PREVIEW / futures_30min / 2011-09-26

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-09-26.parquet
  size:    84 KB
  rows:    2,733

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
2011-09-26 00:00:00	ES	Futures	1133.93	1136.94	1133.68	1133.68	4153.0
2011-09-26 00:30:00	ES	Futures	1133.68	1135.18	1133.43	1133.93	4615.0
2011-09-26 01:00:00	ES	Futures	1133.68	1133.68	1128.91	1130.67	9622.0
2011-09-26 01:30:00	ES	Futures	1130.67	1130.92	1126.15	1126.15	7266.0
2011-09-26 02:00:00	ES	Futures	1126.41	1126.66	1121.89	1123.15	16301.0
2011-09-26 02:30:00	ES	Futures	1123.15	1123.15	1118.38	1122.39	18356.0
2011-09-26 03:00:00	ES	Futures	1122.64	1130.92	1120.89	1130.67	46058.0
2011-09-26 03:30:00	ES	Futures	1130.67	1137.19	1127.91	1129.92	52262.0
2011-09-26 04:00:00	ES	Futures	1130.17	1140.45	1129.41	1136.69	37968.0
2011-09-26 04:30:00	ES	Futures	1136.69	1143.21	1134.43	1141.7	27143.0
2011-09-26 05:00:00	ES	Futures	1141.7	1146.22	1141.2	1143.21	34920.0
2011-09-26 05:30:00	ES	Futures	1142.96	1144.96	1140.45	1141.7	16694.0
2011-09-26 06:00:00	ES	Futures	1141.7	1144.46	1139.95	1144.21	14803.0
2011-09-26 06:30:00	ES	Futures	1143.96	1148.22	1143.71	1145.71	25976.0
2011-09-26 07:00:00	ES	Futures	1145.71	1154.24	1145.46	1151.98	60812.0
2011-09-26 07:30:00	ES	Futures	1152.23	1153.49	1147.97	1148.22	58562.0
2011-09-26 08:00:00	ES	Futures	1148.47	1150.48	1145.71	1149.22	35212.0
2011-09-26 08:30:00	ES	Futures	1149.22	1149.47	1145.21	1146.97	37531.0
2011-09-26 09:00:00	ES	Futures	1147.22	1149.22	1141.7	1143.71	50375.0
2011-09-26 09:30:00	ES	Futures	1143.71	1145.96	1134.43	1134.43	258553.0
2011-09-26 10:00:00	ES	Futures	1134.68	1136.69	1127.41	1134.68	245983.0
2011-09-26 10:30:00	ES	Futures	1134.68	1137.94	1127.16	1136.44	254659.0
2011-09-26 11:00:00	ES	Futures	1136.18	1143.21	1135.43	1142.7	184392.0
2011-09-26 11:30:00	ES	Futures	1142.96	1148.22	1139.95	1147.22	166785.0
2011-09-26 12:00:00	ES	Futures	1147.22	1147.47	1141.95	1144.21	105770.0
2011-09-26 12:30:00	ES	Futures	1144.21	1145.46	1137.94	1140.7	103821.0
2011-09-26 13:00:00	ES	Futures	1140.45	1140.7	1134.68	1137.69	121450.0
2011-09-26 13:30:00	ES	Futures	1137.69	1140.45	1134.93	1139.7	90138.0
2011-09-26 14:00:00	ES	Futures	1139.7	1145.96	1138.44	1142.45	149690.0
2011-09-26 14:30:00	ES	Futures	1142.45	1147.97	1140.7	1147.47	107296.0
2011-09-26 15:00:00	ES	Futures	1147.47	1153.24	1147.22	1152.99	173996.0
2011-09-26 15:30:00	ES	Futures	1152.99	1161.76	1150.98	1159.76	304404.0
2011-09-26 16:00:00	ES	Futures	1159.76	1162.51	1159.25	1161.51	120523.0
2011-09-26 16:30:00	ES	Futures	1161.01	1162.26	1160.76	1162.26	9330.0
2011-09-26 17:00:00	ES	Futures	1162.26	1162.26	1160.26	1161.51	3962.0
2011-09-26 17:30:00	ES	Futures	1161.26	1161.26	1161.26	1161.26	2.0
2011-09-26 18:00:00	ES	Futures	1160.76	1161.51	1160.51	1161.26	2193.0
2011-09-26 18:30:00	ES	Futures	1161.51	1161.51	1160.51	1160.76	1102.0
2011-09-26 19:00:00	ES	Futures	1160.76	1161.26	1160.26	1160.51	1224.0
2011-09-26 19:30:00	ES	Futures	1160.51	1160.76	1159.0	1159.25	3491.0
2011-09-26 20:00:00	ES	Futures	1159.25	1160.01	1158.75	1159.0	5582.0
2011-09-26 20:30:00	ES	Futures	1159.0	1161.26	1158.5	1160.01	4158.0
2011-09-26 21:00:00	ES	Futures	1160.01	1162.51	1160.01	1162.01	6113.0
2011-09-26 21:30:00	ES	Futures	1162.26	1163.02	1161.26	1162.01	5392.0
2011-09-26 22:00:00	ES	Futures	1162.01	1163.52	1161.76	1162.77	3620.0
2011-09-26 22:30:00	ES	Futures	1162.77	1166.28	1162.51	1164.77	8000.0
2011-09-26 23:00:00	ES	Futures	1164.77	1167.53	1164.52	1165.27	4968.0
2011-09-26 23:30:00	ES	Futures	1165.27	1166.78	1164.52	1164.52	3041.0
2011-09-26 00:00:00	NQ	Futures	2534.93	2540.99	2534.07	2534.35	345.0
2011-09-26 00:30:00	NQ	Futures	2533.78	2537.24	2532.91	2534.64	261.0

> showing 50 of 2,733 rows — these rows as CSV

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