PREVIEW / futures_30min / 2011-09-06

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-09-06.parquet
  size:    77 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
2011-09-06 00:00:00	ES	Futures	1140.03	1140.03	1134.3	1135.04	4764.0
2011-09-06 00:30:00	ES	Futures	1135.04	1137.04	1133.3	1134.05	3616.0
2011-09-06 01:00:00	ES	Futures	1134.05	1137.29	1133.3	1136.54	4708.0
2011-09-06 01:30:00	ES	Futures	1136.54	1137.54	1135.54	1135.54	2444.0
2011-09-06 02:00:00	ES	Futures	1135.79	1140.53	1135.04	1138.29	10012.0
2011-09-06 02:30:00	ES	Futures	1138.29	1144.52	1137.79	1143.52	13308.0
2011-09-06 03:00:00	ES	Futures	1143.77	1147.51	1142.78	1143.52	52863.0
2011-09-06 03:30:00	ES	Futures	1143.27	1149.01	1142.78	1148.26	42551.0
2011-09-06 04:00:00	ES	Futures	1148.26	1153.5	1144.27	1145.02	88699.0
2011-09-06 04:30:00	ES	Futures	1145.02	1149.76	1143.77	1148.76	25836.0
2011-09-06 05:00:00	ES	Futures	1149.01	1153.75	1148.51	1152.0	20770.0
2011-09-06 05:30:00	ES	Futures	1151.75	1152.25	1147.02	1149.76	14362.0
2011-09-06 06:00:00	ES	Futures	1149.51	1151.51	1146.52	1149.26	14039.0
2011-09-06 06:30:00	ES	Futures	1149.51	1150.51	1148.26	1149.26	11599.0
2011-09-06 07:00:00	ES	Futures	1149.26	1151.01	1141.78	1142.03	30378.0
2011-09-06 07:30:00	ES	Futures	1142.28	1143.77	1139.28	1139.78	20190.0
2011-09-06 08:00:00	ES	Futures	1139.78	1142.78	1137.29	1138.79	42418.0
2011-09-06 08:30:00	ES	Futures	1139.04	1140.28	1135.54	1136.04	55757.0
2011-09-06 09:00:00	ES	Futures	1136.04	1140.53	1133.3	1135.54	85096.0
2011-09-06 09:30:00	ES	Futures	1135.29	1145.77	1135.29	1144.52	329883.0
2011-09-06 10:00:00	ES	Futures	1144.52	1151.01	1137.54	1138.04	352577.0
2011-09-06 10:30:00	ES	Futures	1138.04	1142.78	1135.54	1142.28	236650.0
2011-09-06 11:00:00	ES	Futures	1142.03	1147.02	1140.03	1146.52	205790.0
2011-09-06 11:30:00	ES	Futures	1146.52	1149.01	1144.27	1147.51	149110.0
2011-09-06 12:00:00	ES	Futures	1147.76	1152.25	1146.77	1150.26	115311.0
2011-09-06 12:30:00	ES	Futures	1150.26	1150.51	1147.51	1148.76	60955.0
2011-09-06 13:00:00	ES	Futures	1149.01	1153.0	1147.76	1150.51	97122.0
2011-09-06 13:30:00	ES	Futures	1150.26	1155.99	1148.51	1153.75	114044.0
2011-09-06 14:00:00	ES	Futures	1153.5	1160.23	1152.75	1158.49	132242.0
2011-09-06 14:30:00	ES	Futures	1158.49	1158.74	1153.0	1153.5	108053.0
2011-09-06 15:00:00	ES	Futures	1153.5	1154.0	1148.51	1151.01	139420.0
2011-09-06 15:30:00	ES	Futures	1151.01	1163.23	1149.51	1161.73	373269.0
2011-09-06 16:00:00	ES	Futures	1161.73	1162.73	1160.23	1161.73	108335.0
2011-09-06 16:30:00	ES	Futures	1161.73	1163.73	1160.98	1162.48	7423.0
2011-09-06 17:00:00	ES	Futures	1162.48	1164.47	1161.98	1164.23	3319.0
2011-09-06 18:00:00	ES	Futures	1163.73	1164.23	1162.48	1162.73	3625.0
2011-09-06 18:30:00	ES	Futures	1162.73	1163.98	1162.48	1163.23	1135.0
2011-09-06 19:00:00	ES	Futures	1162.98	1165.22	1162.73	1164.97	2917.0
2011-09-06 19:30:00	ES	Futures	1164.97	1165.47	1163.73	1163.98	2913.0
2011-09-06 20:00:00	ES	Futures	1163.98	1164.97	1163.23	1164.72	3671.0
2011-09-06 20:30:00	ES	Futures	1164.72	1164.97	1163.23	1164.23	2679.0
2011-09-06 21:00:00	ES	Futures	1164.47	1167.97	1164.23	1167.72	9387.0
2011-09-06 21:30:00	ES	Futures	1167.72	1169.21	1165.47	1166.22	7303.0
2011-09-06 22:00:00	ES	Futures	1166.22	1168.46	1165.22	1166.97	3575.0
2011-09-06 22:30:00	ES	Futures	1167.22	1168.46	1166.47	1166.97	2104.0
2011-09-06 23:00:00	ES	Futures	1166.72	1169.96	1166.72	1168.71	2264.0
2011-09-06 23:30:00	ES	Futures	1168.71	1169.21	1167.72	1167.97	1697.0
2011-09-06 00:00:00	NQ	Futures	2441.98	2441.98	2431.33	2433.06	357.0
2011-09-06 00:30:00	NQ	Futures	2433.34	2437.08	2430.18	2431.33	265.0
2011-09-06 01:00:00	NQ	Futures	2431.33	2438.81	2430.47	2436.51	237.0

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

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