PREVIEW / futures_30min / 2011-08-10

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-08-10.parquet
  size:    87 KB
  rows:    2,787

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
2011-08-10 00:00:00	ES	Futures	1165.22	1165.22	1162.48	1163.48	6914.0
2011-08-10 00:30:00	ES	Futures	1163.73	1165.97	1161.98	1165.47	4731.0
2011-08-10 01:00:00	ES	Futures	1165.72	1166.22	1162.73	1163.48	2941.0
2011-08-10 01:30:00	ES	Futures	1163.48	1168.71	1163.23	1165.22	8997.0
2011-08-10 02:00:00	ES	Futures	1165.22	1168.46	1160.98	1161.48	22255.0
2011-08-10 02:30:00	ES	Futures	1161.23	1170.21	1159.74	1170.21	23550.0
2011-08-10 03:00:00	ES	Futures	1170.21	1173.7	1162.73	1166.97	46747.0
2011-08-10 03:30:00	ES	Futures	1167.22	1168.96	1162.23	1162.48	28499.0
2011-08-10 04:00:00	ES	Futures	1162.48	1163.48	1154.25	1156.74	56848.0
2011-08-10 04:30:00	ES	Futures	1156.74	1162.48	1155.99	1161.23	23399.0
2011-08-10 05:00:00	ES	Futures	1160.98	1170.21	1160.73	1170.21	31272.0
2011-08-10 05:30:00	ES	Futures	1170.21	1170.46	1163.98	1164.47	17479.0
2011-08-10 06:00:00	ES	Futures	1164.72	1166.72	1161.48	1165.47	20691.0
2011-08-10 06:30:00	ES	Futures	1165.22	1166.72	1162.73	1163.98	11781.0
2011-08-10 07:00:00	ES	Futures	1163.73	1165.47	1157.74	1158.49	31194.0
2011-08-10 07:30:00	ES	Futures	1158.49	1161.98	1158.24	1158.99	30762.0
2011-08-10 08:00:00	ES	Futures	1158.99	1160.48	1155.25	1156.99	48641.0
2011-08-10 08:30:00	ES	Futures	1156.99	1157.24	1147.51	1148.51	119102.0
2011-08-10 09:00:00	ES	Futures	1148.51	1150.76	1139.78	1144.77	161094.0
2011-08-10 09:30:00	ES	Futures	1144.77	1146.27	1132.05	1133.8	515159.0
2011-08-10 10:00:00	ES	Futures	1134.05	1139.04	1119.83	1126.81	498441.0
2011-08-10 10:30:00	ES	Futures	1126.81	1139.78	1121.33	1128.56	425569.0
2011-08-10 11:00:00	ES	Futures	1128.31	1131.8	1118.83	1121.83	316120.0
2011-08-10 11:30:00	ES	Futures	1121.58	1134.55	1119.83	1131.3	252864.0
2011-08-10 12:00:00	ES	Futures	1131.05	1137.29	1127.81	1129.06	178163.0
2011-08-10 12:30:00	ES	Futures	1129.06	1135.79	1123.82	1134.8	137281.0
2011-08-10 13:00:00	ES	Futures	1134.8	1137.04	1125.82	1132.05	170296.0
2011-08-10 13:30:00	ES	Futures	1132.05	1144.52	1129.81	1143.77	187711.0
2011-08-10 14:00:00	ES	Futures	1143.77	1154.5	1140.03	1147.76	285726.0
2011-08-10 14:30:00	ES	Futures	1148.01	1151.26	1138.04	1138.54	194907.0
2011-08-10 15:00:00	ES	Futures	1138.54	1141.03	1127.81	1130.06	242910.0
2011-08-10 15:30:00	ES	Futures	1130.31	1132.3	1111.1	1114.09	504878.0
2011-08-10 16:00:00	ES	Futures	1114.09	1123.32	1112.35	1121.08	165753.0
2011-08-10 16:30:00	ES	Futures	1120.33	1125.32	1118.58	1124.82	18288.0
2011-08-10 17:00:00	ES	Futures	1124.82	1124.82	1119.08	1120.08	9458.0
2011-08-10 18:00:00	ES	Futures	1118.33	1119.33	1114.34	1116.09	10817.0
2011-08-10 18:30:00	ES	Futures	1116.34	1117.84	1112.6	1114.09	8850.0
2011-08-10 19:00:00	ES	Futures	1113.85	1121.83	1113.85	1117.09	9237.0
2011-08-10 19:30:00	ES	Futures	1117.09	1121.33	1116.84	1120.83	4817.0
2011-08-10 20:00:00	ES	Futures	1120.83	1129.56	1119.58	1128.31	18049.0
2011-08-10 20:30:00	ES	Futures	1128.31	1131.05	1123.57	1130.06	13594.0
2011-08-10 21:00:00	ES	Futures	1130.31	1130.56	1126.81	1130.31	10029.0
2011-08-10 21:30:00	ES	Futures	1130.31	1135.29	1127.06	1134.05	13286.0
2011-08-10 22:00:00	ES	Futures	1134.3	1140.28	1132.05	1136.04	12448.0
2011-08-10 22:30:00	ES	Futures	1136.04	1140.28	1135.54	1137.04	10063.0
2011-08-10 23:00:00	ES	Futures	1137.29	1139.53	1136.29	1136.29	5455.0
2011-08-10 23:30:00	ES	Futures	1136.29	1136.54	1131.05	1133.05	7028.0
2011-08-10 00:00:00	NQ	Futures	2472.48	2472.48	2466.44	2469.31	434.0
2011-08-10 00:30:00	NQ	Futures	2469.89	2473.34	2466.72	2473.05	402.0
2011-08-10 01:00:00	NQ	Futures	2472.77	2475.36	2467.01	2468.16	407.0

> showing 50 of 2,787 rows — these rows as CSV

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