PREVIEW / futures_30min / 2011-08-12

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-08-12.parquet
  size:    67 KB
  rows:    2,184

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
2011-08-12 00:00:00	ES	Futures	1155.5	1156.74	1153.25	1155.99	2485.0
2011-08-12 00:30:00	ES	Futures	1155.75	1155.75	1152.75	1153.5	2075.0
2011-08-12 01:00:00	ES	Futures	1153.5	1156.24	1152.75	1154.75	5219.0
2011-08-12 01:30:00	ES	Futures	1155.0	1155.25	1152.25	1154.75	6575.0
2011-08-12 02:00:00	ES	Futures	1154.5	1158.74	1153.5	1157.49	14905.0
2011-08-12 02:30:00	ES	Futures	1157.49	1158.24	1151.51	1154.25	21747.0
2011-08-12 03:00:00	ES	Futures	1154.5	1154.5	1144.02	1152.0	73775.0
2011-08-12 03:30:00	ES	Futures	1152.25	1159.49	1150.01	1155.0	38551.0
2011-08-12 04:00:00	ES	Futures	1155.25	1158.49	1153.5	1155.99	22007.0
2011-08-12 04:30:00	ES	Futures	1156.24	1164.97	1155.0	1160.73	30731.0
2011-08-12 05:00:00	ES	Futures	1160.73	1166.72	1158.99	1166.47	23001.0
2011-08-12 05:30:00	ES	Futures	1166.47	1171.71	1166.22	1169.46	36286.0
2011-08-12 06:00:00	ES	Futures	1169.46	1170.96	1163.73	1164.23	19183.0
2011-08-12 06:30:00	ES	Futures	1164.47	1168.96	1161.98	1164.23	22696.0
2011-08-12 07:00:00	ES	Futures	1164.23	1169.71	1164.23	1168.96	21834.0
2011-08-12 07:30:00	ES	Futures	1168.96	1173.95	1167.97	1171.21	29411.0
2011-08-12 08:00:00	ES	Futures	1171.21	1171.96	1166.97	1168.46	33826.0
2011-08-12 08:30:00	ES	Futures	1168.46	1176.7	1168.46	1174.7	80914.0
2011-08-12 09:00:00	ES	Futures	1174.7	1180.19	1172.7	1175.7	62908.0
2011-08-12 09:30:00	ES	Futures	1175.95	1183.43	1168.22	1172.21	418307.0
2011-08-12 10:00:00	ES	Futures	1172.21	1175.95	1164.72	1174.2	297607.0
2011-08-12 10:30:00	ES	Futures	1174.2	1178.19	1166.97	1171.71	190394.0
2011-08-12 11:00:00	ES	Futures	1171.71	1174.95	1168.46	1173.2	142910.0
2011-08-12 11:30:00	ES	Futures	1173.2	1183.93	1172.21	1181.93	189682.0
2011-08-12 12:00:00	ES	Futures	1181.93	1182.93	1175.95	1178.44	86228.0
2011-08-12 12:30:00	ES	Futures	1178.44	1178.69	1173.95	1176.94	68718.0
2011-08-12 13:00:00	ES	Futures	1176.94	1178.94	1174.7	1176.94	41051.0
2011-08-12 13:30:00	ES	Futures	1176.94	1180.69	1175.45	1179.44	49303.0
2011-08-12 14:00:00	ES	Futures	1179.69	1180.94	1170.21	1172.95	106047.0
2011-08-12 14:30:00	ES	Futures	1172.95	1174.95	1169.46	1173.45	95458.0
2011-08-12 15:00:00	ES	Futures	1173.45	1176.7	1171.71	1171.96	81507.0
2011-08-12 15:30:00	ES	Futures	1172.21	1173.45	1167.72	1173.45	216761.0
2011-08-12 16:00:00	ES	Futures	1173.45	1177.69	1172.46	1174.2	112230.0
2011-08-12 00:00:00	NQ	Futures	2462.7	2466.15	2457.8	2463.56	220.0
2011-08-12 00:30:00	NQ	Futures	2462.98	2463.85	2457.8	2458.38	89.0
2011-08-12 01:00:00	NQ	Futures	2458.67	2463.85	2457.8	2461.83	409.0
2011-08-12 01:30:00	NQ	Futures	2461.83	2462.12	2455.79	2461.26	173.0
2011-08-12 02:00:00	NQ	Futures	2460.11	2469.03	2460.11	2465.29	1151.0
2011-08-12 02:30:00	NQ	Futures	2465.0	2465.57	2452.34	2456.94	2224.0
2011-08-12 03:00:00	NQ	Futures	2456.94	2457.23	2433.34	2454.35	5981.0
2011-08-12 03:30:00	NQ	Futures	2452.34	2467.59	2448.31	2460.11	2913.0
2011-08-12 04:00:00	NQ	Futures	2460.11	2468.16	2456.08	2463.85	1962.0
2011-08-12 04:30:00	NQ	Futures	2463.56	2479.67	2460.68	2470.46	1583.0
2011-08-12 05:00:00	NQ	Futures	2470.46	2483.13	2467.59	2483.13	1576.0
2011-08-12 05:30:00	NQ	Futures	2483.13	2492.05	2482.55	2489.46	2851.0
2011-08-12 06:00:00	NQ	Futures	2489.46	2492.05	2477.08	2478.23	1695.0
2011-08-12 06:30:00	NQ	Futures	2478.23	2488.02	2473.63	2477.66	1705.0
2011-08-12 07:00:00	NQ	Futures	2478.23	2487.44	2478.23	2486.0	2119.0
2011-08-12 07:30:00	NQ	Futures	2486.29	2495.21	2483.99	2489.46	1980.0
2011-08-12 08:00:00	NQ	Futures	2489.75	2491.47	2480.54	2483.99	3653.0

> showing 50 of 2,184 rows — these rows as CSV

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