PREVIEW / futures_30min / 2011-07-14

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-07-14.parquet
  size:    77 KB
  rows:    2,762

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
2011-07-14 00:00:00	ES	Futures	1302.89	1303.89	1302.89	1303.64	1144.0
2011-07-14 00:30:00	ES	Futures	1303.64	1304.64	1303.14	1304.64	1613.0
2011-07-14 01:00:00	ES	Futures	1304.89	1305.64	1304.14	1305.14	1951.0
2011-07-14 01:30:00	ES	Futures	1304.89	1306.14	1303.89	1305.39	5957.0
2011-07-14 02:00:00	ES	Futures	1305.64	1309.13	1305.39	1308.13	14360.0
2011-07-14 02:30:00	ES	Futures	1308.13	1308.88	1307.63	1308.13	6870.0
2011-07-14 03:00:00	ES	Futures	1308.13	1311.62	1307.38	1310.38	28561.0
2011-07-14 03:30:00	ES	Futures	1310.38	1312.87	1310.38	1311.62	17075.0
2011-07-14 04:00:00	ES	Futures	1311.62	1312.87	1311.12	1312.87	9657.0
2011-07-14 04:30:00	ES	Futures	1312.62	1314.62	1312.62	1314.12	14264.0
2011-07-14 05:00:00	ES	Futures	1314.12	1315.36	1312.87	1313.37	13721.0
2011-07-14 05:30:00	ES	Futures	1313.37	1313.37	1309.13	1309.38	25441.0
2011-07-14 06:00:00	ES	Futures	1309.13	1310.88	1307.38	1308.88	17547.0
2011-07-14 06:30:00	ES	Futures	1308.88	1311.12	1307.38	1310.13	17136.0
2011-07-14 07:00:00	ES	Futures	1310.13	1314.37	1307.38	1314.12	39155.0
2011-07-14 07:30:00	ES	Futures	1314.12	1314.37	1311.62	1312.87	36325.0
2011-07-14 08:00:00	ES	Futures	1312.62	1313.87	1311.12	1311.37	25017.0
2011-07-14 08:30:00	ES	Futures	1311.37	1314.87	1311.37	1314.12	61396.0
2011-07-14 09:00:00	ES	Futures	1314.12	1315.61	1312.87	1313.62	42290.0
2011-07-14 09:30:00	ES	Futures	1313.87	1319.36	1311.87	1318.61	213575.0
2011-07-14 10:00:00	ES	Futures	1318.86	1320.1	1316.61	1318.61	161981.0
2011-07-14 10:30:00	ES	Futures	1318.86	1319.36	1309.63	1310.63	288830.0
2011-07-14 11:00:00	ES	Futures	1310.38	1312.87	1310.13	1312.37	175265.0
2011-07-14 11:30:00	ES	Futures	1312.37	1312.37	1308.13	1310.13	164084.0
2011-07-14 12:00:00	ES	Futures	1310.13	1310.38	1304.64	1305.89	167156.0
2011-07-14 12:30:00	ES	Futures	1306.14	1307.88	1303.39	1303.89	134466.0
2011-07-14 13:00:00	ES	Futures	1303.89	1304.64	1298.9	1303.64	222749.0
2011-07-14 13:30:00	ES	Futures	1303.64	1309.13	1302.89	1307.13	232230.0
2011-07-14 14:00:00	ES	Futures	1307.13	1309.13	1303.89	1305.39	112105.0
2011-07-14 14:30:00	ES	Futures	1305.14	1306.14	1302.4	1303.89	86913.0
2011-07-14 15:00:00	ES	Futures	1303.89	1304.89	1299.9	1302.4	118268.0
2011-07-14 15:30:00	ES	Futures	1302.4	1305.39	1299.15	1301.65	204713.0
2011-07-14 16:00:00	ES	Futures	1301.9	1305.14	1301.4	1303.89	109992.0
2011-07-14 16:30:00	ES	Futures	1304.64	1305.89	1303.39	1303.64	8065.0
2011-07-14 17:00:00	ES	Futures	1303.64	1304.64	1303.39	1304.39	2643.0
2011-07-14 18:00:00	ES	Futures	1304.64	1305.14	1304.39	1305.14	1823.0
2011-07-14 18:30:00	ES	Futures	1305.14	1305.14	1303.64	1303.89	2243.0
2011-07-14 19:00:00	ES	Futures	1304.14	1304.89	1303.89	1304.39	860.0
2011-07-14 19:30:00	ES	Futures	1304.39	1304.39	1297.41	1301.15	22335.0
2011-07-14 20:00:00	ES	Futures	1300.9	1303.89	1300.9	1303.89	8286.0
2011-07-14 20:30:00	ES	Futures	1303.89	1304.89	1302.15	1304.89	4373.0
2011-07-14 21:00:00	ES	Futures	1304.89	1304.89	1302.89	1303.39	3458.0
2011-07-14 21:30:00	ES	Futures	1303.14	1305.14	1303.14	1304.39	2515.0
2011-07-14 22:00:00	ES	Futures	1304.39	1305.64	1304.14	1305.39	3146.0
2011-07-14 22:30:00	ES	Futures	1305.39	1306.89	1305.14	1305.89	3705.0
2011-07-14 23:00:00	ES	Futures	1305.64	1305.89	1304.89	1305.39	954.0
2011-07-14 23:30:00	ES	Futures	1305.39	1305.64	1304.39	1304.89	1122.0
2011-07-14 00:00:00	NQ	Futures	2688.02	2689.17	2687.44	2688.88	64.0
2011-07-14 00:30:00	NQ	Futures	2688.88	2691.47	2688.88	2691.47	101.0
2011-07-14 01:00:00	NQ	Futures	2691.76	2693.48	2690.89	2692.04	138.0

> showing 50 of 2,762 rows — these rows as CSV

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