PREVIEW / futures_30min / 2011-09-30

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-09-30.parquet
  size:    69 KB
  rows:    2,222

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
2011-09-30 00:00:00	ES	Futures	1152.23	1154.99	1150.48	1154.49	3928.0
2011-09-30 00:30:00	ES	Futures	1154.49	1155.24	1152.99	1153.49	2066.0
2011-09-30 01:00:00	ES	Futures	1153.49	1157.25	1153.49	1157.0	3166.0
2011-09-30 01:30:00	ES	Futures	1157.0	1158.5	1156.5	1157.0	6312.0
2011-09-30 02:00:00	ES	Futures	1156.75	1157.0	1151.73	1153.49	8863.0
2011-09-30 02:30:00	ES	Futures	1153.49	1153.99	1150.73	1151.98	8094.0
2011-09-30 03:00:00	ES	Futures	1151.98	1153.74	1148.22	1153.49	28991.0
2011-09-30 03:30:00	ES	Futures	1153.24	1156.25	1150.48	1150.98	18522.0
2011-09-30 04:00:00	ES	Futures	1150.98	1152.73	1148.97	1150.73	15345.0
2011-09-30 04:30:00	ES	Futures	1150.73	1152.23	1148.47	1151.73	10537.0
2011-09-30 05:00:00	ES	Futures	1151.98	1152.48	1146.72	1148.72	19007.0
2011-09-30 05:30:00	ES	Futures	1148.47	1149.47	1144.46	1145.71	18633.0
2011-09-30 06:00:00	ES	Futures	1145.71	1147.97	1142.45	1144.21	28951.0
2011-09-30 06:30:00	ES	Futures	1143.96	1146.72	1142.96	1146.22	40158.0
2011-09-30 07:00:00	ES	Futures	1146.22	1148.47	1144.21	1144.96	30071.0
2011-09-30 07:30:00	ES	Futures	1144.96	1148.22	1143.96	1144.71	21412.0
2011-09-30 08:00:00	ES	Futures	1144.71	1149.73	1144.46	1148.22	24787.0
2011-09-30 08:30:00	ES	Futures	1148.22	1149.47	1143.96	1144.21	32697.0
2011-09-30 09:00:00	ES	Futures	1144.46	1144.71	1141.7	1142.2	37957.0
2011-09-30 09:30:00	ES	Futures	1142.2	1148.72	1138.19	1138.69	403409.0
2011-09-30 10:00:00	ES	Futures	1138.69	1150.98	1137.69	1147.22	256761.0
2011-09-30 10:30:00	ES	Futures	1147.22	1147.72	1140.2	1141.2	183953.0
2011-09-30 11:00:00	ES	Futures	1140.95	1150.48	1140.7	1146.47	165154.0
2011-09-30 11:30:00	ES	Futures	1146.72	1152.23	1146.22	1148.72	138415.0
2011-09-30 12:00:00	ES	Futures	1148.72	1150.48	1144.96	1147.72	75519.0
2011-09-30 12:30:00	ES	Futures	1147.72	1147.97	1143.71	1143.71	60287.0
2011-09-30 13:00:00	ES	Futures	1143.71	1145.96	1141.7	1144.21	72689.0
2011-09-30 13:30:00	ES	Futures	1144.21	1148.72	1144.21	1145.46	58185.0
2011-09-30 14:00:00	ES	Futures	1145.46	1146.97	1136.69	1138.69	139889.0
2011-09-30 14:30:00	ES	Futures	1138.44	1142.45	1135.18	1140.7	164165.0
2011-09-30 15:00:00	ES	Futures	1140.95	1144.21	1136.44	1136.69	138516.0
2011-09-30 15:30:00	ES	Futures	1136.69	1140.45	1127.66	1129.16	479798.0
2011-09-30 16:00:00	ES	Futures	1129.16	1130.42	1124.9	1125.65	218789.0
2011-09-30 00:00:00	NQ	Futures	2511.58	2518.5	2509.56	2516.48	217.0
2011-09-30 00:30:00	NQ	Futures	2517.34	2518.5	2514.75	2516.48	148.0
2011-09-30 01:00:00	NQ	Futures	2516.48	2523.4	2516.48	2523.4	215.0
2011-09-30 01:30:00	NQ	Futures	2523.97	2526.86	2522.82	2523.69	610.0
2011-09-30 02:00:00	NQ	Futures	2523.69	2523.69	2513.31	2517.34	648.0
2011-09-30 02:30:00	NQ	Futures	2517.06	2519.07	2512.73	2515.9	1045.0
2011-09-30 03:00:00	NQ	Futures	2515.9	2521.09	2508.69	2520.23	1926.0
2011-09-30 03:30:00	NQ	Futures	2520.23	2524.84	2512.44	2513.02	1507.0
2011-09-30 04:00:00	NQ	Futures	2513.31	2516.48	2507.83	2511.29	1209.0
2011-09-30 04:30:00	NQ	Futures	2511.58	2515.61	2507.54	2514.17	718.0
2011-09-30 05:00:00	NQ	Futures	2514.46	2515.33	2502.93	2506.68	1843.0
2011-09-30 05:30:00	NQ	Futures	2507.25	2508.69	2498.89	2501.49	1593.0
2011-09-30 06:00:00	NQ	Futures	2501.77	2505.23	2494.28	2497.74	1429.0
2011-09-30 06:30:00	NQ	Futures	2497.74	2503.22	2494.28	2502.64	2686.0
2011-09-30 07:00:00	NQ	Futures	2502.93	2507.25	2496.87	2498.31	2104.0
2011-09-30 07:30:00	NQ	Futures	2498.31	2504.08	2496.87	2497.74	2050.0
2011-09-30 08:00:00	NQ	Futures	2498.03	2508.12	2497.45	2503.5	2468.0

> showing 50 of 2,222 rows — these rows as CSV

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