PREVIEW / futures_30min / 2011-09-19

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-09-19.parquet
  size:    77 KB
  rows:    2,682

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
2011-09-19 00:00:00	ES	Futures	1197.12	1197.37	1195.11	1195.36	1393.0
2011-09-19 00:30:00	ES	Futures	1195.11	1195.87	1194.86	1195.11	1394.0
2011-09-19 01:00:00	ES	Futures	1195.36	1196.37	1193.86	1194.11	2558.0
2011-09-19 01:30:00	ES	Futures	1194.11	1196.62	1194.11	1195.36	3610.0
2011-09-19 02:00:00	ES	Futures	1195.36	1196.37	1193.61	1194.36	12403.0
2011-09-19 02:30:00	ES	Futures	1194.11	1195.11	1192.86	1193.61	9866.0
2011-09-19 03:00:00	ES	Futures	1193.86	1198.12	1193.11	1195.11	23867.0
2011-09-19 03:30:00	ES	Futures	1194.86	1197.12	1191.1	1191.1	20590.0
2011-09-19 04:00:00	ES	Futures	1191.1	1195.11	1190.85	1193.11	17869.0
2011-09-19 04:30:00	ES	Futures	1192.86	1194.36	1190.35	1191.6	15171.0
2011-09-19 05:00:00	ES	Futures	1191.35	1192.61	1190.85	1192.35	14242.0
2011-09-19 05:30:00	ES	Futures	1192.61	1194.86	1191.35	1194.36	10644.0
2011-09-19 06:00:00	ES	Futures	1194.36	1194.86	1193.11	1193.86	8883.0
2011-09-19 06:30:00	ES	Futures	1193.86	1197.87	1193.36	1197.12	14534.0
2011-09-19 07:00:00	ES	Futures	1197.12	1198.62	1196.37	1197.87	14620.0
2011-09-19 07:30:00	ES	Futures	1197.87	1199.63	1196.37	1196.87	28477.0
2011-09-19 08:00:00	ES	Futures	1196.87	1197.87	1194.61	1196.12	32221.0
2011-09-19 08:30:00	ES	Futures	1196.12	1196.62	1194.11	1194.11	30657.0
2011-09-19 09:00:00	ES	Futures	1194.11	1195.87	1191.6	1193.11	60331.0
2011-09-19 09:30:00	ES	Futures	1193.11	1194.86	1186.09	1186.34	287504.0
2011-09-19 10:00:00	ES	Futures	1186.34	1190.35	1185.08	1188.34	166941.0
2011-09-19 10:30:00	ES	Futures	1188.34	1190.6	1186.59	1187.59	123377.0
2011-09-19 11:00:00	ES	Futures	1187.59	1193.11	1187.59	1191.1	148726.0
2011-09-19 11:30:00	ES	Futures	1190.85	1197.12	1189.85	1194.36	164306.0
2011-09-19 12:00:00	ES	Futures	1194.11	1196.62	1191.6	1192.1	116480.0
2011-09-19 12:30:00	ES	Futures	1192.1	1192.61	1189.09	1190.1	77919.0
2011-09-19 13:00:00	ES	Futures	1190.1	1191.1	1188.09	1190.35	70787.0
2011-09-19 13:30:00	ES	Futures	1190.35	1192.86	1189.85	1192.61	38147.0
2011-09-19 14:00:00	ES	Futures	1192.61	1196.12	1190.1	1193.86	90592.0
2011-09-19 14:30:00	ES	Futures	1193.61	1198.62	1193.36	1193.61	99792.0
2011-09-19 15:00:00	ES	Futures	1193.61	1204.64	1191.85	1203.64	265033.0
2011-09-19 15:30:00	ES	Futures	1203.39	1207.4	1200.38	1201.38	314325.0
2011-09-19 16:00:00	ES	Futures	1201.38	1203.39	1200.13	1200.63	85547.0
2011-09-19 16:30:00	ES	Futures	1200.38	1201.88	1200.13	1201.13	7143.0
2011-09-19 17:00:00	ES	Futures	1201.38	1201.38	1199.38	1200.63	2335.0
2011-09-19 18:00:00	ES	Futures	1200.38	1201.63	1192.1	1194.36	12277.0
2011-09-19 18:30:00	ES	Futures	1194.61	1194.86	1190.35	1190.6	10537.0
2011-09-19 19:00:00	ES	Futures	1190.35	1193.11	1189.09	1192.1	7741.0
2011-09-19 19:30:00	ES	Futures	1192.1	1194.11	1191.6	1193.61	3784.0
2011-09-19 20:00:00	ES	Futures	1193.61	1196.62	1190.6	1191.1	8834.0
2011-09-19 20:30:00	ES	Futures	1191.1	1195.36	1190.6	1194.61	3905.0
2011-09-19 21:00:00	ES	Futures	1194.61	1198.37	1194.61	1196.37	6982.0
2011-09-19 21:30:00	ES	Futures	1196.62	1198.12	1194.36	1195.11	4875.0
2011-09-19 22:00:00	ES	Futures	1195.11	1195.36	1190.1	1191.35	6987.0
2011-09-19 22:30:00	ES	Futures	1191.35	1192.35	1189.35	1190.85	4076.0
2011-09-19 23:00:00	ES	Futures	1190.35	1193.61	1188.84	1193.11	3819.0
2011-09-19 23:30:00	ES	Futures	1193.36	1194.61	1191.35	1191.35	3431.0
2011-09-19 00:00:00	NQ	Futures	2624.89	2624.89	2621.43	2621.43	114.0
2011-09-19 00:30:00	NQ	Futures	2621.14	2623.16	2621.14	2622.0	157.0
2011-09-19 01:00:00	NQ	Futures	2622.0	2623.73	2618.83	2619.7	298.0

> showing 50 of 2,682 rows — these rows as CSV

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