PREVIEW / futures_30min / 2011-08-25

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-08-25.parquet
  size:    74 KB
  rows:    2,614

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
2011-08-25 00:00:00	ES	Futures	1167.47	1168.71	1166.22	1166.22	1363.0
2011-08-25 00:30:00	ES	Futures	1165.97	1166.97	1165.72	1165.72	983.0
2011-08-25 01:00:00	ES	Futures	1165.47	1166.47	1164.72	1165.47	2074.0
2011-08-25 01:30:00	ES	Futures	1165.47	1165.47	1163.73	1163.98	2924.0
2011-08-25 02:00:00	ES	Futures	1164.23	1168.22	1163.98	1167.97	8690.0
2011-08-25 02:30:00	ES	Futures	1167.72	1170.21	1167.72	1169.71	10076.0
2011-08-25 03:00:00	ES	Futures	1169.46	1173.45	1168.96	1171.96	29578.0
2011-08-25 03:30:00	ES	Futures	1172.21	1173.45	1169.46	1169.96	26762.0
2011-08-25 04:00:00	ES	Futures	1169.96	1173.45	1169.96	1170.96	15094.0
2011-08-25 04:30:00	ES	Futures	1170.71	1172.46	1170.46	1170.96	9792.0
2011-08-25 05:00:00	ES	Futures	1171.21	1171.46	1168.22	1169.21	12413.0
2011-08-25 05:30:00	ES	Futures	1169.21	1169.21	1165.72	1166.22	16755.0
2011-08-25 06:00:00	ES	Futures	1166.22	1170.96	1165.97	1170.96	12789.0
2011-08-25 06:30:00	ES	Futures	1170.71	1172.7	1170.21	1170.96	15626.0
2011-08-25 07:00:00	ES	Futures	1170.71	1172.21	1169.46	1171.71	10806.0
2011-08-25 07:30:00	ES	Futures	1171.96	1173.2	1170.46	1172.7	16444.0
2011-08-25 08:00:00	ES	Futures	1172.46	1174.2	1171.71	1172.95	24855.0
2011-08-25 08:30:00	ES	Futures	1172.95	1173.2	1168.22	1168.96	66713.0
2011-08-25 09:00:00	ES	Futures	1168.71	1182.68	1167.22	1178.69	177021.0
2011-08-25 09:30:00	ES	Futures	1178.69	1185.67	1169.71	1172.21	419014.0
2011-08-25 10:00:00	ES	Futures	1172.46	1172.95	1160.23	1163.73	403789.0
2011-08-25 10:30:00	ES	Futures	1163.48	1165.72	1154.0	1160.48	330830.0
2011-08-25 11:00:00	ES	Futures	1160.23	1164.72	1156.99	1162.48	229750.0
2011-08-25 11:30:00	ES	Futures	1162.48	1163.73	1156.99	1161.48	120184.0
2011-08-25 12:00:00	ES	Futures	1161.73	1162.98	1155.99	1158.24	88805.0
2011-08-25 12:30:00	ES	Futures	1158.24	1158.49	1150.51	1155.0	143791.0
2011-08-25 13:00:00	ES	Futures	1155.25	1160.48	1154.0	1159.99	115643.0
2011-08-25 13:30:00	ES	Futures	1160.23	1161.73	1156.49	1160.48	88887.0
2011-08-25 14:00:00	ES	Futures	1160.73	1162.73	1157.24	1159.99	99710.0
2011-08-25 14:30:00	ES	Futures	1160.23	1162.48	1155.0	1155.0	77912.0
2011-08-25 15:00:00	ES	Futures	1155.25	1162.23	1153.0	1157.49	146660.0
2011-08-25 15:30:00	ES	Futures	1157.49	1158.74	1150.26	1155.0	311875.0
2011-08-25 16:00:00	ES	Futures	1155.0	1156.99	1154.0	1154.5	90952.0
2011-08-25 16:30:00	ES	Futures	1154.25	1155.75	1151.51	1153.0	7186.0
2011-08-25 17:00:00	ES	Futures	1153.0	1154.0	1152.75	1153.5	2242.0
2011-08-25 18:00:00	ES	Futures	1153.25	1154.0	1152.5	1153.5	1606.0
2011-08-25 18:30:00	ES	Futures	1153.5	1155.5	1153.25	1154.75	2527.0
2011-08-25 19:00:00	ES	Futures	1154.75	1156.49	1154.5	1155.99	1880.0
2011-08-25 19:30:00	ES	Futures	1156.24	1158.74	1155.5	1158.49	3216.0
2011-08-25 20:00:00	ES	Futures	1158.49	1160.98	1157.99	1159.99	5435.0
2011-08-25 20:30:00	ES	Futures	1159.99	1163.98	1159.99	1163.73	9053.0
2011-08-25 21:00:00	ES	Futures	1163.73	1163.73	1161.73	1161.73	2882.0
2011-08-25 21:30:00	ES	Futures	1161.73	1162.23	1157.99	1160.73	5179.0
2011-08-25 22:00:00	ES	Futures	1160.73	1162.23	1160.48	1161.73	1867.0
2011-08-25 22:30:00	ES	Futures	1161.73	1161.73	1158.49	1158.99	1726.0
2011-08-25 23:00:00	ES	Futures	1158.74	1160.48	1157.99	1160.48	1590.0
2011-08-25 23:30:00	ES	Futures	1160.48	1161.23	1159.49	1159.74	1021.0
2011-08-25 00:00:00	NQ	Futures	2442.55	2444.57	2439.67	2439.96	128.0
2011-08-25 00:30:00	NQ	Futures	2439.67	2440.54	2438.52	2439.1	100.0
2011-08-25 01:00:00	NQ	Futures	2438.24	2441.11	2436.8	2441.11	248.0

> showing 50 of 2,614 rows — these rows as CSV

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