PREVIEW / futures_30min / 2011-07-13

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-07-13.parquet
  size:    82 KB
  rows:    2,781

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
2011-07-13 00:00:00	ES	Futures	1312.62	1312.87	1311.12	1311.87	1476.0
2011-07-13 00:30:00	ES	Futures	1311.87	1311.87	1310.38	1310.38	1033.0
2011-07-13 01:00:00	ES	Futures	1310.38	1312.37	1310.38	1311.87	2239.0
2011-07-13 01:30:00	ES	Futures	1311.87	1313.12	1311.87	1312.37	3518.0
2011-07-13 02:00:00	ES	Futures	1312.37	1312.62	1310.63	1312.12	8409.0
2011-07-13 02:30:00	ES	Futures	1312.12	1312.62	1310.88	1312.62	6924.0
2011-07-13 03:00:00	ES	Futures	1312.37	1316.36	1311.37	1315.12	37021.0
2011-07-13 03:30:00	ES	Futures	1314.87	1315.86	1313.87	1314.37	14985.0
2011-07-13 04:00:00	ES	Futures	1314.37	1315.61	1313.62	1315.36	11610.0
2011-07-13 04:30:00	ES	Futures	1315.36	1315.36	1312.87	1314.62	8652.0
2011-07-13 05:00:00	ES	Futures	1314.62	1318.11	1314.37	1317.61	18198.0
2011-07-13 05:30:00	ES	Futures	1317.61	1318.61	1316.11	1317.61	18584.0
2011-07-13 06:00:00	ES	Futures	1317.61	1318.11	1316.11	1316.61	8219.0
2011-07-13 06:30:00	ES	Futures	1316.61	1317.11	1314.12	1314.87	12039.0
2011-07-13 07:00:00	ES	Futures	1314.87	1316.11	1313.62	1316.11	10470.0
2011-07-13 07:30:00	ES	Futures	1315.86	1316.61	1313.87	1313.87	21733.0
2011-07-13 08:00:00	ES	Futures	1314.12	1315.12	1312.62	1313.62	24905.0
2011-07-13 08:30:00	ES	Futures	1313.62	1314.37	1311.12	1311.37	27506.0
2011-07-13 09:00:00	ES	Futures	1311.37	1313.87	1310.63	1313.37	33167.0
2011-07-13 09:30:00	ES	Futures	1313.37	1315.61	1310.63	1311.62	194189.0
2011-07-13 10:00:00	ES	Futures	1311.37	1321.1	1311.12	1319.36	327413.0
2011-07-13 10:30:00	ES	Futures	1319.6	1323.6	1319.6	1323.1	194153.0
2011-07-13 11:00:00	ES	Futures	1322.85	1324.59	1321.6	1323.84	151430.0
2011-07-13 11:30:00	ES	Futures	1323.84	1324.09	1320.6	1321.6	117084.0
2011-07-13 12:00:00	ES	Futures	1321.6	1323.35	1320.6	1322.85	79493.0
2011-07-13 12:30:00	ES	Futures	1323.1	1323.1	1320.85	1321.6	69907.0
2011-07-13 13:00:00	ES	Futures	1321.6	1321.85	1318.86	1319.6	83202.0
2011-07-13 13:30:00	ES	Futures	1319.85	1321.35	1317.61	1318.11	64854.0
2011-07-13 14:00:00	ES	Futures	1318.36	1319.36	1314.37	1315.61	111354.0
2011-07-13 14:30:00	ES	Futures	1315.86	1317.61	1314.62	1316.36	75972.0
2011-07-13 15:00:00	ES	Futures	1316.36	1318.36	1309.38	1311.62	179049.0
2011-07-13 15:30:00	ES	Futures	1311.87	1311.87	1307.38	1310.63	239984.0
2011-07-13 16:00:00	ES	Futures	1310.63	1311.12	1308.88	1309.38	95019.0
2011-07-13 16:30:00	ES	Futures	1309.13	1310.38	1309.13	1309.38	6056.0
2011-07-13 17:00:00	ES	Futures	1309.38	1309.38	1299.15	1300.65	45951.0
2011-07-13 18:00:00	ES	Futures	1301.4	1304.89	1301.4	1303.64	11881.0
2011-07-13 18:30:00	ES	Futures	1303.64	1306.14	1303.14	1305.39	5146.0
2011-07-13 19:00:00	ES	Futures	1305.39	1306.14	1303.89	1303.89	3495.0
2011-07-13 19:30:00	ES	Futures	1304.14	1305.14	1302.65	1305.14	5883.0
2011-07-13 20:00:00	ES	Futures	1304.89	1305.64	1302.89	1304.89	6184.0
2011-07-13 20:30:00	ES	Futures	1305.14	1306.89	1304.89	1306.39	5888.0
2011-07-13 21:00:00	ES	Futures	1306.39	1307.38	1304.89	1305.39	6224.0
2011-07-13 21:30:00	ES	Futures	1305.14	1305.89	1304.89	1305.14	1565.0
2011-07-13 22:00:00	ES	Futures	1304.89	1306.89	1304.64	1305.89	2244.0
2011-07-13 22:30:00	ES	Futures	1306.14	1306.14	1305.64	1305.89	1031.0
2011-07-13 23:00:00	ES	Futures	1305.64	1306.39	1304.64	1304.89	1280.0
2011-07-13 23:30:00	ES	Futures	1304.64	1304.89	1302.89	1302.89	2667.0
2011-07-13 00:00:00	NQ	Futures	2708.16	2708.16	2703.55	2705.28	154.0
2011-07-13 00:30:00	NQ	Futures	2705.57	2705.57	2701.83	2701.83	111.0
2011-07-13 01:00:00	NQ	Futures	2701.54	2708.45	2701.54	2707.3	401.0

> showing 50 of 2,781 rows — these rows as CSV

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