PREVIEW / futures_30min / 2011-08-26

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-08-26.parquet
  size:    65 KB
  rows:    2,130

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
2011-08-26 00:00:00	ES	Futures	1159.74	1161.98	1159.49	1161.48	1208.0
2011-08-26 00:30:00	ES	Futures	1161.23	1162.23	1159.49	1159.49	994.0
2011-08-26 01:00:00	ES	Futures	1159.24	1160.73	1158.49	1159.49	1347.0
2011-08-26 01:30:00	ES	Futures	1159.74	1161.73	1159.74	1161.48	1402.0
2011-08-26 02:00:00	ES	Futures	1161.23	1161.98	1159.99	1161.73	5353.0
2011-08-26 02:30:00	ES	Futures	1161.98	1163.23	1159.24	1160.98	6635.0
2011-08-26 03:00:00	ES	Futures	1160.73	1161.98	1154.25	1155.0	33186.0
2011-08-26 03:30:00	ES	Futures	1154.75	1157.99	1153.75	1154.25	23715.0
2011-08-26 04:00:00	ES	Futures	1154.0	1157.99	1153.75	1157.74	17762.0
2011-08-26 04:30:00	ES	Futures	1157.74	1159.24	1154.75	1155.5	10981.0
2011-08-26 05:00:00	ES	Futures	1155.5	1157.74	1155.25	1157.24	6267.0
2011-08-26 05:30:00	ES	Futures	1156.99	1158.99	1154.5	1155.0	6248.0
2011-08-26 06:00:00	ES	Futures	1154.75	1156.24	1154.0	1154.75	7253.0
2011-08-26 06:30:00	ES	Futures	1154.75	1156.24	1154.5	1155.75	7584.0
2011-08-26 07:00:00	ES	Futures	1155.75	1155.99	1152.25	1153.5	17399.0
2011-08-26 07:30:00	ES	Futures	1153.25	1153.5	1150.01	1152.75	24081.0
2011-08-26 08:00:00	ES	Futures	1152.75	1152.75	1148.51	1152.0	33161.0
2011-08-26 08:30:00	ES	Futures	1151.51	1152.25	1143.77	1145.27	80817.0
2011-08-26 09:00:00	ES	Futures	1145.02	1149.51	1143.77	1148.51	59553.0
2011-08-26 09:30:00	ES	Futures	1148.26	1151.01	1141.03	1146.27	264565.0
2011-08-26 10:00:00	ES	Futures	1146.52	1154.75	1130.06	1149.76	579776.0
2011-08-26 10:30:00	ES	Futures	1149.76	1162.98	1144.77	1154.5	360847.0
2011-08-26 11:00:00	ES	Futures	1154.25	1168.46	1152.0	1160.98	252846.0
2011-08-26 11:30:00	ES	Futures	1160.98	1166.72	1160.48	1165.72	128279.0
2011-08-26 12:00:00	ES	Futures	1165.72	1175.95	1165.47	1174.45	192110.0
2011-08-26 12:30:00	ES	Futures	1174.45	1174.7	1167.97	1170.71	102904.0
2011-08-26 13:00:00	ES	Futures	1170.71	1174.95	1168.46	1174.7	62034.0
2011-08-26 13:30:00	ES	Futures	1174.7	1176.94	1172.7	1175.45	82286.0
2011-08-26 14:00:00	ES	Futures	1175.45	1176.7	1168.46	1168.96	98300.0
2011-08-26 14:30:00	ES	Futures	1168.96	1172.7	1167.47	1171.46	82344.0
2011-08-26 15:00:00	ES	Futures	1171.46	1171.71	1163.48	1166.22	120395.0
2011-08-26 15:30:00	ES	Futures	1166.47	1172.21	1165.22	1171.21	222252.0
2011-08-26 16:00:00	ES	Futures	1171.21	1175.2	1170.71	1172.46	107982.0
2011-08-26 00:00:00	NQ	Futures	2441.4	2446.0	2441.11	2444.85	87.0
2011-08-26 00:30:00	NQ	Futures	2443.99	2445.43	2441.11	2441.4	77.0
2011-08-26 01:00:00	NQ	Futures	2440.25	2443.7	2438.81	2441.11	124.0
2011-08-26 01:30:00	NQ	Futures	2441.11	2445.43	2441.11	2445.14	150.0
2011-08-26 02:00:00	NQ	Futures	2444.85	2446.58	2441.69	2445.72	556.0
2011-08-26 02:30:00	NQ	Futures	2446.0	2448.88	2439.96	2443.13	844.0
2011-08-26 03:00:00	NQ	Futures	2443.42	2445.43	2428.16	2429.6	2991.0
2011-08-26 03:30:00	NQ	Futures	2428.74	2436.22	2428.45	2429.31	1763.0
2011-08-26 04:00:00	NQ	Futures	2429.6	2436.8	2428.74	2436.8	1396.0
2011-08-26 04:30:00	NQ	Futures	2436.22	2438.81	2430.18	2431.9	627.0
2011-08-26 05:00:00	NQ	Futures	2431.62	2436.8	2431.04	2434.49	290.0
2011-08-26 05:30:00	NQ	Futures	2435.36	2438.81	2429.89	2430.18	611.0
2011-08-26 06:00:00	NQ	Futures	2430.18	2433.06	2428.16	2429.31	774.0
2011-08-26 06:30:00	NQ	Futures	2429.31	2435.65	2429.03	2433.34	916.0
2011-08-26 07:00:00	NQ	Futures	2434.21	2434.21	2426.72	2428.45	949.0
2011-08-26 07:30:00	NQ	Futures	2428.16	2429.6	2421.83	2426.44	1544.0
2011-08-26 08:00:00	NQ	Futures	2427.01	2427.59	2419.82	2422.98	3313.0

> showing 50 of 2,130 rows — these rows as CSV

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