PREVIEW / futures_30min / 2011-07-06

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-07-06.parquet
  size:    73 KB
  rows:    2,701

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
2011-07-06 00:00:00	ES	Futures	1336.81	1337.06	1335.82	1336.07	1310.0
2011-07-06 00:30:00	ES	Futures	1336.07	1336.56	1335.82	1336.07	1083.0
2011-07-06 01:00:00	ES	Futures	1336.31	1336.56	1335.57	1336.07	2296.0
2011-07-06 01:30:00	ES	Futures	1336.07	1337.56	1335.57	1337.31	3972.0
2011-07-06 02:00:00	ES	Futures	1337.31	1337.56	1335.07	1335.07	8365.0
2011-07-06 02:30:00	ES	Futures	1335.07	1335.82	1332.57	1332.57	10220.0
2011-07-06 03:00:00	ES	Futures	1332.82	1333.57	1330.58	1331.33	22283.0
2011-07-06 03:30:00	ES	Futures	1331.33	1331.33	1329.08	1329.58	19968.0
2011-07-06 04:00:00	ES	Futures	1329.58	1329.83	1327.34	1329.33	22567.0
2011-07-06 04:30:00	ES	Futures	1329.58	1330.33	1328.58	1329.33	10426.0
2011-07-06 05:00:00	ES	Futures	1329.08	1329.83	1328.33	1328.83	8572.0
2011-07-06 05:30:00	ES	Futures	1328.83	1330.83	1328.08	1330.33	9809.0
2011-07-06 06:00:00	ES	Futures	1330.33	1331.33	1328.58	1329.33	12975.0
2011-07-06 06:30:00	ES	Futures	1329.08	1329.33	1326.59	1327.59	26962.0
2011-07-06 07:00:00	ES	Futures	1327.59	1327.84	1325.09	1327.09	41519.0
2011-07-06 07:30:00	ES	Futures	1327.34	1327.84	1326.09	1326.84	16446.0
2011-07-06 08:00:00	ES	Futures	1327.09	1327.84	1326.09	1327.09	23670.0
2011-07-06 08:30:00	ES	Futures	1327.09	1327.84	1325.59	1327.09	21171.0
2011-07-06 09:00:00	ES	Futures	1327.09	1327.84	1325.84	1327.34	20716.0
2011-07-06 09:30:00	ES	Futures	1327.09	1329.33	1326.34	1326.84	188130.0
2011-07-06 10:00:00	ES	Futures	1326.84	1328.58	1323.35	1325.84	238934.0
2011-07-06 10:30:00	ES	Futures	1325.84	1328.58	1325.34	1328.08	161653.0
2011-07-06 11:00:00	ES	Futures	1327.84	1328.83	1326.34	1328.58	115546.0
2011-07-06 11:30:00	ES	Futures	1328.58	1332.07	1327.84	1331.33	150451.0
2011-07-06 12:00:00	ES	Futures	1331.33	1331.83	1330.33	1331.33	54294.0
2011-07-06 12:30:00	ES	Futures	1331.33	1333.57	1331.08	1333.32	60828.0
2011-07-06 13:00:00	ES	Futures	1333.57	1333.57	1329.83	1330.33	59142.0
2011-07-06 13:30:00	ES	Futures	1330.33	1332.07	1330.08	1331.58	51803.0
2011-07-06 14:00:00	ES	Futures	1331.83	1332.07	1328.83	1330.08	61039.0
2011-07-06 14:30:00	ES	Futures	1330.08	1332.32	1329.33	1329.83	54889.0
2011-07-06 15:00:00	ES	Futures	1329.83	1331.33	1328.58	1330.58	86055.0
2011-07-06 15:30:00	ES	Futures	1330.58	1332.07	1329.33	1332.07	127694.0
2011-07-06 16:00:00	ES	Futures	1332.07	1333.07	1331.58	1332.57	75713.0
2011-07-06 16:30:00	ES	Futures	1332.82	1335.57	1332.57	1334.82	9044.0
2011-07-06 17:00:00	ES	Futures	1334.57	1335.07	1334.07	1335.07	1278.0
2011-07-06 18:00:00	ES	Futures	1335.07	1335.32	1334.32	1334.57	1512.0
2011-07-06 18:30:00	ES	Futures	1334.32	1334.57	1333.82	1334.07	822.0
2011-07-06 19:00:00	ES	Futures	1334.32	1334.82	1334.07	1334.82	794.0
2011-07-06 19:30:00	ES	Futures	1334.82	1335.82	1334.57	1335.57	2346.0
2011-07-06 20:00:00	ES	Futures	1335.57	1335.82	1334.57	1334.82	3124.0
2011-07-06 20:30:00	ES	Futures	1335.07	1336.07	1334.57	1335.82	2447.0
2011-07-06 21:00:00	ES	Futures	1335.57	1336.31	1335.32	1335.57	2456.0
2011-07-06 21:30:00	ES	Futures	1335.82	1336.81	1335.82	1336.31	4648.0
2011-07-06 22:00:00	ES	Futures	1336.07	1336.81	1335.07	1336.31	5328.0
2011-07-06 22:30:00	ES	Futures	1336.56	1340.31	1336.07	1339.06	17295.0
2011-07-06 23:00:00	ES	Futures	1339.31	1340.06	1338.31	1338.81	8309.0
2011-07-06 23:30:00	ES	Futures	1338.56	1338.81	1337.81	1338.06	2930.0
2011-07-06 00:00:00	NQ	Futures	2736.94	2737.51	2736.36	2736.65	177.0
2011-07-06 00:30:00	NQ	Futures	2736.65	2737.51	2736.36	2736.94	149.0
2011-07-06 01:00:00	NQ	Futures	2736.94	2737.22	2736.07	2736.94	147.0

> showing 50 of 2,701 rows — these rows as CSV

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