PREVIEW / futures_30min / 2011-07-05

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-07-05.parquet
  size:    71 KB
  rows:    2,644

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
2011-07-05 00:00:00	ES	Futures	1330.83	1331.33	1330.08	1330.83	564.0
2011-07-05 00:30:00	ES	Futures	1330.83	1331.08	1329.08	1329.58	1339.0
2011-07-05 01:00:00	ES	Futures	1329.58	1330.08	1329.08	1329.83	1190.0
2011-07-05 01:30:00	ES	Futures	1329.83	1330.33	1328.83	1329.08	2144.0
2011-07-05 02:00:00	ES	Futures	1328.83	1329.33	1327.84	1329.08	5643.0
2011-07-05 02:30:00	ES	Futures	1329.08	1329.33	1328.08	1329.33	3899.0
2011-07-05 03:00:00	ES	Futures	1329.08	1330.08	1328.08	1329.83	12525.0
2011-07-05 03:30:00	ES	Futures	1329.83	1332.32	1329.58	1330.08	11773.0
2011-07-05 04:00:00	ES	Futures	1330.08	1332.32	1329.58	1331.08	10257.0
2011-07-05 04:30:00	ES	Futures	1331.08	1331.58	1330.33	1330.33	3236.0
2011-07-05 05:00:00	ES	Futures	1330.33	1331.58	1329.83	1330.83	5047.0
2011-07-05 05:30:00	ES	Futures	1330.83	1333.57	1330.58	1333.32	14110.0
2011-07-05 06:00:00	ES	Futures	1333.32	1334.57	1333.07	1333.32	19201.0
2011-07-05 06:30:00	ES	Futures	1333.07	1333.57	1332.32	1333.07	7786.0
2011-07-05 07:00:00	ES	Futures	1333.07	1333.32	1331.58	1331.58	12281.0
2011-07-05 07:30:00	ES	Futures	1331.83	1332.32	1329.33	1329.58	16578.0
2011-07-05 08:00:00	ES	Futures	1329.58	1329.83	1328.58	1329.08	21361.0
2011-07-05 08:30:00	ES	Futures	1329.08	1330.08	1327.84	1330.08	19894.0
2011-07-05 09:00:00	ES	Futures	1330.08	1330.58	1329.33	1330.08	18263.0
2011-07-05 09:30:00	ES	Futures	1329.83	1330.58	1327.09	1329.33	178102.0
2011-07-05 10:00:00	ES	Futures	1329.33	1332.07	1326.84	1328.33	176245.0
2011-07-05 10:30:00	ES	Futures	1328.58	1330.33	1326.84	1327.59	119448.0
2011-07-05 11:00:00	ES	Futures	1327.59	1329.08	1326.09	1328.58	105817.0
2011-07-05 11:30:00	ES	Futures	1328.58	1330.33	1327.84	1330.08	57525.0
2011-07-05 12:00:00	ES	Futures	1330.08	1331.33	1329.58	1330.83	41577.0
2011-07-05 12:30:00	ES	Futures	1330.58	1331.58	1330.08	1330.83	34068.0
2011-07-05 13:00:00	ES	Futures	1330.83	1331.83	1330.58	1331.08	34728.0
2011-07-05 13:30:00	ES	Futures	1331.33	1333.07	1330.83	1332.57	51092.0
2011-07-05 14:00:00	ES	Futures	1332.82	1333.07	1326.34	1326.84	151428.0
2011-07-05 14:30:00	ES	Futures	1327.09	1329.83	1326.09	1329.33	76417.0
2011-07-05 15:00:00	ES	Futures	1329.58	1332.57	1328.33	1332.07	74173.0
2011-07-05 15:30:00	ES	Futures	1332.32	1332.82	1328.83	1330.08	155972.0
2011-07-05 16:00:00	ES	Futures	1330.08	1333.82	1328.83	1333.07	120456.0
2011-07-05 16:30:00	ES	Futures	1332.82	1333.57	1332.07	1332.32	8173.0
2011-07-05 17:00:00	ES	Futures	1332.32	1332.82	1332.07	1332.07	1351.0
2011-07-05 18:00:00	ES	Futures	1332.32	1332.57	1332.07	1332.32	417.0
2011-07-05 18:30:00	ES	Futures	1332.32	1332.57	1332.07	1332.32	248.0
2011-07-05 19:00:00	ES	Futures	1332.07	1332.57	1332.07	1332.32	691.0
2011-07-05 19:30:00	ES	Futures	1332.32	1332.57	1332.07	1332.32	675.0
2011-07-05 20:00:00	ES	Futures	1332.07	1332.57	1331.33	1332.32	3070.0
2011-07-05 20:30:00	ES	Futures	1332.07	1332.82	1331.58	1332.57	5544.0
2011-07-05 21:00:00	ES	Futures	1332.82	1334.07	1332.32	1333.07	4417.0
2011-07-05 21:30:00	ES	Futures	1333.32	1333.32	1332.32	1332.82	2948.0
2011-07-05 22:00:00	ES	Futures	1333.07	1334.32	1332.82	1334.07	2203.0
2011-07-05 22:30:00	ES	Futures	1334.07	1334.32	1333.32	1333.82	2254.0
2011-07-05 23:00:00	ES	Futures	1333.57	1337.56	1333.57	1335.32	10006.0
2011-07-05 23:30:00	ES	Futures	1335.57	1337.06	1335.57	1336.81	3388.0
2011-07-05 00:00:00	NQ	Futures	2719.96	2719.96	2717.94	2718.81	55.0
2011-07-05 00:30:00	NQ	Futures	2718.81	2718.81	2716.5	2717.66	119.0
2011-07-05 01:00:00	NQ	Futures	2716.5	2717.66	2716.22	2717.37	106.0

> showing 50 of 2,644 rows — these rows as CSV

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