PREVIEW / futures_30min / 2011-05-27

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-05-27.parquet
  size:    61 KB
  rows:    2,157

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
2011-05-27 00:00:00	ES	Futures	1321.15	1321.15	1320.66	1320.66	865.0
2011-05-27 00:30:00	ES	Futures	1320.91	1320.91	1320.16	1320.66	1119.0
2011-05-27 01:00:00	ES	Futures	1320.66	1321.15	1319.66	1319.91	2913.0
2011-05-27 01:30:00	ES	Futures	1319.66	1320.91	1319.41	1320.16	2187.0
2011-05-27 02:00:00	ES	Futures	1320.16	1320.91	1319.41	1319.66	2634.0
2011-05-27 02:30:00	ES	Futures	1319.91	1320.41	1319.41	1320.16	2839.0
2011-05-27 03:00:00	ES	Futures	1320.16	1322.15	1319.66	1320.66	16313.0
2011-05-27 03:30:00	ES	Futures	1320.66	1321.15	1319.41	1320.66	9592.0
2011-05-27 04:00:00	ES	Futures	1320.66	1322.4	1320.41	1321.15	10870.0
2011-05-27 04:30:00	ES	Futures	1321.4	1322.15	1317.43	1317.68	16716.0
2011-05-27 05:00:00	ES	Futures	1317.68	1319.66	1316.18	1316.68	16025.0
2011-05-27 05:30:00	ES	Futures	1316.68	1318.92	1316.18	1318.42	11451.0
2011-05-27 06:00:00	ES	Futures	1318.67	1319.66	1317.43	1319.66	4108.0
2011-05-27 06:30:00	ES	Futures	1319.66	1320.16	1318.17	1318.17	7142.0
2011-05-27 07:00:00	ES	Futures	1317.92	1319.91	1317.68	1319.17	6734.0
2011-05-27 07:30:00	ES	Futures	1319.17	1320.41	1318.67	1319.66	8105.0
2011-05-27 08:00:00	ES	Futures	1319.41	1321.65	1319.17	1321.15	18380.0
2011-05-27 08:30:00	ES	Futures	1321.4	1322.64	1320.66	1320.91	27647.0
2011-05-27 09:00:00	ES	Futures	1321.15	1321.4	1318.92	1320.16	41115.0
2011-05-27 09:30:00	ES	Futures	1320.41	1323.64	1319.66	1322.15	168377.0
2011-05-27 10:00:00	ES	Futures	1322.15	1322.4	1318.42	1321.4	159041.0
2011-05-27 10:30:00	ES	Futures	1321.65	1323.64	1320.16	1323.14	99102.0
2011-05-27 11:00:00	ES	Futures	1323.14	1325.38	1322.89	1323.64	167010.0
2011-05-27 11:30:00	ES	Futures	1323.39	1324.38	1322.4	1324.13	74707.0
2011-05-27 12:00:00	ES	Futures	1323.89	1324.63	1321.65	1322.89	56311.0
2011-05-27 12:30:00	ES	Futures	1322.89	1323.64	1321.9	1322.15	33909.0
2011-05-27 13:00:00	ES	Futures	1321.9	1323.14	1321.4	1321.65	55611.0
2011-05-27 13:30:00	ES	Futures	1321.9	1322.15	1320.66	1321.65	31195.0
2011-05-27 14:00:00	ES	Futures	1321.9	1322.4	1321.15	1321.4	21015.0
2011-05-27 14:30:00	ES	Futures	1321.65	1322.4	1319.41	1319.66	42917.0
2011-05-27 15:00:00	ES	Futures	1319.91	1321.4	1318.67	1321.15	49804.0
2011-05-27 15:30:00	ES	Futures	1320.91	1322.4	1320.41	1321.65	113422.0
2011-05-27 16:00:00	ES	Futures	1321.65	1322.15	1320.66	1321.65	73727.0
2011-05-27 00:00:00	NQ	Futures	2679.79	2680.65	2679.5	2679.79	91.0
2011-05-27 00:30:00	NQ	Futures	2679.79	2680.07	2678.64	2679.21	97.0
2011-05-27 01:00:00	NQ	Futures	2678.64	2680.93	2677.77	2677.77	205.0
2011-05-27 01:30:00	NQ	Futures	2677.77	2679.5	2677.49	2679.21	169.0
2011-05-27 02:00:00	NQ	Futures	2678.92	2680.93	2677.49	2677.77	244.0
2011-05-27 02:30:00	NQ	Futures	2677.2	2678.35	2677.2	2678.06	306.0
2011-05-27 03:00:00	NQ	Futures	2678.06	2681.51	2676.91	2678.06	1480.0
2011-05-27 03:30:00	NQ	Futures	2678.06	2679.21	2676.34	2678.06	1025.0
2011-05-27 04:00:00	NQ	Futures	2678.35	2681.51	2677.77	2679.5	675.0
2011-05-27 04:30:00	NQ	Futures	2679.21	2680.93	2672.03	2672.03	1220.0
2011-05-27 05:00:00	NQ	Futures	2672.31	2675.48	2669.73	2670.02	1282.0
2011-05-27 05:30:00	NQ	Futures	2670.02	2673.75	2668.87	2673.18	1028.0
2011-05-27 06:00:00	NQ	Futures	2672.89	2675.48	2671.45	2675.48	532.0
2011-05-27 06:30:00	NQ	Futures	2675.48	2676.05	2671.45	2671.45	789.0
2011-05-27 07:00:00	NQ	Futures	2671.45	2675.19	2671.17	2674.61	813.0
2011-05-27 07:30:00	NQ	Futures	2674.33	2676.91	2673.18	2675.48	889.0
2011-05-27 08:00:00	NQ	Futures	2675.48	2678.92	2674.61	2678.06	1905.0

> showing 50 of 2,157 rows — these rows as CSV

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