PREVIEW / futures_30min / 2011-08-01

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-08-01.parquet
  size:    80 KB
  rows:    2,693

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
2011-08-01 00:00:00	ES	Futures	1304.89	1305.89	1304.64	1305.14	1480.0
2011-08-01 00:30:00	ES	Futures	1305.14	1305.39	1304.89	1304.89	774.0
2011-08-01 01:00:00	ES	Futures	1305.14	1305.14	1304.39	1304.89	1820.0
2011-08-01 01:30:00	ES	Futures	1304.89	1305.14	1303.64	1304.64	3620.0
2011-08-01 02:00:00	ES	Futures	1304.89	1306.64	1304.14	1304.89	12038.0
2011-08-01 02:30:00	ES	Futures	1304.89	1305.39	1303.64	1304.14	7169.0
2011-08-01 03:00:00	ES	Futures	1304.14	1304.89	1301.4	1301.4	23702.0
2011-08-01 03:30:00	ES	Futures	1301.65	1301.65	1296.91	1298.16	26026.0
2011-08-01 04:00:00	ES	Futures	1298.16	1300.15	1295.91	1296.91	22044.0
2011-08-01 04:30:00	ES	Futures	1296.91	1299.4	1295.91	1299.15	18345.0
2011-08-01 05:00:00	ES	Futures	1299.15	1299.65	1298.41	1298.9	5498.0
2011-08-01 05:30:00	ES	Futures	1298.9	1301.15	1298.9	1300.9	9425.0
2011-08-01 06:00:00	ES	Futures	1300.9	1302.4	1300.4	1301.9	10166.0
2011-08-01 06:30:00	ES	Futures	1301.9	1305.14	1301.65	1304.39	21405.0
2011-08-01 07:00:00	ES	Futures	1304.39	1305.39	1300.9	1302.89	19757.0
2011-08-01 07:30:00	ES	Futures	1302.65	1302.65	1300.4	1300.9	15563.0
2011-08-01 08:00:00	ES	Futures	1301.15	1302.4	1299.65	1301.4	25851.0
2011-08-01 08:30:00	ES	Futures	1301.65	1301.65	1297.41	1298.16	31403.0
2011-08-01 09:00:00	ES	Futures	1298.16	1300.4	1297.41	1300.15	45100.0
2011-08-01 09:30:00	ES	Futures	1300.15	1301.65	1288.43	1288.68	364142.0
2011-08-01 10:00:00	ES	Futures	1288.68	1288.93	1272.47	1277.95	530622.0
2011-08-01 10:30:00	ES	Futures	1277.95	1281.2	1276.96	1277.46	191069.0
2011-08-01 11:00:00	ES	Futures	1277.46	1277.7	1272.72	1276.96	257475.0
2011-08-01 11:30:00	ES	Futures	1276.96	1276.96	1267.98	1268.98	220543.0
2011-08-01 12:00:00	ES	Futures	1268.73	1271.47	1267.23	1270.47	145070.0
2011-08-01 12:30:00	ES	Futures	1270.72	1272.97	1269.47	1271.72	82319.0
2011-08-01 13:00:00	ES	Futures	1271.72	1273.22	1269.97	1271.47	77892.0
2011-08-01 13:30:00	ES	Futures	1271.72	1273.96	1271.47	1273.96	53110.0
2011-08-01 14:00:00	ES	Futures	1273.96	1273.96	1269.22	1270.72	95973.0
2011-08-01 14:30:00	ES	Futures	1270.72	1277.21	1269.97	1276.46	95713.0
2011-08-01 15:00:00	ES	Futures	1276.71	1280.45	1275.96	1279.7	107614.0
2011-08-01 15:30:00	ES	Futures	1279.7	1281.94	1275.96	1279.7	303693.0
2011-08-01 16:00:00	ES	Futures	1279.7	1279.95	1274.96	1276.71	80913.0
2011-08-01 16:30:00	ES	Futures	1276.71	1276.71	1275.21	1276.46	8407.0
2011-08-01 17:00:00	ES	Futures	1276.21	1276.46	1273.96	1275.21	5883.0
2011-08-01 18:00:00	ES	Futures	1275.21	1277.95	1274.96	1277.7	4672.0
2011-08-01 18:30:00	ES	Futures	1277.95	1279.95	1276.71	1279.45	4195.0
2011-08-01 19:00:00	ES	Futures	1279.45	1281.94	1276.96	1278.45	9151.0
2011-08-01 19:30:00	ES	Futures	1278.45	1278.95	1276.96	1278.7	2655.0
2011-08-01 20:00:00	ES	Futures	1278.95	1279.2	1277.46	1278.95	3604.0
2011-08-01 20:30:00	ES	Futures	1278.95	1279.7	1278.45	1279.2	2753.0
2011-08-01 21:00:00	ES	Futures	1279.2	1279.45	1277.7	1278.2	2212.0
2011-08-01 21:30:00	ES	Futures	1278.2	1278.95	1274.71	1275.96	5722.0
2011-08-01 22:00:00	ES	Futures	1275.96	1275.96	1274.21	1275.71	3905.0
2011-08-01 22:30:00	ES	Futures	1275.46	1275.71	1274.71	1274.96	1690.0
2011-08-01 23:00:00	ES	Futures	1274.96	1275.71	1274.21	1274.71	1852.0
2011-08-01 23:30:00	ES	Futures	1274.71	1274.71	1272.22	1273.46	3855.0
2011-08-01 00:00:00	NQ	Futures	2751.32	2753.34	2750.17	2750.75	141.0
2011-08-01 00:30:00	NQ	Futures	2750.46	2751.32	2750.46	2751.04	24.0
2011-08-01 01:00:00	NQ	Futures	2750.46	2751.61	2749.89	2750.75	48.0

> showing 50 of 2,693 rows — these rows as CSV

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