PREVIEW / futures_30min / 2011-06-23

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-06-23.parquet
  size:    80 KB
  rows:    2,749

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
2011-06-23 00:00:00	ES	Futures	1271.97	1272.97	1271.97	1272.97	2023.0
2011-06-23 00:30:00	ES	Futures	1272.72	1272.97	1271.97	1272.22	1198.0
2011-06-23 01:00:00	ES	Futures	1271.97	1273.46	1271.97	1272.72	1446.0
2011-06-23 01:30:00	ES	Futures	1272.47	1273.96	1271.72	1272.22	4713.0
2011-06-23 02:00:00	ES	Futures	1272.22	1274.96	1272.22	1274.96	7224.0
2011-06-23 02:30:00	ES	Futures	1274.96	1274.96	1273.96	1273.96	8743.0
2011-06-23 03:00:00	ES	Futures	1274.21	1274.46	1270.47	1271.72	30243.0
2011-06-23 03:30:00	ES	Futures	1271.47	1274.71	1271.47	1273.22	17602.0
2011-06-23 04:00:00	ES	Futures	1273.22	1274.21	1271.22	1273.96	13826.0
2011-06-23 04:30:00	ES	Futures	1273.96	1274.21	1271.97	1272.47	9391.0
2011-06-23 05:00:00	ES	Futures	1272.47	1272.97	1270.47	1270.72	9758.0
2011-06-23 05:30:00	ES	Futures	1270.97	1271.97	1270.22	1271.72	15034.0
2011-06-23 06:00:00	ES	Futures	1271.72	1272.72	1270.47	1270.97	9951.0
2011-06-23 06:30:00	ES	Futures	1270.72	1270.97	1269.22	1269.72	14610.0
2011-06-23 07:00:00	ES	Futures	1269.72	1270.97	1268.48	1268.73	26750.0
2011-06-23 07:30:00	ES	Futures	1268.73	1270.22	1268.48	1268.48	18905.0
2011-06-23 08:00:00	ES	Futures	1268.48	1268.73	1265.98	1266.73	48498.0
2011-06-23 08:30:00	ES	Futures	1266.48	1266.48	1260.25	1261.99	138871.0
2011-06-23 09:00:00	ES	Futures	1262.24	1265.23	1260.99	1263.74	77846.0
2011-06-23 09:30:00	ES	Futures	1263.99	1264.24	1255.51	1259.25	363069.0
2011-06-23 10:00:00	ES	Futures	1259.25	1262.49	1256.01	1259.0	292742.0
2011-06-23 10:30:00	ES	Futures	1259.25	1260.25	1254.01	1258.0	236183.0
2011-06-23 11:00:00	ES	Futures	1258.0	1259.75	1256.01	1259.25	155228.0
2011-06-23 11:30:00	ES	Futures	1259.25	1261.74	1258.5	1260.74	118897.0
2011-06-23 12:00:00	ES	Futures	1260.99	1262.74	1258.25	1258.75	128683.0
2011-06-23 12:30:00	ES	Futures	1259.0	1263.74	1258.5	1263.24	95404.0
2011-06-23 13:00:00	ES	Futures	1263.49	1266.23	1262.74	1264.98	138083.0
2011-06-23 13:30:00	ES	Futures	1264.98	1267.73	1262.99	1265.23	122257.0
2011-06-23 14:00:00	ES	Futures	1265.23	1265.48	1260.74	1262.24	115986.0
2011-06-23 14:30:00	ES	Futures	1261.99	1270.72	1258.5	1270.22	189224.0
2011-06-23 15:00:00	ES	Futures	1270.47	1274.71	1264.98	1269.72	378919.0
2011-06-23 15:30:00	ES	Futures	1269.97	1276.21	1265.73	1275.46	355494.0
2011-06-23 16:00:00	ES	Futures	1275.46	1275.71	1272.47	1274.46	98341.0
2011-06-23 16:30:00	ES	Futures	1274.46	1276.46	1273.96	1276.46	8815.0
2011-06-23 17:00:00	ES	Futures	1276.46	1276.96	1275.21	1275.71	4309.0
2011-06-23 18:00:00	ES	Futures	1275.96	1280.95	1275.96	1278.7	17925.0
2011-06-23 18:30:00	ES	Futures	1278.45	1278.95	1278.2	1278.45	1822.0
2011-06-23 19:00:00	ES	Futures	1278.7	1278.95	1277.95	1277.95	1400.0
2011-06-23 19:30:00	ES	Futures	1277.95	1278.2	1277.46	1277.7	1150.0
2011-06-23 20:00:00	ES	Futures	1277.95	1280.45	1277.46	1280.45	4644.0
2011-06-23 20:30:00	ES	Futures	1280.2	1280.7	1278.95	1279.2	5386.0
2011-06-23 21:00:00	ES	Futures	1278.95	1280.45	1278.2	1279.2	4530.0
2011-06-23 21:30:00	ES	Futures	1278.95	1280.45	1277.95	1278.95	3277.0
2011-06-23 22:00:00	ES	Futures	1278.95	1280.2	1278.95	1280.2	1451.0
2011-06-23 22:30:00	ES	Futures	1280.2	1280.45	1279.7	1280.2	2367.0
2011-06-23 23:00:00	ES	Futures	1280.45	1280.7	1279.7	1280.2	1382.0
2011-06-23 23:30:00	ES	Futures	1279.95	1280.45	1279.95	1279.95	2003.0
2011-06-23 00:00:00	NQ	Futures	2557.37	2559.1	2555.93	2559.1	457.0
2011-06-23 00:30:00	NQ	Futures	2559.1	2559.1	2555.93	2557.66	592.0
2011-06-23 01:00:00	NQ	Futures	2557.95	2559.96	2557.95	2558.23	118.0

> showing 50 of 2,749 rows — these rows as CSV

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