PREVIEW / futures_30min / 2011-09-21

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-09-21.parquet
  size:    83 KB
  rows:    2,741

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
2011-09-21 00:00:00	ES	Futures	1205.39	1206.15	1204.64	1205.14	2777.0
2011-09-21 00:30:00	ES	Futures	1205.14	1206.65	1204.89	1205.39	2445.0
2011-09-21 01:00:00	ES	Futures	1205.64	1205.64	1202.89	1203.89	1973.0
2011-09-21 01:30:00	ES	Futures	1204.14	1204.64	1202.64	1203.39	2991.0
2011-09-21 02:00:00	ES	Futures	1203.39	1206.4	1202.64	1205.14	6920.0
2011-09-21 02:30:00	ES	Futures	1205.14	1207.4	1203.39	1205.9	9684.0
2011-09-21 03:00:00	ES	Futures	1205.9	1206.15	1198.12	1201.13	37456.0
2011-09-21 03:30:00	ES	Futures	1201.13	1206.15	1199.88	1204.14	25903.0
2011-09-21 04:00:00	ES	Futures	1204.14	1204.89	1199.12	1200.13	16843.0
2011-09-21 04:30:00	ES	Futures	1200.13	1202.64	1197.87	1202.38	19108.0
2011-09-21 05:00:00	ES	Futures	1202.13	1204.39	1200.88	1203.64	13292.0
2011-09-21 05:30:00	ES	Futures	1203.64	1205.9	1201.88	1202.89	12985.0
2011-09-21 06:00:00	ES	Futures	1202.89	1203.39	1201.63	1202.38	8523.0
2011-09-21 06:30:00	ES	Futures	1202.64	1202.64	1200.88	1201.88	8485.0
2011-09-21 07:00:00	ES	Futures	1201.63	1202.89	1198.62	1200.63	22984.0
2011-09-21 07:30:00	ES	Futures	1200.63	1200.88	1195.87	1195.87	30870.0
2011-09-21 08:00:00	ES	Futures	1195.61	1196.87	1193.36	1196.62	50534.0
2011-09-21 08:30:00	ES	Futures	1196.62	1200.13	1194.86	1199.63	45998.0
2011-09-21 09:00:00	ES	Futures	1199.63	1201.88	1197.37	1200.38	45818.0
2011-09-21 09:30:00	ES	Futures	1200.63	1204.14	1197.62	1202.38	247308.0
2011-09-21 10:00:00	ES	Futures	1201.88	1204.14	1196.87	1197.37	180885.0
2011-09-21 10:30:00	ES	Futures	1197.62	1199.12	1190.6	1193.11	197891.0
2011-09-21 11:00:00	ES	Futures	1192.86	1194.86	1190.35	1192.86	166954.0
2011-09-21 11:30:00	ES	Futures	1193.11	1196.62	1192.86	1194.86	105324.0
2011-09-21 12:00:00	ES	Futures	1194.86	1196.12	1189.6	1190.6	139177.0
2011-09-21 12:30:00	ES	Futures	1190.85	1195.36	1188.59	1191.85	131335.0
2011-09-21 13:00:00	ES	Futures	1191.6	1194.86	1190.1	1193.61	74213.0
2011-09-21 13:30:00	ES	Futures	1193.61	1194.86	1191.85	1192.61	36849.0
2011-09-21 14:00:00	ES	Futures	1192.35	1200.13	1185.83	1192.61	220861.0
2011-09-21 14:30:00	ES	Futures	1192.61	1194.36	1179.57	1184.08	382524.0
2011-09-21 15:00:00	ES	Futures	1184.08	1191.1	1181.57	1182.83	256061.0
2011-09-21 15:30:00	ES	Futures	1182.83	1183.83	1162.51	1162.77	521721.0
2011-09-21 16:00:00	ES	Futures	1162.77	1164.02	1158.5	1159.51	171405.0
2011-09-21 16:30:00	ES	Futures	1158.75	1161.26	1158.5	1161.01	16484.0
2011-09-21 17:00:00	ES	Futures	1160.76	1161.51	1160.01	1161.01	4694.0
2011-09-21 18:00:00	ES	Futures	1159.76	1160.76	1158.0	1160.51	5938.0
2011-09-21 18:30:00	ES	Futures	1160.51	1161.01	1158.5	1159.25	3323.0
2011-09-21 19:00:00	ES	Futures	1159.51	1161.26	1158.75	1161.01	3251.0
2011-09-21 19:30:00	ES	Futures	1160.76	1161.01	1159.25	1160.51	2920.0
2011-09-21 20:00:00	ES	Futures	1160.51	1161.26	1159.51	1161.26	5290.0
2011-09-21 20:30:00	ES	Futures	1161.26	1161.51	1159.51	1159.51	4826.0
2011-09-21 21:00:00	ES	Futures	1159.51	1161.51	1159.25	1161.01	3259.0
2011-09-21 21:30:00	ES	Futures	1161.26	1162.26	1160.51	1161.26	4074.0
2011-09-21 22:00:00	ES	Futures	1161.51	1162.51	1157.75	1157.75	5418.0
2011-09-21 22:30:00	ES	Futures	1158.0	1158.25	1152.99	1153.24	12649.0
2011-09-21 23:00:00	ES	Futures	1153.24	1153.99	1149.47	1150.48	11648.0
2011-09-21 23:30:00	ES	Futures	1150.73	1153.24	1150.48	1152.23	4220.0
2011-09-21 00:00:00	NQ	Futures	2659.49	2659.77	2657.18	2657.76	305.0
2011-09-21 00:30:00	NQ	Futures	2657.76	2659.49	2657.18	2658.04	312.0
2011-09-21 01:00:00	NQ	Futures	2657.18	2658.04	2652.28	2653.43	339.0

> showing 50 of 2,741 rows — these rows as CSV

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