PREVIEW / futures_30min / 2011-08-15

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-08-15.parquet
  size:    72 KB
  rows:    2,556

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
2011-08-15 00:00:00	ES	Futures	1180.19	1181.93	1179.94	1181.43	2078.0
2011-08-15 00:30:00	ES	Futures	1181.43	1183.18	1181.43	1183.18	4110.0
2011-08-15 01:00:00	ES	Futures	1182.93	1183.18	1180.69	1181.93	1176.0
2011-08-15 01:30:00	ES	Futures	1181.68	1183.93	1181.68	1183.68	3549.0
2011-08-15 02:00:00	ES	Futures	1183.68	1184.18	1180.94	1184.18	8332.0
2011-08-15 02:30:00	ES	Futures	1184.18	1184.68	1180.94	1181.18	6591.0
2011-08-15 03:00:00	ES	Futures	1181.43	1183.43	1178.69	1179.69	17999.0
2011-08-15 03:30:00	ES	Futures	1179.44	1181.93	1178.44	1180.94	13486.0
2011-08-15 04:00:00	ES	Futures	1180.94	1182.18	1178.94	1181.18	12061.0
2011-08-15 04:30:00	ES	Futures	1181.18	1183.18	1179.94	1182.43	7650.0
2011-08-15 05:00:00	ES	Futures	1182.43	1183.93	1180.69	1181.18	8996.0
2011-08-15 05:30:00	ES	Futures	1181.18	1181.18	1177.19	1178.69	13147.0
2011-08-15 06:00:00	ES	Futures	1178.69	1179.44	1175.7	1178.19	9885.0
2011-08-15 06:30:00	ES	Futures	1178.44	1180.44	1175.7	1179.94	11915.0
2011-08-15 07:00:00	ES	Futures	1179.69	1180.69	1178.69	1179.69	5326.0
2011-08-15 07:30:00	ES	Futures	1179.44	1180.94	1177.94	1180.44	14226.0
2011-08-15 08:00:00	ES	Futures	1180.44	1182.18	1178.94	1178.94	18191.0
2011-08-15 08:30:00	ES	Futures	1178.94	1180.69	1176.45	1178.19	29166.0
2011-08-15 09:00:00	ES	Futures	1178.19	1183.93	1178.19	1183.68	33087.0
2011-08-15 09:30:00	ES	Futures	1183.68	1190.66	1182.68	1188.17	237874.0
2011-08-15 10:00:00	ES	Futures	1188.17	1193.9	1186.67	1193.41	181499.0
2011-08-15 10:30:00	ES	Futures	1193.16	1194.15	1187.92	1188.42	158591.0
2011-08-15 11:00:00	ES	Futures	1188.42	1189.91	1183.18	1184.93	137207.0
2011-08-15 11:30:00	ES	Futures	1184.93	1186.92	1181.68	1185.92	124762.0
2011-08-15 12:00:00	ES	Futures	1185.92	1188.67	1185.18	1187.67	82092.0
2011-08-15 12:30:00	ES	Futures	1187.67	1191.66	1186.42	1190.91	60741.0
2011-08-15 13:00:00	ES	Futures	1190.91	1192.66	1187.67	1190.41	66567.0
2011-08-15 13:30:00	ES	Futures	1190.41	1192.16	1188.67	1191.41	50343.0
2011-08-15 14:00:00	ES	Futures	1191.66	1195.65	1191.16	1194.9	84215.0
2011-08-15 14:30:00	ES	Futures	1194.9	1195.9	1192.41	1195.4	99355.0
2011-08-15 15:00:00	ES	Futures	1195.4	1197.15	1192.91	1193.65	95771.0
2011-08-15 15:30:00	ES	Futures	1193.9	1198.89	1193.16	1198.39	232505.0
2011-08-15 16:00:00	ES	Futures	1198.39	1198.39	1191.91	1193.65	119535.0
2011-08-15 16:30:00	ES	Futures	1193.65	1195.4	1192.91	1194.9	7995.0
2011-08-15 17:00:00	ES	Futures	1195.15	1195.15	1194.4	1194.65	2180.0
2011-08-15 18:00:00	ES	Futures	1194.15	1194.4	1192.91	1193.41	2151.0
2011-08-15 18:30:00	ES	Futures	1193.41	1194.15	1193.16	1193.41	727.0
2011-08-15 19:00:00	ES	Futures	1193.41	1194.15	1192.91	1193.16	1510.0
2011-08-15 19:30:00	ES	Futures	1193.16	1193.9	1192.41	1193.16	2878.0
2011-08-15 20:00:00	ES	Futures	1192.91	1193.9	1192.16	1192.66	3767.0
2011-08-15 20:30:00	ES	Futures	1192.41	1194.15	1192.16	1193.65	2274.0
2011-08-15 21:00:00	ES	Futures	1193.9	1193.9	1192.16	1192.66	2975.0
2011-08-15 21:30:00	ES	Futures	1192.41	1193.9	1192.41	1193.41	2262.0
2011-08-15 22:00:00	ES	Futures	1193.16	1194.15	1192.91	1193.9	1080.0
2011-08-15 22:30:00	ES	Futures	1193.65	1193.65	1192.16	1192.16	2710.0
2011-08-15 23:00:00	ES	Futures	1192.16	1192.66	1190.91	1191.66	2168.0
2011-08-15 23:30:00	ES	Futures	1191.41	1191.66	1190.66	1191.16	2180.0
2011-08-15 00:00:00	NQ	Futures	2519.39	2523.7	2519.1	2523.7	373.0
2011-08-15 00:30:00	NQ	Futures	2523.99	2526.58	2523.7	2525.43	346.0
2011-08-15 01:00:00	NQ	Futures	2525.14	2526.0	2521.11	2522.84	103.0

> showing 50 of 2,556 rows — these rows as CSV

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