PREVIEW / futures_30min / 2011-09-29

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-09-29.parquet
  size:    82 KB
  rows:    2,810

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
2011-09-29 00:00:00	ES	Futures	1155.24	1162.01	1155.24	1159.25	11290.0
2011-09-29 00:30:00	ES	Futures	1159.25	1159.76	1157.25	1158.75	3765.0
2011-09-29 01:00:00	ES	Futures	1159.0	1159.0	1155.49	1157.75	3477.0
2011-09-29 01:30:00	ES	Futures	1157.75	1160.76	1157.0	1160.76	4894.0
2011-09-29 02:00:00	ES	Futures	1160.26	1162.01	1158.0	1160.01	8831.0
2011-09-29 02:30:00	ES	Futures	1160.01	1161.26	1158.25	1158.5	6362.0
2011-09-29 03:00:00	ES	Futures	1158.5	1164.27	1158.0	1159.51	29520.0
2011-09-29 03:30:00	ES	Futures	1159.51	1164.52	1158.5	1162.51	21454.0
2011-09-29 04:00:00	ES	Futures	1162.51	1164.52	1161.26	1161.51	13822.0
2011-09-29 04:30:00	ES	Futures	1161.76	1164.52	1160.76	1163.52	13442.0
2011-09-29 05:00:00	ES	Futures	1163.27	1165.52	1161.26	1162.26	16816.0
2011-09-29 05:30:00	ES	Futures	1162.51	1164.27	1159.51	1164.02	13849.0
2011-09-29 06:00:00	ES	Futures	1163.77	1167.28	1160.51	1163.02	29972.0
2011-09-29 06:30:00	ES	Futures	1163.02	1163.77	1158.5	1159.0	19471.0
2011-09-29 07:00:00	ES	Futures	1159.0	1159.76	1156.5	1157.75	27862.0
2011-09-29 07:30:00	ES	Futures	1157.75	1160.76	1156.75	1158.0	30873.0
2011-09-29 08:00:00	ES	Futures	1158.25	1162.77	1156.75	1161.51	23573.0
2011-09-29 08:30:00	ES	Futures	1161.76	1170.29	1161.76	1168.28	115502.0
2011-09-29 09:00:00	ES	Futures	1168.53	1172.04	1166.78	1167.78	52227.0
2011-09-29 09:30:00	ES	Futures	1168.03	1174.3	1167.28	1169.79	238398.0
2011-09-29 10:00:00	ES	Futures	1170.04	1171.54	1160.51	1161.51	233266.0
2011-09-29 10:30:00	ES	Futures	1161.51	1162.01	1153.24	1157.5	257331.0
2011-09-29 11:00:00	ES	Futures	1157.25	1161.01	1154.99	1160.26	156153.0
2011-09-29 11:30:00	ES	Futures	1160.51	1164.27	1159.0	1161.76	108589.0
2011-09-29 12:00:00	ES	Futures	1161.51	1164.52	1159.51	1162.51	79751.0
2011-09-29 12:30:00	ES	Futures	1162.26	1162.51	1154.24	1157.75	129571.0
2011-09-29 13:00:00	ES	Futures	1157.75	1161.76	1154.74	1154.99	79539.0
2011-09-29 13:30:00	ES	Futures	1154.74	1155.99	1145.96	1149.47	189319.0
2011-09-29 14:00:00	ES	Futures	1149.47	1150.73	1138.94	1144.71	218484.0
2011-09-29 14:30:00	ES	Futures	1144.96	1147.47	1139.19	1144.46	152683.0
2011-09-29 15:00:00	ES	Futures	1144.71	1146.22	1136.94	1144.21	183251.0
2011-09-29 15:30:00	ES	Futures	1144.21	1158.25	1143.46	1158.25	326441.0
2011-09-29 16:00:00	ES	Futures	1158.25	1162.51	1157.0	1160.76	107296.0
2011-09-29 16:30:00	ES	Futures	1160.76	1161.76	1159.76	1161.01	6498.0
2011-09-29 17:00:00	ES	Futures	1161.01	1163.02	1160.76	1162.01	2132.0
2011-09-29 18:00:00	ES	Futures	1161.76	1163.27	1161.26	1162.01	5224.0
2011-09-29 18:30:00	ES	Futures	1161.76	1162.77	1161.51	1162.01	992.0
2011-09-29 19:00:00	ES	Futures	1161.76	1162.01	1160.01	1160.26	1960.0
2011-09-29 19:30:00	ES	Futures	1160.26	1161.26	1160.26	1160.51	1872.0
2011-09-29 20:00:00	ES	Futures	1160.51	1161.01	1158.0	1159.25	7588.0
2011-09-29 20:30:00	ES	Futures	1159.25	1161.01	1156.25	1156.75	5994.0
2011-09-29 21:00:00	ES	Futures	1157.0	1159.25	1156.25	1158.5	4254.0
2011-09-29 21:30:00	ES	Futures	1158.75	1158.75	1154.99	1154.99	4602.0
2011-09-29 22:00:00	ES	Futures	1154.99	1156.75	1151.98	1153.24	7320.0
2011-09-29 22:30:00	ES	Futures	1153.49	1156.75	1152.73	1153.99	6829.0
2011-09-29 23:00:00	ES	Futures	1153.74	1154.49	1151.98	1152.73	3061.0
2011-09-29 23:30:00	ES	Futures	1152.99	1154.49	1150.73	1151.98	4719.0
2011-09-29 00:00:00	NQ	Futures	2566.07	2578.47	2566.07	2574.72	1239.0
2011-09-29 00:30:00	NQ	Futures	2574.72	2575.3	2569.82	2574.43	430.0
2011-09-29 01:00:00	NQ	Futures	2573.57	2573.57	2566.93	2572.41	549.0

> showing 50 of 2,810 rows — these rows as CSV

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