PREVIEW / futures_30min / 2011-08-18

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-08-18.parquet
  size:    82 KB
  rows:    2,700

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
2011-08-18 00:00:00	ES	Futures	1179.94	1180.19	1173.95	1175.2	12557.0
2011-08-18 00:30:00	ES	Futures	1175.45	1177.94	1174.95	1176.2	4729.0
2011-08-18 01:00:00	ES	Futures	1176.2	1179.94	1176.2	1179.69	4380.0
2011-08-18 01:30:00	ES	Futures	1179.94	1180.44	1176.45	1178.19	3961.0
2011-08-18 02:00:00	ES	Futures	1178.44	1179.19	1175.95	1178.69	6734.0
2011-08-18 02:30:00	ES	Futures	1178.69	1178.69	1174.45	1176.2	8739.0
2011-08-18 03:00:00	ES	Futures	1176.2	1179.69	1174.2	1177.94	25383.0
2011-08-18 03:30:00	ES	Futures	1177.69	1177.69	1171.21	1172.46	28191.0
2011-08-18 04:00:00	ES	Futures	1172.21	1174.95	1170.96	1173.7	20607.0
2011-08-18 04:30:00	ES	Futures	1173.45	1175.2	1167.97	1168.96	32648.0
2011-08-18 05:00:00	ES	Futures	1168.71	1169.71	1159.49	1161.73	61904.0
2011-08-18 05:30:00	ES	Futures	1161.73	1167.22	1161.23	1164.97	24947.0
2011-08-18 06:00:00	ES	Futures	1165.22	1167.22	1163.73	1164.47	17018.0
2011-08-18 06:30:00	ES	Futures	1164.72	1166.72	1161.98	1166.47	22502.0
2011-08-18 07:00:00	ES	Futures	1166.47	1168.71	1165.22	1166.22	29054.0
2011-08-18 07:30:00	ES	Futures	1166.22	1166.47	1162.48	1162.73	25580.0
2011-08-18 08:00:00	ES	Futures	1162.73	1165.22	1161.48	1162.73	33768.0
2011-08-18 08:30:00	ES	Futures	1162.48	1162.73	1158.24	1158.99	78080.0
2011-08-18 09:00:00	ES	Futures	1159.24	1160.98	1154.75	1156.74	94013.0
2011-08-18 09:30:00	ES	Futures	1156.74	1158.24	1146.77	1148.76	416378.0
2011-08-18 10:00:00	ES	Futures	1149.01	1149.01	1128.31	1140.28	576066.0
2011-08-18 10:30:00	ES	Futures	1140.28	1142.03	1133.55	1140.78	247955.0
2011-08-18 11:00:00	ES	Futures	1141.03	1142.03	1134.55	1137.79	187512.0
2011-08-18 11:30:00	ES	Futures	1137.79	1145.27	1137.29	1144.27	179960.0
2011-08-18 12:00:00	ES	Futures	1144.27	1145.52	1139.28	1142.53	138973.0
2011-08-18 12:30:00	ES	Futures	1142.53	1144.02	1138.54	1140.53	97671.0
2011-08-18 13:00:00	ES	Futures	1140.28	1141.28	1134.55	1136.54	102496.0
2011-08-18 13:30:00	ES	Futures	1136.54	1137.54	1130.8	1133.05	153097.0
2011-08-18 14:00:00	ES	Futures	1132.8	1141.03	1132.55	1137.79	183761.0
2011-08-18 14:30:00	ES	Futures	1137.79	1139.53	1130.06	1130.06	144010.0
2011-08-18 15:00:00	ES	Futures	1130.06	1133.3	1126.81	1132.8	222492.0
2011-08-18 15:30:00	ES	Futures	1132.8	1139.78	1125.57	1137.54	417454.0
2011-08-18 16:00:00	ES	Futures	1137.54	1141.28	1136.29	1141.28	140670.0
2011-08-18 16:30:00	ES	Futures	1141.03	1142.28	1139.28	1140.03	14912.0
2011-08-18 17:00:00	ES	Futures	1140.28	1141.53	1138.54	1141.28	10735.0
2011-08-18 18:00:00	ES	Futures	1140.03	1140.53	1138.79	1139.28	4064.0
2011-08-18 18:30:00	ES	Futures	1139.04	1142.03	1138.79	1141.28	4583.0
2011-08-18 19:00:00	ES	Futures	1141.28	1142.28	1136.29	1136.54	3741.0
2011-08-18 19:30:00	ES	Futures	1136.54	1137.54	1133.3	1134.05	7827.0
2011-08-18 20:00:00	ES	Futures	1134.3	1136.54	1133.05	1135.04	10467.0
2011-08-18 20:30:00	ES	Futures	1135.04	1136.54	1133.3	1133.3	6181.0
2011-08-18 21:00:00	ES	Futures	1133.8	1134.05	1129.81	1130.06	10631.0
2011-08-18 21:30:00	ES	Futures	1130.31	1132.8	1129.56	1131.8	7135.0
2011-08-18 22:00:00	ES	Futures	1132.05	1132.3	1129.81	1130.56	4892.0
2011-08-18 22:30:00	ES	Futures	1130.31	1133.8	1130.06	1132.3	4227.0
2011-08-18 23:00:00	ES	Futures	1132.3	1135.54	1129.81	1130.06	5872.0
2011-08-18 23:30:00	ES	Futures	1130.06	1133.8	1129.56	1132.3	4918.0
2011-08-18 00:00:00	NQ	Futures	2486.0	2486.58	2475.36	2478.52	645.0
2011-08-18 00:30:00	NQ	Futures	2478.52	2483.13	2477.08	2479.67	331.0
2011-08-18 01:00:00	NQ	Futures	2480.82	2486.58	2480.82	2485.72	347.0

> showing 50 of 2,700 rows — these rows as CSV

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