PREVIEW / futures_30min / 2011-06-06

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-06-06.parquet
  size:    71 KB
  rows:    2,596

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
2011-06-06 00:00:00	ES	Futures	1288.11	1288.86	1287.62	1288.61	1407.0
2011-06-06 00:30:00	ES	Futures	1288.61	1288.86	1287.86	1288.11	725.0
2011-06-06 01:00:00	ES	Futures	1288.11	1288.11	1286.62	1287.12	2959.0
2011-06-06 01:30:00	ES	Futures	1287.12	1288.86	1286.87	1288.36	2380.0
2011-06-06 02:00:00	ES	Futures	1288.36	1288.86	1287.12	1287.62	5628.0
2011-06-06 02:30:00	ES	Futures	1287.62	1288.61	1287.37	1288.36	3018.0
2011-06-06 03:00:00	ES	Futures	1288.36	1289.35	1286.62	1288.11	18809.0
2011-06-06 03:30:00	ES	Futures	1288.36	1289.35	1287.12	1287.37	12724.0
2011-06-06 04:00:00	ES	Futures	1287.12	1287.62	1285.13	1285.88	20443.0
2011-06-06 04:30:00	ES	Futures	1285.88	1289.35	1285.88	1287.12	11745.0
2011-06-06 05:00:00	ES	Futures	1286.87	1289.35	1286.87	1287.12	6344.0
2011-06-06 05:30:00	ES	Futures	1287.12	1288.36	1286.37	1287.86	7928.0
2011-06-06 06:00:00	ES	Futures	1287.86	1288.11	1285.88	1286.12	9416.0
2011-06-06 06:30:00	ES	Futures	1286.12	1286.62	1284.63	1285.38	14008.0
2011-06-06 07:00:00	ES	Futures	1285.38	1286.37	1284.63	1285.88	13951.0
2011-06-06 07:30:00	ES	Futures	1285.88	1286.37	1284.14	1284.39	16452.0
2011-06-06 08:00:00	ES	Futures	1284.39	1287.62	1284.39	1287.37	32712.0
2011-06-06 08:30:00	ES	Futures	1287.37	1289.35	1286.87	1288.11	31941.0
2011-06-06 09:00:00	ES	Futures	1288.11	1289.11	1287.12	1287.37	19405.0
2011-06-06 09:30:00	ES	Futures	1287.62	1290.1	1285.13	1286.37	207457.0
2011-06-06 10:00:00	ES	Futures	1286.62	1286.87	1281.9	1285.38	205644.0
2011-06-06 10:30:00	ES	Futures	1285.38	1285.88	1282.15	1283.14	148605.0
2011-06-06 11:00:00	ES	Futures	1283.14	1287.37	1282.65	1286.87	132965.0
2011-06-06 11:30:00	ES	Futures	1286.87	1288.11	1285.63	1287.12	81265.0
2011-06-06 12:00:00	ES	Futures	1287.12	1287.86	1285.88	1287.12	59041.0
2011-06-06 12:30:00	ES	Futures	1287.12	1287.12	1284.39	1285.38	50418.0
2011-06-06 13:00:00	ES	Futures	1285.38	1286.87	1284.14	1284.63	68835.0
2011-06-06 13:30:00	ES	Futures	1284.88	1285.13	1280.41	1281.65	120408.0
2011-06-06 14:00:00	ES	Futures	1281.9	1283.89	1281.16	1282.15	66206.0
2011-06-06 14:30:00	ES	Futures	1282.15	1282.9	1278.18	1279.17	115182.0
2011-06-06 15:00:00	ES	Futures	1279.42	1280.66	1275.19	1277.18	217772.0
2011-06-06 15:30:00	ES	Futures	1277.18	1280.66	1276.68	1277.18	271488.0
2011-06-06 16:00:00	ES	Futures	1276.93	1277.68	1276.44	1277.18	101632.0
2011-06-06 16:30:00	ES	Futures	1277.18	1277.43	1276.19	1276.93	5405.0
2011-06-06 17:00:00	ES	Futures	1276.68	1276.93	1275.69	1276.44	2404.0
2011-06-06 18:00:00	ES	Futures	1276.44	1277.93	1276.19	1276.93	4090.0
2011-06-06 18:30:00	ES	Futures	1277.18	1277.68	1276.68	1276.93	994.0
2011-06-06 19:00:00	ES	Futures	1277.18	1277.68	1276.93	1277.68	1952.0
2011-06-06 19:30:00	ES	Futures	1277.68	1277.68	1276.68	1276.93	1674.0
2011-06-06 20:00:00	ES	Futures	1276.93	1277.18	1275.94	1276.93	2890.0
2011-06-06 20:30:00	ES	Futures	1276.93	1277.68	1276.44	1277.43	1901.0
2011-06-06 21:00:00	ES	Futures	1277.43	1277.43	1276.19	1276.68	3040.0
2011-06-06 21:30:00	ES	Futures	1276.68	1277.18	1275.94	1277.18	3220.0
2011-06-06 22:00:00	ES	Futures	1276.93	1277.43	1276.68	1277.43	2103.0
2011-06-06 22:30:00	ES	Futures	1277.43	1277.68	1277.43	1277.68	681.0
2011-06-06 23:00:00	ES	Futures	1277.68	1278.42	1277.18	1278.42	2062.0
2011-06-06 23:30:00	ES	Futures	1278.42	1278.92	1277.68	1278.92	4823.0
2011-06-06 00:00:00	NQ	Futures	2629.79	2631.8	2628.93	2630.94	257.0
2011-06-06 00:30:00	NQ	Futures	2630.94	2631.23	2629.79	2629.79	136.0
2011-06-06 01:00:00	NQ	Futures	2629.79	2629.79	2626.92	2627.78	157.0

> showing 50 of 2,596 rows — these rows as CSV

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