PREVIEW / futures_30min / 2011-07-20

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-07-20.parquet
  size:    75 KB
  rows:    2,694

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
2011-07-20 00:00:00	ES	Futures	1320.1	1321.1	1319.85	1320.85	851.0
2011-07-20 00:30:00	ES	Futures	1320.85	1321.35	1320.35	1321.35	886.0
2011-07-20 01:00:00	ES	Futures	1321.35	1321.35	1319.85	1320.35	1768.0
2011-07-20 01:30:00	ES	Futures	1320.6	1321.1	1319.6	1320.85	2662.0
2011-07-20 02:00:00	ES	Futures	1320.85	1322.1	1320.6	1322.1	5935.0
2011-07-20 02:30:00	ES	Futures	1321.85	1322.35	1320.85	1321.6	8489.0
2011-07-20 03:00:00	ES	Futures	1321.6	1321.85	1319.6	1321.6	20611.0
2011-07-20 03:30:00	ES	Futures	1321.35	1322.35	1320.1	1321.85	11702.0
2011-07-20 04:00:00	ES	Futures	1322.1	1323.84	1321.6	1323.35	14229.0
2011-07-20 04:30:00	ES	Futures	1323.1	1323.84	1321.1	1321.85	13115.0
2011-07-20 05:00:00	ES	Futures	1321.6	1323.1	1319.11	1322.85	19967.0
2011-07-20 05:30:00	ES	Futures	1322.85	1323.84	1321.6	1323.35	21664.0
2011-07-20 06:00:00	ES	Futures	1323.35	1323.84	1322.35	1323.6	9039.0
2011-07-20 06:30:00	ES	Futures	1323.35	1326.09	1322.85	1325.34	26416.0
2011-07-20 07:00:00	ES	Futures	1325.09	1326.59	1324.34	1326.09	16738.0
2011-07-20 07:30:00	ES	Futures	1325.84	1326.34	1324.09	1324.59	24326.0
2011-07-20 08:00:00	ES	Futures	1324.84	1325.09	1323.6	1324.84	23031.0
2011-07-20 08:30:00	ES	Futures	1324.59	1325.59	1323.84	1324.34	27492.0
2011-07-20 09:00:00	ES	Futures	1324.09	1325.09	1322.6	1322.6	35367.0
2011-07-20 09:30:00	ES	Futures	1322.6	1323.6	1317.61	1319.36	232884.0
2011-07-20 10:00:00	ES	Futures	1319.11	1321.1	1316.11	1319.11	185891.0
2011-07-20 10:30:00	ES	Futures	1319.11	1321.6	1318.36	1320.1	130316.0
2011-07-20 11:00:00	ES	Futures	1320.1	1321.85	1319.6	1319.85	94914.0
2011-07-20 11:30:00	ES	Futures	1319.85	1321.1	1317.36	1318.11	105521.0
2011-07-20 12:00:00	ES	Futures	1318.11	1319.11	1317.11	1318.36	59370.0
2011-07-20 12:30:00	ES	Futures	1318.36	1319.36	1317.11	1318.86	55553.0
2011-07-20 13:00:00	ES	Futures	1318.86	1320.85	1318.11	1320.85	43138.0
2011-07-20 13:30:00	ES	Futures	1320.6	1322.1	1319.85	1321.6	46427.0
2011-07-20 14:00:00	ES	Futures	1321.6	1322.85	1321.35	1322.6	40007.0
2011-07-20 14:30:00	ES	Futures	1322.85	1322.85	1319.36	1320.6	64961.0
2011-07-20 15:00:00	ES	Futures	1320.6	1321.85	1318.86	1319.11	79113.0
2011-07-20 15:30:00	ES	Futures	1319.36	1320.6	1317.36	1318.36	99654.0
2011-07-20 16:00:00	ES	Futures	1318.61	1319.85	1317.86	1318.36	58392.0
2011-07-20 16:30:00	ES	Futures	1318.61	1318.86	1313.87	1314.12	17818.0
2011-07-20 17:00:00	ES	Futures	1314.37	1314.87	1313.37	1313.37	3092.0
2011-07-20 18:00:00	ES	Futures	1313.62	1314.62	1312.62	1314.62	6030.0
2011-07-20 18:30:00	ES	Futures	1314.62	1321.35	1314.37	1320.6	13339.0
2011-07-20 19:00:00	ES	Futures	1320.6	1322.6	1320.1	1320.6	8035.0
2011-07-20 19:30:00	ES	Futures	1320.6	1322.6	1320.35	1320.85	5212.0
2011-07-20 20:00:00	ES	Futures	1320.85	1321.35	1318.86	1319.36	8269.0
2011-07-20 20:30:00	ES	Futures	1319.36	1320.1	1318.86	1318.86	4145.0
2011-07-20 21:00:00	ES	Futures	1319.11	1321.35	1318.36	1321.1	5784.0
2011-07-20 21:30:00	ES	Futures	1321.35	1321.35	1319.6	1319.85	3431.0
2011-07-20 22:00:00	ES	Futures	1319.85	1320.1	1318.86	1319.36	1775.0
2011-07-20 22:30:00	ES	Futures	1319.36	1319.36	1317.61	1317.86	3159.0
2011-07-20 23:00:00	ES	Futures	1317.86	1319.6	1317.36	1319.11	1307.0
2011-07-20 23:30:00	ES	Futures	1319.11	1319.6	1318.61	1319.11	789.0
2011-07-20 00:00:00	NQ	Futures	2768.3	2770.6	2768.3	2770.03	47.0
2011-07-20 00:30:00	NQ	Futures	2770.03	2770.32	2768.01	2769.17	112.0
2011-07-20 01:00:00	NQ	Futures	2768.88	2769.17	2766.29	2767.15	197.0

> showing 50 of 2,694 rows — these rows as CSV

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