PREVIEW / futures_30min / 2011-07-19

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-07-19.parquet
  size:    77 KB
  rows:    2,725

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
2011-07-19 00:00:00	ES	Futures	1301.4	1302.4	1300.9	1301.65	1355.0
2011-07-19 00:30:00	ES	Futures	1301.65	1303.64	1300.9	1302.65	5122.0
2011-07-19 01:00:00	ES	Futures	1302.65	1303.14	1301.15	1301.9	2131.0
2011-07-19 01:30:00	ES	Futures	1301.65	1301.65	1299.9	1300.15	2610.0
2011-07-19 02:00:00	ES	Futures	1300.4	1301.15	1299.15	1300.9	6634.0
2011-07-19 02:30:00	ES	Futures	1301.15	1302.65	1300.65	1301.9	4806.0
2011-07-19 03:00:00	ES	Futures	1302.15	1305.14	1300.9	1304.39	34091.0
2011-07-19 03:30:00	ES	Futures	1304.39	1305.64	1303.39	1304.89	16015.0
2011-07-19 04:00:00	ES	Futures	1305.14	1305.64	1303.89	1305.14	11498.0
2011-07-19 04:30:00	ES	Futures	1305.14	1306.64	1304.64	1305.89	11746.0
2011-07-19 05:00:00	ES	Futures	1305.64	1308.38	1305.14	1306.14	20851.0
2011-07-19 05:30:00	ES	Futures	1306.14	1306.89	1304.14	1305.14	8332.0
2011-07-19 06:00:00	ES	Futures	1304.89	1307.38	1304.89	1306.14	5512.0
2011-07-19 06:30:00	ES	Futures	1306.14	1306.39	1304.89	1305.89	5809.0
2011-07-19 07:00:00	ES	Futures	1305.89	1307.38	1305.64	1306.39	9002.0
2011-07-19 07:30:00	ES	Futures	1306.39	1306.89	1304.64	1306.39	14935.0
2011-07-19 08:00:00	ES	Futures	1306.64	1306.64	1302.15	1304.89	60490.0
2011-07-19 08:30:00	ES	Futures	1304.89	1307.88	1303.14	1305.39	65086.0
2011-07-19 09:00:00	ES	Futures	1305.14	1306.14	1303.64	1305.39	43724.0
2011-07-19 09:30:00	ES	Futures	1305.39	1311.37	1305.14	1309.88	269471.0
2011-07-19 10:00:00	ES	Futures	1309.88	1313.12	1309.38	1311.87	149481.0
2011-07-19 10:30:00	ES	Futures	1311.62	1312.87	1310.63	1311.37	106497.0
2011-07-19 11:00:00	ES	Futures	1311.62	1311.62	1309.13	1310.38	114961.0
2011-07-19 11:30:00	ES	Futures	1310.13	1310.88	1307.13	1308.38	142363.0
2011-07-19 12:00:00	ES	Futures	1308.63	1310.13	1308.13	1309.13	52136.0
2011-07-19 12:30:00	ES	Futures	1308.88	1311.37	1308.38	1310.38	73374.0
2011-07-19 13:00:00	ES	Futures	1310.38	1312.62	1308.13	1312.37	63484.0
2011-07-19 13:30:00	ES	Futures	1312.37	1318.36	1311.62	1316.11	175302.0
2011-07-19 14:00:00	ES	Futures	1316.36	1317.11	1314.37	1316.61	85221.0
2011-07-19 14:30:00	ES	Futures	1316.36	1320.35	1316.11	1319.6	111655.0
2011-07-19 15:00:00	ES	Futures	1319.6	1321.1	1318.36	1318.86	104052.0
2011-07-19 15:30:00	ES	Futures	1318.86	1319.6	1317.86	1319.6	172775.0
2011-07-19 16:00:00	ES	Futures	1319.36	1320.85	1317.86	1318.36	105409.0
2011-07-19 16:30:00	ES	Futures	1318.11	1321.6	1317.86	1319.6	22752.0
2011-07-19 17:00:00	ES	Futures	1319.36	1320.1	1318.61	1319.85	3670.0
2011-07-19 18:00:00	ES	Futures	1319.85	1320.1	1318.86	1319.6	1548.0
2011-07-19 18:30:00	ES	Futures	1319.6	1319.85	1319.36	1319.6	890.0
2011-07-19 19:00:00	ES	Futures	1319.36	1320.1	1318.86	1319.85	1453.0
2011-07-19 19:30:00	ES	Futures	1320.1	1320.85	1319.85	1320.85	2423.0
2011-07-19 20:00:00	ES	Futures	1320.85	1322.1	1319.85	1321.1	8430.0
2011-07-19 20:30:00	ES	Futures	1321.1	1321.85	1320.35	1321.35	2481.0
2011-07-19 21:00:00	ES	Futures	1321.6	1323.35	1320.6	1322.35	5994.0
2011-07-19 21:30:00	ES	Futures	1322.6	1322.6	1321.6	1322.35	1773.0
2011-07-19 22:00:00	ES	Futures	1322.35	1322.6	1321.6	1321.6	1035.0
2011-07-19 22:30:00	ES	Futures	1321.85	1321.85	1320.35	1320.6	1826.0
2011-07-19 23:00:00	ES	Futures	1320.85	1321.1	1320.1	1320.1	1074.0
2011-07-19 23:30:00	ES	Futures	1320.1	1320.85	1319.6	1320.1	1539.0
2011-07-19 00:00:00	NQ	Futures	2701.25	2702.4	2700.1	2700.96	103.0
2011-07-19 00:30:00	NQ	Futures	2701.25	2703.84	2700.39	2702.4	288.0
2011-07-19 01:00:00	NQ	Futures	2702.4	2702.98	2699.24	2700.39	124.0

> showing 50 of 2,725 rows — these rows as CSV

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