PREVIEW / futures_30min / 2011-09-08

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-09-08.parquet
  size:    75 KB
  rows:    2,605

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
2011-09-08 00:00:00	ES	Futures	1191.91	1193.41	1191.66	1192.91	1293.0
2011-09-08 00:30:00	ES	Futures	1192.91	1194.9	1192.16	1193.65	2240.0
2011-09-08 01:00:00	ES	Futures	1193.65	1193.9	1191.16	1191.91	2801.0
2011-09-08 01:30:00	ES	Futures	1191.66	1192.66	1190.41	1191.41	3204.0
2011-09-08 02:00:00	ES	Futures	1191.16	1193.16	1190.91	1192.16	5384.0
2011-09-08 02:30:00	ES	Futures	1191.91	1192.41	1189.91	1190.91	6698.0
2011-09-08 03:00:00	ES	Futures	1190.91	1194.4	1190.41	1191.66	20897.0
2011-09-08 03:30:00	ES	Futures	1191.66	1192.16	1188.42	1191.41	20939.0
2011-09-08 04:00:00	ES	Futures	1191.16	1194.4	1190.41	1194.15	14868.0
2011-09-08 04:30:00	ES	Futures	1194.15	1196.15	1193.41	1195.65	13258.0
2011-09-08 05:00:00	ES	Futures	1195.65	1197.15	1195.4	1196.4	11546.0
2011-09-08 05:30:00	ES	Futures	1196.4	1199.64	1195.9	1199.39	14328.0
2011-09-08 06:00:00	ES	Futures	1199.39	1199.39	1197.65	1197.65	8488.0
2011-09-08 06:30:00	ES	Futures	1197.89	1198.14	1194.65	1197.4	11238.0
2011-09-08 07:00:00	ES	Futures	1197.65	1198.14	1195.15	1195.65	11116.0
2011-09-08 07:30:00	ES	Futures	1195.4	1197.15	1190.16	1191.41	33618.0
2011-09-08 08:00:00	ES	Futures	1191.41	1191.91	1186.92	1187.17	24430.0
2011-09-08 08:30:00	ES	Futures	1187.42	1190.91	1183.18	1186.92	89790.0
2011-09-08 09:00:00	ES	Futures	1186.67	1188.92	1185.67	1187.17	37596.0
2011-09-08 09:30:00	ES	Futures	1187.17	1195.15	1185.42	1189.42	200796.0
2011-09-08 10:00:00	ES	Futures	1189.17	1194.15	1185.42	1191.91	133446.0
2011-09-08 10:30:00	ES	Futures	1191.91	1199.39	1191.91	1198.64	116323.0
2011-09-08 11:00:00	ES	Futures	1198.89	1200.89	1195.65	1195.9	95431.0
2011-09-08 11:30:00	ES	Futures	1195.9	1198.64	1190.66	1191.91	101857.0
2011-09-08 12:00:00	ES	Futures	1191.91	1194.15	1189.42	1191.91	54357.0
2011-09-08 12:30:00	ES	Futures	1191.66	1195.15	1189.42	1194.9	40880.0
2011-09-08 13:00:00	ES	Futures	1194.65	1195.65	1191.41	1192.16	26929.0
2011-09-08 13:30:00	ES	Futures	1192.41	1195.4	1182.43	1185.67	127159.0
2011-09-08 14:00:00	ES	Futures	1185.67	1188.67	1181.68	1183.43	71481.0
2011-09-08 14:30:00	ES	Futures	1183.43	1186.67	1181.93	1184.68	50754.0
2011-09-08 15:00:00	ES	Futures	1184.93	1185.42	1179.19	1185.42	60985.0
2011-09-08 15:30:00	ES	Futures	1185.42	1187.67	1181.68	1181.93	111720.0
2011-09-08 16:00:00	ES	Futures	1181.93	1183.93	1180.44	1183.68	50541.0
2011-09-08 16:30:00	ES	Futures	1182.93	1182.93	1180.44	1182.68	5086.0
2011-09-08 17:00:00	ES	Futures	1182.68	1183.93	1182.18	1182.18	1481.0
2011-09-08 18:00:00	ES	Futures	1182.43	1185.67	1181.93	1182.18	2233.0
2011-09-08 18:30:00	ES	Futures	1182.18	1185.42	1182.18	1185.18	2286.0
2011-09-08 19:00:00	ES	Futures	1185.18	1186.67	1180.94	1181.18	7281.0
2011-09-08 19:30:00	ES	Futures	1181.18	1183.43	1175.45	1179.94	11849.0
2011-09-08 20:00:00	ES	Futures	1180.19	1186.92	1179.19	1186.67	6671.0
2011-09-08 20:30:00	ES	Futures	1186.92	1186.92	1183.18	1183.68	2471.0
2011-09-08 21:00:00	ES	Futures	1183.68	1186.17	1183.68	1186.17	1993.0
2011-09-08 21:30:00	ES	Futures	1186.17	1190.41	1184.43	1190.41	6671.0
2011-09-08 22:00:00	ES	Futures	1190.41	1191.16	1188.67	1190.66	3963.0
2011-09-08 22:30:00	ES	Futures	1190.41	1190.41	1188.92	1190.16	1398.0
2011-09-08 23:00:00	ES	Futures	1190.16	1190.41	1187.17	1188.92	1824.0
2011-09-08 23:30:00	ES	Futures	1188.67	1189.17	1187.42	1187.92	1324.0
2011-09-08 00:00:00	NQ	Futures	2551.61	2554.78	2551.61	2553.92	66.0
2011-09-08 00:30:00	NQ	Futures	2553.92	2557.95	2552.48	2554.2	251.0
2011-09-08 01:00:00	NQ	Futures	2554.2	2554.49	2549.89	2551.04	444.0

> showing 50 of 2,605 rows — these rows as CSV

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