PREVIEW / futures_30min / 2011-09-23

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-09-23.parquet
  size:    71 KB
  rows:    2,225

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
2011-09-23 00:00:00	ES	Futures	1137.94	1138.69	1135.68	1136.44	4305.0
2011-09-23 00:30:00	ES	Futures	1136.18	1137.44	1134.68	1136.18	3619.0
2011-09-23 01:00:00	ES	Futures	1136.44	1137.44	1134.68	1135.43	3233.0
2011-09-23 01:30:00	ES	Futures	1135.43	1136.44	1130.92	1132.67	6453.0
2011-09-23 02:00:00	ES	Futures	1132.67	1134.43	1128.41	1134.43	11730.0
2011-09-23 02:30:00	ES	Futures	1134.43	1140.95	1134.18	1140.7	17199.0
2011-09-23 03:00:00	ES	Futures	1140.95	1141.95	1133.93	1134.68	39109.0
2011-09-23 03:30:00	ES	Futures	1134.93	1138.19	1132.42	1133.43	36736.0
2011-09-23 04:00:00	ES	Futures	1133.43	1140.2	1133.18	1139.44	20868.0
2011-09-23 04:30:00	ES	Futures	1139.7	1140.45	1134.43	1135.43	16593.0
2011-09-23 05:00:00	ES	Futures	1135.18	1136.69	1133.68	1134.43	14681.0
2011-09-23 05:30:00	ES	Futures	1134.68	1134.68	1127.16	1128.91	28183.0
2011-09-23 06:00:00	ES	Futures	1128.91	1129.41	1119.38	1120.14	41777.0
2011-09-23 06:30:00	ES	Futures	1120.14	1120.64	1114.37	1118.38	59295.0
2011-09-23 07:00:00	ES	Futures	1118.38	1120.64	1115.37	1116.88	47401.0
2011-09-23 07:30:00	ES	Futures	1116.88	1118.13	1108.6	1110.11	56093.0
2011-09-23 08:00:00	ES	Futures	1110.36	1119.89	1105.34	1119.13	107417.0
2011-09-23 08:30:00	ES	Futures	1118.88	1119.13	1110.86	1114.62	97984.0
2011-09-23 09:00:00	ES	Futures	1114.62	1128.91	1113.87	1118.13	136084.0
2011-09-23 09:30:00	ES	Futures	1118.13	1131.92	1117.13	1127.91	410056.0
2011-09-23 10:00:00	ES	Futures	1127.91	1130.17	1119.63	1124.65	275439.0
2011-09-23 10:30:00	ES	Futures	1124.65	1133.93	1123.65	1132.17	235142.0
2011-09-23 11:00:00	ES	Futures	1132.42	1137.69	1129.16	1135.18	228220.0
2011-09-23 11:30:00	ES	Futures	1135.18	1135.43	1128.16	1131.67	129888.0
2011-09-23 12:00:00	ES	Futures	1131.67	1135.18	1128.91	1130.67	93755.0
2011-09-23 12:30:00	ES	Futures	1130.42	1134.43	1125.9	1128.16	170295.0
2011-09-23 13:00:00	ES	Futures	1128.41	1130.42	1124.9	1127.91	102374.0
2011-09-23 13:30:00	ES	Futures	1127.91	1137.44	1127.16	1136.94	157250.0
2011-09-23 14:00:00	ES	Futures	1136.94	1138.94	1128.16	1129.16	113026.0
2011-09-23 14:30:00	ES	Futures	1128.91	1131.92	1125.65	1126.41	99068.0
2011-09-23 15:00:00	ES	Futures	1126.66	1134.43	1126.41	1134.43	130203.0
2011-09-23 15:30:00	ES	Futures	1134.43	1135.68	1128.91	1131.67	254877.0
2011-09-23 16:00:00	ES	Futures	1131.67	1134.68	1129.16	1134.18	102283.0
2011-09-23 00:00:00	NQ	Futures	2532.05	2533.2	2527.43	2529.16	277.0
2011-09-23 00:30:00	NQ	Futures	2528.59	2530.61	2524.84	2528.88	266.0
2011-09-23 01:00:00	NQ	Futures	2528.88	2530.03	2524.55	2526.57	215.0
2011-09-23 01:30:00	NQ	Futures	2527.15	2528.3	2517.92	2520.52	330.0
2011-09-23 02:00:00	NQ	Futures	2520.8	2525.13	2513.02	2524.55	1010.0
2011-09-23 02:30:00	NQ	Futures	2524.84	2537.53	2523.97	2537.24	1473.0
2011-09-23 03:00:00	NQ	Futures	2537.24	2539.26	2520.52	2522.53	2390.0
2011-09-23 03:30:00	NQ	Futures	2522.53	2528.59	2516.77	2519.07	2480.0
2011-09-23 04:00:00	NQ	Futures	2519.94	2532.91	2519.07	2532.05	2179.0
2011-09-23 04:30:00	NQ	Futures	2532.34	2534.93	2522.24	2523.97	1658.0
2011-09-23 05:00:00	NQ	Futures	2523.97	2526.57	2520.52	2522.53	759.0
2011-09-23 05:30:00	NQ	Futures	2522.24	2522.24	2507.83	2511.29	1873.0
2011-09-23 06:00:00	NQ	Futures	2511.29	2513.02	2492.55	2493.12	6407.0
2011-09-23 06:30:00	NQ	Futures	2493.99	2496.58	2478.42	2487.07	5801.0
2011-09-23 07:00:00	NQ	Futures	2487.07	2491.68	2481.01	2484.19	2439.0
2011-09-23 07:30:00	NQ	Futures	2483.9	2486.78	2466.6	2469.19	3581.0
2011-09-23 08:00:00	NQ	Futures	2469.77	2492.84	2461.12	2492.26	7840.0

> showing 50 of 2,225 rows — these rows as CSV

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