PREVIEW / futures_30min / 2011-07-27

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-07-27.parquet
  size:    76 KB
  rows:    2,680

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
2011-07-27 00:00:00	ES	Futures	1324.59	1324.84	1324.34	1324.34	641.0
2011-07-27 00:30:00	ES	Futures	1324.59	1325.34	1323.84	1323.84	1631.0
2011-07-27 01:00:00	ES	Futures	1323.84	1324.09	1323.35	1324.09	1632.0
2011-07-27 01:30:00	ES	Futures	1324.09	1324.84	1323.84	1324.59	2162.0
2011-07-27 02:00:00	ES	Futures	1324.34	1324.84	1323.1	1323.6	4442.0
2011-07-27 02:30:00	ES	Futures	1323.6	1324.34	1323.1	1324.09	3231.0
2011-07-27 03:00:00	ES	Futures	1324.09	1324.59	1321.35	1323.6	23454.0
2011-07-27 03:30:00	ES	Futures	1323.6	1324.59	1321.35	1322.35	20843.0
2011-07-27 04:00:00	ES	Futures	1322.1	1323.35	1321.6	1322.6	11526.0
2011-07-27 04:30:00	ES	Futures	1322.6	1324.09	1322.35	1323.1	7213.0
2011-07-27 05:00:00	ES	Futures	1323.1	1325.09	1322.85	1324.59	6396.0
2011-07-27 05:30:00	ES	Futures	1324.59	1324.84	1322.35	1323.6	4968.0
2011-07-27 06:00:00	ES	Futures	1323.6	1323.6	1322.1	1322.6	4139.0
2011-07-27 06:30:00	ES	Futures	1322.85	1322.85	1321.6	1322.1	7563.0
2011-07-27 07:00:00	ES	Futures	1322.1	1323.1	1320.6	1321.1	12615.0
2011-07-27 07:30:00	ES	Futures	1321.1	1322.1	1320.35	1320.35	12794.0
2011-07-27 08:00:00	ES	Futures	1320.6	1320.85	1318.36	1319.36	44107.0
2011-07-27 08:30:00	ES	Futures	1319.6	1319.6	1315.61	1317.11	69437.0
2011-07-27 09:00:00	ES	Futures	1316.86	1319.36	1316.86	1318.11	35928.0
2011-07-27 09:30:00	ES	Futures	1318.11	1318.36	1312.37	1312.62	234531.0
2011-07-27 10:00:00	ES	Futures	1312.62	1313.37	1305.14	1305.64	278533.0
2011-07-27 10:30:00	ES	Futures	1305.64	1310.13	1304.14	1309.63	244374.0
2011-07-27 11:00:00	ES	Futures	1309.63	1312.12	1308.13	1312.12	152003.0
2011-07-27 11:30:00	ES	Futures	1312.12	1313.12	1307.38	1308.13	170596.0
2011-07-27 12:00:00	ES	Futures	1308.13	1309.63	1306.64	1308.13	99907.0
2011-07-27 12:30:00	ES	Futures	1308.38	1309.13	1306.39	1306.64	72622.0
2011-07-27 13:00:00	ES	Futures	1306.64	1308.38	1305.14	1305.39	78753.0
2011-07-27 13:30:00	ES	Futures	1305.39	1308.38	1305.14	1307.63	56665.0
2011-07-27 14:00:00	ES	Futures	1307.38	1307.88	1303.14	1303.39	99832.0
2011-07-27 14:30:00	ES	Futures	1303.39	1303.64	1299.65	1301.4	151018.0
2011-07-27 15:00:00	ES	Futures	1301.4	1302.65	1296.41	1299.65	163590.0
2011-07-27 15:30:00	ES	Futures	1299.65	1301.65	1296.16	1298.16	271205.0
2011-07-27 16:00:00	ES	Futures	1298.41	1298.41	1294.91	1296.41	154692.0
2011-07-27 16:30:00	ES	Futures	1296.16	1297.66	1296.16	1297.41	6550.0
2011-07-27 17:00:00	ES	Futures	1297.41	1297.66	1295.91	1296.16	4089.0
2011-07-27 18:00:00	ES	Futures	1295.66	1297.66	1295.66	1297.66	3524.0
2011-07-27 18:30:00	ES	Futures	1297.41	1298.16	1296.91	1298.16	2452.0
2011-07-27 19:00:00	ES	Futures	1298.16	1298.41	1296.91	1297.16	1866.0
2011-07-27 19:30:00	ES	Futures	1296.91	1297.16	1294.91	1295.41	4581.0
2011-07-27 20:00:00	ES	Futures	1295.66	1299.65	1295.16	1297.91	8477.0
2011-07-27 20:30:00	ES	Futures	1297.91	1298.9	1297.41	1298.41	2243.0
2011-07-27 21:00:00	ES	Futures	1298.65	1298.9	1297.16	1297.16	1970.0
2011-07-27 21:30:00	ES	Futures	1297.41	1298.41	1296.91	1297.91	1980.0
2011-07-27 22:00:00	ES	Futures	1298.16	1298.65	1296.91	1296.91	2280.0
2011-07-27 22:30:00	ES	Futures	1296.91	1297.66	1296.66	1297.66	839.0
2011-07-27 23:00:00	ES	Futures	1297.41	1300.4	1297.16	1299.65	2891.0
2011-07-27 23:30:00	ES	Futures	1299.65	1300.15	1298.9	1299.65	1349.0
2011-07-27 00:00:00	NQ	Futures	2791.04	2791.9	2790.46	2791.61	38.0
2011-07-27 00:30:00	NQ	Futures	2791.61	2792.19	2789.6	2789.88	35.0
2011-07-27 01:00:00	NQ	Futures	2789.6	2790.46	2788.45	2789.31	60.0

> showing 50 of 2,680 rows — these rows as CSV

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