PREVIEW / futures_30min / 2011-09-15

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-09-15.parquet
  size:    78 KB
  rows:    2,676

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
2011-09-15 00:00:00	ES	Futures	1184.58	1184.83	1182.32	1182.83	2788.0
2011-09-15 00:30:00	ES	Futures	1182.83	1182.83	1180.57	1180.82	3817.0
2011-09-15 01:00:00	ES	Futures	1180.82	1182.83	1180.32	1181.57	2698.0
2011-09-15 01:30:00	ES	Futures	1181.32	1185.58	1180.32	1185.08	6127.0
2011-09-15 02:00:00	ES	Futures	1185.08	1185.83	1182.83	1185.83	8379.0
2011-09-15 02:30:00	ES	Futures	1185.83	1186.09	1179.32	1181.57	11526.0
2011-09-15 03:00:00	ES	Futures	1181.57	1187.09	1179.82	1186.59	33740.0
2011-09-15 03:30:00	ES	Futures	1186.34	1190.35	1184.83	1189.85	32201.0
2011-09-15 04:00:00	ES	Futures	1189.85	1190.35	1186.84	1189.09	21665.0
2011-09-15 04:30:00	ES	Futures	1188.84	1191.35	1188.34	1190.6	19574.0
2011-09-15 05:00:00	ES	Futures	1190.35	1191.35	1187.84	1188.84	14866.0
2011-09-15 05:30:00	ES	Futures	1188.59	1192.35	1188.59	1192.1	17987.0
2011-09-15 06:00:00	ES	Futures	1192.1	1192.86	1190.1	1190.85	15557.0
2011-09-15 06:30:00	ES	Futures	1190.6	1194.36	1190.6	1194.11	20841.0
2011-09-15 07:00:00	ES	Futures	1194.11	1194.61	1192.35	1193.86	18113.0
2011-09-15 07:30:00	ES	Futures	1194.11	1194.61	1191.85	1193.11	24864.0
2011-09-15 08:00:00	ES	Futures	1192.86	1193.36	1191.6	1191.85	24776.0
2011-09-15 08:30:00	ES	Futures	1191.85	1192.1	1185.83	1187.09	116473.0
2011-09-15 09:00:00	ES	Futures	1187.09	1203.39	1187.09	1198.37	223098.0
2011-09-15 09:30:00	ES	Futures	1198.12	1199.63	1191.85	1195.11	278333.0
2011-09-15 10:00:00	ES	Futures	1195.11	1201.88	1192.1	1193.61	259886.0
2011-09-15 10:30:00	ES	Futures	1193.61	1193.86	1188.34	1189.6	216521.0
2011-09-15 11:00:00	ES	Futures	1189.85	1195.36	1187.59	1194.36	174741.0
2011-09-15 11:30:00	ES	Futures	1194.36	1198.12	1194.11	1197.12	145796.0
2011-09-15 12:00:00	ES	Futures	1196.87	1199.38	1195.11	1197.37	89076.0
2011-09-15 12:30:00	ES	Futures	1197.37	1200.38	1196.62	1199.63	69354.0
2011-09-15 13:00:00	ES	Futures	1199.38	1201.88	1198.87	1199.63	64687.0
2011-09-15 13:30:00	ES	Futures	1199.63	1201.38	1197.87	1201.13	81504.0
2011-09-15 14:00:00	ES	Futures	1201.13	1205.14	1200.38	1202.13	147875.0
2011-09-15 14:30:00	ES	Futures	1202.13	1205.64	1201.63	1204.89	82665.0
2011-09-15 15:00:00	ES	Futures	1204.89	1206.65	1200.38	1201.38	126335.0
2011-09-15 15:30:00	ES	Futures	1201.63	1206.65	1200.88	1206.4	229213.0
2011-09-15 16:00:00	ES	Futures	1206.15	1209.16	1205.64	1208.4	137601.0
2011-09-15 16:30:00	ES	Futures	1206.65	1207.65	1205.64	1206.4	7945.0
2011-09-15 17:00:00	ES	Futures	1206.4	1212.42	1206.15	1211.16	9975.0
2011-09-15 18:00:00	ES	Futures	1211.16	1211.41	1209.66	1210.66	4851.0
2011-09-15 18:30:00	ES	Futures	1210.66	1210.91	1207.65	1208.15	2879.0
2011-09-15 19:00:00	ES	Futures	1207.9	1209.91	1207.65	1209.66	1572.0
2011-09-15 19:30:00	ES	Futures	1209.41	1209.66	1206.9	1207.15	2352.0
2011-09-15 20:00:00	ES	Futures	1207.4	1207.9	1205.14	1206.15	5976.0
2011-09-15 20:30:00	ES	Futures	1205.9	1206.9	1205.39	1206.15	2138.0
2011-09-15 21:00:00	ES	Futures	1206.15	1208.15	1205.9	1207.9	3137.0
2011-09-15 21:30:00	ES	Futures	1207.9	1208.65	1206.9	1207.4	3171.0
2011-09-15 22:00:00	ES	Futures	1207.65	1208.9	1206.9	1207.4	2312.0
2011-09-15 22:30:00	ES	Futures	1207.4	1208.4	1206.9	1208.4	1260.0
2011-09-15 23:00:00	ES	Futures	1208.15	1211.41	1208.15	1209.66	4859.0
2011-09-15 23:30:00	ES	Futures	1209.66	1210.91	1208.65	1210.41	2805.0
2011-09-15 00:00:00	NQ	Futures	2587.12	2588.85	2584.52	2585.68	192.0
2011-09-15 00:30:00	NQ	Futures	2585.39	2585.68	2582.5	2583.37	514.0
2011-09-15 01:00:00	NQ	Futures	2583.66	2585.96	2582.5	2584.52	472.0

> showing 50 of 2,676 rows — these rows as CSV

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