PREVIEW / futures_30min / 2011-07-15

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-07-15.parquet
  size:    65 KB
  rows:    2,229

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
2011-07-15 00:00:00	ES	Futures	1304.64	1304.89	1303.89	1303.89	1006.0
2011-07-15 00:30:00	ES	Futures	1303.89	1304.14	1302.65	1303.14	2092.0
2011-07-15 01:00:00	ES	Futures	1303.14	1304.14	1302.65	1303.89	1999.0
2011-07-15 01:30:00	ES	Futures	1303.89	1305.14	1303.89	1304.39	2854.0
2011-07-15 02:00:00	ES	Futures	1304.39	1304.89	1301.9	1301.9	5824.0
2011-07-15 02:30:00	ES	Futures	1302.15	1303.14	1301.4	1302.15	5913.0
2011-07-15 03:00:00	ES	Futures	1302.15	1304.39	1299.4	1299.9	27742.0
2011-07-15 03:30:00	ES	Futures	1299.9	1303.14	1299.65	1301.65	16835.0
2011-07-15 04:00:00	ES	Futures	1301.9	1302.65	1299.9	1300.9	11272.0
2011-07-15 04:30:00	ES	Futures	1301.15	1304.39	1301.15	1302.89	9381.0
2011-07-15 05:00:00	ES	Futures	1303.14	1306.14	1302.4	1305.89	9763.0
2011-07-15 05:30:00	ES	Futures	1305.89	1306.39	1303.89	1305.14	12656.0
2011-07-15 06:00:00	ES	Futures	1305.39	1305.89	1303.64	1305.14	8976.0
2011-07-15 06:30:00	ES	Futures	1305.14	1305.89	1303.89	1304.39	6232.0
2011-07-15 07:00:00	ES	Futures	1304.39	1305.64	1303.89	1305.14	5388.0
2011-07-15 07:30:00	ES	Futures	1305.14	1307.63	1305.14	1306.64	16782.0
2011-07-15 08:00:00	ES	Futures	1306.89	1309.13	1306.89	1307.38	39352.0
2011-07-15 08:30:00	ES	Futures	1307.13	1308.63	1304.64	1307.88	69809.0
2011-07-15 09:00:00	ES	Futures	1307.88	1310.38	1307.13	1308.88	62045.0
2011-07-15 09:30:00	ES	Futures	1308.88	1310.88	1303.14	1305.14	302076.0
2011-07-15 10:00:00	ES	Futures	1304.89	1309.88	1299.9	1301.65	281898.0
2011-07-15 10:30:00	ES	Futures	1301.65	1304.64	1299.9	1302.65	182459.0
2011-07-15 11:00:00	ES	Futures	1302.65	1306.64	1301.15	1305.89	140127.0
2011-07-15 11:30:00	ES	Futures	1305.89	1306.39	1304.14	1304.64	69657.0
2011-07-15 12:00:00	ES	Futures	1304.39	1309.38	1304.14	1306.64	177619.0
2011-07-15 12:30:00	ES	Futures	1306.64	1307.38	1303.14	1304.64	67290.0
2011-07-15 13:00:00	ES	Futures	1304.39	1305.89	1303.39	1305.14	41988.0
2011-07-15 13:30:00	ES	Futures	1305.14	1305.39	1301.65	1301.9	53165.0
2011-07-15 14:00:00	ES	Futures	1301.9	1303.89	1300.65	1301.15	71079.0
2011-07-15 14:30:00	ES	Futures	1301.4	1304.39	1300.4	1302.15	85232.0
2011-07-15 15:00:00	ES	Futures	1302.4	1307.63	1301.4	1306.89	94462.0
2011-07-15 15:30:00	ES	Futures	1307.13	1309.38	1306.39	1309.13	197503.0
2011-07-15 16:00:00	ES	Futures	1309.13	1312.37	1309.13	1311.37	149600.0
2011-07-15 00:00:00	NQ	Futures	2700.1	2700.39	2698.95	2699.24	127.0
2011-07-15 00:30:00	NQ	Futures	2698.95	2699.24	2694.35	2696.36	291.0
2011-07-15 01:00:00	NQ	Futures	2696.36	2698.66	2694.35	2698.66	199.0
2011-07-15 01:30:00	NQ	Futures	2698.95	2701.54	2696.36	2696.94	443.0
2011-07-15 02:00:00	NQ	Futures	2696.65	2696.94	2691.47	2692.04	667.0
2011-07-15 02:30:00	NQ	Futures	2692.04	2694.06	2690.03	2691.18	719.0
2011-07-15 03:00:00	NQ	Futures	2691.47	2695.5	2683.7	2684.27	3174.0
2011-07-15 03:30:00	NQ	Futures	2684.27	2690.89	2684.27	2688.59	1549.0
2011-07-15 04:00:00	NQ	Futures	2688.59	2689.74	2685.43	2687.44	1360.0
2011-07-15 04:30:00	NQ	Futures	2687.15	2692.62	2687.15	2688.02	1609.0
2011-07-15 05:00:00	NQ	Futures	2688.3	2693.48	2686.29	2692.62	852.0
2011-07-15 05:30:00	NQ	Futures	2692.33	2694.63	2689.17	2692.62	1023.0
2011-07-15 06:00:00	NQ	Futures	2692.91	2694.92	2690.89	2692.91	1171.0
2011-07-15 06:30:00	NQ	Futures	2693.2	2694.63	2690.89	2691.76	670.0
2011-07-15 07:00:00	NQ	Futures	2691.76	2695.21	2691.18	2694.63	771.0
2011-07-15 07:30:00	NQ	Futures	2694.63	2698.38	2694.63	2696.94	1717.0
2011-07-15 08:00:00	NQ	Futures	2696.94	2700.1	2696.36	2696.94	2907.0

> showing 50 of 2,229 rows — these rows as CSV

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