PREVIEW / futures_30min / 2011-06-27

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-06-27.parquet
  size:    75 KB
  rows:    2,636

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
2011-06-27 00:00:00	ES	Futures	1259.0	1259.0	1258.0	1258.5	2537.0
2011-06-27 00:30:00	ES	Futures	1258.5	1258.5	1257.75	1257.75	2407.0
2011-06-27 01:00:00	ES	Futures	1257.75	1260.5	1257.5	1260.0	3443.0
2011-06-27 01:30:00	ES	Futures	1260.25	1260.25	1257.25	1259.0	4789.0
2011-06-27 02:00:00	ES	Futures	1259.0	1259.25	1256.26	1256.75	7898.0
2011-06-27 02:30:00	ES	Futures	1257.0	1259.0	1256.75	1258.5	4972.0
2011-06-27 03:00:00	ES	Futures	1258.75	1264.74	1258.75	1264.24	28829.0
2011-06-27 03:30:00	ES	Futures	1264.49	1264.49	1258.5	1259.5	20096.0
2011-06-27 04:00:00	ES	Futures	1259.25	1262.49	1259.0	1261.99	10195.0
2011-06-27 04:30:00	ES	Futures	1261.99	1264.74	1261.49	1264.24	9428.0
2011-06-27 05:00:00	ES	Futures	1264.49	1265.73	1263.74	1264.74	11519.0
2011-06-27 05:30:00	ES	Futures	1264.49	1264.98	1263.24	1263.99	6744.0
2011-06-27 06:00:00	ES	Futures	1263.99	1266.48	1263.49	1265.73	12432.0
2011-06-27 06:30:00	ES	Futures	1265.73	1266.48	1263.74	1263.99	9851.0
2011-06-27 07:00:00	ES	Futures	1263.99	1264.98	1263.24	1263.49	8634.0
2011-06-27 07:30:00	ES	Futures	1263.24	1264.74	1263.24	1263.24	6775.0
2011-06-27 08:00:00	ES	Futures	1263.24	1263.99	1262.49	1263.49	16680.0
2011-06-27 08:30:00	ES	Futures	1263.24	1263.74	1260.99	1261.49	26179.0
2011-06-27 09:00:00	ES	Futures	1261.74	1261.99	1259.25	1261.24	40092.0
2011-06-27 09:30:00	ES	Futures	1261.24	1266.23	1258.75	1264.24	246066.0
2011-06-27 10:00:00	ES	Futures	1264.24	1269.97	1263.74	1269.72	161280.0
2011-06-27 10:30:00	ES	Futures	1269.97	1270.47	1267.48	1269.22	141084.0
2011-06-27 11:00:00	ES	Futures	1269.22	1270.22	1266.23	1267.23	127360.0
2011-06-27 11:30:00	ES	Futures	1267.48	1271.22	1266.73	1270.97	106199.0
2011-06-27 12:00:00	ES	Futures	1270.97	1271.72	1269.47	1270.47	69371.0
2011-06-27 12:30:00	ES	Futures	1270.47	1271.22	1269.72	1269.72	47868.0
2011-06-27 13:00:00	ES	Futures	1269.72	1271.72	1268.73	1269.22	67387.0
2011-06-27 13:30:00	ES	Futures	1268.98	1271.22	1268.23	1270.22	94648.0
2011-06-27 14:00:00	ES	Futures	1269.97	1275.96	1269.97	1275.46	169921.0
2011-06-27 14:30:00	ES	Futures	1275.46	1276.96	1274.96	1275.21	105641.0
2011-06-27 15:00:00	ES	Futures	1274.96	1276.46	1274.21	1275.21	70558.0
2011-06-27 15:30:00	ES	Futures	1274.96	1275.71	1271.47	1271.72	192653.0
2011-06-27 16:00:00	ES	Futures	1271.97	1273.96	1270.97	1273.71	95535.0
2011-06-27 16:30:00	ES	Futures	1273.96	1274.96	1273.46	1274.71	9515.0
2011-06-27 17:00:00	ES	Futures	1274.46	1275.21	1273.71	1274.71	2982.0
2011-06-27 18:00:00	ES	Futures	1274.96	1275.21	1274.46	1274.96	1052.0
2011-06-27 18:30:00	ES	Futures	1274.71	1275.96	1274.71	1274.96	1720.0
2011-06-27 19:00:00	ES	Futures	1274.96	1275.96	1274.96	1275.71	1284.0
2011-06-27 19:30:00	ES	Futures	1275.71	1275.96	1275.21	1275.71	1239.0
2011-06-27 20:00:00	ES	Futures	1275.96	1275.96	1273.96	1274.71	3827.0
2011-06-27 20:30:00	ES	Futures	1274.71	1275.21	1274.21	1275.21	1456.0
2011-06-27 21:00:00	ES	Futures	1275.21	1276.96	1274.96	1276.71	3749.0
2011-06-27 21:30:00	ES	Futures	1276.71	1276.96	1275.46	1275.46	2645.0
2011-06-27 22:00:00	ES	Futures	1275.46	1275.96	1274.96	1275.46	1365.0
2011-06-27 22:30:00	ES	Futures	1275.46	1275.46	1274.96	1275.21	1064.0
2011-06-27 23:00:00	ES	Futures	1275.21	1275.21	1273.96	1274.21	1814.0
2011-06-27 23:30:00	ES	Futures	1274.21	1274.71	1274.21	1274.46	869.0
2011-06-27 00:00:00	NQ	Futures	2536.36	2536.65	2534.64	2535.79	566.0
2011-06-27 00:30:00	NQ	Futures	2535.79	2536.08	2533.77	2533.77	173.0
2011-06-27 01:00:00	NQ	Futures	2534.06	2538.38	2533.2	2538.38	247.0

> showing 50 of 2,636 rows — these rows as CSV

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