PREVIEW / futures_30min / 2011-08-24

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-08-24.parquet
  size:    76 KB
  rows:    2,631

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
2011-08-24 00:00:00	ES	Futures	1147.51	1151.26	1146.27	1150.76	5737.0
2011-08-24 00:30:00	ES	Futures	1151.01	1151.26	1148.76	1151.01	2806.0
2011-08-24 01:00:00	ES	Futures	1151.26	1151.51	1144.77	1145.02	5957.0
2011-08-24 01:30:00	ES	Futures	1145.27	1146.77	1143.27	1145.52	6120.0
2011-08-24 02:00:00	ES	Futures	1145.77	1148.51	1145.02	1147.27	8578.0
2011-08-24 02:30:00	ES	Futures	1147.27	1147.27	1144.52	1146.77	11930.0
2011-08-24 03:00:00	ES	Futures	1146.77	1147.27	1139.78	1143.27	44226.0
2011-08-24 03:30:00	ES	Futures	1143.27	1146.52	1140.53	1141.78	23270.0
2011-08-24 04:00:00	ES	Futures	1141.78	1148.76	1140.03	1147.51	29335.0
2011-08-24 04:30:00	ES	Futures	1147.51	1149.01	1145.02	1146.52	12851.0
2011-08-24 05:00:00	ES	Futures	1146.52	1151.26	1145.02	1149.01	15600.0
2011-08-24 05:30:00	ES	Futures	1149.01	1150.51	1146.27	1148.51	10124.0
2011-08-24 06:00:00	ES	Futures	1148.26	1148.51	1146.52	1147.27	7238.0
2011-08-24 06:30:00	ES	Futures	1147.27	1148.01	1143.77	1144.52	12635.0
2011-08-24 07:00:00	ES	Futures	1144.52	1149.76	1143.77	1148.51	18904.0
2011-08-24 07:30:00	ES	Futures	1148.51	1149.76	1145.27	1145.27	17019.0
2011-08-24 08:00:00	ES	Futures	1145.52	1148.01	1145.27	1146.27	23306.0
2011-08-24 08:30:00	ES	Futures	1146.27	1156.99	1146.27	1154.75	101458.0
2011-08-24 09:00:00	ES	Futures	1155.0	1155.99	1152.0	1153.75	38859.0
2011-08-24 09:30:00	ES	Futures	1153.75	1166.47	1150.76	1165.97	323936.0
2011-08-24 10:00:00	ES	Futures	1165.97	1171.21	1162.98	1163.73	338291.0
2011-08-24 10:30:00	ES	Futures	1163.73	1165.47	1157.49	1157.74	186082.0
2011-08-24 11:00:00	ES	Futures	1157.74	1161.98	1155.99	1160.23	144198.0
2011-08-24 11:30:00	ES	Futures	1160.23	1161.73	1155.5	1156.49	123634.0
2011-08-24 12:00:00	ES	Futures	1156.49	1156.49	1151.01	1154.5	130090.0
2011-08-24 12:30:00	ES	Futures	1154.25	1158.74	1152.75	1157.99	70379.0
2011-08-24 13:00:00	ES	Futures	1157.99	1164.72	1156.49	1162.98	102926.0
2011-08-24 13:30:00	ES	Futures	1163.23	1163.98	1158.49	1162.98	83165.0
2011-08-24 14:00:00	ES	Futures	1162.98	1163.98	1158.74	1160.23	66241.0
2011-08-24 14:30:00	ES	Futures	1159.99	1165.47	1159.49	1164.72	70144.0
2011-08-24 15:00:00	ES	Futures	1164.72	1169.71	1162.98	1168.71	134601.0
2011-08-24 15:30:00	ES	Futures	1168.96	1173.95	1168.71	1172.7	236727.0
2011-08-24 16:00:00	ES	Futures	1172.46	1173.2	1168.46	1168.71	109163.0
2011-08-24 16:30:00	ES	Futures	1168.71	1169.46	1167.72	1168.46	5053.0
2011-08-24 17:00:00	ES	Futures	1168.22	1170.21	1167.72	1168.71	2408.0
2011-08-24 18:00:00	ES	Futures	1168.96	1169.21	1165.72	1166.47	4718.0
2011-08-24 18:30:00	ES	Futures	1166.22	1166.97	1162.73	1164.72	10283.0
2011-08-24 19:00:00	ES	Futures	1164.72	1164.97	1163.23	1164.23	3241.0
2011-08-24 19:30:00	ES	Futures	1164.47	1165.72	1164.23	1165.47	2414.0
2011-08-24 20:00:00	ES	Futures	1165.72	1167.47	1164.97	1166.97	6099.0
2011-08-24 20:30:00	ES	Futures	1167.22	1168.71	1166.22	1166.97	5077.0
2011-08-24 21:00:00	ES	Futures	1166.97	1167.22	1163.73	1166.72	5531.0
2011-08-24 21:30:00	ES	Futures	1166.72	1167.72	1165.72	1166.72	4236.0
2011-08-24 22:00:00	ES	Futures	1166.72	1167.97	1164.72	1167.22	2472.0
2011-08-24 22:30:00	ES	Futures	1167.47	1168.22	1166.22	1166.47	1929.0
2011-08-24 23:00:00	ES	Futures	1166.47	1166.97	1165.72	1166.72	1196.0
2011-08-24 23:30:00	ES	Futures	1166.72	1168.46	1165.72	1167.72	2641.0
2011-08-24 00:00:00	NQ	Futures	2428.74	2434.21	2426.15	2433.06	312.0
2011-08-24 00:30:00	NQ	Futures	2433.06	2434.78	2429.31	2434.78	204.0
2011-08-24 01:00:00	NQ	Futures	2434.49	2434.78	2422.7	2422.98	479.0

> showing 50 of 2,631 rows — these rows as CSV

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