PREVIEW / futures_30min / 2011-05-24

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-05-24.parquet
  size:    74 KB
  rows:    2,696

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
2011-05-24 00:00:00	ES	Futures	1308.98	1309.48	1308.48	1309.23	1175.0
2011-05-24 00:30:00	ES	Futures	1309.23	1309.73	1308.24	1309.73	1621.0
2011-05-24 01:00:00	ES	Futures	1309.48	1310.22	1309.23	1309.73	3268.0
2011-05-24 01:30:00	ES	Futures	1309.73	1310.22	1308.48	1308.48	2813.0
2011-05-24 02:00:00	ES	Futures	1308.73	1308.73	1307.24	1308.73	4993.0
2011-05-24 02:30:00	ES	Futures	1308.48	1311.22	1308.48	1310.22	15321.0
2011-05-24 03:00:00	ES	Futures	1310.22	1311.96	1309.97	1311.46	15695.0
2011-05-24 03:30:00	ES	Futures	1311.71	1311.96	1309.73	1309.73	9989.0
2011-05-24 04:00:00	ES	Futures	1309.73	1311.96	1309.73	1310.97	13611.0
2011-05-24 04:30:00	ES	Futures	1311.22	1311.96	1310.22	1310.47	6919.0
2011-05-24 05:00:00	ES	Futures	1310.47	1311.71	1309.97	1311.46	7011.0
2011-05-24 05:30:00	ES	Futures	1311.46	1312.96	1310.47	1312.46	13343.0
2011-05-24 06:00:00	ES	Futures	1312.21	1312.21	1308.98	1309.97	17740.0
2011-05-24 06:30:00	ES	Futures	1309.73	1311.46	1309.48	1310.97	11053.0
2011-05-24 07:00:00	ES	Futures	1310.97	1310.97	1308.24	1308.48	9691.0
2011-05-24 07:30:00	ES	Futures	1308.48	1310.97	1308.48	1310.47	12342.0
2011-05-24 08:00:00	ES	Futures	1310.47	1311.96	1310.47	1310.97	17173.0
2011-05-24 08:30:00	ES	Futures	1311.22	1312.71	1310.97	1311.96	20294.0
2011-05-24 09:00:00	ES	Futures	1311.96	1312.71	1310.72	1310.97	23244.0
2011-05-24 09:30:00	ES	Futures	1311.22	1312.71	1309.73	1311.96	178406.0
2011-05-24 10:00:00	ES	Futures	1312.21	1314.2	1310.22	1310.72	194893.0
2011-05-24 10:30:00	ES	Futures	1310.47	1311.46	1307.24	1307.99	164140.0
2011-05-24 11:00:00	ES	Futures	1307.74	1310.72	1307.74	1307.99	136433.0
2011-05-24 11:30:00	ES	Futures	1307.99	1309.97	1306.0	1306.74	148147.0
2011-05-24 12:00:00	ES	Futures	1306.99	1307.24	1305.25	1306.5	107311.0
2011-05-24 12:30:00	ES	Futures	1306.5	1307.24	1304.76	1305.75	84102.0
2011-05-24 13:00:00	ES	Futures	1305.75	1307.49	1304.01	1305.01	72080.0
2011-05-24 13:30:00	ES	Futures	1305.01	1306.74	1303.52	1306.74	70408.0
2011-05-24 14:00:00	ES	Futures	1306.5	1309.23	1305.75	1308.73	94936.0
2011-05-24 14:30:00	ES	Futures	1308.98	1309.23	1307.49	1308.48	46402.0
2011-05-24 15:00:00	ES	Futures	1308.48	1310.47	1308.24	1309.48	85639.0
2011-05-24 15:30:00	ES	Futures	1309.48	1309.48	1305.75	1306.25	129535.0
2011-05-24 16:00:00	ES	Futures	1306.5	1306.5	1303.76	1305.01	87373.0
2011-05-24 16:30:00	ES	Futures	1304.76	1305.25	1303.02	1304.26	8360.0
2011-05-24 17:00:00	ES	Futures	1304.26	1305.25	1304.01	1304.26	3146.0
2011-05-24 18:00:00	ES	Futures	1304.01	1304.51	1303.76	1304.01	1814.0
2011-05-24 18:30:00	ES	Futures	1304.01	1305.01	1304.01	1305.01	1589.0
2011-05-24 19:00:00	ES	Futures	1304.76	1305.25	1304.26	1304.51	1281.0
2011-05-24 19:30:00	ES	Futures	1304.26	1304.76	1303.76	1303.76	2128.0
2011-05-24 20:00:00	ES	Futures	1304.01	1304.26	1302.77	1302.77	5451.0
2011-05-24 20:30:00	ES	Futures	1303.02	1303.76	1298.3	1300.53	16105.0
2011-05-24 21:00:00	ES	Futures	1300.53	1300.78	1296.06	1296.31	15909.0
2011-05-24 21:30:00	ES	Futures	1296.56	1297.06	1294.07	1296.56	16600.0
2011-05-24 22:00:00	ES	Futures	1296.56	1297.55	1296.31	1297.06	4977.0
2011-05-24 22:30:00	ES	Futures	1297.55	1297.8	1296.81	1297.3	1589.0
2011-05-24 23:00:00	ES	Futures	1297.3	1298.3	1296.81	1298.3	2665.0
2011-05-24 23:30:00	ES	Futures	1298.05	1298.3	1296.31	1297.3	2337.0
2011-05-24 00:00:00	NQ	Futures	2665.71	2665.99	2664.56	2665.71	54.0
2011-05-24 00:30:00	NQ	Futures	2665.71	2665.99	2663.12	2665.99	161.0
2011-05-24 01:00:00	NQ	Futures	2665.99	2667.43	2664.84	2665.71	293.0

> showing 50 of 2,696 rows — these rows as CSV

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