PREVIEW / futures_30min / 2011-07-22

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-07-22.parquet
  size:    63 KB
  rows:    2,150

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
2011-07-22 00:00:00	ES	Futures	1342.55	1342.8	1341.8	1342.3	1153.0
2011-07-22 00:30:00	ES	Futures	1342.3	1342.8	1342.05	1342.55	873.0
2011-07-22 01:00:00	ES	Futures	1342.8	1342.8	1342.3	1342.3	457.0
2011-07-22 01:30:00	ES	Futures	1342.55	1343.05	1342.05	1342.3	2001.0
2011-07-22 02:00:00	ES	Futures	1342.3	1342.8	1341.3	1341.8	3922.0
2011-07-22 02:30:00	ES	Futures	1341.55	1343.05	1340.8	1342.05	7034.0
2011-07-22 03:00:00	ES	Futures	1342.05	1342.8	1340.31	1341.8	18461.0
2011-07-22 03:30:00	ES	Futures	1342.05	1342.55	1341.3	1341.3	12149.0
2011-07-22 04:00:00	ES	Futures	1341.3	1342.55	1340.8	1341.8	10503.0
2011-07-22 04:30:00	ES	Futures	1342.05	1344.55	1341.55	1343.05	13380.0
2011-07-22 05:00:00	ES	Futures	1343.3	1344.05	1342.05	1342.3	7083.0
2011-07-22 05:30:00	ES	Futures	1342.3	1343.3	1342.05	1343.3	5293.0
2011-07-22 06:00:00	ES	Futures	1343.05	1344.55	1342.55	1342.8	9391.0
2011-07-22 06:30:00	ES	Futures	1342.8	1343.3	1340.8	1341.55	13808.0
2011-07-22 07:00:00	ES	Futures	1341.3	1343.55	1340.31	1343.3	12643.0
2011-07-22 07:30:00	ES	Futures	1343.05	1343.3	1338.56	1339.06	28899.0
2011-07-22 08:00:00	ES	Futures	1339.06	1340.8	1338.56	1338.81	24793.0
2011-07-22 08:30:00	ES	Futures	1338.81	1339.31	1336.81	1337.06	38247.0
2011-07-22 09:00:00	ES	Futures	1337.06	1338.06	1335.82	1337.31	35893.0
2011-07-22 09:30:00	ES	Futures	1337.31	1338.56	1332.07	1332.82	222954.0
2011-07-22 10:00:00	ES	Futures	1332.82	1335.07	1329.58	1331.83	184958.0
2011-07-22 10:30:00	ES	Futures	1331.83	1334.82	1331.33	1334.82	99838.0
2011-07-22 11:00:00	ES	Futures	1334.82	1336.07	1333.82	1334.32	104740.0
2011-07-22 11:30:00	ES	Futures	1334.32	1337.31	1334.07	1336.31	75901.0
2011-07-22 12:00:00	ES	Futures	1336.56	1339.06	1335.57	1337.56	66414.0
2011-07-22 12:30:00	ES	Futures	1337.81	1339.56	1336.81	1339.06	40684.0
2011-07-22 13:00:00	ES	Futures	1339.06	1339.31	1337.31	1338.06	27888.0
2011-07-22 13:30:00	ES	Futures	1338.31	1338.81	1337.31	1338.56	26855.0
2011-07-22 14:00:00	ES	Futures	1338.56	1338.81	1337.06	1337.81	35999.0
2011-07-22 14:30:00	ES	Futures	1337.81	1338.81	1337.81	1338.56	31468.0
2011-07-22 15:00:00	ES	Futures	1338.81	1339.31	1336.81	1337.06	63142.0
2011-07-22 15:30:00	ES	Futures	1337.06	1338.06	1335.32	1337.81	125269.0
2011-07-22 16:00:00	ES	Futures	1337.81	1339.31	1337.31	1337.56	76036.0
2011-07-22 00:00:00	NQ	Futures	2777.8	2778.66	2777.8	2778.09	46.0
2011-07-22 00:30:00	NQ	Futures	2777.8	2778.37	2777.51	2778.37	40.0
2011-07-22 01:00:00	NQ	Futures	2778.37	2778.37	2776.94	2777.51	57.0
2011-07-22 01:30:00	NQ	Futures	2777.51	2778.37	2777.51	2777.51	100.0
2011-07-22 02:00:00	NQ	Futures	2777.51	2778.09	2775.21	2776.36	406.0
2011-07-22 02:30:00	NQ	Futures	2776.07	2779.52	2775.21	2778.66	890.0
2011-07-22 03:00:00	NQ	Futures	2778.09	2779.24	2775.21	2776.94	2764.0
2011-07-22 03:30:00	NQ	Futures	2777.22	2778.95	2776.07	2776.94	2000.0
2011-07-22 04:00:00	NQ	Futures	2776.65	2779.24	2775.21	2777.8	1090.0
2011-07-22 04:30:00	NQ	Futures	2778.37	2781.83	2776.65	2779.24	1492.0
2011-07-22 05:00:00	NQ	Futures	2779.52	2779.81	2775.5	2776.65	798.0
2011-07-22 05:30:00	NQ	Futures	2776.36	2778.37	2776.07	2778.09	595.0
2011-07-22 06:00:00	NQ	Futures	2777.8	2780.68	2776.94	2777.22	1063.0
2011-07-22 06:30:00	NQ	Futures	2777.51	2778.66	2774.35	2775.78	1342.0
2011-07-22 07:00:00	NQ	Futures	2775.5	2777.51	2774.06	2776.36	1071.0
2011-07-22 07:30:00	NQ	Futures	2776.07	2776.36	2766.29	2767.73	2913.0
2011-07-22 08:00:00	NQ	Futures	2767.73	2770.89	2767.44	2768.01	1973.0

> showing 50 of 2,150 rows — these rows as CSV

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