PREVIEW / futures_30min / 2011-09-14

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-09-14.parquet
  size:    76 KB
  rows:    2,645

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
2011-09-14 00:00:00	ES	Futures	1155.99	1157.25	1154.74	1156.25	3821.0
2011-09-14 00:30:00	ES	Futures	1156.25	1158.0	1155.74	1156.75	3076.0
2011-09-14 01:00:00	ES	Futures	1156.5	1157.25	1153.74	1154.49	6465.0
2011-09-14 01:30:00	ES	Futures	1154.24	1155.24	1151.48	1154.99	6885.0
2011-09-14 02:00:00	ES	Futures	1154.74	1157.0	1152.48	1156.5	9203.0
2011-09-14 02:30:00	ES	Futures	1156.5	1157.5	1152.48	1155.24	8817.0
2011-09-14 03:00:00	ES	Futures	1155.24	1162.01	1155.24	1161.01	33596.0
2011-09-14 03:30:00	ES	Futures	1161.01	1167.78	1160.76	1165.27	39086.0
2011-09-14 04:00:00	ES	Futures	1165.02	1168.53	1162.77	1163.52	27089.0
2011-09-14 04:30:00	ES	Futures	1163.77	1166.28	1161.76	1165.77	17362.0
2011-09-14 05:00:00	ES	Futures	1165.77	1165.77	1161.76	1162.51	14665.0
2011-09-14 05:30:00	ES	Futures	1162.51	1168.03	1162.51	1166.53	15573.0
2011-09-14 06:00:00	ES	Futures	1166.78	1171.04	1166.28	1170.04	22133.0
2011-09-14 06:30:00	ES	Futures	1170.04	1176.81	1170.04	1174.8	32673.0
2011-09-14 07:00:00	ES	Futures	1174.8	1179.57	1174.8	1177.81	36961.0
2011-09-14 07:30:00	ES	Futures	1177.56	1180.82	1175.8	1180.82	22010.0
2011-09-14 08:00:00	ES	Futures	1180.82	1180.82	1176.56	1177.56	29982.0
2011-09-14 08:30:00	ES	Futures	1177.56	1178.31	1173.05	1175.3	74789.0
2011-09-14 09:00:00	ES	Futures	1175.05	1177.31	1172.8	1175.55	56986.0
2011-09-14 09:30:00	ES	Futures	1175.55	1178.06	1170.04	1171.54	242807.0
2011-09-14 10:00:00	ES	Futures	1171.54	1172.54	1158.75	1165.52	383186.0
2011-09-14 10:30:00	ES	Futures	1165.27	1168.78	1162.51	1167.78	200607.0
2011-09-14 11:00:00	ES	Futures	1168.03	1174.8	1165.52	1174.55	170170.0
2011-09-14 11:30:00	ES	Futures	1174.3	1176.31	1171.29	1176.31	106235.0
2011-09-14 12:00:00	ES	Futures	1176.31	1176.81	1172.8	1175.3	74987.0
2011-09-14 12:30:00	ES	Futures	1175.3	1179.57	1175.05	1177.06	120830.0
2011-09-14 13:00:00	ES	Futures	1177.06	1180.32	1176.81	1179.32	83452.0
2011-09-14 13:30:00	ES	Futures	1179.06	1185.58	1178.81	1181.07	168265.0
2011-09-14 14:00:00	ES	Futures	1181.32	1189.6	1181.32	1187.34	145975.0
2011-09-14 14:30:00	ES	Futures	1187.34	1190.35	1185.83	1190.1	96768.0
2011-09-14 15:00:00	ES	Futures	1190.1	1198.87	1189.85	1197.37	187368.0
2011-09-14 15:30:00	ES	Futures	1197.37	1199.88	1185.08	1185.58	397162.0
2011-09-14 16:00:00	ES	Futures	1185.58	1188.59	1184.58	1185.33	111949.0
2011-09-14 16:30:00	ES	Futures	1185.83	1186.84	1184.83	1184.83	6225.0
2011-09-14 17:00:00	ES	Futures	1184.83	1185.08	1181.57	1182.07	6542.0
2011-09-14 18:00:00	ES	Futures	1182.07	1183.33	1181.57	1182.32	3141.0
2011-09-14 18:30:00	ES	Futures	1182.32	1185.08	1181.82	1184.33	2607.0
2011-09-14 19:00:00	ES	Futures	1184.33	1185.33	1184.08	1185.33	1559.0
2011-09-14 19:30:00	ES	Futures	1185.08	1186.59	1184.83	1186.34	3072.0
2011-09-14 20:00:00	ES	Futures	1186.59	1187.09	1185.08	1186.34	3609.0
2011-09-14 20:30:00	ES	Futures	1186.09	1187.09	1185.08	1186.09	2451.0
2011-09-14 21:00:00	ES	Futures	1185.83	1186.84	1184.33	1185.83	4519.0
2011-09-14 21:30:00	ES	Futures	1185.83	1186.59	1184.58	1186.59	6059.0
2011-09-14 22:00:00	ES	Futures	1186.84	1188.34	1186.09	1187.34	3759.0
2011-09-14 22:30:00	ES	Futures	1187.59	1188.84	1184.58	1185.33	3560.0
2011-09-14 23:00:00	ES	Futures	1185.58	1186.59	1182.32	1183.33	2754.0
2011-09-14 23:30:00	ES	Futures	1183.33	1186.09	1182.32	1184.83	2439.0
2011-09-14 00:00:00	NQ	Futures	2531.47	2533.2	2527.43	2529.74	293.0
2011-09-14 00:30:00	NQ	Futures	2530.32	2533.2	2529.45	2531.76	252.0
2011-09-14 01:00:00	NQ	Futures	2531.47	2532.05	2525.7	2526.57	341.0

> showing 50 of 2,645 rows — these rows as CSV

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