PREVIEW / futures_30min / 2011-06-10

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-06-10.parquet
  size:    63 KB
  rows:    2,119

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
2011-06-10 00:00:00	ES	Futures	1275.44	1275.69	1275.19	1275.19	760.0
2011-06-10 00:30:00	ES	Futures	1275.19	1275.19	1274.45	1274.95	2858.0
2011-06-10 01:00:00	ES	Futures	1275.19	1275.44	1274.45	1275.44	1676.0
2011-06-10 01:30:00	ES	Futures	1275.19	1275.69	1274.95	1275.44	3403.0
2011-06-10 02:00:00	ES	Futures	1275.19	1276.19	1274.45	1275.69	5369.0
2011-06-10 02:30:00	ES	Futures	1275.94	1276.93	1275.69	1276.68	5106.0
2011-06-10 03:00:00	ES	Futures	1276.68	1276.93	1273.21	1274.45	13667.0
2011-06-10 03:30:00	ES	Futures	1274.7	1275.94	1273.95	1275.44	7991.0
2011-06-10 04:00:00	ES	Futures	1275.19	1276.44	1274.95	1275.44	5909.0
2011-06-10 04:30:00	ES	Futures	1275.44	1278.92	1275.44	1278.67	9591.0
2011-06-10 05:00:00	ES	Futures	1278.67	1279.42	1277.43	1278.18	7183.0
2011-06-10 05:30:00	ES	Futures	1277.93	1278.42	1276.93	1277.93	4945.0
2011-06-10 06:00:00	ES	Futures	1277.68	1278.67	1277.43	1277.93	3762.0
2011-06-10 06:30:00	ES	Futures	1277.93	1277.93	1274.7	1275.44	10910.0
2011-06-10 07:00:00	ES	Futures	1275.19	1276.44	1273.95	1274.95	11637.0
2011-06-10 07:30:00	ES	Futures	1274.95	1277.18	1274.95	1276.68	11325.0
2011-06-10 08:00:00	ES	Futures	1276.68	1278.42	1275.94	1276.19	10554.0
2011-06-10 08:30:00	ES	Futures	1276.19	1277.68	1274.45	1274.7	19383.0
2011-06-10 09:00:00	ES	Futures	1274.7	1275.44	1272.96	1274.95	22288.0
2011-06-10 09:30:00	ES	Futures	1274.95	1275.94	1268.49	1269.48	114712.0
2011-06-10 10:00:00	ES	Futures	1269.48	1269.98	1266.5	1269.23	83234.0
2011-06-10 10:30:00	ES	Futures	1269.23	1269.48	1263.77	1265.26	77010.0
2011-06-10 11:00:00	ES	Futures	1265.51	1265.75	1261.78	1264.51	80936.0
2011-06-10 11:30:00	ES	Futures	1264.76	1265.75	1262.77	1265.01	35208.0
2011-06-10 12:00:00	ES	Futures	1265.01	1266.0	1263.27	1265.01	33642.0
2011-06-10 12:30:00	ES	Futures	1265.01	1266.75	1264.51	1265.26	22514.0
2011-06-10 13:00:00	ES	Futures	1265.26	1265.26	1262.28	1263.52	24444.0
2011-06-10 13:30:00	ES	Futures	1263.52	1263.77	1259.05	1260.54	51343.0
2011-06-10 14:00:00	ES	Futures	1260.78	1268.49	1260.54	1266.5	90683.0
2011-06-10 14:30:00	ES	Futures	1266.5	1270.23	1264.51	1270.23	53711.0
2011-06-10 15:00:00	ES	Futures	1270.23	1270.97	1266.75	1267.24	44018.0
2011-06-10 15:30:00	ES	Futures	1267.24	1268.49	1261.53	1261.78	78447.0
2011-06-10 16:00:00	ES	Futures	1262.03	1262.28	1260.04	1261.78	41354.0
2011-06-10 00:00:00	NQ	Futures	2582.67	2582.96	2581.81	2582.39	29.0
2011-06-10 00:30:00	NQ	Futures	2582.1	2582.39	2580.95	2581.52	277.0
2011-06-10 01:00:00	NQ	Futures	2581.52	2581.81	2580.95	2581.81	185.0
2011-06-10 01:30:00	NQ	Futures	2581.81	2582.39	2580.95	2582.1	208.0
2011-06-10 02:00:00	NQ	Futures	2582.1	2582.39	2580.95	2581.52	661.0
2011-06-10 02:30:00	NQ	Futures	2581.52	2583.53	2581.52	2583.25	398.0
2011-06-10 03:00:00	NQ	Futures	2583.25	2583.25	2579.8	2582.96	1647.0
2011-06-10 03:30:00	NQ	Futures	2583.25	2584.68	2581.52	2583.53	827.0
2011-06-10 04:00:00	NQ	Futures	2583.25	2585.26	2582.67	2583.82	341.0
2011-06-10 04:30:00	NQ	Futures	2583.82	2589.57	2583.82	2589.57	643.0
2011-06-10 05:00:00	NQ	Futures	2589.28	2589.57	2586.7	2587.56	324.0
2011-06-10 05:30:00	NQ	Futures	2587.56	2587.56	2585.55	2586.41	272.0
2011-06-10 06:00:00	NQ	Futures	2586.7	2587.56	2585.83	2586.98	66.0
2011-06-10 06:30:00	NQ	Futures	2586.41	2586.41	2580.37	2581.52	614.0
2011-06-10 07:00:00	NQ	Futures	2581.52	2582.96	2580.37	2581.52	375.0
2011-06-10 07:30:00	NQ	Futures	2581.81	2584.68	2581.81	2583.25	481.0
2011-06-10 08:00:00	NQ	Futures	2583.25	2586.7	2583.25	2583.53	733.0

> showing 50 of 2,119 rows — these rows as CSV

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