PREVIEW / futures_30min / 2011-08-04

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-08-04.parquet
  size:    89 KB
  rows:    2,819

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
2011-08-04 00:00:00	ES	Futures	1257.75	1258.25	1256.01	1257.0	1363.0
2011-08-04 00:30:00	ES	Futures	1257.0	1257.0	1254.01	1254.26	2373.0
2011-08-04 01:00:00	ES	Futures	1254.01	1255.76	1253.51	1254.01	2214.0
2011-08-04 01:30:00	ES	Futures	1253.76	1255.01	1251.52	1251.77	5432.0
2011-08-04 02:00:00	ES	Futures	1252.02	1255.76	1251.77	1255.26	9435.0
2011-08-04 02:30:00	ES	Futures	1255.26	1258.75	1254.01	1258.5	14548.0
2011-08-04 03:00:00	ES	Futures	1258.5	1258.5	1254.01	1255.26	33665.0
2011-08-04 03:30:00	ES	Futures	1255.26	1257.5	1252.76	1253.26	22316.0
2011-08-04 04:00:00	ES	Futures	1253.26	1253.76	1249.27	1249.77	32572.0
2011-08-04 04:30:00	ES	Futures	1250.02	1252.27	1249.77	1251.02	21814.0
2011-08-04 05:00:00	ES	Futures	1251.02	1252.02	1246.53	1248.27	25526.0
2011-08-04 05:30:00	ES	Futures	1248.27	1248.77	1243.29	1244.78	48845.0
2011-08-04 06:00:00	ES	Futures	1244.53	1245.28	1237.3	1240.04	48438.0
2011-08-04 06:30:00	ES	Futures	1240.04	1243.04	1238.8	1242.54	22820.0
2011-08-04 07:00:00	ES	Futures	1242.54	1243.29	1240.04	1240.54	22609.0
2011-08-04 07:30:00	ES	Futures	1240.54	1244.28	1240.54	1241.04	36449.0
2011-08-04 08:00:00	ES	Futures	1241.04	1242.04	1234.56	1236.3	83191.0
2011-08-04 08:30:00	ES	Futures	1236.3	1245.78	1233.06	1240.79	233839.0
2011-08-04 09:00:00	ES	Futures	1241.04	1244.78	1235.56	1236.05	108825.0
2011-08-04 09:30:00	ES	Futures	1236.3	1238.05	1229.32	1233.56	384592.0
2011-08-04 10:00:00	ES	Futures	1233.31	1235.56	1226.33	1230.57	306639.0
2011-08-04 10:30:00	ES	Futures	1230.57	1233.81	1222.34	1223.83	349656.0
2011-08-04 11:00:00	ES	Futures	1224.08	1226.58	1217.85	1218.6	350614.0
2011-08-04 11:30:00	ES	Futures	1218.84	1222.59	1209.37	1215.85	395259.0
2011-08-04 12:00:00	ES	Futures	1216.1	1221.34	1214.36	1220.34	251586.0
2011-08-04 12:30:00	ES	Futures	1220.59	1225.33	1220.34	1220.59	170410.0
2011-08-04 13:00:00	ES	Futures	1220.59	1223.58	1216.85	1221.59	119289.0
2011-08-04 13:30:00	ES	Futures	1221.59	1221.84	1213.86	1215.35	141246.0
2011-08-04 14:00:00	ES	Futures	1215.35	1216.35	1205.38	1207.62	297720.0
2011-08-04 14:30:00	ES	Futures	1207.62	1216.35	1206.13	1211.86	231123.0
2011-08-04 15:00:00	ES	Futures	1211.86	1216.6	1202.88	1203.13	246884.0
2011-08-04 15:30:00	ES	Futures	1203.13	1207.12	1192.41	1193.9	698672.0
2011-08-04 16:00:00	ES	Futures	1193.9	1197.4	1190.41	1196.9	219371.0
2011-08-04 16:30:00	ES	Futures	1196.65	1196.65	1192.16	1192.66	18068.0
2011-08-04 17:00:00	ES	Futures	1192.41	1194.15	1192.16	1193.65	6068.0
2011-08-04 18:00:00	ES	Futures	1194.65	1197.65	1192.66	1193.9	10289.0
2011-08-04 18:30:00	ES	Futures	1194.15	1195.9	1193.16	1194.15	3550.0
2011-08-04 19:00:00	ES	Futures	1194.15	1194.4	1191.41	1193.16	4719.0
2011-08-04 19:30:00	ES	Futures	1193.16	1193.9	1192.16	1192.66	6523.0
2011-08-04 20:00:00	ES	Futures	1192.66	1195.65	1192.16	1195.65	5922.0
2011-08-04 20:30:00	ES	Futures	1195.65	1197.15	1195.15	1195.65	8250.0
2011-08-04 21:00:00	ES	Futures	1195.65	1197.15	1193.16	1195.15	8818.0
2011-08-04 21:30:00	ES	Futures	1195.4	1197.65	1194.15	1197.15	3695.0
2011-08-04 22:00:00	ES	Futures	1197.4	1197.89	1196.15	1197.65	4048.0
2011-08-04 22:30:00	ES	Futures	1197.89	1198.14	1196.15	1196.65	4605.0
2011-08-04 23:00:00	ES	Futures	1196.9	1196.9	1194.9	1194.9	1788.0
2011-08-04 23:30:00	ES	Futures	1194.9	1195.15	1193.16	1194.15	2688.0
2011-08-04 00:00:00	NQ	Futures	2662.98	2663.27	2658.66	2660.39	224.0
2011-08-04 00:30:00	NQ	Futures	2660.39	2660.39	2655.5	2655.5	226.0
2011-08-04 01:00:00	NQ	Futures	2655.5	2658.95	2654.63	2654.92	279.0

> showing 50 of 2,819 rows — these rows as CSV

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