PREVIEW / futures_30min / 2011-09-01

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-09-01.parquet
  size:    75 KB
  rows:    2,626

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
2011-09-01 00:00:00	ES	Futures	1218.1	1219.59	1218.1	1218.84	1271.0
2011-09-01 00:30:00	ES	Futures	1218.84	1219.34	1215.85	1215.85	2256.0
2011-09-01 01:00:00	ES	Futures	1216.1	1217.35	1215.85	1216.6	1725.0
2011-09-01 01:30:00	ES	Futures	1216.6	1217.1	1215.35	1216.6	2818.0
2011-09-01 02:00:00	ES	Futures	1216.85	1219.09	1215.35	1218.1	10001.0
2011-09-01 02:30:00	ES	Futures	1218.1	1220.59	1217.6	1220.34	9333.0
2011-09-01 03:00:00	ES	Futures	1220.34	1221.59	1213.61	1213.86	26167.0
2011-09-01 03:30:00	ES	Futures	1213.86	1216.1	1210.86	1211.61	25535.0
2011-09-01 04:00:00	ES	Futures	1211.86	1212.61	1209.62	1212.11	19039.0
2011-09-01 04:30:00	ES	Futures	1212.11	1212.11	1209.12	1209.62	16830.0
2011-09-01 05:00:00	ES	Futures	1209.87	1210.12	1205.63	1206.87	27985.0
2011-09-01 05:30:00	ES	Futures	1206.87	1210.12	1206.62	1208.87	16854.0
2011-09-01 06:00:00	ES	Futures	1209.12	1209.87	1207.37	1207.87	14977.0
2011-09-01 06:30:00	ES	Futures	1207.87	1210.61	1207.62	1208.62	12929.0
2011-09-01 07:00:00	ES	Futures	1208.87	1211.61	1208.62	1211.11	14918.0
2011-09-01 07:30:00	ES	Futures	1211.11	1212.61	1210.37	1210.61	17124.0
2011-09-01 08:00:00	ES	Futures	1210.61	1213.86	1209.62	1212.61	29869.0
2011-09-01 08:30:00	ES	Futures	1212.36	1216.1	1211.36	1215.35	41378.0
2011-09-01 09:00:00	ES	Futures	1215.6	1215.85	1214.11	1214.6	24615.0
2011-09-01 09:30:00	ES	Futures	1214.6	1217.35	1208.37	1210.86	213615.0
2011-09-01 10:00:00	ES	Futures	1210.86	1225.58	1208.87	1218.1	464940.0
2011-09-01 10:30:00	ES	Futures	1218.1	1218.84	1213.11	1213.36	217981.0
2011-09-01 11:00:00	ES	Futures	1213.36	1215.85	1209.87	1215.1	206236.0
2011-09-01 11:30:00	ES	Futures	1215.1	1217.1	1212.36	1216.1	130242.0
2011-09-01 12:00:00	ES	Futures	1216.1	1216.35	1211.61	1216.1	64895.0
2011-09-01 12:30:00	ES	Futures	1216.1	1216.85	1211.36	1211.86	60983.0
2011-09-01 13:00:00	ES	Futures	1211.86	1212.36	1208.62	1211.36	80768.0
2011-09-01 13:30:00	ES	Futures	1211.11	1211.61	1203.38	1204.63	153012.0
2011-09-01 14:00:00	ES	Futures	1204.63	1205.13	1201.14	1203.63	129956.0
2011-09-01 14:30:00	ES	Futures	1204.13	1207.37	1203.38	1203.88	89967.0
2011-09-01 15:00:00	ES	Futures	1204.13	1206.62	1200.64	1203.88	130698.0
2011-09-01 15:30:00	ES	Futures	1204.13	1204.13	1199.39	1201.14	238694.0
2011-09-01 16:00:00	ES	Futures	1201.14	1202.13	1197.89	1198.39	92269.0
2011-09-01 16:30:00	ES	Futures	1198.14	1198.64	1196.15	1197.89	10639.0
2011-09-01 17:00:00	ES	Futures	1197.89	1199.64	1197.65	1198.89	3560.0
2011-09-01 17:30:00	ES	Futures	1198.89	1198.89	1198.89	1198.89	1.0
2011-09-01 18:00:00	ES	Futures	1198.39	1199.64	1198.14	1198.89	2630.0
2011-09-01 18:30:00	ES	Futures	1199.14	1199.39	1198.14	1198.39	778.0
2011-09-01 19:00:00	ES	Futures	1198.39	1199.14	1197.65	1197.65	1780.0
2011-09-01 19:30:00	ES	Futures	1197.65	1197.89	1196.4	1197.15	2056.0
2011-09-01 20:00:00	ES	Futures	1197.15	1198.64	1196.4	1198.39	3543.0
2011-09-01 20:30:00	ES	Futures	1198.39	1200.39	1198.14	1199.89	3336.0
2011-09-01 21:00:00	ES	Futures	1199.89	1200.39	1199.14	1200.39	1954.0
2011-09-01 21:30:00	ES	Futures	1200.39	1200.39	1198.64	1199.14	1938.0
2011-09-01 22:00:00	ES	Futures	1199.14	1199.14	1195.65	1195.65	4102.0
2011-09-01 22:30:00	ES	Futures	1195.65	1195.9	1189.91	1192.16	13779.0
2011-09-01 23:00:00	ES	Futures	1191.91	1192.91	1190.41	1191.16	4620.0
2011-09-01 23:30:00	ES	Futures	1191.41	1193.41	1190.91	1192.41	3237.0
2011-09-01 00:00:00	NQ	Futures	2590.18	2591.9	2589.89	2591.04	102.0
2011-09-01 00:30:00	NQ	Futures	2591.04	2591.61	2585.86	2585.86	237.0

> showing 50 of 2,626 rows — these rows as CSV

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