PREVIEW / futures_30min / 2011-09-16

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-09-16.parquet
  size:    64 KB
  rows:    2,177

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
2011-09-16 00:00:00	ES	Futures	1210.41	1210.66	1209.16	1209.91	1752.0
2011-09-16 00:30:00	ES	Futures	1209.91	1209.91	1207.9	1209.41	3538.0
2011-09-16 01:00:00	ES	Futures	1209.41	1209.91	1208.9	1209.66	1709.0
2011-09-16 01:30:00	ES	Futures	1209.66	1210.41	1207.9	1209.16	3679.0
2011-09-16 02:00:00	ES	Futures	1209.41	1209.41	1206.15	1207.65	10242.0
2011-09-16 02:30:00	ES	Futures	1207.4	1207.9	1206.15	1207.65	6006.0
2011-09-16 03:00:00	ES	Futures	1207.9	1208.15	1203.89	1204.64	31862.0
2011-09-16 03:30:00	ES	Futures	1204.64	1205.14	1201.13	1201.88	33353.0
2011-09-16 04:00:00	ES	Futures	1201.88	1202.13	1198.62	1199.12	27905.0
2011-09-16 04:30:00	ES	Futures	1199.12	1201.38	1198.37	1200.38	21518.0
2011-09-16 05:00:00	ES	Futures	1200.38	1204.39	1200.38	1203.14	19077.0
2011-09-16 05:30:00	ES	Futures	1202.89	1206.15	1201.88	1203.64	17858.0
2011-09-16 06:00:00	ES	Futures	1203.64	1203.89	1200.63	1202.64	17892.0
2011-09-16 06:30:00	ES	Futures	1202.64	1207.9	1202.64	1204.89	27983.0
2011-09-16 07:00:00	ES	Futures	1204.64	1205.39	1202.38	1204.14	24268.0
2011-09-16 07:30:00	ES	Futures	1204.14	1205.14	1200.38	1202.89	29973.0
2011-09-16 08:00:00	ES	Futures	1202.89	1203.39	1200.13	1202.64	42083.0
2011-09-16 08:30:00	ES	Futures	1202.38	1207.65	1202.13	1206.65	47460.0
2011-09-16 09:00:00	ES	Futures	1206.4	1212.16	1205.39	1210.91	109730.0
2011-09-16 09:30:00	ES	Futures	1210.91	1218.18	1209.66	1212.67	341328.0
2011-09-16 10:00:00	ES	Futures	1212.92	1217.43	1209.16	1209.91	254169.0
2011-09-16 10:30:00	ES	Futures	1209.66	1211.16	1201.13	1204.39	282780.0
2011-09-16 11:00:00	ES	Futures	1204.64	1208.15	1202.89	1204.64	179124.0
2011-09-16 11:30:00	ES	Futures	1204.89	1210.91	1201.88	1209.91	151256.0
2011-09-16 12:00:00	ES	Futures	1209.66	1211.16	1208.65	1210.16	92462.0
2011-09-16 12:30:00	ES	Futures	1210.16	1214.67	1209.66	1212.42	77644.0
2011-09-16 13:00:00	ES	Futures	1212.42	1212.67	1209.66	1210.41	69557.0
2011-09-16 13:30:00	ES	Futures	1210.41	1210.66	1206.15	1208.65	79579.0
2011-09-16 14:00:00	ES	Futures	1208.65	1210.91	1208.15	1208.65	59196.0
2011-09-16 14:30:00	ES	Futures	1208.4	1212.67	1208.4	1212.42	53983.0
2011-09-16 15:00:00	ES	Futures	1212.42	1212.92	1207.65	1207.9	77439.0
2011-09-16 15:30:00	ES	Futures	1207.9	1214.17	1207.65	1213.42	238743.0
2011-09-16 16:00:00	ES	Futures	1213.42	1216.43	1212.67	1215.42	107304.0
2011-09-16 00:00:00	NQ	Futures	2638.15	2638.73	2636.42	2637.57	133.0
2011-09-16 00:30:00	NQ	Futures	2637.57	2637.86	2634.11	2635.84	228.0
2011-09-16 01:00:00	NQ	Futures	2636.42	2637.29	2635.56	2636.71	93.0
2011-09-16 01:30:00	NQ	Futures	2636.71	2637.0	2633.25	2635.84	254.0
2011-09-16 02:00:00	NQ	Futures	2635.27	2636.42	2630.37	2632.38	709.0
2011-09-16 02:30:00	NQ	Futures	2632.38	2634.11	2629.79	2632.67	568.0
2011-09-16 03:00:00	NQ	Futures	2632.96	2633.83	2626.62	2628.64	2285.0
2011-09-16 03:30:00	NQ	Futures	2628.35	2630.37	2623.16	2624.02	1745.0
2011-09-16 04:00:00	NQ	Futures	2624.02	2624.89	2617.1	2618.26	2088.0
2011-09-16 04:30:00	NQ	Futures	2618.54	2622.87	2617.1	2620.85	1589.0
2011-09-16 05:00:00	NQ	Futures	2620.85	2628.06	2620.56	2625.18	1323.0
2011-09-16 05:30:00	NQ	Futures	2624.89	2630.94	2623.16	2626.04	1618.0
2011-09-16 06:00:00	NQ	Futures	2626.62	2626.91	2621.43	2625.46	2066.0
2011-09-16 06:30:00	NQ	Futures	2625.46	2634.69	2625.46	2630.65	2448.0
2011-09-16 07:00:00	NQ	Futures	2630.08	2631.81	2625.46	2630.65	1916.0
2011-09-16 07:30:00	NQ	Futures	2630.94	2632.38	2623.45	2626.91	2162.0
2011-09-16 08:00:00	NQ	Futures	2627.48	2628.35	2622.58	2626.33	3130.0

> showing 50 of 2,177 rows — these rows as CSV

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