PREVIEW / futures_30min / 2011-05-25

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-05-25.parquet
  size:    75 KB
  rows:    2,717

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
2011-05-25 00:00:00	ES	Futures	1297.3	1297.55	1295.57	1296.31	2588.0
2011-05-25 00:30:00	ES	Futures	1296.06	1298.3	1296.06	1297.55	1882.0
2011-05-25 01:00:00	ES	Futures	1297.8	1298.05	1295.81	1296.06	2319.0
2011-05-25 01:30:00	ES	Futures	1295.81	1296.31	1295.32	1296.31	4416.0
2011-05-25 02:00:00	ES	Futures	1296.31	1298.3	1295.81	1298.05	9493.0
2011-05-25 02:30:00	ES	Futures	1298.05	1299.04	1297.55	1299.04	7966.0
2011-05-25 03:00:00	ES	Futures	1299.04	1300.78	1298.55	1299.79	17364.0
2011-05-25 03:30:00	ES	Futures	1299.79	1301.53	1299.79	1301.03	14344.0
2011-05-25 04:00:00	ES	Futures	1300.78	1301.28	1299.04	1300.78	13630.0
2011-05-25 04:30:00	ES	Futures	1301.03	1303.02	1300.78	1301.53	20288.0
2011-05-25 05:00:00	ES	Futures	1301.53	1304.76	1301.53	1303.52	20778.0
2011-05-25 05:30:00	ES	Futures	1303.52	1305.5	1303.27	1304.01	13415.0
2011-05-25 06:00:00	ES	Futures	1304.01	1304.26	1302.27	1303.27	7920.0
2011-05-25 06:30:00	ES	Futures	1303.02	1304.26	1301.28	1302.77	14628.0
2011-05-25 07:00:00	ES	Futures	1302.52	1304.51	1302.52	1303.52	14760.0
2011-05-25 07:30:00	ES	Futures	1303.52	1305.01	1302.77	1304.76	9946.0
2011-05-25 08:00:00	ES	Futures	1304.76	1305.01	1302.02	1302.77	21680.0
2011-05-25 08:30:00	ES	Futures	1302.52	1303.76	1299.29	1301.78	54436.0
2011-05-25 09:00:00	ES	Futures	1301.78	1302.27	1298.55	1300.78	58611.0
2011-05-25 09:30:00	ES	Futures	1300.78	1306.74	1300.53	1304.76	272180.0
2011-05-25 10:00:00	ES	Futures	1304.51	1306.25	1302.27	1305.75	149616.0
2011-05-25 10:30:00	ES	Futures	1305.75	1309.48	1304.76	1307.24	177312.0
2011-05-25 11:00:00	ES	Futures	1307.24	1310.97	1307.24	1309.23	152339.0
2011-05-25 11:30:00	ES	Futures	1308.98	1312.96	1308.98	1310.72	146141.0
2011-05-25 12:00:00	ES	Futures	1310.72	1311.46	1309.73	1310.22	55551.0
2011-05-25 12:30:00	ES	Futures	1310.22	1311.22	1308.98	1310.72	38188.0
2011-05-25 13:00:00	ES	Futures	1310.72	1311.46	1308.48	1308.48	48840.0
2011-05-25 13:30:00	ES	Futures	1308.48	1310.47	1308.24	1308.98	53973.0
2011-05-25 14:00:00	ES	Futures	1309.23	1311.96	1308.73	1311.71	52273.0
2011-05-25 14:30:00	ES	Futures	1311.71	1311.96	1309.97	1311.46	62941.0
2011-05-25 15:00:00	ES	Futures	1311.22	1316.18	1310.72	1314.94	195768.0
2011-05-25 15:30:00	ES	Futures	1314.69	1314.94	1310.22	1310.22	178074.0
2011-05-25 16:00:00	ES	Futures	1310.22	1310.72	1307.99	1308.24	118681.0
2011-05-25 16:30:00	ES	Futures	1308.24	1308.73	1307.49	1307.99	6680.0
2011-05-25 17:00:00	ES	Futures	1307.99	1308.48	1307.74	1308.48	2384.0
2011-05-25 18:00:00	ES	Futures	1308.48	1308.98	1308.24	1308.24	1749.0
2011-05-25 18:30:00	ES	Futures	1308.48	1309.48	1308.24	1309.23	1545.0
2011-05-25 19:00:00	ES	Futures	1309.23	1309.48	1308.73	1308.98	1122.0
2011-05-25 19:30:00	ES	Futures	1308.98	1308.98	1307.74	1307.99	2817.0
2011-05-25 20:00:00	ES	Futures	1307.99	1310.22	1307.74	1310.22	4126.0
2011-05-25 20:30:00	ES	Futures	1309.97	1311.46	1309.97	1311.22	8751.0
2011-05-25 21:00:00	ES	Futures	1310.97	1311.46	1310.47	1310.72	3864.0
2011-05-25 21:30:00	ES	Futures	1310.72	1312.21	1310.72	1311.71	7576.0
2011-05-25 22:00:00	ES	Futures	1311.46	1312.21	1311.22	1312.21	2089.0
2011-05-25 22:30:00	ES	Futures	1311.96	1312.21	1311.22	1311.22	1942.0
2011-05-25 23:00:00	ES	Futures	1311.22	1311.71	1310.22	1311.71	2182.0
2011-05-25 23:30:00	ES	Futures	1311.71	1312.21	1311.22	1311.22	3852.0
2011-05-25 00:00:00	NQ	Futures	2626.63	2627.49	2624.33	2624.91	181.0
2011-05-25 00:30:00	NQ	Futures	2624.62	2628.36	2624.33	2626.92	190.0
2011-05-25 01:00:00	NQ	Futures	2627.21	2627.21	2624.33	2624.62	327.0

> showing 50 of 2,717 rows — these rows as CSV

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