PREVIEW / futures_30min / 2011-08-17

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-08-17.parquet
  size:    74 KB
  rows:    2,609

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
2011-08-17 00:00:00	ES	Futures	1186.42	1187.67	1185.92	1187.42	1616.0
2011-08-17 00:30:00	ES	Futures	1187.42	1191.91	1187.17	1190.41	5838.0
2011-08-17 01:00:00	ES	Futures	1190.66	1192.66	1190.41	1191.41	3927.0
2011-08-17 01:30:00	ES	Futures	1191.41	1192.66	1189.42	1189.42	4278.0
2011-08-17 02:00:00	ES	Futures	1189.66	1190.16	1186.92	1188.42	11663.0
2011-08-17 02:30:00	ES	Futures	1188.67	1189.91	1185.42	1185.92	11620.0
2011-08-17 03:00:00	ES	Futures	1186.17	1186.92	1180.94	1184.93	35306.0
2011-08-17 03:30:00	ES	Futures	1184.93	1189.17	1183.93	1188.67	18997.0
2011-08-17 04:00:00	ES	Futures	1188.67	1192.41	1187.42	1187.92	21909.0
2011-08-17 04:30:00	ES	Futures	1187.67	1188.42	1184.93	1187.92	12574.0
2011-08-17 05:00:00	ES	Futures	1187.67	1190.66	1187.67	1189.91	13097.0
2011-08-17 05:30:00	ES	Futures	1189.91	1191.91	1188.17	1188.17	9953.0
2011-08-17 06:00:00	ES	Futures	1188.17	1190.41	1187.42	1189.42	7402.0
2011-08-17 06:30:00	ES	Futures	1189.42	1195.9	1188.17	1194.15	21578.0
2011-08-17 07:00:00	ES	Futures	1194.15	1195.9	1192.91	1194.15	21546.0
2011-08-17 07:30:00	ES	Futures	1194.15	1195.15	1192.91	1194.65	20279.0
2011-08-17 08:00:00	ES	Futures	1194.4	1195.15	1191.91	1192.91	18783.0
2011-08-17 08:30:00	ES	Futures	1192.66	1193.9	1190.66	1192.91	21508.0
2011-08-17 09:00:00	ES	Futures	1192.66	1194.65	1192.41	1193.9	35638.0
2011-08-17 09:30:00	ES	Futures	1193.9	1203.38	1192.16	1201.64	255482.0
2011-08-17 10:00:00	ES	Futures	1201.64	1203.88	1199.39	1203.63	134395.0
2011-08-17 10:30:00	ES	Futures	1203.38	1203.38	1194.9	1195.15	176539.0
2011-08-17 11:00:00	ES	Futures	1195.4	1199.14	1193.16	1194.65	166840.0
2011-08-17 11:30:00	ES	Futures	1194.65	1195.9	1187.42	1189.17	163924.0
2011-08-17 12:00:00	ES	Futures	1189.17	1190.16	1183.93	1187.92	143790.0
2011-08-17 12:30:00	ES	Futures	1187.67	1190.16	1183.68	1185.67	73199.0
2011-08-17 13:00:00	ES	Futures	1185.42	1187.17	1181.43	1182.93	96627.0
2011-08-17 13:30:00	ES	Futures	1182.93	1184.68	1178.69	1182.43	105474.0
2011-08-17 14:00:00	ES	Futures	1182.43	1187.92	1182.43	1184.68	69024.0
2011-08-17 14:30:00	ES	Futures	1184.68	1187.17	1182.18	1187.17	62067.0
2011-08-17 15:00:00	ES	Futures	1187.17	1189.66	1185.18	1187.67	72338.0
2011-08-17 15:30:00	ES	Futures	1187.92	1188.92	1185.18	1188.42	142848.0
2011-08-17 16:00:00	ES	Futures	1188.42	1189.66	1186.67	1186.67	88720.0
2011-08-17 16:30:00	ES	Futures	1186.67	1187.17	1183.43	1184.43	6594.0
2011-08-17 17:00:00	ES	Futures	1184.43	1186.17	1183.68	1183.68	2751.0
2011-08-17 18:00:00	ES	Futures	1184.43	1186.17	1183.93	1184.68	1895.0
2011-08-17 18:30:00	ES	Futures	1184.93	1185.18	1184.18	1184.68	699.0
2011-08-17 19:00:00	ES	Futures	1184.68	1185.67	1183.43	1184.68	1679.0
2011-08-17 19:30:00	ES	Futures	1184.43	1185.67	1184.43	1185.42	2386.0
2011-08-17 20:00:00	ES	Futures	1185.42	1185.42	1181.93	1182.43	4428.0
2011-08-17 20:30:00	ES	Futures	1182.43	1182.93	1179.94	1180.69	4819.0
2011-08-17 21:00:00	ES	Futures	1180.69	1181.18	1178.69	1180.94	7000.0
2011-08-17 21:30:00	ES	Futures	1180.69	1181.43	1178.69	1180.94	6275.0
2011-08-17 22:00:00	ES	Futures	1180.94	1180.94	1179.44	1179.69	2661.0
2011-08-17 22:30:00	ES	Futures	1179.69	1181.43	1179.19	1180.69	2168.0
2011-08-17 23:00:00	ES	Futures	1180.69	1181.43	1180.19	1180.44	904.0
2011-08-17 23:30:00	ES	Futures	1180.69	1180.94	1179.69	1179.94	1089.0
2011-08-17 00:00:00	NQ	Futures	2520.54	2523.13	2519.67	2521.97	74.0
2011-08-17 00:30:00	NQ	Futures	2522.26	2530.9	2521.97	2529.17	579.0
2011-08-17 01:00:00	NQ	Futures	2528.88	2531.18	2528.59	2528.88	378.0

> showing 50 of 2,609 rows — these rows as CSV

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