PREVIEW / futures_30min / 2011-07-12

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-07-12.parquet
  size:    83 KB
  rows:    2,793

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
2011-07-12 00:00:00	ES	Futures	1305.89	1305.89	1305.39	1305.64	1081.0
2011-07-12 00:30:00	ES	Futures	1305.64	1306.89	1305.64	1306.39	2778.0
2011-07-12 01:00:00	ES	Futures	1306.64	1306.89	1305.64	1306.64	1973.0
2011-07-12 01:30:00	ES	Futures	1306.64	1308.38	1306.39	1306.39	6608.0
2011-07-12 02:00:00	ES	Futures	1306.64	1307.63	1304.14	1304.39	17365.0
2011-07-12 02:30:00	ES	Futures	1304.64	1306.14	1303.39	1303.89	12627.0
2011-07-12 03:00:00	ES	Futures	1304.14	1304.39	1298.16	1301.4	66818.0
2011-07-12 03:30:00	ES	Futures	1301.4	1302.4	1292.17	1294.91	71486.0
2011-07-12 04:00:00	ES	Futures	1295.16	1301.65	1292.92	1298.9	53377.0
2011-07-12 04:30:00	ES	Futures	1299.15	1303.64	1297.16	1300.15	54651.0
2011-07-12 05:00:00	ES	Futures	1300.15	1304.64	1299.4	1303.89	36681.0
2011-07-12 05:30:00	ES	Futures	1304.14	1309.38	1302.15	1302.15	51110.0
2011-07-12 06:00:00	ES	Futures	1302.15	1306.14	1302.15	1303.14	18665.0
2011-07-12 06:30:00	ES	Futures	1303.39	1304.89	1301.4	1302.15	22554.0
2011-07-12 07:00:00	ES	Futures	1301.9	1302.65	1298.65	1301.9	33795.0
2011-07-12 07:30:00	ES	Futures	1301.65	1310.38	1300.9	1309.13	59078.0
2011-07-12 08:00:00	ES	Futures	1309.13	1310.63	1307.38	1308.88	51869.0
2011-07-12 08:30:00	ES	Futures	1309.13	1313.12	1307.38	1309.88	72946.0
2011-07-12 09:00:00	ES	Futures	1309.88	1310.38	1305.64	1309.13	92535.0
2011-07-12 09:30:00	ES	Futures	1308.88	1312.62	1307.63	1312.62	289483.0
2011-07-12 10:00:00	ES	Futures	1312.62	1314.62	1310.63	1312.37	211605.0
2011-07-12 10:30:00	ES	Futures	1312.62	1313.87	1308.88	1311.12	166559.0
2011-07-12 11:00:00	ES	Futures	1310.88	1314.37	1310.13	1313.12	145811.0
2011-07-12 11:30:00	ES	Futures	1313.12	1316.36	1312.62	1314.37	140339.0
2011-07-12 12:00:00	ES	Futures	1314.62	1315.86	1312.62	1312.87	94120.0
2011-07-12 12:30:00	ES	Futures	1312.87	1313.62	1311.87	1312.87	70821.0
2011-07-12 13:00:00	ES	Futures	1312.87	1314.87	1310.88	1310.88	81928.0
2011-07-12 13:30:00	ES	Futures	1310.88	1312.62	1310.38	1311.62	40664.0
2011-07-12 14:00:00	ES	Futures	1311.62	1320.1	1310.63	1317.61	192889.0
2011-07-12 14:30:00	ES	Futures	1317.61	1318.61	1313.37	1313.87	108119.0
2011-07-12 15:00:00	ES	Futures	1313.87	1315.12	1310.13	1311.87	169782.0
2011-07-12 15:30:00	ES	Futures	1312.12	1312.37	1305.64	1306.14	263198.0
2011-07-12 16:00:00	ES	Futures	1306.14	1308.38	1305.64	1307.63	100872.0
2011-07-12 16:30:00	ES	Futures	1307.63	1308.13	1306.89	1307.13	4644.0
2011-07-12 17:00:00	ES	Futures	1307.13	1307.38	1306.39	1306.89	1811.0
2011-07-12 18:00:00	ES	Futures	1306.64	1306.64	1305.39	1305.89	2957.0
2011-07-12 18:30:00	ES	Futures	1305.64	1305.89	1304.14	1304.39	3712.0
2011-07-12 19:00:00	ES	Futures	1304.64	1305.39	1304.39	1304.89	1077.0
2011-07-12 19:30:00	ES	Futures	1304.89	1307.38	1304.89	1306.89	3616.0
2011-07-12 20:00:00	ES	Futures	1307.13	1310.63	1306.89	1310.38	8362.0
2011-07-12 20:30:00	ES	Futures	1310.38	1310.63	1309.38	1310.13	2833.0
2011-07-12 21:00:00	ES	Futures	1310.13	1311.62	1309.13	1310.38	5235.0
2011-07-12 21:30:00	ES	Futures	1310.13	1310.38	1307.63	1308.63	6497.0
2011-07-12 22:00:00	ES	Futures	1308.63	1311.62	1308.38	1311.37	6961.0
2011-07-12 22:30:00	ES	Futures	1311.37	1311.62	1309.63	1311.37	2716.0
2011-07-12 23:00:00	ES	Futures	1311.37	1312.87	1310.88	1312.62	6248.0
2011-07-12 23:30:00	ES	Futures	1312.37	1312.87	1312.12	1312.62	4169.0
2011-07-12 00:00:00	NQ	Futures	2705.57	2705.57	2704.42	2704.99	98.0
2011-07-12 00:30:00	NQ	Futures	2705.28	2707.87	2705.28	2707.3	128.0
2011-07-12 01:00:00	NQ	Futures	2707.87	2708.45	2705.86	2708.16	212.0

> showing 50 of 2,793 rows — these rows as CSV

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