PREVIEW / futures_30min / 2011-06-02

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-06-02.parquet
  size:    75 KB
  rows:    2,681

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
2011-06-02 00:00:00	ES	Futures	1303.76	1304.01	1303.27	1303.52	1200.0
2011-06-02 00:30:00	ES	Futures	1303.27	1304.01	1302.52	1304.01	1610.0
2011-06-02 01:00:00	ES	Futures	1304.01	1304.26	1302.77	1303.76	1946.0
2011-06-02 01:30:00	ES	Futures	1303.76	1304.76	1303.27	1304.76	2327.0
2011-06-02 02:00:00	ES	Futures	1304.76	1306.5	1304.51	1306.0	10280.0
2011-06-02 02:30:00	ES	Futures	1306.0	1306.99	1305.75	1306.99	6309.0
2011-06-02 03:00:00	ES	Futures	1306.74	1306.74	1303.76	1305.75	21026.0
2011-06-02 03:30:00	ES	Futures	1305.5	1306.0	1303.52	1304.51	13185.0
2011-06-02 04:00:00	ES	Futures	1304.51	1305.01	1303.27	1304.51	20154.0
2011-06-02 04:30:00	ES	Futures	1304.26	1306.25	1304.26	1304.76	12364.0
2011-06-02 05:00:00	ES	Futures	1305.01	1306.25	1304.51	1306.0	14053.0
2011-06-02 05:30:00	ES	Futures	1306.0	1307.99	1305.01	1307.99	17227.0
2011-06-02 06:00:00	ES	Futures	1307.99	1309.48	1307.74	1308.48	17997.0
2011-06-02 06:30:00	ES	Futures	1308.48	1308.48	1307.24	1307.99	9916.0
2011-06-02 07:00:00	ES	Futures	1307.99	1308.24	1306.74	1307.24	8678.0
2011-06-02 07:30:00	ES	Futures	1307.24	1307.24	1304.51	1305.01	19415.0
2011-06-02 08:00:00	ES	Futures	1305.01	1306.74	1304.76	1305.25	17148.0
2011-06-02 08:30:00	ES	Futures	1305.01	1307.49	1304.26	1306.25	32449.0
2011-06-02 09:00:00	ES	Futures	1306.5	1306.99	1305.25	1306.25	22105.0
2011-06-02 09:30:00	ES	Futures	1306.25	1308.73	1300.04	1306.0	414522.0
2011-06-02 10:00:00	ES	Futures	1306.25	1308.24	1304.01	1305.75	187774.0
2011-06-02 10:30:00	ES	Futures	1305.75	1308.73	1305.01	1305.25	154867.0
2011-06-02 11:00:00	ES	Futures	1305.25	1306.25	1300.04	1300.78	153837.0
2011-06-02 11:30:00	ES	Futures	1300.53	1300.78	1296.06	1299.54	237485.0
2011-06-02 12:00:00	ES	Futures	1299.54	1301.03	1297.55	1300.29	94971.0
2011-06-02 12:30:00	ES	Futures	1300.29	1303.76	1298.3	1302.77	113161.0
2011-06-02 13:00:00	ES	Futures	1302.77	1305.5	1302.27	1304.51	100322.0
2011-06-02 13:30:00	ES	Futures	1304.51	1306.25	1301.78	1305.75	116792.0
2011-06-02 14:00:00	ES	Futures	1305.75	1307.99	1302.27	1303.52	135586.0
2011-06-02 14:30:00	ES	Futures	1303.52	1307.49	1303.27	1307.49	73026.0
2011-06-02 15:00:00	ES	Futures	1307.24	1308.24	1305.01	1305.75	78619.0
2011-06-02 15:30:00	ES	Futures	1305.75	1306.5	1302.27	1303.52	161822.0
2011-06-02 16:00:00	ES	Futures	1303.52	1304.26	1303.27	1304.01	65777.0
2011-06-02 16:30:00	ES	Futures	1304.01	1305.01	1303.76	1304.76	5773.0
2011-06-02 17:00:00	ES	Futures	1304.76	1305.25	1303.76	1304.01	2568.0
2011-06-02 18:00:00	ES	Futures	1304.01	1304.26	1302.77	1302.77	2832.0
2011-06-02 18:30:00	ES	Futures	1303.02	1303.27	1302.52	1302.77	1117.0
2011-06-02 19:00:00	ES	Futures	1302.77	1303.27	1302.52	1302.77	756.0
2011-06-02 19:30:00	ES	Futures	1302.52	1303.27	1302.27	1303.02	1120.0
2011-06-02 20:00:00	ES	Futures	1303.02	1304.26	1303.02	1303.76	2633.0
2011-06-02 20:30:00	ES	Futures	1303.52	1304.51	1303.02	1303.52	2809.0
2011-06-02 21:00:00	ES	Futures	1303.27	1303.52	1301.78	1302.02	2099.0
2011-06-02 21:30:00	ES	Futures	1302.02	1302.52	1300.78	1302.27	3472.0
2011-06-02 22:00:00	ES	Futures	1302.27	1302.27	1300.29	1300.78	2343.0
2011-06-02 22:30:00	ES	Futures	1300.78	1301.03	1300.04	1300.78	3203.0
2011-06-02 23:00:00	ES	Futures	1300.78	1301.78	1300.53	1301.28	1625.0
2011-06-02 23:30:00	ES	Futures	1301.28	1301.78	1301.28	1301.53	1105.0
2011-06-02 00:00:00	NQ	Futures	2663.41	2663.7	2662.26	2662.55	100.0
2011-06-02 00:30:00	NQ	Futures	2662.83	2663.41	2661.11	2663.41	166.0
2011-06-02 01:00:00	NQ	Futures	2663.41	2663.7	2661.97	2663.12	192.0

> showing 50 of 2,681 rows — these rows as CSV

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