PREVIEW / futures_30min / 2011-08-19

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-08-19.parquet
  size:    66 KB
  rows:    2,153

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
2011-08-19 00:00:00	ES	Futures	1132.3	1133.05	1130.56	1132.05	2903.0
2011-08-19 00:30:00	ES	Futures	1132.05	1133.3	1131.8	1132.55	1546.0
2011-08-19 01:00:00	ES	Futures	1132.55	1133.05	1131.05	1131.55	3618.0
2011-08-19 01:30:00	ES	Futures	1131.55	1131.8	1128.56	1130.06	8093.0
2011-08-19 02:00:00	ES	Futures	1130.31	1132.55	1129.31	1130.56	13124.0
2011-08-19 02:30:00	ES	Futures	1130.56	1136.29	1130.06	1135.79	13703.0
2011-08-19 03:00:00	ES	Futures	1136.04	1136.54	1127.81	1131.55	56302.0
2011-08-19 03:30:00	ES	Futures	1131.8	1132.3	1114.84	1122.57	103938.0
2011-08-19 04:00:00	ES	Futures	1122.32	1125.07	1116.84	1121.58	53289.0
2011-08-19 04:30:00	ES	Futures	1121.58	1124.07	1119.58	1123.07	29507.0
2011-08-19 05:00:00	ES	Futures	1123.07	1126.32	1121.58	1125.57	27611.0
2011-08-19 05:30:00	ES	Futures	1125.57	1126.81	1119.33	1120.08	33812.0
2011-08-19 06:00:00	ES	Futures	1119.83	1123.82	1119.33	1121.83	20655.0
2011-08-19 06:30:00	ES	Futures	1121.58	1123.07	1115.84	1120.83	39565.0
2011-08-19 07:00:00	ES	Futures	1120.58	1124.32	1118.58	1124.07	36101.0
2011-08-19 07:30:00	ES	Futures	1124.07	1128.31	1122.32	1127.31	40058.0
2011-08-19 08:00:00	ES	Futures	1127.06	1133.55	1126.07	1128.81	74654.0
2011-08-19 08:30:00	ES	Futures	1128.81	1129.06	1123.57	1124.32	44975.0
2011-08-19 09:00:00	ES	Futures	1124.32	1125.32	1119.33	1121.08	72251.0
2011-08-19 09:30:00	ES	Futures	1121.33	1136.04	1120.33	1134.8	467912.0
2011-08-19 10:00:00	ES	Futures	1134.8	1150.51	1133.55	1148.26	410744.0
2011-08-19 10:30:00	ES	Futures	1148.01	1149.01	1137.79	1140.03	223194.0
2011-08-19 11:00:00	ES	Futures	1140.03	1141.78	1130.31	1132.8	187159.0
2011-08-19 11:30:00	ES	Futures	1132.8	1138.54	1129.06	1138.04	164660.0
2011-08-19 12:00:00	ES	Futures	1137.79	1138.54	1131.55	1134.3	92060.0
2011-08-19 12:30:00	ES	Futures	1134.3	1137.79	1133.3	1134.8	74841.0
2011-08-19 13:00:00	ES	Futures	1134.8	1137.29	1132.55	1134.3	73097.0
2011-08-19 13:30:00	ES	Futures	1134.3	1134.8	1127.81	1129.81	110958.0
2011-08-19 14:00:00	ES	Futures	1129.81	1131.8	1121.58	1124.57	153354.0
2011-08-19 14:30:00	ES	Futures	1124.57	1128.06	1120.08	1122.08	154484.0
2011-08-19 15:00:00	ES	Futures	1122.08	1124.82	1116.84	1123.32	213522.0
2011-08-19 15:30:00	ES	Futures	1123.57	1125.32	1116.34	1118.58	309120.0
2011-08-19 16:00:00	ES	Futures	1118.58	1123.32	1118.33	1121.08	140912.0
2011-08-19 00:00:00	NQ	Futures	2384.71	2385.0	2380.39	2383.56	251.0
2011-08-19 00:30:00	NQ	Futures	2383.56	2385.86	2382.98	2383.56	94.0
2011-08-19 01:00:00	NQ	Futures	2384.14	2385.57	2381.26	2381.83	159.0
2011-08-19 01:30:00	NQ	Futures	2382.12	2382.41	2375.5	2378.09	954.0
2011-08-19 02:00:00	NQ	Futures	2378.38	2381.55	2376.08	2379.24	888.0
2011-08-19 02:30:00	NQ	Futures	2378.96	2389.6	2377.8	2388.16	697.0
2011-08-19 03:00:00	NQ	Futures	2388.16	2390.18	2372.91	2379.24	3163.0
2011-08-19 03:30:00	NQ	Futures	2379.53	2380.68	2348.45	2361.69	7461.0
2011-08-19 04:00:00	NQ	Futures	2361.4	2367.16	2351.04	2358.24	2114.0
2011-08-19 04:30:00	NQ	Futures	2358.81	2363.99	2353.34	2363.13	1800.0
2011-08-19 05:00:00	NQ	Futures	2362.55	2368.6	2360.54	2367.45	1046.0
2011-08-19 05:30:00	NQ	Futures	2367.73	2370.03	2355.07	2356.51	1364.0
2011-08-19 06:00:00	NQ	Futures	2357.09	2364.86	2355.65	2359.96	1402.0
2011-08-19 06:30:00	NQ	Futures	2359.39	2361.4	2346.15	2354.78	3030.0
2011-08-19 07:00:00	NQ	Futures	2354.21	2365.72	2349.89	2365.14	2678.0
2011-08-19 07:30:00	NQ	Futures	2365.72	2381.55	2364.57	2378.67	5483.0
2011-08-19 08:00:00	NQ	Futures	2378.67	2389.03	2374.93	2378.38	4816.0

> showing 50 of 2,153 rows — these rows as CSV

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