PREVIEW / futures_30min / 2011-08-16

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-08-16.parquet
  size:    74 KB
  rows:    2,626

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
2011-08-16 00:00:00	ES	Futures	1191.16	1191.16	1190.16	1190.91	1766.0
2011-08-16 00:30:00	ES	Futures	1190.66	1191.41	1190.41	1190.91	2051.0
2011-08-16 01:00:00	ES	Futures	1191.16	1191.16	1189.66	1190.41	1549.0
2011-08-16 01:30:00	ES	Futures	1190.16	1190.41	1189.42	1189.91	3865.0
2011-08-16 02:00:00	ES	Futures	1190.16	1190.16	1185.92	1187.42	19674.0
2011-08-16 02:30:00	ES	Futures	1187.42	1187.42	1184.18	1186.67	19767.0
2011-08-16 03:00:00	ES	Futures	1186.42	1187.17	1180.69	1181.43	28007.0
2011-08-16 03:30:00	ES	Futures	1181.43	1185.92	1180.69	1185.92	22000.0
2011-08-16 04:00:00	ES	Futures	1185.92	1186.17	1178.44	1179.44	26990.0
2011-08-16 04:30:00	ES	Futures	1179.44	1181.93	1178.94	1180.69	13499.0
2011-08-16 05:00:00	ES	Futures	1180.69	1183.68	1180.69	1182.68	10960.0
2011-08-16 05:30:00	ES	Futures	1182.43	1184.93	1180.94	1183.18	11956.0
2011-08-16 06:00:00	ES	Futures	1183.18	1183.68	1181.68	1182.43	6645.0
2011-08-16 06:30:00	ES	Futures	1182.43	1183.43	1177.69	1178.94	19424.0
2011-08-16 07:00:00	ES	Futures	1178.94	1182.18	1178.19	1180.44	22261.0
2011-08-16 07:30:00	ES	Futures	1180.44	1181.18	1178.19	1179.69	18765.0
2011-08-16 08:00:00	ES	Futures	1179.69	1180.19	1176.94	1179.44	26151.0
2011-08-16 08:30:00	ES	Futures	1179.44	1181.93	1178.19	1181.43	36203.0
2011-08-16 09:00:00	ES	Futures	1181.43	1188.92	1180.94	1186.42	82990.0
2011-08-16 09:30:00	ES	Futures	1186.42	1190.16	1181.18	1184.18	244375.0
2011-08-16 10:00:00	ES	Futures	1183.93	1190.91	1183.18	1190.66	162453.0
2011-08-16 10:30:00	ES	Futures	1190.41	1192.91	1187.42	1192.66	166479.0
2011-08-16 11:00:00	ES	Futures	1192.66	1192.91	1187.92	1191.41	106749.0
2011-08-16 11:30:00	ES	Futures	1191.41	1194.9	1189.42	1193.65	91901.0
2011-08-16 12:00:00	ES	Futures	1193.65	1198.64	1184.43	1185.67	283272.0
2011-08-16 12:30:00	ES	Futures	1185.67	1188.92	1181.68	1182.93	168561.0
2011-08-16 13:00:00	ES	Futures	1183.18	1183.18	1174.7	1179.44	172187.0
2011-08-16 13:30:00	ES	Futures	1179.44	1185.92	1178.44	1184.18	87237.0
2011-08-16 14:00:00	ES	Futures	1184.18	1189.91	1183.93	1185.92	109063.0
2011-08-16 14:30:00	ES	Futures	1185.92	1186.67	1180.94	1181.68	85941.0
2011-08-16 15:00:00	ES	Futures	1181.43	1192.66	1181.18	1192.66	123667.0
2011-08-16 15:30:00	ES	Futures	1192.66	1193.41	1186.17	1187.17	233466.0
2011-08-16 16:00:00	ES	Futures	1187.42	1190.41	1186.42	1189.17	99361.0
2011-08-16 16:30:00	ES	Futures	1188.92	1189.17	1188.17	1188.92	9206.0
2011-08-16 17:00:00	ES	Futures	1188.92	1189.42	1187.17	1187.67	3412.0
2011-08-16 18:00:00	ES	Futures	1187.42	1187.67	1186.17	1186.42	3169.0
2011-08-16 18:30:00	ES	Futures	1186.42	1186.67	1183.43	1183.93	4389.0
2011-08-16 19:00:00	ES	Futures	1183.68	1184.68	1183.18	1184.43	3735.0
2011-08-16 19:30:00	ES	Futures	1184.43	1185.18	1183.43	1184.93	3244.0
2011-08-16 20:00:00	ES	Futures	1184.93	1186.67	1183.68	1184.68	5511.0
2011-08-16 20:30:00	ES	Futures	1184.43	1186.17	1184.18	1185.67	3620.0
2011-08-16 21:00:00	ES	Futures	1185.67	1186.17	1183.18	1184.18	3731.0
2011-08-16 21:30:00	ES	Futures	1183.93	1184.68	1182.18	1183.18	4625.0
2011-08-16 22:00:00	ES	Futures	1183.18	1184.43	1182.18	1184.18	2520.0
2011-08-16 22:30:00	ES	Futures	1184.43	1186.17	1183.93	1185.92	1920.0
2011-08-16 23:00:00	ES	Futures	1185.92	1186.67	1183.93	1184.68	2251.0
2011-08-16 23:30:00	ES	Futures	1184.93	1186.92	1183.68	1186.67	1407.0
2011-08-16 00:00:00	NQ	Futures	2530.32	2530.9	2528.59	2529.46	78.0
2011-08-16 00:30:00	NQ	Futures	2529.46	2530.61	2528.88	2529.17	118.0
2011-08-16 01:00:00	NQ	Futures	2530.03	2530.03	2526.87	2527.44	145.0

> showing 50 of 2,626 rows — these rows as CSV

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