PREVIEW / futures_30min / 2011-09-07

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-09-07.parquet
  size:    73 KB
  rows:    2,608

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
2011-09-07 00:00:00	ES	Futures	1167.97	1168.71	1167.72	1168.22	801.0
2011-09-07 00:30:00	ES	Futures	1167.97	1168.46	1167.72	1168.22	790.0
2011-09-07 01:00:00	ES	Futures	1168.22	1170.21	1167.97	1169.46	3530.0
2011-09-07 01:30:00	ES	Futures	1169.46	1169.96	1168.22	1168.71	3109.0
2011-09-07 02:00:00	ES	Futures	1168.96	1173.7	1168.96	1173.45	19757.0
2011-09-07 02:30:00	ES	Futures	1173.2	1173.95	1171.96	1173.7	10848.0
2011-09-07 03:00:00	ES	Futures	1173.45	1175.2	1169.21	1171.21	36548.0
2011-09-07 03:30:00	ES	Futures	1171.21	1173.2	1169.71	1171.71	20892.0
2011-09-07 04:00:00	ES	Futures	1171.71	1176.7	1170.71	1172.95	53749.0
2011-09-07 04:30:00	ES	Futures	1173.2	1175.2	1172.21	1172.46	11254.0
2011-09-07 05:00:00	ES	Futures	1172.7	1174.95	1170.21	1170.96	13676.0
2011-09-07 05:30:00	ES	Futures	1170.96	1171.96	1169.71	1170.96	14579.0
2011-09-07 06:00:00	ES	Futures	1170.96	1173.45	1169.21	1172.7	13253.0
2011-09-07 06:30:00	ES	Futures	1172.95	1177.69	1172.7	1175.95	21072.0
2011-09-07 07:00:00	ES	Futures	1175.95	1176.94	1173.95	1174.45	16357.0
2011-09-07 07:30:00	ES	Futures	1174.45	1175.7	1172.7	1173.45	16612.0
2011-09-07 08:00:00	ES	Futures	1173.7	1174.95	1171.46	1174.2	24287.0
2011-09-07 08:30:00	ES	Futures	1174.2	1177.69	1173.2	1177.19	28817.0
2011-09-07 09:00:00	ES	Futures	1177.19	1179.69	1176.7	1178.69	53734.0
2011-09-07 09:30:00	ES	Futures	1178.94	1181.93	1174.95	1181.18	277016.0
2011-09-07 10:00:00	ES	Futures	1181.18	1183.18	1179.44	1179.44	172164.0
2011-09-07 10:30:00	ES	Futures	1179.44	1182.18	1178.44	1180.69	138830.0
2011-09-07 11:00:00	ES	Futures	1180.69	1186.17	1179.94	1185.42	202821.0
2011-09-07 11:30:00	ES	Futures	1185.42	1186.17	1183.68	1185.18	86406.0
2011-09-07 12:00:00	ES	Futures	1185.18	1186.17	1183.93	1185.67	85963.0
2011-09-07 12:30:00	ES	Futures	1185.67	1188.42	1185.42	1187.17	132932.0
2011-09-07 13:00:00	ES	Futures	1187.17	1190.16	1186.42	1189.42	98454.0
2011-09-07 13:30:00	ES	Futures	1189.42	1190.16	1187.17	1189.17	80940.0
2011-09-07 14:00:00	ES	Futures	1189.17	1192.91	1188.42	1192.66	104649.0
2011-09-07 14:30:00	ES	Futures	1192.41	1195.15	1192.41	1194.15	102469.0
2011-09-07 15:00:00	ES	Futures	1194.15	1194.4	1191.16	1192.41	79819.0
2011-09-07 15:30:00	ES	Futures	1192.16	1194.9	1189.17	1194.15	259238.0
2011-09-07 16:00:00	ES	Futures	1194.15	1196.9	1193.9	1196.4	135405.0
2011-09-07 16:30:00	ES	Futures	1196.4	1198.14	1196.15	1196.4	9656.0
2011-09-07 17:00:00	ES	Futures	1196.4	1197.65	1195.9	1197.4	3297.0
2011-09-07 18:00:00	ES	Futures	1196.9	1197.89	1196.4	1197.4	2601.0
2011-09-07 18:30:00	ES	Futures	1197.4	1199.14	1197.4	1198.39	2452.0
2011-09-07 19:00:00	ES	Futures	1198.39	1199.39	1197.65	1197.89	1806.0
2011-09-07 19:30:00	ES	Futures	1197.65	1198.64	1197.4	1198.64	2559.0
2011-09-07 20:00:00	ES	Futures	1198.89	1198.89	1196.9	1197.4	5684.0
2011-09-07 20:30:00	ES	Futures	1197.15	1197.4	1195.65	1196.4	4522.0
2011-09-07 21:00:00	ES	Futures	1196.15	1196.65	1195.65	1196.15	2508.0
2011-09-07 21:30:00	ES	Futures	1196.15	1196.15	1193.65	1194.65	6861.0
2011-09-07 22:00:00	ES	Futures	1194.65	1195.9	1192.41	1192.91	5550.0
2011-09-07 22:30:00	ES	Futures	1192.66	1193.65	1192.41	1192.91	2690.0
2011-09-07 23:00:00	ES	Futures	1192.91	1193.65	1191.91	1191.91	3134.0
2011-09-07 23:30:00	ES	Futures	1192.16	1192.16	1191.16	1191.91	2829.0
2011-09-07 00:00:00	NQ	Futures	2505.28	2506.72	2505.28	2505.86	66.0
2011-09-07 00:30:00	NQ	Futures	2505.86	2507.01	2505.0	2505.86	29.0
2011-09-07 01:00:00	NQ	Futures	2506.15	2509.03	2506.15	2507.59	212.0

> showing 50 of 2,608 rows — these rows as CSV

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