PREVIEW / futures_30min / 2011-07-18

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-07-18.parquet
  size:    74 KB
  rows:    2,698

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
2011-07-18 00:00:00	ES	Futures	1304.64	1305.64	1304.64	1305.14	653.0
2011-07-18 00:30:00	ES	Futures	1305.14	1306.14	1304.39	1306.14	898.0
2011-07-18 01:00:00	ES	Futures	1306.14	1306.14	1305.39	1305.64	412.0
2011-07-18 01:30:00	ES	Futures	1305.89	1306.64	1304.39	1304.89	2451.0
2011-07-18 02:00:00	ES	Futures	1305.14	1305.39	1303.89	1304.39	5662.0
2011-07-18 02:30:00	ES	Futures	1304.14	1305.14	1302.15	1303.64	8961.0
2011-07-18 03:00:00	ES	Futures	1303.64	1306.14	1301.4	1301.65	26102.0
2011-07-18 03:30:00	ES	Futures	1301.65	1303.14	1300.4	1302.65	30324.0
2011-07-18 04:00:00	ES	Futures	1302.65	1304.14	1301.9	1303.64	11381.0
2011-07-18 04:30:00	ES	Futures	1303.89	1305.39	1303.39	1304.14	10550.0
2011-07-18 05:00:00	ES	Futures	1304.39	1304.89	1302.65	1303.39	9745.0
2011-07-18 05:30:00	ES	Futures	1303.64	1304.39	1302.15	1302.15	8037.0
2011-07-18 06:00:00	ES	Futures	1302.4	1303.14	1301.4	1302.89	8090.0
2011-07-18 06:30:00	ES	Futures	1302.89	1302.89	1300.4	1301.65	13189.0
2011-07-18 07:00:00	ES	Futures	1301.65	1302.89	1298.41	1299.4	33759.0
2011-07-18 07:30:00	ES	Futures	1299.4	1303.89	1299.15	1302.65	23431.0
2011-07-18 08:00:00	ES	Futures	1302.65	1303.89	1301.9	1302.89	22039.0
2011-07-18 08:30:00	ES	Futures	1302.89	1303.64	1302.4	1303.64	21103.0
2011-07-18 09:00:00	ES	Futures	1303.64	1305.14	1302.89	1303.14	31412.0
2011-07-18 09:30:00	ES	Futures	1303.14	1304.89	1298.41	1299.9	232635.0
2011-07-18 10:00:00	ES	Futures	1299.9	1300.9	1293.17	1296.16	246597.0
2011-07-18 10:30:00	ES	Futures	1296.16	1296.41	1291.17	1292.92	222915.0
2011-07-18 11:00:00	ES	Futures	1293.17	1295.16	1291.92	1293.92	116385.0
2011-07-18 11:30:00	ES	Futures	1294.17	1294.41	1288.18	1289.43	141805.0
2011-07-18 12:00:00	ES	Futures	1289.18	1292.42	1288.68	1291.67	98066.0
2011-07-18 12:30:00	ES	Futures	1291.92	1292.92	1290.67	1292.42	51208.0
2011-07-18 13:00:00	ES	Futures	1292.17	1292.42	1289.93	1291.67	48866.0
2011-07-18 13:30:00	ES	Futures	1291.92	1295.91	1291.67	1295.66	86013.0
2011-07-18 14:00:00	ES	Futures	1295.66	1296.16	1293.92	1294.66	69972.0
2011-07-18 14:30:00	ES	Futures	1294.41	1296.66	1292.42	1296.41	85120.0
2011-07-18 15:00:00	ES	Futures	1296.41	1298.16	1294.17	1295.41	150200.0
2011-07-18 15:30:00	ES	Futures	1295.66	1298.65	1294.66	1297.91	204596.0
2011-07-18 16:00:00	ES	Futures	1297.91	1298.16	1295.41	1297.16	84289.0
2011-07-18 16:30:00	ES	Futures	1298.41	1300.15	1297.91	1298.41	11618.0
2011-07-18 17:00:00	ES	Futures	1298.41	1298.65	1297.41	1298.16	3153.0
2011-07-18 18:00:00	ES	Futures	1297.91	1298.16	1297.16	1297.91	1826.0
2011-07-18 18:30:00	ES	Futures	1297.66	1297.66	1297.16	1297.41	857.0
2011-07-18 19:00:00	ES	Futures	1297.41	1298.65	1297.41	1298.41	1429.0
2011-07-18 19:30:00	ES	Futures	1298.65	1299.9	1297.66	1299.65	2464.0
2011-07-18 20:00:00	ES	Futures	1299.4	1299.9	1298.65	1299.65	3610.0
2011-07-18 20:30:00	ES	Futures	1299.65	1300.9	1299.65	1300.4	3495.0
2011-07-18 21:00:00	ES	Futures	1300.65	1301.65	1299.9	1301.4	4242.0
2011-07-18 21:30:00	ES	Futures	1301.15	1301.4	1299.15	1299.9	3285.0
2011-07-18 22:00:00	ES	Futures	1299.65	1300.65	1299.4	1300.15	1167.0
2011-07-18 22:30:00	ES	Futures	1300.15	1300.65	1299.4	1299.9	971.0
2011-07-18 23:00:00	ES	Futures	1299.9	1300.15	1299.15	1299.15	440.0
2011-07-18 23:30:00	ES	Futures	1299.4	1302.15	1298.9	1301.4	3352.0
2011-07-18 00:00:00	NQ	Futures	2697.51	2699.53	2697.51	2698.38	51.0
2011-07-18 00:30:00	NQ	Futures	2698.66	2700.1	2697.22	2700.1	58.0
2011-07-18 01:00:00	NQ	Futures	2700.39	2700.68	2698.95	2699.81	31.0

> showing 50 of 2,698 rows — these rows as CSV

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