PREVIEW / futures_30min / 2011-06-24

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-06-24.parquet
  size:    66 KB
  rows:    2,209

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
2011-06-24 00:00:00	ES	Futures	1279.95	1280.7	1279.95	1280.45	1337.0
2011-06-24 00:30:00	ES	Futures	1280.45	1280.45	1279.7	1280.2	1424.0
2011-06-24 01:00:00	ES	Futures	1279.95	1281.45	1279.95	1281.2	5286.0
2011-06-24 01:30:00	ES	Futures	1281.2	1281.94	1280.2	1280.45	4444.0
2011-06-24 02:00:00	ES	Futures	1280.2	1281.2	1279.45	1280.2	8025.0
2011-06-24 02:30:00	ES	Futures	1279.95	1280.2	1277.46	1277.46	10445.0
2011-06-24 03:00:00	ES	Futures	1277.46	1279.45	1276.71	1276.71	23782.0
2011-06-24 03:30:00	ES	Futures	1276.96	1277.46	1276.21	1276.46	17884.0
2011-06-24 04:00:00	ES	Futures	1276.71	1280.7	1276.46	1280.45	17998.0
2011-06-24 04:30:00	ES	Futures	1280.45	1282.44	1279.7	1282.44	17513.0
2011-06-24 05:00:00	ES	Futures	1282.19	1282.94	1281.45	1282.19	11461.0
2011-06-24 05:30:00	ES	Futures	1282.19	1282.44	1279.45	1279.45	9320.0
2011-06-24 06:00:00	ES	Futures	1279.45	1279.45	1272.47	1278.45	54238.0
2011-06-24 06:30:00	ES	Futures	1278.45	1278.95	1273.22	1273.96	36200.0
2011-06-24 07:00:00	ES	Futures	1273.71	1276.71	1273.46	1274.46	20043.0
2011-06-24 07:30:00	ES	Futures	1274.46	1275.46	1273.22	1273.46	13717.0
2011-06-24 08:00:00	ES	Futures	1273.46	1275.96	1271.47	1274.71	39140.0
2011-06-24 08:30:00	ES	Futures	1274.71	1278.7	1274.46	1277.21	71228.0
2011-06-24 09:00:00	ES	Futures	1277.46	1278.45	1274.96	1274.96	31489.0
2011-06-24 09:30:00	ES	Futures	1275.21	1276.21	1269.22	1271.22	254929.0
2011-06-24 10:00:00	ES	Futures	1270.97	1272.22	1262.49	1264.24	265695.0
2011-06-24 10:30:00	ES	Futures	1264.24	1267.23	1261.74	1263.74	203896.0
2011-06-24 11:00:00	ES	Futures	1263.74	1265.48	1261.24	1264.98	190603.0
2011-06-24 11:30:00	ES	Futures	1265.23	1266.98	1263.99	1264.98	109055.0
2011-06-24 12:00:00	ES	Futures	1265.23	1266.48	1263.24	1264.24	81325.0
2011-06-24 12:30:00	ES	Futures	1264.24	1265.73	1260.5	1261.99	91924.0
2011-06-24 13:00:00	ES	Futures	1261.99	1263.74	1259.75	1263.24	97803.0
2011-06-24 13:30:00	ES	Futures	1263.24	1265.98	1261.99	1264.49	90773.0
2011-06-24 14:00:00	ES	Futures	1264.24	1264.74	1260.99	1262.99	81056.0
2011-06-24 14:30:00	ES	Futures	1263.24	1264.49	1260.99	1261.74	67083.0
2011-06-24 15:00:00	ES	Futures	1261.99	1262.24	1259.5	1260.25	79326.0
2011-06-24 15:30:00	ES	Futures	1260.0	1262.74	1258.25	1260.25	264708.0
2011-06-24 16:00:00	ES	Futures	1260.5	1261.24	1258.5	1260.74	158124.0
2011-06-24 00:00:00	NQ	Futures	2590.46	2591.04	2589.89	2590.18	76.0
2011-06-24 00:30:00	NQ	Futures	2590.18	2590.18	2588.74	2589.31	147.0
2011-06-24 01:00:00	NQ	Futures	2589.6	2591.9	2589.6	2591.33	260.0
2011-06-24 01:30:00	NQ	Futures	2591.04	2591.9	2588.74	2589.89	444.0
2011-06-24 02:00:00	NQ	Futures	2589.89	2592.48	2588.45	2589.02	866.0
2011-06-24 02:30:00	NQ	Futures	2589.31	2589.6	2584.71	2585.0	618.0
2011-06-24 03:00:00	NQ	Futures	2585.28	2590.18	2583.27	2583.56	2320.0
2011-06-24 03:30:00	NQ	Futures	2583.84	2584.13	2581.54	2581.83	1586.0
2011-06-24 04:00:00	NQ	Futures	2582.12	2590.75	2582.12	2590.18	2421.0
2011-06-24 04:30:00	NQ	Futures	2590.18	2599.67	2589.89	2597.08	2882.0
2011-06-24 05:00:00	NQ	Futures	2597.37	2597.66	2595.36	2596.22	755.0
2011-06-24 05:30:00	NQ	Futures	2596.22	2596.51	2590.75	2591.04	1806.0
2011-06-24 06:00:00	NQ	Futures	2591.04	2591.33	2579.53	2590.46	3355.0
2011-06-24 06:30:00	NQ	Futures	2590.75	2591.33	2581.83	2583.27	3090.0
2011-06-24 07:00:00	NQ	Futures	2583.27	2586.72	2581.83	2582.69	1661.0
2011-06-24 07:30:00	NQ	Futures	2582.69	2583.84	2579.53	2579.82	1456.0
2011-06-24 08:00:00	NQ	Futures	2579.53	2582.98	2577.8	2580.68	3470.0

> showing 50 of 2,209 rows — these rows as CSV

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