PREVIEW / futures_30min / 2011-08-05

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-08-05.parquet
  size:    71 KB
  rows:    2,274

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
2011-08-05 00:00:00	ES	Futures	1194.15	1194.9	1193.16	1193.9	1698.0
2011-08-05 00:30:00	ES	Futures	1193.9	1195.9	1193.41	1193.9	4184.0
2011-08-05 01:00:00	ES	Futures	1193.9	1194.4	1192.66	1192.91	3013.0
2011-08-05 01:30:00	ES	Futures	1193.16	1196.15	1192.41	1194.65	4520.0
2011-08-05 02:00:00	ES	Futures	1194.65	1195.9	1185.42	1186.92	38893.0
2011-08-05 02:30:00	ES	Futures	1186.67	1189.17	1180.69	1181.68	25959.0
2011-08-05 03:00:00	ES	Futures	1181.93	1190.41	1181.93	1189.42	67712.0
2011-08-05 03:30:00	ES	Futures	1189.66	1199.14	1189.42	1198.14	80171.0
2011-08-05 04:00:00	ES	Futures	1197.89	1198.14	1185.92	1186.42	60459.0
2011-08-05 04:30:00	ES	Futures	1186.42	1193.41	1185.92	1191.16	36412.0
2011-08-05 05:00:00	ES	Futures	1190.91	1194.15	1189.91	1193.41	27660.0
2011-08-05 05:30:00	ES	Futures	1193.41	1194.4	1187.17	1187.17	23807.0
2011-08-05 06:00:00	ES	Futures	1187.17	1192.16	1185.67	1191.66	24293.0
2011-08-05 06:30:00	ES	Futures	1191.66	1196.9	1189.91	1193.65	42343.0
2011-08-05 07:00:00	ES	Futures	1193.41	1193.65	1189.66	1193.41	46565.0
2011-08-05 07:30:00	ES	Futures	1193.41	1197.89	1192.16	1197.65	36017.0
2011-08-05 08:00:00	ES	Futures	1197.4	1199.39	1188.92	1188.92	90280.0
2011-08-05 08:30:00	ES	Futures	1203.13	1216.1	1199.89	1205.88	337735.0
2011-08-05 09:00:00	ES	Futures	1205.88	1214.11	1203.38	1209.12	114776.0
2011-08-05 09:30:00	ES	Futures	1209.37	1212.61	1182.18	1182.93	716403.0
2011-08-05 10:00:00	ES	Futures	1182.93	1200.39	1180.19	1195.65	598705.0
2011-08-05 10:30:00	ES	Futures	1195.65	1196.15	1184.93	1191.41	312971.0
2011-08-05 11:00:00	ES	Futures	1191.16	1191.41	1174.95	1181.68	388234.0
2011-08-05 11:30:00	ES	Futures	1181.43	1185.67	1160.48	1164.23	419561.0
2011-08-05 12:00:00	ES	Futures	1164.23	1189.42	1162.73	1180.19	528981.0
2011-08-05 12:30:00	ES	Futures	1180.44	1207.37	1178.44	1201.64	465339.0
2011-08-05 13:00:00	ES	Futures	1201.39	1206.13	1191.16	1203.38	290026.0
2011-08-05 13:30:00	ES	Futures	1203.63	1209.62	1195.4	1205.38	236161.0
2011-08-05 14:00:00	ES	Futures	1205.13	1206.13	1195.9	1199.64	170980.0
2011-08-05 14:30:00	ES	Futures	1199.89	1202.88	1192.16	1195.65	149359.0
2011-08-05 15:00:00	ES	Futures	1195.65	1197.65	1181.93	1183.68	264181.0
2011-08-05 15:30:00	ES	Futures	1183.68	1196.65	1183.68	1192.16	330258.0
2011-08-05 16:00:00	ES	Futures	1192.16	1196.4	1189.42	1194.65	124994.0
2011-08-05 00:00:00	NQ	Futures	2537.23	2539.53	2536.08	2538.38	115.0
2011-08-05 00:30:00	NQ	Futures	2538.67	2542.12	2537.51	2537.8	123.0
2011-08-05 01:00:00	NQ	Futures	2538.38	2539.24	2534.06	2534.06	187.0
2011-08-05 01:30:00	NQ	Futures	2534.06	2541.26	2534.06	2538.09	173.0
2011-08-05 02:00:00	NQ	Futures	2538.67	2540.39	2519.39	2521.11	3448.0
2011-08-05 02:30:00	NQ	Futures	2521.4	2525.43	2508.45	2511.9	2260.0
2011-08-05 03:00:00	NQ	Futures	2511.9	2528.31	2511.62	2526.29	5787.0
2011-08-05 03:30:00	NQ	Futures	2526.58	2548.16	2526.58	2546.44	6578.0
2011-08-05 04:00:00	NQ	Futures	2546.44	2546.44	2523.7	2524.56	3663.0
2011-08-05 04:30:00	NQ	Futures	2524.56	2537.8	2522.84	2532.62	3045.0
2011-08-05 05:00:00	NQ	Futures	2532.91	2537.23	2530.32	2535.79	1985.0
2011-08-05 05:30:00	NQ	Futures	2536.08	2537.8	2520.54	2520.82	1978.0
2011-08-05 06:00:00	NQ	Futures	2520.82	2530.32	2518.23	2529.17	2315.0
2011-08-05 06:30:00	NQ	Futures	2529.46	2539.82	2527.44	2534.35	2714.0
2011-08-05 07:00:00	NQ	Futures	2534.35	2536.65	2527.15	2536.08	3466.0
2011-08-05 07:30:00	NQ	Futures	2536.65	2542.98	2532.91	2542.12	2388.0
2011-08-05 08:00:00	NQ	Futures	2542.12	2544.71	2528.02	2528.88	6855.0

> showing 50 of 2,274 rows — these rows as CSV

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