PREVIEW / futures_30min / 2011-08-03

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-08-03.parquet
  size:    79 KB
  rows:    2,768

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
2011-08-03 00:00:00	ES	Futures	1245.28	1246.28	1244.53	1245.78	2083.0
2011-08-03 00:30:00	ES	Futures	1246.03	1246.28	1245.28	1245.53	1394.0
2011-08-03 01:00:00	ES	Futures	1245.78	1245.78	1245.03	1245.03	982.0
2011-08-03 01:30:00	ES	Futures	1245.03	1245.78	1244.28	1245.28	2828.0
2011-08-03 02:00:00	ES	Futures	1245.53	1247.03	1245.03	1245.53	16299.0
2011-08-03 02:30:00	ES	Futures	1245.53	1246.03	1241.29	1244.03	19571.0
2011-08-03 03:00:00	ES	Futures	1244.03	1248.27	1242.54	1246.03	54553.0
2011-08-03 03:30:00	ES	Futures	1246.03	1253.76	1246.03	1250.77	54283.0
2011-08-03 04:00:00	ES	Futures	1251.02	1254.51	1250.52	1254.26	27834.0
2011-08-03 04:30:00	ES	Futures	1254.26	1254.76	1250.02	1251.52	17927.0
2011-08-03 05:00:00	ES	Futures	1252.02	1253.26	1249.27	1250.27	15442.0
2011-08-03 05:30:00	ES	Futures	1250.52	1252.27	1250.27	1251.27	9980.0
2011-08-03 06:00:00	ES	Futures	1251.27	1252.76	1250.27	1252.51	13479.0
2011-08-03 06:30:00	ES	Futures	1252.51	1254.26	1251.52	1252.51	13065.0
2011-08-03 07:00:00	ES	Futures	1252.27	1252.51	1250.02	1250.27	18209.0
2011-08-03 07:30:00	ES	Futures	1250.27	1250.27	1247.28	1249.52	43985.0
2011-08-03 08:00:00	ES	Futures	1249.77	1251.02	1245.28	1250.52	74008.0
2011-08-03 08:30:00	ES	Futures	1250.77	1252.27	1249.52	1250.77	40505.0
2011-08-03 09:00:00	ES	Futures	1250.77	1251.77	1247.78	1248.77	40701.0
2011-08-03 09:30:00	ES	Futures	1248.77	1250.27	1242.54	1248.03	281966.0
2011-08-03 10:00:00	ES	Futures	1248.27	1251.02	1237.3	1240.04	376429.0
2011-08-03 10:30:00	ES	Futures	1240.29	1240.29	1227.32	1238.55	536525.0
2011-08-03 11:00:00	ES	Futures	1238.55	1245.78	1235.8	1241.29	415241.0
2011-08-03 11:30:00	ES	Futures	1241.04	1244.78	1238.8	1240.79	205448.0
2011-08-03 12:00:00	ES	Futures	1240.79	1241.04	1233.81	1235.8	178475.0
2011-08-03 12:30:00	ES	Futures	1236.05	1241.29	1234.56	1239.55	93745.0
2011-08-03 13:00:00	ES	Futures	1239.3	1242.04	1236.55	1241.29	82300.0
2011-08-03 13:30:00	ES	Futures	1241.54	1252.51	1241.29	1248.03	217137.0
2011-08-03 14:00:00	ES	Futures	1248.27	1251.27	1244.28	1245.28	141487.0
2011-08-03 14:30:00	ES	Futures	1245.03	1249.27	1243.54	1248.03	117616.0
2011-08-03 15:00:00	ES	Futures	1248.27	1254.26	1245.78	1251.77	246803.0
2011-08-03 15:30:00	ES	Futures	1251.77	1255.01	1249.02	1254.01	271368.0
2011-08-03 16:00:00	ES	Futures	1254.26	1254.26	1249.02	1251.02	106225.0
2011-08-03 16:30:00	ES	Futures	1251.27	1253.26	1250.52	1251.77	7500.0
2011-08-03 17:00:00	ES	Futures	1251.77	1253.01	1251.27	1252.02	3967.0
2011-08-03 18:00:00	ES	Futures	1253.01	1253.26	1251.77	1252.76	3565.0
2011-08-03 18:30:00	ES	Futures	1253.01	1254.51	1252.76	1254.26	3865.0
2011-08-03 19:00:00	ES	Futures	1254.51	1255.26	1254.26	1255.01	2433.0
2011-08-03 19:30:00	ES	Futures	1255.01	1256.26	1254.76	1255.76	3553.0
2011-08-03 20:00:00	ES	Futures	1256.01	1256.01	1253.51	1253.76	5556.0
2011-08-03 20:30:00	ES	Futures	1253.76	1256.51	1253.51	1256.01	4659.0
2011-08-03 21:00:00	ES	Futures	1256.01	1261.24	1256.01	1260.74	25602.0
2011-08-03 21:30:00	ES	Futures	1260.5	1260.99	1257.75	1258.5	6698.0
2011-08-03 22:00:00	ES	Futures	1258.25	1259.25	1257.0	1257.5	5075.0
2011-08-03 22:30:00	ES	Futures	1257.75	1258.0	1254.51	1255.76	5008.0
2011-08-03 23:00:00	ES	Futures	1255.76	1257.75	1255.01	1257.75	3642.0
2011-08-03 23:30:00	ES	Futures	1257.75	1258.0	1256.01	1257.75	1818.0
2011-08-03 00:00:00	NQ	Futures	2633.92	2636.51	2632.19	2635.93	227.0
2011-08-03 00:30:00	NQ	Futures	2635.93	2637.66	2635.07	2635.07	220.0
2011-08-03 01:00:00	NQ	Futures	2635.07	2635.64	2633.63	2633.63	126.0

> showing 50 of 2,768 rows — these rows as CSV

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