1306.74	1309.23	1304.01	1307.49	236735.0
2011-05-23 10:00:00	ES	Futures	1307.49	1309.73	1305.25	1307.49	155842.0
2011-05-23 10:30:00	ES	Futures	1307.24	1309.48	1305.75	1306.74	146058.0
2011-05-23 11:00:00	ES	Futures	1306.74	1308.73	1304.76	1306.5	118076.0
2011-05-23 11:30:00	ES	Futures	1306.74	1306.74	1303.02	1305.01	149928.0
2011-05-23 12:00:00	ES	Futures	1305.01	1306.0	1302.52	1306.0	122488.0
2011-05-23 12:30:00	ES	Futures	1306.0	1306.99	1305.01	1306.25	58110.0
2011-05-23 13:00:00	ES	Futures	1306.25	1306.74	1304.26	1304.76	55383.0
2011-05-23 13:30:00	ES	Futures	1304.76	1307.74	1304.76	1306.99	41318.0
2011-05-23 14:00:00	ES	Futures	1307.24	1309.48	1306.74	1307.74	71706.0
2011-05-23 14:30:00	ES	Futures	1307.74	1311.46	1307.49	1309.48	98610.0
2011-05-23 15:00:00	ES	Futures	1309.73	1311.22	1307.99	1308.48	110278.0
2011-05-23 15:30:00	ES	Futures	1308.73	1308.98	1306.5	1307.24	204748.0
2011-05-23 16:00:00	ES	Futures	1307.24	1307.49	1305.5	1306.5	95176.0
2011-05-23 16:30:00	ES	Futures	1306.5	1306.99	1305.75	1306.25	6839.0
2011-05-23 17:00:00	ES	Futures	1306.25	1306.25	1305.5	1305.75	2925.0
2011-05-23 18:00:00	ES	Futures	1306.0	1306.25	1305.01	1306.0	5086.0
2011-05-23 18:30:00	ES	Futures	1306.0	1306.0	1305.25	1305.25	1027.0
2011-05-23 19:00:00	ES	Futures	1305.25	1305.5	1304.26	1304.26	2551.0
2011-05-23 19:30:00	ES	Futures	1304.26	1306.0	1304.01	1305.75	2694.0
2011-05-23 20:00:00	ES	Futures	1305.75	1307.74	1305.75	1306.99	6140.0
2011-05-23 20:30:00	ES	Futures	1306.74	1308.73	1306.74	1308.24	5390.0
2011-05-23 21:00:00	ES	Futures	1308.24	1309.48	1307.49	1308.73	4784.0
2011-05-23 21:30:00	ES	Futures	1308.73	1308.98	1307.49	1307.49	3325.0
2011-05-23 22:00:00	ES	Futures	1307.74	1308.48	1306.99	1306.99	2175.0
2011-05-23 22:30:00	ES	Futures	1307.24	1307.74	1306.25	1306.99	2455.0
2011-05-23 23:00:00	ES	Futures	1306.99	1309.48	1306.74	1309.48	4218.0
2011-05-23 23:30:00	ES	Futures	1309.48	1309.73	1308.73	1308.98	1900.0
2011-05-23 00:00:00	NQ	Futures	2678.64	2680.65	2678.64	2679.21	86.0
2011-05-23 00:30:00	NQ	Futures	2679.21	2679.5	2678.06	2678.06	43.0
2011-05-23 01:00:00	NQ	Futures	2678.06	2680.07	2678.06	2678.92	251.0

> showing 50 of 2,621 rows — these rows as CSV

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