PREVIEW / futures_30min / 2011-09-09

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-09-09.parquet
  size:    67 KB
  rows:    2,148

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
2011-09-09 00:00:00	ES	Futures	1188.17	1188.17	1184.93	1185.92	1768.0
2011-09-09 00:30:00	ES	Futures	1186.17	1186.92	1185.42	1186.42	537.0
2011-09-09 01:00:00	ES	Futures	1186.67	1186.92	1184.93	1185.18	1008.0
2011-09-09 01:30:00	ES	Futures	1185.18	1185.18	1181.93	1182.93	4446.0
2011-09-09 02:00:00	ES	Futures	1182.93	1183.43	1180.19	1180.69	5736.0
2011-09-09 02:30:00	ES	Futures	1180.44	1185.18	1180.19	1184.68	4605.0
2011-09-09 03:00:00	ES	Futures	1184.68	1188.67	1183.93	1183.93	14126.0
2011-09-09 03:30:00	ES	Futures	1183.93	1187.17	1183.18	1183.93	12488.0
2011-09-09 04:00:00	ES	Futures	1183.68	1183.68	1178.19	1180.44	14266.0
2011-09-09 04:30:00	ES	Futures	1180.44	1181.68	1177.69	1180.44	8313.0
2011-09-09 05:00:00	ES	Futures	1180.69	1181.93	1178.19	1179.44	8418.0
2011-09-09 05:30:00	ES	Futures	1179.44	1180.19	1176.7	1176.94	8256.0
2011-09-09 06:00:00	ES	Futures	1176.94	1182.68	1176.7	1180.94	12435.0
2011-09-09 06:30:00	ES	Futures	1181.18	1181.18	1175.95	1176.94	11405.0
2011-09-09 07:00:00	ES	Futures	1176.7	1179.44	1174.95	1177.19	8879.0
2011-09-09 07:30:00	ES	Futures	1177.19	1177.69	1175.7	1177.44	6822.0
2011-09-09 08:00:00	ES	Futures	1177.69	1182.18	1176.7	1181.93	13025.0
2011-09-09 08:30:00	ES	Futures	1181.93	1182.18	1177.19	1177.69	13413.0
2011-09-09 09:00:00	ES	Futures	1177.69	1177.94	1167.72	1168.71	55893.0
2011-09-09 09:30:00	ES	Futures	1168.71	1170.71	1161.23	1165.22	127593.0
2011-09-09 10:00:00	ES	Futures	1165.22	1170.21	1162.98	1170.21	62092.0
2011-09-09 10:30:00	ES	Futures	1170.21	1172.21	1166.47	1167.97	42797.0
2011-09-09 11:00:00	ES	Futures	1167.97	1172.7	1156.74	1157.99	86832.0
2011-09-09 11:30:00	ES	Futures	1157.99	1160.98	1149.76	1152.25	72578.0
2011-09-09 12:00:00	ES	Futures	1152.5	1154.0	1148.76	1151.26	37840.0
2011-09-09 12:30:00	ES	Futures	1151.26	1155.0	1146.52	1154.5	48922.0
2011-09-09 13:00:00	ES	Futures	1154.5	1158.24	1150.51	1153.75	40488.0
2011-09-09 13:30:00	ES	Futures	1154.0	1154.0	1148.76	1150.26	25969.0
2011-09-09 14:00:00	ES	Futures	1150.51	1153.0	1147.27	1147.76	33371.0
2011-09-09 14:30:00	ES	Futures	1148.01	1151.26	1144.77	1146.02	42579.0
2011-09-09 15:00:00	ES	Futures	1146.52	1149.26	1144.02	1145.27	39283.0
2011-09-09 15:30:00	ES	Futures	1145.52	1154.75	1145.02	1150.26	105471.0
2011-09-09 16:00:00	ES	Futures	1150.51	1155.99	1150.01	1155.5	40391.0
2011-09-09 00:00:00	NQ	Futures	2559.38	2559.96	2552.77	2553.05	115.0
2011-09-09 00:30:00	NQ	Futures	2554.2	2555.64	2553.92	2555.64	41.0
2011-09-09 01:00:00	NQ	Futures	2555.07	2555.07	2551.9	2552.19	59.0
2011-09-09 01:30:00	NQ	Futures	2552.19	2552.48	2547.59	2549.31	162.0
2011-09-09 02:00:00	NQ	Futures	2548.45	2549.31	2543.85	2546.15	152.0
2011-09-09 02:30:00	NQ	Futures	2545.57	2554.2	2545.0	2553.05	190.0
2011-09-09 03:00:00	NQ	Futures	2553.63	2561.11	2549.6	2549.89	702.0
2011-09-09 03:30:00	NQ	Futures	2549.6	2556.51	2547.87	2550.75	204.0
2011-09-09 04:00:00	NQ	Futures	2549.02	2549.31	2538.95	2542.12	417.0
2011-09-09 04:30:00	NQ	Futures	2542.69	2546.15	2538.09	2543.85	335.0
2011-09-09 05:00:00	NQ	Futures	2543.56	2547.3	2540.1	2542.69	547.0
2011-09-09 05:30:00	NQ	Futures	2543.85	2544.42	2537.51	2538.09	323.0
2011-09-09 06:00:00	NQ	Futures	2537.8	2549.31	2536.65	2546.15	507.0
2011-09-09 06:30:00	NQ	Futures	2546.15	2546.44	2535.79	2536.65	571.0
2011-09-09 07:00:00	NQ	Futures	2536.08	2541.54	2532.33	2537.51	488.0
2011-09-09 07:30:00	NQ	Futures	2538.38	2540.39	2535.79	2540.1	316.0
2011-09-09 08:00:00	NQ	Futures	2539.53	2550.18	2538.09	2549.6	1422.0

> showing 50 of 2,148 rows — these rows as CSV

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