PREVIEW / futures_30min / 2011-06-15

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-06-15.parquet
  size:    77 KB
  rows:    2,732

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
2011-06-15 00:00:00	ES	Futures	1276.71	1277.95	1276.46	1277.7	1627.0
2011-06-15 00:30:00	ES	Futures	1277.7	1277.95	1276.46	1277.21	1429.0
2011-06-15 01:00:00	ES	Futures	1277.21	1277.95	1276.96	1277.7	1799.0
2011-06-15 01:30:00	ES	Futures	1277.95	1277.95	1277.21	1277.46	2270.0
2011-06-15 02:00:00	ES	Futures	1277.7	1277.7	1276.46	1276.71	5987.0
2011-06-15 02:30:00	ES	Futures	1276.71	1277.21	1275.21	1276.21	7351.0
2011-06-15 03:00:00	ES	Futures	1276.21	1277.46	1275.71	1276.71	13184.0
2011-06-15 03:30:00	ES	Futures	1276.71	1276.96	1275.96	1275.96	6279.0
2011-06-15 04:00:00	ES	Futures	1276.21	1276.71	1275.71	1276.46	7430.0
2011-06-15 04:30:00	ES	Futures	1276.21	1276.71	1274.46	1274.46	9931.0
2011-06-15 05:00:00	ES	Futures	1274.71	1275.96	1273.96	1274.21	12064.0
2011-06-15 05:30:00	ES	Futures	1274.21	1275.96	1273.71	1275.96	14426.0
2011-06-15 06:00:00	ES	Futures	1275.71	1276.71	1275.21	1276.71	10555.0
2011-06-15 06:30:00	ES	Futures	1276.71	1276.71	1274.46	1274.96	11882.0
2011-06-15 07:00:00	ES	Futures	1274.71	1275.96	1274.71	1275.46	11664.0
2011-06-15 07:30:00	ES	Futures	1275.46	1276.21	1274.46	1274.46	15778.0
2011-06-15 08:00:00	ES	Futures	1274.46	1275.21	1269.97	1270.47	49059.0
2011-06-15 08:30:00	ES	Futures	1270.47	1270.72	1267.98	1268.48	107641.0
2011-06-15 09:00:00	ES	Futures	1268.48	1270.22	1267.23	1268.73	75627.0
2011-06-15 09:30:00	ES	Futures	1268.73	1271.97	1266.23	1270.72	272231.0
2011-06-15 10:00:00	ES	Futures	1270.72	1272.72	1269.22	1269.22	168511.0
2011-06-15 10:30:00	ES	Futures	1269.22	1272.22	1267.73	1270.72	145931.0
2011-06-15 11:00:00	ES	Futures	1270.72	1271.97	1268.23	1268.98	128782.0
2011-06-15 11:30:00	ES	Futures	1269.22	1269.47	1259.75	1261.99	385446.0
2011-06-15 12:00:00	ES	Futures	1261.99	1262.99	1254.26	1258.75	275506.0
2011-06-15 12:30:00	ES	Futures	1258.75	1260.5	1257.0	1257.75	157418.0
2011-06-15 13:00:00	ES	Futures	1258.0	1258.75	1255.01	1257.25	144433.0
2011-06-15 13:30:00	ES	Futures	1257.5	1257.75	1254.51	1257.0	126053.0
2011-06-15 14:00:00	ES	Futures	1257.0	1260.5	1254.51	1254.76	194500.0
2011-06-15 14:30:00	ES	Futures	1254.51	1259.0	1254.01	1255.51	199194.0
2011-06-15 15:00:00	ES	Futures	1255.76	1258.25	1252.76	1257.0	210767.0
2011-06-15 15:30:00	ES	Futures	1257.25	1260.0	1255.26	1256.26	242611.0
2011-06-15 16:00:00	ES	Futures	1256.51	1258.75	1256.01	1257.75	136816.0
2011-06-15 16:30:00	ES	Futures	1258.0	1258.75	1256.51	1256.75	8465.0
2011-06-15 17:00:00	ES	Futures	1257.0	1257.75	1256.75	1257.25	2284.0
2011-06-15 18:00:00	ES	Futures	1257.5	1259.0	1257.0	1258.75	3951.0
2011-06-15 18:30:00	ES	Futures	1258.75	1259.25	1258.5	1259.25	1611.0
2011-06-15 19:00:00	ES	Futures	1259.25	1259.75	1257.25	1257.5	4488.0
2011-06-15 19:30:00	ES	Futures	1257.5	1258.75	1256.26	1257.75	4436.0
2011-06-15 20:00:00	ES	Futures	1258.0	1259.25	1256.75	1258.5	4651.0
2011-06-15 20:30:00	ES	Futures	1258.5	1259.5	1258.5	1259.5	1589.0
2011-06-15 21:00:00	ES	Futures	1259.5	1260.25	1257.5	1258.25	4995.0
2011-06-15 21:30:00	ES	Futures	1258.0	1259.5	1257.5	1259.25	2245.0
2011-06-15 22:00:00	ES	Futures	1259.25	1260.0	1258.75	1260.0	1752.0
2011-06-15 22:30:00	ES	Futures	1260.0	1261.74	1259.75	1260.74	7376.0
2011-06-15 23:00:00	ES	Futures	1260.5	1261.24	1259.75	1260.0	3487.0
2011-06-15 23:30:00	ES	Futures	1260.25	1260.99	1260.0	1260.5	1533.0
2011-06-15 00:00:00	NQ	Futures	2578.38	2580.39	2577.8	2580.1	144.0
2011-06-15 00:30:00	NQ	Futures	2580.1	2580.68	2577.8	2578.95	90.0
2011-06-15 01:00:00	NQ	Futures	2579.24	2580.39	2578.95	2579.82	70.0

> showing 50 of 2,732 rows — these rows as CSV

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