PREVIEW / futures_30min / 2011-07-28

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-07-28.parquet
  size:    74 KB
  rows:    2,671

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
2011-07-28 00:00:00	ES	Futures	1299.65	1299.9	1299.15	1299.4	1145.0
2011-07-28 00:30:00	ES	Futures	1299.15	1299.4	1297.41	1297.91	3419.0
2011-07-28 01:00:00	ES	Futures	1297.66	1298.41	1297.41	1298.16	1583.0
2011-07-28 01:30:00	ES	Futures	1298.16	1299.4	1298.16	1298.16	3810.0
2011-07-28 02:00:00	ES	Futures	1298.16	1299.15	1296.16	1296.91	8622.0
2011-07-28 02:30:00	ES	Futures	1296.66	1298.65	1296.41	1297.16	5644.0
2011-07-28 03:00:00	ES	Futures	1297.16	1300.4	1296.91	1299.9	28207.0
2011-07-28 03:30:00	ES	Futures	1299.9	1301.65	1299.65	1301.15	18815.0
2011-07-28 04:00:00	ES	Futures	1301.15	1303.14	1301.15	1301.4	20459.0
2011-07-28 04:30:00	ES	Futures	1301.4	1302.4	1299.9	1300.15	9522.0
2011-07-28 05:00:00	ES	Futures	1300.15	1300.9	1298.16	1298.41	15987.0
2011-07-28 05:30:00	ES	Futures	1298.65	1298.9	1295.41	1295.91	19538.0
2011-07-28 06:00:00	ES	Futures	1295.91	1296.91	1293.42	1293.67	21687.0
2011-07-28 06:30:00	ES	Futures	1293.67	1299.15	1292.67	1298.16	23968.0
2011-07-28 07:00:00	ES	Futures	1298.16	1298.65	1296.41	1297.41	8259.0
2011-07-28 07:30:00	ES	Futures	1297.41	1299.4	1296.91	1297.41	14274.0
2011-07-28 08:00:00	ES	Futures	1297.41	1297.66	1293.92	1293.92	30997.0
2011-07-28 08:30:00	ES	Futures	1294.17	1302.4	1293.92	1298.16	95763.0
2011-07-28 09:00:00	ES	Futures	1297.91	1299.15	1297.41	1297.91	41652.0
2011-07-28 09:30:00	ES	Futures	1297.91	1301.15	1296.41	1300.15	238025.0
2011-07-28 10:00:00	ES	Futures	1300.15	1304.39	1296.91	1301.65	208165.0
2011-07-28 10:30:00	ES	Futures	1301.65	1304.14	1300.4	1303.39	136121.0
2011-07-28 11:00:00	ES	Futures	1303.39	1309.38	1302.4	1308.63	197451.0
2011-07-28 11:30:00	ES	Futures	1308.38	1309.38	1307.13	1308.63	124345.0
2011-07-28 12:00:00	ES	Futures	1308.63	1309.88	1304.89	1306.14	120823.0
2011-07-28 12:30:00	ES	Futures	1306.14	1306.89	1303.89	1306.14	76214.0
2011-07-28 13:00:00	ES	Futures	1306.14	1306.89	1303.39	1305.14	81106.0
2011-07-28 13:30:00	ES	Futures	1305.14	1307.13	1304.14	1305.39	68997.0
2011-07-28 14:00:00	ES	Futures	1305.64	1305.64	1300.4	1301.15	89127.0
2011-07-28 14:30:00	ES	Futures	1300.9	1302.89	1299.4	1301.4	69946.0
2011-07-28 15:00:00	ES	Futures	1301.15	1301.4	1295.41	1295.91	103303.0
2011-07-28 15:30:00	ES	Futures	1295.91	1296.66	1292.17	1294.41	294487.0
2011-07-28 16:00:00	ES	Futures	1294.41	1294.66	1292.67	1294.41	109727.0
2011-07-28 16:30:00	ES	Futures	1294.66	1295.91	1294.66	1295.41	8187.0
2011-07-28 17:00:00	ES	Futures	1295.16	1295.66	1289.18	1291.17	7762.0
2011-07-28 18:00:00	ES	Futures	1294.17	1295.66	1291.67	1292.17	7454.0
2011-07-28 18:30:00	ES	Futures	1292.17	1292.67	1290.17	1292.42	4681.0
2011-07-28 19:00:00	ES	Futures	1292.42	1292.92	1291.17	1292.67	1679.0
2011-07-28 19:30:00	ES	Futures	1292.67	1293.42	1291.92	1292.92	2309.0
2011-07-28 20:00:00	ES	Futures	1292.67	1295.16	1292.42	1292.42	4179.0
2011-07-28 20:30:00	ES	Futures	1292.42	1294.91	1291.92	1294.17	3616.0
2011-07-28 21:00:00	ES	Futures	1294.17	1295.16	1292.17	1292.92	2470.0
2011-07-28 21:30:00	ES	Futures	1292.67	1294.17	1291.92	1292.67	2581.0
2011-07-28 22:00:00	ES	Futures	1292.92	1294.17	1288.68	1288.68	7140.0
2011-07-28 22:30:00	ES	Futures	1288.68	1288.93	1279.95	1282.44	29276.0
2011-07-28 23:00:00	ES	Futures	1282.19	1285.44	1281.2	1284.19	8908.0
2011-07-28 23:30:00	ES	Futures	1284.44	1287.93	1283.94	1285.44	5950.0
2011-07-28 00:00:00	NQ	Futures	2722.55	2722.84	2720.53	2721.11	99.0
2011-07-28 00:30:00	NQ	Futures	2721.11	2721.11	2717.94	2718.81	164.0
2011-07-28 01:00:00	NQ	Futures	2718.52	2719.96	2717.66	2718.81	118.0

> showing 50 of 2,671 rows — these rows as CSV

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