PREVIEW / futures_30min / 2011-06-20

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-06-20.parquet
  size:    74 KB
  rows:    2,634

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
2011-06-20 00:00:00	ES	Futures	1258.25	1259.0	1258.25	1258.75	887.0
2011-06-20 00:30:00	ES	Futures	1258.75	1258.75	1256.01	1257.0	5060.0
2011-06-20 01:00:00	ES	Futures	1257.25	1257.75	1256.01	1256.75	2723.0
2011-06-20 01:30:00	ES	Futures	1256.75	1256.75	1255.01	1255.51	5041.0
2011-06-20 02:00:00	ES	Futures	1255.51	1255.76	1253.26	1255.26	13099.0
2011-06-20 02:30:00	ES	Futures	1255.01	1255.51	1253.26	1255.26	9654.0
2011-06-20 03:00:00	ES	Futures	1255.01	1256.26	1253.26	1255.01	23950.0
2011-06-20 03:30:00	ES	Futures	1254.76	1256.51	1253.51	1254.51	15071.0
2011-06-20 04:00:00	ES	Futures	1254.51	1256.51	1253.76	1255.01	9917.0
2011-06-20 04:30:00	ES	Futures	1255.01	1257.25	1254.51	1255.76	13554.0
2011-06-20 05:00:00	ES	Futures	1256.01	1258.0	1255.76	1257.0	10604.0
2011-06-20 05:30:00	ES	Futures	1256.75	1257.75	1256.01	1257.25	5673.0
2011-06-20 06:00:00	ES	Futures	1257.25	1259.25	1257.0	1258.5	8342.0
2011-06-20 06:30:00	ES	Futures	1258.5	1258.75	1256.51	1257.0	7220.0
2011-06-20 07:00:00	ES	Futures	1257.0	1257.0	1255.76	1256.51	6294.0
2011-06-20 07:30:00	ES	Futures	1256.51	1256.75	1254.26	1255.51	16788.0
2011-06-20 08:00:00	ES	Futures	1255.76	1257.25	1255.01	1257.0	17063.0
2011-06-20 08:30:00	ES	Futures	1257.25	1259.25	1256.51	1257.25	30720.0
2011-06-20 09:00:00	ES	Futures	1257.25	1260.74	1257.0	1258.75	41314.0
2011-06-20 09:30:00	ES	Futures	1258.75	1264.74	1258.25	1263.99	192667.0
2011-06-20 10:00:00	ES	Futures	1263.74	1265.23	1260.99	1264.24	184388.0
2011-06-20 10:30:00	ES	Futures	1264.24	1268.48	1264.24	1266.73	156832.0
2011-06-20 11:00:00	ES	Futures	1266.73	1269.22	1265.23	1268.98	103538.0
2011-06-20 11:30:00	ES	Futures	1268.73	1271.72	1268.48	1271.47	104954.0
2011-06-20 12:00:00	ES	Futures	1271.47	1272.22	1269.72	1271.97	63947.0
2011-06-20 12:30:00	ES	Futures	1271.97	1272.22	1269.47	1269.97	50253.0
2011-06-20 13:00:00	ES	Futures	1269.72	1270.47	1268.48	1269.97	59459.0
2011-06-20 13:30:00	ES	Futures	1269.72	1270.72	1267.48	1267.98	41351.0
2011-06-20 14:00:00	ES	Futures	1268.23	1269.47	1267.48	1268.48	42080.0
2011-06-20 14:30:00	ES	Futures	1268.48	1271.97	1268.23	1270.97	63692.0
2011-06-20 15:00:00	ES	Futures	1270.72	1270.72	1266.48	1267.23	84031.0
2011-06-20 15:30:00	ES	Futures	1267.23	1271.22	1266.98	1269.72	153292.0
2011-06-20 16:00:00	ES	Futures	1269.97	1270.97	1268.98	1270.22	84417.0
2011-06-20 16:30:00	ES	Futures	1270.22	1270.47	1269.72	1270.22	3717.0
2011-06-20 17:00:00	ES	Futures	1270.22	1270.47	1269.97	1269.97	887.0
2011-06-20 18:00:00	ES	Futures	1269.97	1270.47	1269.72	1270.47	1681.0
2011-06-20 18:30:00	ES	Futures	1270.22	1270.72	1269.97	1270.22	851.0
2011-06-20 19:00:00	ES	Futures	1270.22	1271.72	1269.97	1271.72	3077.0
2011-06-20 19:30:00	ES	Futures	1271.47	1272.97	1271.47	1272.22	3981.0
2011-06-20 20:00:00	ES	Futures	1272.22	1273.71	1271.47	1272.47	3962.0
2011-06-20 20:30:00	ES	Futures	1272.22	1272.47	1270.97	1272.22	2291.0
2011-06-20 21:00:00	ES	Futures	1271.97	1272.72	1271.22	1272.22	1321.0
2011-06-20 21:30:00	ES	Futures	1272.22	1272.47	1269.72	1271.47	6881.0
2011-06-20 22:00:00	ES	Futures	1271.47	1271.97	1268.98	1269.22	3283.0
2011-06-20 22:30:00	ES	Futures	1269.22	1270.47	1268.73	1270.22	2836.0
2011-06-20 23:00:00	ES	Futures	1270.22	1270.22	1269.47	1269.72	1425.0
2011-06-20 23:30:00	ES	Futures	1269.72	1269.97	1269.22	1269.22	849.0
2011-06-20 00:00:00	NQ	Futures	2513.34	2514.49	2512.48	2513.63	165.0
2011-06-20 00:30:00	NQ	Futures	2513.63	2513.92	2509.03	2510.75	603.0
2011-06-20 01:00:00	NQ	Futures	2510.75	2512.19	2509.31	2509.31	279.0

> showing 50 of 2,634 rows — these rows as CSV

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