PREVIEW / futures_30min / 2011-09-20

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-09-20.parquet
  size:    76 KB
  rows:    2,684

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
2011-09-20 00:00:00	ES	Futures	1191.35	1194.61	1190.6	1193.86	3063.0
2011-09-20 00:30:00	ES	Futures	1193.61	1195.11	1191.85	1192.1	3062.0
2011-09-20 01:00:00	ES	Futures	1192.1	1195.36	1191.85	1194.36	2890.0
2011-09-20 01:30:00	ES	Futures	1194.11	1194.36	1192.35	1193.11	2971.0
2011-09-20 02:00:00	ES	Futures	1193.11	1194.36	1191.85	1192.1	9241.0
2011-09-20 02:30:00	ES	Futures	1191.85	1196.62	1191.85	1195.11	11355.0
2011-09-20 03:00:00	ES	Futures	1194.86	1199.38	1193.61	1198.87	32168.0
2011-09-20 03:30:00	ES	Futures	1198.62	1203.14	1198.12	1201.88	28730.0
2011-09-20 04:00:00	ES	Futures	1201.63	1205.14	1201.13	1202.38	21191.0
2011-09-20 04:30:00	ES	Futures	1202.64	1204.14	1200.88	1201.63	10943.0
2011-09-20 05:00:00	ES	Futures	1201.38	1204.64	1201.13	1202.38	16407.0
2011-09-20 05:30:00	ES	Futures	1202.38	1213.67	1202.38	1212.92	47807.0
2011-09-20 06:00:00	ES	Futures	1212.92	1215.17	1209.66	1210.66	26566.0
2011-09-20 06:30:00	ES	Futures	1210.66	1212.42	1208.65	1209.66	13402.0
2011-09-20 07:00:00	ES	Futures	1209.41	1211.91	1208.9	1210.16	11060.0
2011-09-20 07:30:00	ES	Futures	1209.91	1211.41	1208.65	1210.16	24177.0
2011-09-20 08:00:00	ES	Futures	1210.41	1212.16	1208.15	1210.91	34255.0
2011-09-20 08:30:00	ES	Futures	1210.91	1211.41	1205.9	1208.4	69146.0
2011-09-20 09:00:00	ES	Futures	1208.65	1209.66	1204.89	1206.4	71941.0
2011-09-20 09:30:00	ES	Futures	1206.15	1207.9	1198.12	1201.88	261385.0
2011-09-20 10:00:00	ES	Futures	1201.88	1208.9	1199.88	1207.9	223564.0
2011-09-20 10:30:00	ES	Futures	1207.9	1214.67	1207.15	1214.17	211188.0
2011-09-20 11:00:00	ES	Futures	1214.17	1218.18	1213.92	1216.18	254116.0
2011-09-20 11:30:00	ES	Futures	1216.43	1217.68	1213.92	1216.93	129011.0
2011-09-20 12:00:00	ES	Futures	1217.18	1217.18	1212.42	1214.67	85782.0
2011-09-20 12:30:00	ES	Futures	1214.92	1216.68	1211.41	1215.17	67074.0
2011-09-20 13:00:00	ES	Futures	1215.17	1217.68	1214.67	1216.43	53786.0
2011-09-20 13:30:00	ES	Futures	1216.18	1216.93	1212.92	1214.17	60493.0
2011-09-20 14:00:00	ES	Futures	1214.17	1217.18	1212.42	1215.42	75685.0
2011-09-20 14:30:00	ES	Futures	1215.42	1216.43	1209.66	1210.91	102080.0
2011-09-20 15:00:00	ES	Futures	1210.66	1212.16	1202.38	1203.39	180609.0
2011-09-20 15:30:00	ES	Futures	1203.39	1205.9	1199.38	1200.38	283789.0
2011-09-20 16:00:00	ES	Futures	1200.38	1201.63	1198.62	1199.38	77721.0
2011-09-20 16:30:00	ES	Futures	1200.38	1203.39	1199.63	1202.64	13074.0
2011-09-20 17:00:00	ES	Futures	1202.64	1203.64	1200.88	1201.38	3200.0
2011-09-20 18:00:00	ES	Futures	1201.13	1203.14	1197.87	1198.87	5226.0
2011-09-20 18:30:00	ES	Futures	1198.87	1199.38	1198.12	1199.12	1970.0
2011-09-20 19:00:00	ES	Futures	1198.87	1198.87	1198.12	1198.37	690.0
2011-09-20 19:30:00	ES	Futures	1198.37	1201.63	1198.12	1201.63	2815.0
2011-09-20 20:00:00	ES	Futures	1201.63	1204.14	1201.13	1203.64	6494.0
2011-09-20 20:30:00	ES	Futures	1203.64	1204.64	1201.38	1203.39	5557.0
2011-09-20 21:00:00	ES	Futures	1203.39	1203.64	1201.13	1202.13	5343.0
2011-09-20 21:30:00	ES	Futures	1202.13	1203.14	1200.13	1202.64	4391.0
2011-09-20 22:00:00	ES	Futures	1202.64	1203.64	1202.13	1203.14	1073.0
2011-09-20 22:30:00	ES	Futures	1203.39	1203.64	1201.88	1202.64	1482.0
2011-09-20 23:00:00	ES	Futures	1202.64	1204.39	1202.38	1203.89	1947.0
2011-09-20 23:30:00	ES	Futures	1203.89	1205.64	1203.64	1205.39	3115.0
2011-09-20 00:00:00	NQ	Futures	2639.02	2645.07	2638.15	2644.78	130.0
2011-09-20 00:30:00	NQ	Futures	2644.49	2646.22	2639.88	2640.17	165.0
2011-09-20 01:00:00	NQ	Futures	2640.46	2646.51	2639.88	2645.07	188.0

> showing 50 of 2,684 rows — these rows as CSV

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