PREVIEW / futures_30min / 2011-08-22

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-08-22.parquet
  size:    73 KB
  rows:    2,579

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
2011-08-22 00:00:00	ES	Futures	1119.33	1120.08	1117.59	1119.58	2329.0
2011-08-22 00:30:00	ES	Futures	1119.58	1120.33	1117.34	1117.34	1847.0
2011-08-22 01:00:00	ES	Futures	1117.59	1118.83	1116.34	1116.84	3594.0
2011-08-22 01:30:00	ES	Futures	1116.84	1118.58	1116.09	1117.84	3961.0
2011-08-22 02:00:00	ES	Futures	1117.84	1121.08	1117.59	1118.58	10929.0
2011-08-22 02:30:00	ES	Futures	1118.58	1118.58	1112.85	1115.84	12758.0
2011-08-22 03:00:00	ES	Futures	1115.84	1126.07	1115.84	1123.57	54283.0
2011-08-22 03:30:00	ES	Futures	1123.32	1132.8	1122.57	1132.3	41114.0
2011-08-22 04:00:00	ES	Futures	1132.55	1132.55	1126.56	1129.56	28772.0
2011-08-22 04:30:00	ES	Futures	1129.56	1132.3	1128.06	1131.05	16552.0
2011-08-22 05:00:00	ES	Futures	1131.05	1132.55	1130.06	1130.06	18466.0
2011-08-22 05:30:00	ES	Futures	1130.31	1131.8	1128.31	1129.06	16248.0
2011-08-22 06:00:00	ES	Futures	1129.06	1131.55	1127.56	1131.55	12561.0
2011-08-22 06:30:00	ES	Futures	1131.55	1134.3	1130.31	1133.05	20679.0
2011-08-22 07:00:00	ES	Futures	1133.05	1136.04	1132.05	1136.04	21833.0
2011-08-22 07:30:00	ES	Futures	1135.79	1140.28	1135.04	1139.04	47532.0
2011-08-22 08:00:00	ES	Futures	1139.04	1139.28	1133.55	1134.8	33568.0
2011-08-22 08:30:00	ES	Futures	1135.04	1140.78	1134.8	1139.28	39126.0
2011-08-22 09:00:00	ES	Futures	1139.28	1143.77	1139.28	1143.52	46531.0
2011-08-22 09:30:00	ES	Futures	1143.27	1143.77	1132.55	1133.3	260801.0
2011-08-22 10:00:00	ES	Futures	1133.3	1136.04	1129.06	1133.8	205966.0
2011-08-22 10:30:00	ES	Futures	1134.05	1135.79	1125.82	1126.07	173206.0
2011-08-22 11:00:00	ES	Futures	1126.07	1128.31	1122.32	1125.32	248914.0
2011-08-22 11:30:00	ES	Futures	1125.32	1126.32	1116.34	1119.08	169533.0
2011-08-22 12:00:00	ES	Futures	1118.83	1125.07	1118.33	1121.58	104884.0
2011-08-22 12:30:00	ES	Futures	1121.58	1129.56	1118.33	1128.81	122580.0
2011-08-22 13:00:00	ES	Futures	1128.81	1131.05	1126.56	1126.81	80432.0
2011-08-22 13:30:00	ES	Futures	1126.81	1128.81	1121.08	1125.07	94723.0
2011-08-22 14:00:00	ES	Futures	1125.32	1128.81	1123.07	1124.57	94830.0
2011-08-22 14:30:00	ES	Futures	1124.57	1124.82	1119.58	1119.83	80498.0
2011-08-22 15:00:00	ES	Futures	1120.08	1125.32	1119.33	1123.57	120739.0
2011-08-22 15:30:00	ES	Futures	1123.57	1125.32	1115.84	1119.33	313808.0
2011-08-22 16:00:00	ES	Futures	1119.33	1121.83	1118.33	1121.33	89850.0
2011-08-22 16:30:00	ES	Futures	1120.83	1121.33	1119.58	1120.33	8238.0
2011-08-22 17:00:00	ES	Futures	1120.08	1121.08	1119.83	1120.58	2447.0
2011-08-22 18:00:00	ES	Futures	1120.33	1120.83	1119.83	1120.08	2680.0
2011-08-22 18:30:00	ES	Futures	1119.83	1120.83	1119.83	1120.08	639.0
2011-08-22 19:00:00	ES	Futures	1120.08	1120.58	1118.58	1119.58	1454.0
2011-08-22 19:30:00	ES	Futures	1119.58	1119.83	1117.34	1119.08	2624.0
2011-08-22 20:00:00	ES	Futures	1119.08	1119.83	1115.84	1119.58	8495.0
2011-08-22 20:30:00	ES	Futures	1119.58	1121.33	1117.84	1119.58	5298.0
2011-08-22 21:00:00	ES	Futures	1119.83	1124.07	1119.58	1122.08	8578.0
2011-08-22 21:30:00	ES	Futures	1122.32	1123.07	1119.08	1120.83	4918.0
2011-08-22 22:00:00	ES	Futures	1120.83	1123.32	1120.58	1122.32	3010.0
2011-08-22 22:30:00	ES	Futures	1122.57	1129.31	1122.57	1127.31	12679.0
2011-08-22 23:00:00	ES	Futures	1127.31	1127.31	1125.32	1125.57	2553.0
2011-08-22 23:30:00	ES	Futures	1125.32	1128.81	1124.57	1128.56	3990.0
2011-08-22 00:00:00	NQ	Futures	2347.88	2349.32	2344.71	2348.16	138.0
2011-08-22 00:30:00	NQ	Futures	2348.16	2349.6	2344.42	2344.42	118.0
2011-08-22 01:00:00	NQ	Futures	2344.14	2347.01	2341.55	2344.14	226.0

> showing 50 of 2,579 rows — these rows as CSV

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