PREVIEW / futures_30min / 2011-08-31

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-08-31.parquet
  size:    73 KB
  rows:    2,577

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
2011-08-31 00:00:00	ES	Futures	1203.88	1204.13	1203.13	1203.88	939.0
2011-08-31 00:30:00	ES	Futures	1203.88	1204.88	1203.38	1203.63	2112.0
2011-08-31 01:00:00	ES	Futures	1203.88	1204.38	1203.38	1204.38	1328.0
2011-08-31 01:30:00	ES	Futures	1204.13	1205.13	1203.63	1204.63	2784.0
2011-08-31 02:00:00	ES	Futures	1204.63	1206.62	1204.38	1206.13	9403.0
2011-08-31 02:30:00	ES	Futures	1206.37	1207.12	1206.13	1206.87	7885.0
2011-08-31 03:00:00	ES	Futures	1206.62	1208.37	1204.38	1206.62	26710.0
2011-08-31 03:30:00	ES	Futures	1206.62	1211.11	1206.37	1210.86	25600.0
2011-08-31 04:00:00	ES	Futures	1210.86	1213.11	1210.12	1212.11	25229.0
2011-08-31 04:30:00	ES	Futures	1212.36	1215.35	1212.11	1213.86	19615.0
2011-08-31 05:00:00	ES	Futures	1213.61	1215.1	1212.61	1214.6	10425.0
2011-08-31 05:30:00	ES	Futures	1214.6	1215.1	1211.86	1212.61	9274.0
2011-08-31 06:00:00	ES	Futures	1212.61	1214.11	1212.11	1212.86	8452.0
2011-08-31 06:30:00	ES	Futures	1212.86	1213.36	1211.11	1211.86	12597.0
2011-08-31 07:00:00	ES	Futures	1211.86	1213.11	1211.36	1212.36	13554.0
2011-08-31 07:30:00	ES	Futures	1212.36	1214.6	1211.61	1212.61	14564.0
2011-08-31 08:00:00	ES	Futures	1212.36	1214.6	1210.61	1213.86	48262.0
2011-08-31 08:30:00	ES	Futures	1214.11	1215.85	1213.36	1215.35	31418.0
2011-08-31 09:00:00	ES	Futures	1215.1	1217.6	1214.85	1215.85	58061.0
2011-08-31 09:30:00	ES	Futures	1216.1	1224.33	1214.85	1222.34	344452.0
2011-08-31 10:00:00	ES	Futures	1222.09	1226.83	1221.59	1224.58	262725.0
2011-08-31 10:30:00	ES	Futures	1224.33	1225.83	1219.84	1220.59	215116.0
2011-08-31 11:00:00	ES	Futures	1220.59	1222.09	1215.6	1217.85	274385.0
2011-08-31 11:30:00	ES	Futures	1218.1	1219.34	1214.36	1214.6	170322.0
2011-08-31 12:00:00	ES	Futures	1214.6	1220.09	1214.36	1218.6	131522.0
2011-08-31 12:30:00	ES	Futures	1218.6	1222.09	1218.35	1222.09	81931.0
2011-08-31 13:00:00	ES	Futures	1222.09	1223.08	1217.6	1219.09	84117.0
2011-08-31 13:30:00	ES	Futures	1219.09	1220.34	1214.11	1214.85	94686.0
2011-08-31 14:00:00	ES	Futures	1214.6	1215.85	1211.86	1214.85	103833.0
2011-08-31 14:30:00	ES	Futures	1214.85	1215.1	1206.87	1210.37	158761.0
2011-08-31 15:00:00	ES	Futures	1210.12	1213.86	1204.63	1209.87	244499.0
2011-08-31 15:30:00	ES	Futures	1209.87	1218.35	1209.12	1214.36	474401.0
2011-08-31 16:00:00	ES	Futures	1214.36	1216.35	1212.11	1216.1	137921.0
2011-08-31 16:30:00	ES	Futures	1215.1	1216.1	1214.36	1215.6	7593.0
2011-08-31 17:00:00	ES	Futures	1215.6	1215.6	1214.36	1214.85	2677.0
2011-08-31 18:00:00	ES	Futures	1214.85	1215.85	1214.11	1215.6	2576.0
2011-08-31 18:30:00	ES	Futures	1215.6	1215.85	1214.85	1215.35	1263.0
2011-08-31 19:00:00	ES	Futures	1215.1	1215.6	1214.85	1215.35	791.0
2011-08-31 19:30:00	ES	Futures	1215.35	1215.6	1214.11	1214.11	1809.0
2011-08-31 20:00:00	ES	Futures	1214.11	1215.85	1213.61	1215.1	5020.0
2011-08-31 20:30:00	ES	Futures	1215.1	1217.35	1215.1	1215.85	3938.0
2011-08-31 21:00:00	ES	Futures	1215.85	1220.59	1215.6	1220.34	7218.0
2011-08-31 21:30:00	ES	Futures	1220.59	1221.09	1219.34	1220.34	4824.0
2011-08-31 22:00:00	ES	Futures	1220.59	1220.59	1219.09	1220.34	1792.0
2011-08-31 22:30:00	ES	Futures	1220.34	1221.59	1220.09	1220.84	2585.0
2011-08-31 23:00:00	ES	Futures	1221.09	1221.59	1220.09	1220.84	2802.0
2011-08-31 23:30:00	ES	Futures	1220.84	1221.34	1218.1	1218.1	3413.0
2011-08-31 00:00:00	NQ	Futures	2565.72	2566.29	2564.28	2565.43	78.0
2011-08-31 00:30:00	NQ	Futures	2565.43	2568.02	2565.43	2566.0	296.0
2011-08-31 01:00:00	NQ	Futures	2566.58	2568.31	2565.72	2568.02	224.0

> showing 50 of 2,577 rows — these rows as CSV

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