PREVIEW / futures_30min / 2011-09-02

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-09-02.parquet
  size:    64 KB
  rows:    2,135

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
2011-09-02 00:00:00	ES	Futures	1192.41	1194.4	1192.41	1193.65	1565.0
2011-09-02 00:30:00	ES	Futures	1193.65	1193.9	1192.41	1193.41	1657.0
2011-09-02 01:00:00	ES	Futures	1193.41	1195.4	1193.41	1194.9	2484.0
2011-09-02 01:30:00	ES	Futures	1194.9	1195.4	1192.66	1193.41	4081.0
2011-09-02 02:00:00	ES	Futures	1193.41	1194.65	1192.41	1193.16	5750.0
2011-09-02 02:30:00	ES	Futures	1193.16	1196.9	1192.41	1196.65	7020.0
2011-09-02 03:00:00	ES	Futures	1196.4	1198.39	1192.16	1192.91	29215.0
2011-09-02 03:30:00	ES	Futures	1192.91	1193.65	1191.16	1192.16	23167.0
2011-09-02 04:00:00	ES	Futures	1192.16	1192.41	1188.67	1188.92	20732.0
2011-09-02 04:30:00	ES	Futures	1188.92	1190.66	1188.42	1189.66	16309.0
2011-09-02 05:00:00	ES	Futures	1189.66	1190.16	1186.92	1189.91	14595.0
2011-09-02 05:30:00	ES	Futures	1189.91	1190.91	1188.67	1189.66	8912.0
2011-09-02 06:00:00	ES	Futures	1189.42	1189.66	1187.17	1188.42	12389.0
2011-09-02 06:30:00	ES	Futures	1188.17	1188.42	1186.92	1188.42	11560.0
2011-09-02 07:00:00	ES	Futures	1188.42	1189.66	1188.17	1189.66	13662.0
2011-09-02 07:30:00	ES	Futures	1189.42	1190.91	1189.17	1189.66	12160.0
2011-09-02 08:00:00	ES	Futures	1189.66	1195.65	1186.17	1195.65	44126.0
2011-09-02 08:30:00	ES	Futures	1189.66	1189.66	1176.94	1179.69	168528.0
2011-09-02 09:00:00	ES	Futures	1179.69	1181.18	1175.2	1175.95	66383.0
2011-09-02 09:30:00	ES	Futures	1175.95	1180.19	1172.46	1177.19	344457.0
2011-09-02 10:00:00	ES	Futures	1176.94	1182.43	1175.7	1178.19	216655.0
2011-09-02 10:30:00	ES	Futures	1178.19	1178.44	1172.46	1177.69	176064.0
2011-09-02 11:00:00	ES	Futures	1177.69	1181.68	1176.45	1180.44	127586.0
2011-09-02 11:30:00	ES	Futures	1180.44	1182.18	1177.69	1178.44	102094.0
2011-09-02 12:00:00	ES	Futures	1178.44	1181.93	1178.19	1179.19	60183.0
2011-09-02 12:30:00	ES	Futures	1178.94	1179.69	1177.94	1178.94	60892.0
2011-09-02 13:00:00	ES	Futures	1178.94	1179.94	1174.45	1174.95	61925.0
2011-09-02 13:30:00	ES	Futures	1174.95	1176.7	1173.2	1174.7	53162.0
2011-09-02 14:00:00	ES	Futures	1174.7	1175.7	1169.21	1170.21	135179.0
2011-09-02 14:30:00	ES	Futures	1170.21	1170.46	1166.47	1168.46	112006.0
2011-09-02 15:00:00	ES	Futures	1168.46	1169.96	1165.72	1168.96	93443.0
2011-09-02 15:30:00	ES	Futures	1168.96	1173.95	1168.22	1169.96	233648.0
2011-09-02 16:00:00	ES	Futures	1169.71	1170.21	1165.72	1166.97	101185.0
2011-09-02 00:00:00	NQ	Futures	2541.54	2545.28	2541.54	2543.85	162.0
2011-09-02 00:30:00	NQ	Futures	2543.56	2543.85	2541.54	2543.27	67.0
2011-09-02 01:00:00	NQ	Futures	2543.85	2546.72	2543.56	2546.15	120.0
2011-09-02 01:30:00	NQ	Futures	2546.15	2546.44	2542.12	2542.98	203.0
2011-09-02 02:00:00	NQ	Futures	2543.56	2545.57	2540.1	2542.12	491.0
2011-09-02 02:30:00	NQ	Futures	2541.83	2549.89	2540.97	2549.31	581.0
2011-09-02 03:00:00	NQ	Futures	2549.6	2552.19	2539.53	2540.39	1997.0
2011-09-02 03:30:00	NQ	Futures	2540.39	2542.12	2536.94	2539.24	1226.0
2011-09-02 04:00:00	NQ	Futures	2538.67	2540.1	2531.76	2532.62	846.0
2011-09-02 04:30:00	NQ	Futures	2532.33	2536.08	2530.61	2533.49	913.0
2011-09-02 05:00:00	NQ	Futures	2533.49	2535.5	2529.17	2535.5	717.0
2011-09-02 05:30:00	NQ	Futures	2535.21	2536.65	2532.33	2533.49	298.0
2011-09-02 06:00:00	NQ	Futures	2533.77	2534.35	2527.44	2530.61	1907.0
2011-09-02 06:30:00	NQ	Futures	2530.32	2530.61	2527.73	2530.32	841.0
2011-09-02 07:00:00	NQ	Futures	2530.61	2533.77	2530.32	2533.77	938.0
2011-09-02 07:30:00	NQ	Futures	2533.77	2536.36	2532.33	2533.77	1092.0
2011-09-02 08:00:00	NQ	Futures	2533.49	2546.44	2529.74	2546.44	4467.0

> showing 50 of 2,135 rows — these rows as CSV

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