PREVIEW / futures_30min / 2011-09-28

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-09-28.parquet
  size:    85 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
2011-09-28 00:00:00	ES	Futures	1168.03	1169.03	1167.03	1168.03	1566.0
2011-09-28 00:30:00	ES	Futures	1168.03	1170.29	1167.28	1169.28	1952.0
2011-09-28 01:00:00	ES	Futures	1169.28	1170.29	1167.78	1168.53	2141.0
2011-09-28 01:30:00	ES	Futures	1168.53	1168.53	1165.77	1166.02	5953.0
2011-09-28 02:00:00	ES	Futures	1166.28	1173.3	1166.02	1172.54	12636.0
2011-09-28 02:30:00	ES	Futures	1172.54	1173.05	1169.54	1171.04	8005.0
2011-09-28 03:00:00	ES	Futures	1170.79	1180.32	1168.03	1174.55	45746.0
2011-09-28 03:30:00	ES	Futures	1174.55	1179.06	1174.05	1177.31	22650.0
2011-09-28 04:00:00	ES	Futures	1177.56	1177.56	1170.29	1171.29	24886.0
2011-09-28 04:30:00	ES	Futures	1171.29	1174.8	1169.79	1174.3	15811.0
2011-09-28 05:00:00	ES	Futures	1174.55	1178.31	1173.05	1175.05	17704.0
2011-09-28 05:30:00	ES	Futures	1175.3	1181.32	1173.55	1180.82	17332.0
2011-09-28 06:00:00	ES	Futures	1180.82	1185.33	1178.06	1183.33	34831.0
2011-09-28 06:30:00	ES	Futures	1183.33	1184.58	1181.57	1182.83	24382.0
2011-09-28 07:00:00	ES	Futures	1182.83	1183.58	1179.57	1179.82	20639.0
2011-09-28 07:30:00	ES	Futures	1179.82	1181.32	1178.31	1179.32	21339.0
2011-09-28 08:00:00	ES	Futures	1179.32	1180.57	1176.31	1180.07	32045.0
2011-09-28 08:30:00	ES	Futures	1180.07	1182.57	1174.55	1176.56	61894.0
2011-09-28 09:00:00	ES	Futures	1176.81	1178.56	1174.8	1175.55	29231.0
2011-09-28 09:30:00	ES	Futures	1175.55	1182.83	1173.55	1180.57	232294.0
2011-09-28 10:00:00	ES	Futures	1180.57	1180.82	1168.28	1171.29	254680.0
2011-09-28 10:30:00	ES	Futures	1171.29	1173.05	1166.78	1170.79	202863.0
2011-09-28 11:00:00	ES	Futures	1170.79	1172.04	1166.28	1171.54	188000.0
2011-09-28 11:30:00	ES	Futures	1171.54	1177.56	1168.28	1175.8	161089.0
2011-09-28 12:00:00	ES	Futures	1175.8	1176.81	1169.79	1173.55	93399.0
2011-09-28 12:30:00	ES	Futures	1173.55	1173.8	1168.78	1172.8	73561.0
2011-09-28 13:00:00	ES	Futures	1172.8	1172.8	1165.02	1165.27	86600.0
2011-09-28 13:30:00	ES	Futures	1165.27	1165.52	1158.0	1158.75	169985.0
2011-09-28 14:00:00	ES	Futures	1158.75	1160.76	1155.74	1159.25	127781.0
2011-09-28 14:30:00	ES	Futures	1159.25	1162.26	1157.75	1160.76	87129.0
2011-09-28 15:00:00	ES	Futures	1161.01	1166.02	1158.0	1159.0	157177.0
2011-09-28 15:30:00	ES	Futures	1159.0	1159.25	1146.97	1148.72	379113.0
2011-09-28 16:00:00	ES	Futures	1148.47	1152.99	1147.97	1152.73	105856.0
2011-09-28 16:30:00	ES	Futures	1151.73	1152.48	1150.48	1150.73	7619.0
2011-09-28 17:00:00	ES	Futures	1150.73	1150.98	1149.98	1150.23	1905.0
2011-09-28 18:00:00	ES	Futures	1149.73	1150.48	1148.47	1149.22	5513.0
2011-09-28 18:30:00	ES	Futures	1149.22	1151.48	1148.97	1150.23	1913.0
2011-09-28 19:00:00	ES	Futures	1150.48	1150.73	1148.22	1148.47	2029.0
2011-09-28 19:30:00	ES	Futures	1148.47	1148.97	1147.72	1148.47	2801.0
2011-09-28 20:00:00	ES	Futures	1148.47	1150.48	1147.72	1147.97	5763.0
2011-09-28 20:30:00	ES	Futures	1148.22	1148.22	1144.46	1146.47	10211.0
2011-09-28 21:00:00	ES	Futures	1146.47	1147.72	1145.21	1147.47	7595.0
2011-09-28 21:30:00	ES	Futures	1147.47	1149.98	1146.97	1149.47	5031.0
2011-09-28 22:00:00	ES	Futures	1149.47	1150.48	1147.97	1149.73	2083.0
2011-09-28 22:30:00	ES	Futures	1149.47	1152.73	1149.22	1150.73	3895.0
2011-09-28 23:00:00	ES	Futures	1150.48	1152.73	1150.48	1151.48	1938.0
2011-09-28 23:30:00	ES	Futures	1151.23	1155.49	1150.48	1155.24	5173.0
2011-09-28 00:00:00	NQ	Futures	2587.41	2588.85	2585.96	2587.69	197.0
2011-09-28 00:30:00	NQ	Futures	2587.12	2592.6	2585.96	2590.58	159.0
2011-09-28 01:00:00	NQ	Futures	2590.29	2594.04	2587.98	2590.87	178.0

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

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