PREVIEW / futures_30min / 2011-08-09

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-08-09.parquet
  size:    90 KB
  rows:    2,858

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
2011-08-09 00:00:00	ES	Futures	1081.92	1089.4	1079.68	1088.16	14391.0
2011-08-09 00:30:00	ES	Futures	1088.16	1095.14	1087.41	1093.89	23233.0
2011-08-09 01:00:00	ES	Futures	1094.14	1094.14	1090.4	1091.4	10122.0
2011-08-09 01:30:00	ES	Futures	1091.15	1105.37	1091.15	1104.87	24100.0
2011-08-09 02:00:00	ES	Futures	1104.62	1113.35	1103.37	1113.1	53571.0
2011-08-09 02:30:00	ES	Futures	1113.35	1126.07	1112.85	1125.32	54075.0
2011-08-09 03:00:00	ES	Futures	1125.57	1145.27	1125.32	1133.8	169204.0
2011-08-09 03:30:00	ES	Futures	1133.8	1134.05	1110.35	1111.6	141280.0
2011-08-09 04:00:00	ES	Futures	1111.6	1124.07	1107.61	1112.85	112662.0
2011-08-09 04:30:00	ES	Futures	1112.85	1115.59	1097.38	1109.36	92901.0
2011-08-09 05:00:00	ES	Futures	1109.11	1109.36	1093.39	1096.89	56518.0
2011-08-09 05:30:00	ES	Futures	1097.13	1115.59	1096.64	1110.35	56881.0
2011-08-09 06:00:00	ES	Futures	1110.1	1114.34	1107.86	1113.6	31428.0
2011-08-09 06:30:00	ES	Futures	1113.6	1122.82	1110.85	1122.08	49383.0
2011-08-09 07:00:00	ES	Futures	1122.08	1133.8	1120.58	1127.31	82944.0
2011-08-09 07:30:00	ES	Futures	1127.56	1130.06	1117.59	1126.56	65211.0
2011-08-09 08:00:00	ES	Futures	1126.56	1128.81	1120.83	1121.08	59217.0
2011-08-09 08:30:00	ES	Futures	1121.08	1130.06	1119.08	1123.82	79513.0
2011-08-09 09:00:00	ES	Futures	1123.82	1134.3	1120.08	1132.55	87596.0
2011-08-09 09:30:00	ES	Futures	1132.8	1135.29	1113.85	1133.3	650224.0
2011-08-09 10:00:00	ES	Futures	1133.55	1141.78	1132.3	1141.53	469528.0
2011-08-09 10:30:00	ES	Futures	1141.53	1145.02	1137.29	1140.78	311762.0
2011-08-09 11:00:00	ES	Futures	1141.03	1142.03	1131.3	1141.78	280560.0
2011-08-09 11:30:00	ES	Futures	1141.78	1145.52	1137.79	1144.27	185875.0
2011-08-09 12:00:00	ES	Futures	1144.27	1146.52	1142.28	1143.27	145105.0
2011-08-09 12:30:00	ES	Futures	1143.27	1145.77	1137.79	1138.04	103703.0
2011-08-09 13:00:00	ES	Futures	1138.04	1141.03	1135.54	1137.79	114992.0
2011-08-09 13:30:00	ES	Futures	1137.54	1139.04	1126.81	1131.3	189299.0
2011-08-09 14:00:00	ES	Futures	1131.3	1141.78	1109.36	1126.07	484319.0
2011-08-09 14:30:00	ES	Futures	1126.07	1126.56	1094.39	1111.1	608392.0
2011-08-09 15:00:00	ES	Futures	1110.85	1139.04	1104.62	1136.79	410465.0
2011-08-09 15:30:00	ES	Futures	1136.79	1167.22	1130.56	1166.72	553973.0
2011-08-09 16:00:00	ES	Futures	1166.47	1172.7	1163.98	1168.71	231988.0
2011-08-09 16:30:00	ES	Futures	1168.22	1170.96	1165.97	1170.46	22270.0
2011-08-09 17:00:00	ES	Futures	1170.46	1175.95	1170.21	1175.95	9551.0
2011-08-09 18:00:00	ES	Futures	1175.2	1175.7	1172.95	1175.2	7776.0
2011-08-09 18:30:00	ES	Futures	1174.95	1175.7	1174.7	1175.45	4336.0
2011-08-09 19:00:00	ES	Futures	1175.2	1175.7	1172.95	1173.45	4629.0
2011-08-09 19:30:00	ES	Futures	1173.45	1174.2	1172.7	1172.95	3626.0
2011-08-09 20:00:00	ES	Futures	1172.95	1173.2	1166.22	1169.46	13984.0
2011-08-09 20:30:00	ES	Futures	1169.21	1172.21	1166.72	1171.96	6567.0
2011-08-09 21:00:00	ES	Futures	1172.21	1174.7	1170.46	1170.96	7349.0
2011-08-09 21:30:00	ES	Futures	1170.96	1174.2	1166.72	1167.47	11565.0
2011-08-09 22:00:00	ES	Futures	1167.22	1169.21	1166.22	1167.72	6536.0
2011-08-09 22:30:00	ES	Futures	1167.47	1169.96	1167.22	1169.46	4976.0
2011-08-09 23:00:00	ES	Futures	1169.46	1169.46	1166.72	1167.22	3507.0
2011-08-09 23:30:00	ES	Futures	1167.22	1167.97	1164.47	1164.97	6237.0
2011-08-09 00:00:00	NQ	Futures	2291.47	2308.17	2287.45	2305.0	836.0
2011-08-09 00:30:00	NQ	Futures	2305.0	2319.68	2304.42	2316.51	1692.0
2011-08-09 01:00:00	NQ	Futures	2317.37	2317.66	2309.03	2314.5	1024.0

> showing 50 of 2,858 rows — these rows as CSV

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