PREVIEW / futures_30min / 2011-09-27

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-09-27.parquet
  size:    84 KB
  rows:    2,817

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
2011-09-27 00:00:00	ES	Futures	1164.52	1164.77	1161.51	1163.27	4130.0
2011-09-27 00:30:00	ES	Futures	1163.27	1164.77	1162.77	1163.77	2066.0
2011-09-27 01:00:00	ES	Futures	1163.77	1166.28	1163.77	1164.77	2577.0
2011-09-27 01:30:00	ES	Futures	1165.02	1168.03	1164.27	1167.78	4135.0
2011-09-27 02:00:00	ES	Futures	1167.78	1170.29	1167.53	1169.03	14540.0
2011-09-27 02:30:00	ES	Futures	1168.78	1171.79	1168.53	1169.03	13693.0
2011-09-27 03:00:00	ES	Futures	1169.03	1171.54	1165.77	1171.29	37703.0
2011-09-27 03:30:00	ES	Futures	1171.04	1172.54	1166.78	1172.29	27336.0
2011-09-27 04:00:00	ES	Futures	1172.29	1175.3	1170.29	1173.3	28184.0
2011-09-27 04:30:00	ES	Futures	1173.3	1174.55	1170.54	1173.8	19000.0
2011-09-27 05:00:00	ES	Futures	1173.8	1175.05	1172.8	1174.8	13588.0
2011-09-27 05:30:00	ES	Futures	1174.55	1177.06	1173.8	1176.06	16299.0
2011-09-27 06:00:00	ES	Futures	1176.31	1178.06	1174.55	1175.3	38726.0
2011-09-27 06:30:00	ES	Futures	1175.55	1177.81	1174.05	1177.56	32724.0
2011-09-27 07:00:00	ES	Futures	1177.56	1179.82	1175.8	1178.81	36412.0
2011-09-27 07:30:00	ES	Futures	1178.81	1183.33	1178.56	1180.82	44713.0
2011-09-27 08:00:00	ES	Futures	1181.07	1182.07	1179.82	1181.57	29100.0
2011-09-27 08:30:00	ES	Futures	1181.82	1182.07	1178.81	1181.57	39352.0
2011-09-27 09:00:00	ES	Futures	1181.32	1184.58	1180.82	1183.33	73638.0
2011-09-27 09:30:00	ES	Futures	1183.33	1187.59	1179.57	1186.84	356688.0
2011-09-27 10:00:00	ES	Futures	1186.59	1189.35	1181.07	1185.58	366369.0
2011-09-27 10:30:00	ES	Futures	1185.83	1190.6	1183.08	1190.35	225028.0
2011-09-27 11:00:00	ES	Futures	1190.35	1190.6	1185.58	1186.59	176741.0
2011-09-27 11:30:00	ES	Futures	1186.59	1188.59	1184.58	1186.84	116205.0
2011-09-27 12:00:00	ES	Futures	1187.09	1190.85	1186.34	1188.34	115629.0
2011-09-27 12:30:00	ES	Futures	1188.34	1188.59	1184.33	1186.34	96881.0
2011-09-27 13:00:00	ES	Futures	1186.34	1189.35	1185.08	1188.59	93701.0
2011-09-27 13:30:00	ES	Futures	1188.59	1192.1	1186.09	1191.1	92339.0
2011-09-27 14:00:00	ES	Futures	1190.85	1193.61	1190.35	1190.6	107393.0
2011-09-27 14:30:00	ES	Futures	1190.6	1192.35	1187.84	1188.59	86046.0
2011-09-27 15:00:00	ES	Futures	1188.34	1188.59	1175.8	1177.81	275477.0
2011-09-27 15:30:00	ES	Futures	1177.81	1180.07	1166.28	1173.55	465940.0
2011-09-27 16:00:00	ES	Futures	1173.3	1176.06	1172.29	1173.55	131569.0
2011-09-27 16:30:00	ES	Futures	1172.54	1174.55	1172.04	1173.3	9990.0
2011-09-27 17:00:00	ES	Futures	1173.3	1174.3	1172.29	1173.3	3286.0
2011-09-27 18:00:00	ES	Futures	1173.3	1173.55	1171.29	1171.54	3688.0
2011-09-27 18:30:00	ES	Futures	1171.79	1172.04	1171.04	1171.79	1430.0
2011-09-27 19:00:00	ES	Futures	1171.79	1172.29	1171.29	1172.04	911.0
2011-09-27 19:30:00	ES	Futures	1172.29	1173.8	1171.29	1171.79	4178.0
2011-09-27 20:00:00	ES	Futures	1171.54	1171.79	1169.79	1171.04	7026.0
2011-09-27 20:30:00	ES	Futures	1170.79	1172.54	1167.78	1168.03	7555.0
2011-09-27 21:00:00	ES	Futures	1168.28	1169.28	1167.03	1168.28	10542.0
2011-09-27 21:30:00	ES	Futures	1168.28	1169.54	1166.02	1167.28	10427.0
2011-09-27 22:00:00	ES	Futures	1167.53	1170.29	1166.28	1169.79	7321.0
2011-09-27 22:30:00	ES	Futures	1169.79	1169.79	1166.78	1167.28	3613.0
2011-09-27 23:00:00	ES	Futures	1167.28	1168.28	1165.77	1166.02	4577.0
2011-09-27 23:30:00	ES	Futures	1166.28	1168.53	1165.77	1168.03	3563.0
2011-09-27 00:00:00	NQ	Futures	2574.43	2575.01	2568.09	2572.12	198.0
2011-09-27 00:30:00	NQ	Futures	2571.84	2574.43	2571.26	2572.7	183.0
2011-09-27 01:00:00	NQ	Futures	2573.57	2578.47	2573.57	2575.58	330.0

> showing 50 of 2,817 rows — these rows as CSV

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