PREVIEW / futures_30min / 2011-05-30

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-05-30.parquet
  size:    43 KB
  rows:    1,605

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
2011-05-30 00:00:00	ES	Futures	1321.9	1322.15	1321.4	1321.65	578.0
2011-05-30 00:30:00	ES	Futures	1321.4	1321.9	1320.91	1321.15	926.0
2011-05-30 01:00:00	ES	Futures	1321.15	1321.65	1320.66	1320.91	414.0
2011-05-30 01:30:00	ES	Futures	1320.91	1321.15	1320.66	1321.15	1512.0
2011-05-30 02:00:00	ES	Futures	1321.15	1321.4	1319.91	1320.66	2563.0
2011-05-30 02:30:00	ES	Futures	1320.66	1322.15	1320.66	1321.9	2989.0
2011-05-30 03:00:00	ES	Futures	1321.9	1324.63	1321.9	1323.14	5297.0
2011-05-30 03:30:00	ES	Futures	1323.39	1323.89	1322.64	1323.14	2256.0
2011-05-30 04:00:00	ES	Futures	1323.14	1323.39	1322.64	1323.14	1259.0
2011-05-30 04:30:00	ES	Futures	1323.39	1323.89	1323.39	1323.39	1502.0
2011-05-30 05:00:00	ES	Futures	1323.64	1324.63	1323.64	1323.64	1319.0
2011-05-30 05:30:00	ES	Futures	1323.89	1323.89	1323.14	1323.64	855.0
2011-05-30 06:00:00	ES	Futures	1323.64	1324.13	1323.39	1323.64	656.0
2011-05-30 06:30:00	ES	Futures	1323.64	1324.38	1323.64	1324.13	717.0
2011-05-30 07:00:00	ES	Futures	1324.38	1324.38	1323.64	1323.64	726.0
2011-05-30 07:30:00	ES	Futures	1323.89	1324.13	1323.64	1323.64	436.0
2011-05-30 08:00:00	ES	Futures	1323.64	1323.89	1323.14	1323.39	1188.0
2011-05-30 08:30:00	ES	Futures	1323.39	1323.89	1323.39	1323.64	554.0
2011-05-30 09:00:00	ES	Futures	1323.64	1323.89	1323.14	1323.39	1172.0
2011-05-30 09:30:00	ES	Futures	1323.39	1323.89	1323.14	1323.39	2808.0
2011-05-30 10:00:00	ES	Futures	1323.39	1323.39	1321.9	1321.9	2982.0
2011-05-30 10:30:00	ES	Futures	1321.9	1322.4	1321.9	1322.15	1722.0
2011-05-30 11:00:00	ES	Futures	1322.4	1322.89	1321.65	1322.15	2617.0
2011-05-30 18:00:00	ES	Futures	1322.64	1323.89	1322.4	1323.64	1526.0
2011-05-30 18:30:00	ES	Futures	1323.64	1324.63	1323.39	1324.38	1263.0
2011-05-30 19:00:00	ES	Futures	1324.38	1324.63	1323.89	1324.63	1647.0
2011-05-30 19:30:00	ES	Futures	1324.38	1324.63	1323.89	1324.63	520.0
2011-05-30 20:00:00	ES	Futures	1324.38	1328.11	1324.13	1327.36	7998.0
2011-05-30 20:30:00	ES	Futures	1327.12	1327.86	1326.87	1327.86	2956.0
2011-05-30 21:00:00	ES	Futures	1327.86	1329.1	1327.61	1328.36	5532.0
2011-05-30 21:30:00	ES	Futures	1328.61	1329.6	1327.86	1329.6	4696.0
2011-05-30 22:00:00	ES	Futures	1329.6	1331.34	1329.1	1329.85	7717.0
2011-05-30 22:30:00	ES	Futures	1330.1	1330.35	1329.1	1330.1	2076.0
2011-05-30 23:00:00	ES	Futures	1329.85	1330.1	1329.1	1329.35	1068.0
2011-05-30 23:30:00	ES	Futures	1329.6	1329.85	1329.1	1329.1	1392.0
2011-05-30 00:00:00	NQ	Futures	2681.8	2681.8	2681.22	2681.22	48.0
2011-05-30 00:30:00	NQ	Futures	2681.51	2681.51	2680.07	2680.36	72.0
2011-05-30 01:00:00	NQ	Futures	2680.07	2680.93	2679.21	2679.5	63.0
2011-05-30 01:30:00	NQ	Futures	2679.79	2680.36	2679.5	2680.07	48.0
2011-05-30 02:00:00	NQ	Futures	2680.07	2680.36	2678.64	2679.79	172.0
2011-05-30 02:30:00	NQ	Futures	2679.5	2681.8	2678.92	2681.22	179.0
2011-05-30 03:00:00	NQ	Futures	2681.22	2684.96	2680.93	2683.23	374.0
2011-05-30 03:30:00	NQ	Futures	2683.81	2684.38	2682.66	2683.23	274.0
2011-05-30 04:00:00	NQ	Futures	2682.95	2684.67	2682.66	2683.81	99.0
2011-05-30 04:30:00	NQ	Futures	2684.09	2685.53	2684.09	2684.09	111.0
2011-05-30 05:00:00	NQ	Futures	2684.67	2686.39	2683.81	2684.09	243.0
2011-05-30 05:30:00	NQ	Futures	2683.81	2684.38	2681.8	2682.37	287.0
2011-05-30 06:00:00	NQ	Futures	2682.66	2683.81	2682.37	2682.95	95.0
2011-05-30 06:30:00	NQ	Futures	2683.23	2684.67	2682.95	2683.52	90.0
2011-05-30 07:00:00	NQ	Futures	2684.09	2684.09	2683.52	2683.52	45.0

> showing 50 of 1,605 rows — these rows as CSV

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