PREVIEW / futures_30min / 2011-05-26

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-05-26.parquet
  size:    75 KB
  rows:    2,706

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
2011-05-26 00:00:00	ES	Futures	1311.22	1311.71	1310.72	1310.97	1491.0
2011-05-26 00:30:00	ES	Futures	1310.72	1311.96	1310.72	1311.46	1699.0
2011-05-26 01:00:00	ES	Futures	1311.71	1311.71	1310.72	1311.71	1685.0
2011-05-26 01:30:00	ES	Futures	1311.71	1312.96	1311.71	1312.71	3959.0
2011-05-26 02:00:00	ES	Futures	1312.71	1313.2	1311.71	1312.96	5651.0
2011-05-26 02:30:00	ES	Futures	1312.96	1313.45	1312.71	1312.71	4753.0
2011-05-26 03:00:00	ES	Futures	1312.71	1314.45	1311.96	1313.95	15823.0
2011-05-26 03:30:00	ES	Futures	1313.95	1315.19	1313.7	1314.94	12588.0
2011-05-26 04:00:00	ES	Futures	1314.69	1314.94	1312.46	1312.71	14334.0
2011-05-26 04:30:00	ES	Futures	1312.71	1313.45	1311.46	1311.71	9517.0
2011-05-26 05:00:00	ES	Futures	1311.71	1311.71	1308.73	1308.73	18746.0
2011-05-26 05:30:00	ES	Futures	1308.98	1311.71	1308.73	1311.46	9602.0
2011-05-26 06:00:00	ES	Futures	1311.46	1311.71	1310.47	1311.22	5064.0
2011-05-26 06:30:00	ES	Futures	1311.22	1311.96	1309.97	1310.47	17526.0
2011-05-26 07:00:00	ES	Futures	1310.72	1311.22	1309.48	1310.22	15523.0
2011-05-26 07:30:00	ES	Futures	1310.22	1311.71	1309.73	1311.46	13127.0
2011-05-26 08:00:00	ES	Futures	1311.46	1313.7	1311.46	1312.96	15965.0
2011-05-26 08:30:00	ES	Futures	1312.71	1312.71	1306.25	1308.98	94107.0
2011-05-26 09:00:00	ES	Futures	1308.98	1308.98	1306.25	1306.99	46226.0
2011-05-26 09:30:00	ES	Futures	1306.74	1310.97	1305.01	1305.75	238631.0
2011-05-26 10:00:00	ES	Futures	1305.75	1308.48	1304.26	1307.49	205699.0
2011-05-26 10:30:00	ES	Futures	1307.49	1309.23	1304.51	1305.25	191649.0
2011-05-26 11:00:00	ES	Futures	1305.25	1308.48	1304.26	1308.48	150732.0
2011-05-26 11:30:00	ES	Futures	1308.48	1309.48	1306.74	1308.73	112419.0
2011-05-26 12:00:00	ES	Futures	1308.98	1310.97	1307.99	1310.72	97440.0
2011-05-26 12:30:00	ES	Futures	1310.72	1313.95	1309.73	1313.45	94190.0
2011-05-26 13:00:00	ES	Futures	1313.45	1316.43	1312.96	1315.69	106495.0
2011-05-26 13:30:00	ES	Futures	1315.44	1316.18	1313.95	1314.45	105439.0
2011-05-26 14:00:00	ES	Futures	1314.69	1317.68	1314.45	1317.43	85060.0
2011-05-26 14:30:00	ES	Futures	1317.43	1319.17	1316.93	1318.17	141775.0
2011-05-26 15:00:00	ES	Futures	1318.17	1318.42	1315.19	1317.92	102628.0
2011-05-26 15:30:00	ES	Futures	1318.17	1318.67	1314.94	1316.43	212244.0
2011-05-26 16:00:00	ES	Futures	1316.68	1318.67	1316.18	1318.42	78218.0
2011-05-26 16:30:00	ES	Futures	1318.17	1318.92	1317.68	1318.67	4347.0
2011-05-26 17:00:00	ES	Futures	1318.67	1318.92	1318.17	1318.42	1713.0
2011-05-26 18:00:00	ES	Futures	1318.67	1318.92	1317.92	1317.92	1380.0
2011-05-26 18:30:00	ES	Futures	1317.92	1318.67	1317.92	1318.42	616.0
2011-05-26 19:00:00	ES	Futures	1318.67	1319.17	1318.17	1318.92	925.0
2011-05-26 19:30:00	ES	Futures	1318.92	1319.41	1318.17	1318.42	2160.0
2011-05-26 20:00:00	ES	Futures	1318.67	1318.67	1316.93	1317.18	3227.0
2011-05-26 20:30:00	ES	Futures	1317.43	1318.67	1317.18	1317.92	2106.0
2011-05-26 21:00:00	ES	Futures	1318.17	1319.66	1317.43	1319.17	2790.0
2011-05-26 21:30:00	ES	Futures	1319.41	1320.16	1318.67	1319.91	2473.0
2011-05-26 22:00:00	ES	Futures	1319.91	1320.16	1319.41	1319.41	949.0
2011-05-26 22:30:00	ES	Futures	1319.41	1320.66	1319.41	1320.41	1608.0
2011-05-26 23:00:00	ES	Futures	1320.41	1321.65	1320.41	1321.65	6964.0
2011-05-26 23:30:00	ES	Futures	1321.4	1321.65	1320.91	1320.91	2180.0
2011-05-26 00:00:00	NQ	Futures	2658.81	2659.39	2657.37	2657.95	148.0
2011-05-26 00:30:00	NQ	Futures	2657.66	2659.39	2657.37	2658.24	394.0
2011-05-26 01:00:00	NQ	Futures	2658.24	2658.24	2657.09	2658.24	326.0

> showing 50 of 2,706 rows — these rows as CSV

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