PREVIEW / futures_30min / 2011-08-11

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-08-11.parquet
  size:    85 KB
  rows:    2,748

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
2011-08-11 00:00:00	ES	Futures	1133.05	1135.79	1132.05	1134.55	3070.0
2011-08-11 00:30:00	ES	Futures	1134.8	1136.79	1132.8	1135.29	2223.0
2011-08-11 01:00:00	ES	Futures	1135.54	1139.04	1135.04	1138.29	3726.0
2011-08-11 01:30:00	ES	Futures	1138.54	1142.03	1136.79	1141.78	8172.0
2011-08-11 02:00:00	ES	Futures	1141.78	1144.02	1138.04	1143.03	20896.0
2011-08-11 02:30:00	ES	Futures	1143.27	1145.52	1141.28	1145.27	19351.0
2011-08-11 03:00:00	ES	Futures	1145.27	1145.52	1133.8	1135.04	54861.0
2011-08-11 03:30:00	ES	Futures	1135.04	1141.78	1132.55	1140.03	45294.0
2011-08-11 04:00:00	ES	Futures	1140.03	1142.28	1137.29	1140.78	21283.0
2011-08-11 04:30:00	ES	Futures	1141.03	1144.77	1139.28	1141.28	20878.0
2011-08-11 05:00:00	ES	Futures	1141.28	1141.78	1135.54	1139.04	20495.0
2011-08-11 05:30:00	ES	Futures	1139.28	1139.53	1128.06	1128.31	38086.0
2011-08-11 06:00:00	ES	Futures	1128.31	1132.3	1122.57	1130.56	67160.0
2011-08-11 06:30:00	ES	Futures	1130.8	1134.8	1127.06	1133.05	28580.0
2011-08-11 07:00:00	ES	Futures	1133.05	1133.8	1119.33	1119.58	54903.0
2011-08-11 07:30:00	ES	Futures	1119.58	1121.08	1103.12	1108.11	127243.0
2011-08-11 08:00:00	ES	Futures	1108.11	1115.84	1100.63	1102.37	142297.0
2011-08-11 08:30:00	ES	Futures	1102.37	1123.32	1100.38	1120.08	144469.0
2011-08-11 09:00:00	ES	Futures	1120.08	1131.3	1116.84	1124.32	165729.0
2011-08-11 09:30:00	ES	Futures	1124.32	1137.04	1120.33	1127.56	447774.0
2011-08-11 10:00:00	ES	Futures	1127.81	1143.27	1126.56	1138.54	299556.0
2011-08-11 10:30:00	ES	Futures	1138.54	1151.51	1137.04	1145.02	305399.0
2011-08-11 11:00:00	ES	Futures	1145.27	1150.01	1139.78	1145.02	238028.0
2011-08-11 11:30:00	ES	Futures	1145.02	1149.76	1140.28	1145.27	163606.0
2011-08-11 12:00:00	ES	Futures	1145.52	1148.76	1142.28	1144.27	115075.0
2011-08-11 12:30:00	ES	Futures	1144.27	1162.23	1144.02	1160.48	194385.0
2011-08-11 13:00:00	ES	Futures	1160.23	1160.48	1153.75	1157.74	205358.0
2011-08-11 13:30:00	ES	Futures	1157.99	1160.73	1150.76	1158.74	141374.0
2011-08-11 14:00:00	ES	Futures	1158.49	1166.47	1156.49	1165.47	146152.0
2011-08-11 14:30:00	ES	Futures	1165.72	1168.22	1158.99	1166.72	154284.0
2011-08-11 15:00:00	ES	Futures	1166.72	1176.45	1165.47	1173.95	214916.0
2011-08-11 15:30:00	ES	Futures	1173.95	1181.18	1163.98	1165.22	544860.0
2011-08-11 16:00:00	ES	Futures	1164.97	1166.72	1161.73	1165.22	153824.0
2011-08-11 16:30:00	ES	Futures	1165.47	1166.97	1164.23	1166.72	12140.0
2011-08-11 17:00:00	ES	Futures	1166.72	1166.97	1161.48	1163.73	8081.0
2011-08-11 18:00:00	ES	Futures	1164.47	1164.97	1159.49	1163.73	6718.0
2011-08-11 18:30:00	ES	Futures	1163.73	1164.72	1162.23	1163.23	3505.0
2011-08-11 19:00:00	ES	Futures	1163.23	1164.23	1162.73	1163.23	1762.0
2011-08-11 19:30:00	ES	Futures	1162.98	1164.23	1162.73	1163.48	2866.0
2011-08-11 20:00:00	ES	Futures	1163.48	1163.98	1160.23	1161.73	5341.0
2011-08-11 20:30:00	ES	Futures	1161.73	1164.47	1159.74	1162.73	3760.0
2011-08-11 21:00:00	ES	Futures	1162.73	1162.98	1156.74	1158.24	6279.0
2011-08-11 21:30:00	ES	Futures	1158.24	1160.48	1157.49	1159.74	2655.0
2011-08-11 22:00:00	ES	Futures	1159.99	1163.48	1159.74	1159.99	3052.0
2011-08-11 22:30:00	ES	Futures	1159.74	1160.48	1157.49	1158.99	2961.0
2011-08-11 23:00:00	ES	Futures	1158.74	1158.99	1153.5	1156.74	5306.0
2011-08-11 23:30:00	ES	Futures	1156.74	1157.24	1153.0	1155.25	3372.0
2011-08-11 00:00:00	NQ	Futures	2429.89	2436.8	2427.01	2431.9	402.0
2011-08-11 00:30:00	NQ	Futures	2431.62	2434.21	2427.88	2432.77	155.0
2011-08-11 01:00:00	NQ	Futures	2432.48	2439.39	2429.31	2435.65	564.0

> showing 50 of 2,748 rows — these rows as CSV

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